# EDGAR Filing Document

**Accession Number:** 0000097098
**File Stem:** 0002071691-26-009392
**Filing Date:** 2026-5
**Character Count:** 1438906
**Document Hash:** 0a798ad553d1d305a586f0cdf50d36c5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-009392.hdr.sgml**: 20260506

**ACCESSION NUMBER**: 0002071691-26-009392

**CONFORMED SUBMISSION TYPE**: N-MFP3

**CONFIRMING COPY**: 

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260506

**DATE AS OF CHANGE**: 20260506

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BLACKROCK LIQUIDITY FUNDS
- **CENTRAL INDEX KEY:** 0000097098

**ORGANIZATION NAME:**
- **EIN:** 520983343
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02354

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 800-441-7762

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BLACKROCK PROVIDENT INSTITUTIONAL FUNDS
- **DATE OF NAME CHANGE:** 20010126

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PROVIDENT INSTITUTIONAL FUNDS
- **DATE OF NAME CHANGE:** 19990521

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TEMPORARY INVESTMENT FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### FEDFUND (Series ID: S000001475)

| Class ID   | Class Name                      | Ticker Symbol   |
|:---|:---|:---|
| C000003923 | ADMINISTRATION                  | BLFXX           |
| C000003924 | CASH MANAGEMENT                 |  |
| C000003926 | PREMIER                         | BUPXX           |
| C000003927 | CAPITAL SHARES                  | BFCXX           |
| C000003928 | INSTITUTIONAL                   | TFDXX           |
| C000003929 | PRIVATE CLIENT                  | BRPXX           |
| C000003930 | DOLLAR                          | TDDXX           |
| C000003931 | CASH RESERVE                    | BFRXX           |
| C000003932 | SELECT                          | BFBXX           |
| C000223514 | Mischler Financial Group Shares |  |
| C000237277 | Stern Brothers Shares           |  |
| C000237291 | WestCap Shares                  |  |
| C000238342 | Tigress Shares                  |  |
| C000252319 | Penserra Shares                 |  |
| C000252320 | Great Pacific Shares            |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000097098

### General Information

**Report for (YYYY-MM-DD):** 2026-04-30

**Registrant Full Name:** BlackRock Liquidity Funds

**CIK Number of Registrant:** 0000097098

**LEI of Registrant:** 5493007YVNX55LTRQ706

**Name of Series:** FEDFUND

**LEI of Series:** 549300T8K043VZEOVK74

**EDGAR Series Identifier:** S000001475

**Total number of share classes in the series:** 15

**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            | BlackRock Advisors, LLC                                      | 801-47710         |
| Independent Public Accountant | Deloitte & Touche LLP<br>City: Boston<br>State: MA           |  |
| Administrator                 | BlackRock Advisors, LLC                                      |  |
| Transfer Agent                | BNY Mellon Investment Servicing (US) Inc.<br>CIK: 0000849542 | 084-01761         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 002-47015

- **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:** 48 days

- **WAL:** 103 days

- **Total Value of Portfolio Securities:** $182110557858.66

- **Amortized Cost of Portfolio Securities:** $182119801573.46

- **Cash:** $11113351505.48

- **Total Other Assets:** $363512275.79

- **Total Liabilities:** $2084028740.13

- **Net Assets of Series:** $191512636614.60

- **Number of Shares Outstanding (Series):** 191578067623.7200

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-04-01 | $134432655174.53          | $155237329614.51           | 67.1200%                  | 77.5100%                   |
| 2026-04-02 | $130472049262.98          | $151462383486.88           | 66.5000%                  | 77.2000%                   |
| 2026-04-06 | $132554138497.16          | $153106652259.16           | 67.0000%                  | 77.3900%                   |
| 2026-04-07 | $139669394586.26          | $152668980478.48           | 70.5100%                  | 77.0700%                   |
| 2026-04-08 | $137220357844.87          | $155487683042.86           | 68.1100%                  | 77.1700%                   |
| 2026-04-09 | $136931302124.97          | $155199357785.36           | 68.0600%                  | 77.1400%                   |
| 2026-04-10 | $131751567106.63          | $150727247595.23           | 67.2000%                  | 76.8800%                   |
| 2026-04-13 | $130166997453.09          | $149192636199.39           | 66.9400%                  | 76.7300%                   |
| 2026-04-14 | $130103981398.41          | $143860584936.33           | 69.2000%                  | 76.5200%                   |
| 2026-04-15 | $122285252387.17          | $142173754076.96           | 65.6300%                  | 76.3000%                   |
| 2026-04-16 | $121043829341.57          | $142212074462.58           | 65.0800%                  | 76.4600%                   |
| 2026-04-17 | $122239679269.54          | $143565990587.70           | 65.3300%                  | 76.7300%                   |
| 2026-04-20 | $122933761687.32          | $145762154772.47           | 64.1900%                  | 76.1100%                   |
| 2026-04-21 | $126412702923.42          | $144155546749.49           | 66.9400%                  | 76.3400%                   |
| 2026-04-22 | $121124775386.46          | $141964455284.58           | 64.8100%                  | 75.9700%                   |
| 2026-04-23 | $117727827566.37          | $141134396841.75           | 63.1600%                  | 75.7200%                   |
| 2026-04-24 | $117221377442.72          | $139129001507.73           | 63.5700%                  | 75.4500%                   |
| 2026-04-27 | $118381469296.44          | $141034266915.76           | 63.7800%                  | 75.9800%                   |
| 2026-04-28 | $123377714310.63          | $141558379941.29           | 66.2100%                  | 75.9700%                   |
| 2026-04-29 | $123127465433.63          | $143152726461.88           | 65.5100%                  | 76.1700%                   |
| 2026-04-30 | $124107069110.42          | $147305566242.25           | 64.2100%                  | 76.2200%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-04-01 | 3.7200%             |
| 2026-04-02 | 3.7200%             |
| 2026-04-06 | 3.7100%             |
| 2026-04-07 | 3.7100%             |
| 2026-04-08 | 3.7000%             |
| 2026-04-09 | 3.7000%             |
| 2026-04-10 | 3.7000%             |
| 2026-04-13 | 3.6900%             |
| 2026-04-14 | 3.6900%             |
| 2026-04-15 | 3.6900%             |
| 2026-04-16 | 3.7000%             |
| 2026-04-17 | 3.7000%             |
| 2026-04-20 | 3.7100%             |
| 2026-04-21 | 3.7100%             |
| 2026-04-22 | 3.7100%             |
| 2026-04-23 | 3.7100%             |
| 2026-04-24 | 3.7100%             |
| 2026-04-27 | 3.7100%             |
| 2026-04-28 | 3.7100%             |
| 2026-04-29 | 3.7100%             |
| 2026-04-30 | 3.7100%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-04-01 | 0.9996                      |
|  |  |
| 2026-04-02 | 0.9997                      |
|  |  |
| 2026-04-06 | 0.9996                      |
|  |  |
| 2026-04-07 | 0.9996                      |
|  |  |
| 2026-04-08 | 0.9996                      |
|  |  |
| 2026-04-09 | 0.9996                      |
|  |  |
| 2026-04-10 | 0.9996                      |
|  |  |
| 2026-04-13 | 0.9996                      |
|  |  |
| 2026-04-14 | 0.9996                      |
|  |  |
| 2026-04-15 | 0.9996                      |
|  |  |
| 2026-04-16 | 0.9996                      |
|  |  |
| 2026-04-17 | 0.9997                      |
|  |  |
| 2026-04-20 | 0.9996                      |
|  |  |
| 2026-04-21 | 0.9996                      |
|  |  |
| 2026-04-22 | 0.9996                      |
|  |  |
| 2026-04-23 | 0.9996                      |
|  |  |
| 2026-04-24 | 0.9997                      |
|  |  |
| 2026-04-27 | 0.9996                      |
|  |  |
| 2026-04-28 | 0.9996                      |
|  |  |
| 2026-04-29 | 0.9996                      |
|  |  |
| 2026-04-30 | 0.9996                      |
|  |  |

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

### Class: Administration

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $9589453753.88

- **Number of Shares Outstanding:** 9592729681.0400

- **Expense Reimbursement/Waiver:** 102284.86

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9996          |
|  |  |
| 2026-04-02 | 0.9997          |
|  |  |
| 2026-04-06 | 0.9996          |
|  |  |
| 2026-04-07 | 0.9996          |
|  |  |
| 2026-04-08 | 0.9996          |
|  |  |
| 2026-04-09 | 0.9996          |
|  |  |
| 2026-04-10 | 0.9996          |
|  |  |
| 2026-04-13 | 0.9996          |
|  |  |
| 2026-04-14 | 0.9996          |
|  |  |
| 2026-04-15 | 0.9996          |
|  |  |
| 2026-04-16 | 0.9996          |
|  |  |
| 2026-04-17 | 0.9997          |
|  |  |
| 2026-04-20 | 0.9996          |
|  |  |
| 2026-04-21 | 0.9996          |
|  |  |
| 2026-04-22 | 0.9996          |
|  |  |
| 2026-04-23 | 0.9996          |
|  |  |
| 2026-04-24 | 0.9997          |
|  |  |
| 2026-04-27 | 0.9996          |
|  |  |
| 2026-04-28 | 0.9996          |
|  |  |
| 2026-04-29 | 0.9996          |
|  |  |
| 2026-04-30 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $104145361.53             | $78174843.53            |
| 2026-04-02 | $198073764.20             | $9556051.36             |
| 2026-04-06 | $73375120.68              | $269793.38              |
| 2026-04-07 | $60021096.40              | $15797665.89            |
| 2026-04-08 | $117935009.70             | $631683.77              |
| 2026-04-09 | $184519.90                | $150891680.38           |
| 2026-04-10 | $10783486.59              | $84230453.53            |
| 2026-04-13 | $3954304.03               | $6467213.49             |
| 2026-04-14 | $5345143.75               | $19571759.41            |
| 2026-04-15 | $417852.96                | $44153881.44            |
| 2026-04-16 | $151198110.91             | $18312.12               |
| 2026-04-17 | $59638693.64              | $51533381.44            |
| 2026-04-20 | $367760559.78             | $46332653.76            |
| 2026-04-21 | $689840.52                | $295363420.93           |
| 2026-04-22 | $62921694.39              | $15316.67               |
| 2026-04-23 | $41677783.70              | $19470778.63            |
| 2026-04-24 | $201500.69                | $133744191.32           |
| 2026-04-27 | $208426.83                | $86907786.25            |
| 2026-04-28 | $20127465.21              | $6035442.29             |
| 2026-04-29 | $1044049189.55            | $1966361.28             |
| 2026-04-30 | $111670671.61             | $72208246.57            |

**Total Gross Subscriptions (Month):** $2434379596.57

**Total Gross Redemptions (Month):** $1123340917.44

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.4500%           |
| 2026-04-02 | 3.4500%           |
| 2026-04-06 | 3.4400%           |
| 2026-04-07 | 3.4400%           |
| 2026-04-08 | 3.4300%           |
| 2026-04-09 | 3.4300%           |
| 2026-04-10 | 3.4300%           |
| 2026-04-13 | 3.4200%           |
| 2026-04-14 | 3.4200%           |
| 2026-04-15 | 3.4200%           |
| 2026-04-16 | 3.4300%           |
| 2026-04-17 | 3.4300%           |
| 2026-04-20 | 3.4400%           |
| 2026-04-21 | 3.4400%           |
| 2026-04-22 | 3.4400%           |
| 2026-04-23 | 3.4400%           |
| 2026-04-24 | 3.4400%           |
| 2026-04-27 | 3.4400%           |
| 2026-04-28 | 3.4400%           |
| 2026-04-29 | 3.4400%           |
| 2026-04-30 | 3.4400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 30.6200%         | 0.0000%              |
| Depository institution or other banking institution |  | 67.0900%         | 0.0000%              |

### Class: Cash Management

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $659180120.03

- **Number of Shares Outstanding:** 659405379.4500

- **Expense Reimbursement/Waiver:** 7795.29

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9996          |
|  |  |
| 2026-04-02 | 0.9997          |
|  |  |
| 2026-04-06 | 0.9996          |
|  |  |
| 2026-04-07 | 0.9996          |
|  |  |
| 2026-04-08 | 0.9996          |
|  |  |
| 2026-04-09 | 0.9996          |
|  |  |
| 2026-04-10 | 0.9996          |
|  |  |
| 2026-04-13 | 0.9996          |
|  |  |
| 2026-04-14 | 0.9996          |
|  |  |
| 2026-04-15 | 0.9996          |
|  |  |
| 2026-04-16 | 0.9996          |
|  |  |
| 2026-04-17 | 0.9997          |
|  |  |
| 2026-04-20 | 0.9996          |
|  |  |
| 2026-04-21 | 0.9996          |
|  |  |
| 2026-04-22 | 0.9996          |
|  |  |
| 2026-04-23 | 0.9996          |
|  |  |
| 2026-04-24 | 0.9997          |
|  |  |
| 2026-04-27 | 0.9996          |
|  |  |
| 2026-04-28 | 0.9996          |
|  |  |
| 2026-04-29 | 0.9996          |
|  |  |
| 2026-04-30 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $625340.61                | $5935.16                |
| 2026-04-02 | $37196.45                 | $201710.15              |
| 2026-04-06 | $170486.59                | $269814.97              |
| 2026-04-07 | $50229.05                 | $3474788.54             |
| 2026-04-08 | $187157.42                | $503767.13              |
| 2026-04-09 | $24874.52                 | $6214341.75             |
| 2026-04-10 | $12144.12                 | $753968.81              |
| 2026-04-13 | $2653522.04               | $1730154.65             |
| 2026-04-14 | $57015.53                 | $688726.73              |
| 2026-04-15 | $1907125.77               | $49445.02               |
| 2026-04-16 | $87154.97                 | $1877892.78             |
| 2026-04-17 | $94935.55                 | $3229821.85             |
| 2026-04-20 | $247489.75                | $2171202.25             |
| 2026-04-21 | $10846924.64              | $553202.85              |
| 2026-04-22 | $233966.78                | $272622.38              |
| 2026-04-23 | $82976.55                 | $2579714.70             |
| 2026-04-24 | $844645.84                | $529774.78              |
| 2026-04-27 | $75818.17                 | $3274094.13             |
| 2026-04-28 | $48399.32                 | $62805.74               |
| 2026-04-29 | $79236.79                 | $1539156.17             |
| 2026-04-30 | $6373844.41               | $399664.24              |

**Total Gross Subscriptions (Month):** $24740484.87

**Total Gross Redemptions (Month):** $30382604.78

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.0500%           |
| 2026-04-02 | 3.0500%           |
| 2026-04-06 | 3.0400%           |
| 2026-04-07 | 3.0400%           |
| 2026-04-08 | 3.0400%           |
| 2026-04-09 | 3.0300%           |
| 2026-04-10 | 3.0300%           |
| 2026-04-13 | 3.0200%           |
| 2026-04-14 | 3.0200%           |
| 2026-04-15 | 3.0200%           |
| 2026-04-16 | 3.0300%           |
| 2026-04-17 | 3.0400%           |
| 2026-04-20 | 3.0500%           |
| 2026-04-21 | 3.0500%           |
| 2026-04-22 | 3.0400%           |
| 2026-04-23 | 3.0400%           |
| 2026-04-24 | 3.0400%           |
| 2026-04-27 | 3.0400%           |
| 2026-04-28 | 3.0500%           |
| 2026-04-29 | 3.0500%           |
| 2026-04-30 | 3.0500%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 10.5400%         | 0.0000%              |
| Non-financial corporation |  | 12.2000%         | 0.0000%              |
| Non-financial corporation |  | 75.8600%         | 0.0000%              |

### Class: Premier

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $3754634488.51

- **Number of Shares Outstanding:** 3755919296.3400

- **Expense Reimbursement/Waiver:** 44347.30

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9996          |
|  |  |
| 2026-04-02 | 0.9997          |
|  |  |
| 2026-04-06 | 0.9996          |
|  |  |
| 2026-04-07 | 0.9996          |
|  |  |
| 2026-04-08 | 0.9996          |
|  |  |
| 2026-04-09 | 0.9996          |
|  |  |
| 2026-04-10 | 0.9996          |
|  |  |
| 2026-04-13 | 0.9996          |
|  |  |
| 2026-04-14 | 0.9996          |
|  |  |
| 2026-04-15 | 0.9996          |
|  |  |
| 2026-04-16 | 0.9996          |
|  |  |
| 2026-04-17 | 0.9997          |
|  |  |
| 2026-04-20 | 0.9996          |
|  |  |
| 2026-04-21 | 0.9996          |
|  |  |
| 2026-04-22 | 0.9996          |
|  |  |
| 2026-04-23 | 0.9996          |
|  |  |
| 2026-04-24 | 0.9997          |
|  |  |
| 2026-04-27 | 0.9996          |
|  |  |
| 2026-04-28 | 0.9996          |
|  |  |
| 2026-04-29 | 0.9996          |
|  |  |
| 2026-04-30 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $4936001.12               | $10738790.04            |
| 2026-04-02 | $11889360.33              | $4599416.52             |
| 2026-04-06 | $4130042.63               | $20310466.90            |
| 2026-04-07 | $4928736.59               | $6194486.09             |
| 2026-04-08 | $10932125.38              | $13088433.64            |
| 2026-04-09 | $11356678.06              | $8382273.43             |
| 2026-04-10 | $5003835.02               | $5231630.76             |
| 2026-04-13 | $6564522.39               | $11157314.88            |
| 2026-04-14 | $15152716.94              | $9548306.77             |
| 2026-04-15 | $6444806.62               | $8084855.66             |
| 2026-04-16 | $14151127.33              | $4051454.63             |
| 2026-04-17 | $11071174.14              | $23653077.76            |
| 2026-04-20 | $17614404.22              | $5909945.48             |
| 2026-04-21 | $6071967.12               | $6382946.44             |
| 2026-04-22 | $4197672.17               | $7767602.60             |
| 2026-04-23 | $15711873.36              | $7118482.20             |
| 2026-04-24 | $7714253.42               | $15274410.82            |
| 2026-04-27 | $8198478.80               | $4871275.13             |
| 2026-04-28 | $3793806.99               | $6164979.43             |
| 2026-04-29 | $13202818.82              | $8010842.93             |
| 2026-04-30 | $9713118.91               | $5179671.51             |

**Total Gross Subscriptions (Month):** $192779520.36

**Total Gross Redemptions (Month):** $191720663.62

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.5500%           |
| 2026-04-02 | 3.5500%           |
| 2026-04-06 | 3.5400%           |
| 2026-04-07 | 3.5400%           |
| 2026-04-08 | 3.5300%           |
| 2026-04-09 | 3.5300%           |
| 2026-04-10 | 3.5300%           |
| 2026-04-13 | 3.5200%           |
| 2026-04-14 | 3.5200%           |
| 2026-04-15 | 3.5200%           |
| 2026-04-16 | 3.5300%           |
| 2026-04-17 | 3.5300%           |
| 2026-04-20 | 3.5400%           |
| 2026-04-21 | 3.5400%           |
| 2026-04-22 | 3.5400%           |
| 2026-04-23 | 3.5400%           |
| 2026-04-24 | 3.5400%           |
| 2026-04-27 | 3.5400%           |
| 2026-04-28 | 3.5400%           |
| 2026-04-29 | 3.5400%           |
| 2026-04-30 | 3.5400%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 9.0200%          | 0.0000%              |
| Broker-dealer |  | 90.6200%         | 0.0000%              |

### Class: Capital

- **Minimum Initial Investment:** $50000.00

- **Net Assets of Class:** $356181162.50

- **Number of Shares Outstanding:** 356303069.4200

- **Expense Reimbursement/Waiver:** 4343.16

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9996          |
|  |  |
| 2026-04-02 | 0.9997          |
|  |  |
| 2026-04-06 | 0.9996          |
|  |  |
| 2026-04-07 | 0.9996          |
|  |  |
| 2026-04-08 | 0.9996          |
|  |  |
| 2026-04-09 | 0.9996          |
|  |  |
| 2026-04-10 | 0.9996          |
|  |  |
| 2026-04-13 | 0.9996          |
|  |  |
| 2026-04-14 | 0.9996          |
|  |  |
| 2026-04-15 | 0.9996          |
|  |  |
| 2026-04-16 | 0.9996          |
|  |  |
| 2026-04-17 | 0.9997          |
|  |  |
| 2026-04-20 | 0.9996          |
|  |  |
| 2026-04-21 | 0.9996          |
|  |  |
| 2026-04-22 | 0.9996          |
|  |  |
| 2026-04-23 | 0.9996          |
|  |  |
| 2026-04-24 | 0.9997          |
|  |  |
| 2026-04-27 | 0.9996          |
|  |  |
| 2026-04-28 | 0.9996          |
|  |  |
| 2026-04-29 | 0.9996          |
|  |  |
| 2026-04-30 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $3602857.66               | $3664461.33             |
| 2026-04-02 | $1087995.53               | $3363852.42             |
| 2026-04-06 | $2127162.28               | $3482678.68             |
| 2026-04-07 | $7252273.75               | $1400512.94             |
| 2026-04-08 | $4346617.44               | $3346612.73             |
| 2026-04-09 | $3359349.07               | $1537641.18             |
| 2026-04-10 | $2004390.13               | $4043484.90             |
| 2026-04-13 | $2240163.60               | $10737240.40            |
| 2026-04-14 | $3224869.67               | $3229260.41             |
| 2026-04-15 | $2731727.81               | $7594785.94             |
| 2026-04-16 | $2318953.44               | $13010420.61            |
| 2026-04-17 | $3085918.49               | $5413856.75             |
| 2026-04-20 | $1614422.31               | $2838067.72             |
| 2026-04-21 | $4031946.67               | $3754633.96             |
| 2026-04-22 | $2672544.77               | $4886007.82             |
| 2026-04-23 | $3436979.66               | $1805264.99             |
| 2026-04-24 | $5212289.43               | $5205118.45             |
| 2026-04-27 | $2522717.33               | $3530117.29             |
| 2026-04-28 | $5168741.03               | $3127355.51             |
| 2026-04-29 | $3630668.90               | $2772569.98             |
| 2026-04-30 | $2060607.60               | $1724447.74             |

**Total Gross Subscriptions (Month):** $67733196.57

**Total Gross Redemptions (Month):** $90468391.75

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.5000%           |
| 2026-04-02 | 3.5000%           |
| 2026-04-06 | 3.4900%           |
| 2026-04-07 | 3.4900%           |
| 2026-04-08 | 3.4800%           |
| 2026-04-09 | 3.4800%           |
| 2026-04-10 | 3.4800%           |
| 2026-04-13 | 3.4700%           |
| 2026-04-14 | 3.4700%           |
| 2026-04-15 | 3.4700%           |
| 2026-04-16 | 3.4800%           |
| 2026-04-17 | 3.4800%           |
| 2026-04-20 | 3.5000%           |
| 2026-04-21 | 3.4900%           |
| 2026-04-22 | 3.4900%           |
| 2026-04-23 | 3.4900%           |
| 2026-04-24 | 3.4900%           |
| 2026-04-27 | 3.4900%           |
| 2026-04-28 | 3.4900%           |
| 2026-04-29 | 3.4900%           |
| 2026-04-30 | 3.4900%           |

### Class: Institutional

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $164884888248.61

- **Number of Shares Outstanding:** 164941223283.3300

- **Expense Reimbursement/Waiver:** 1938645.95

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9996          |
|  |  |
| 2026-04-02 | 0.9997          |
|  |  |
| 2026-04-06 | 0.9996          |
|  |  |
| 2026-04-07 | 0.9996          |
|  |  |
| 2026-04-08 | 0.9996          |
|  |  |
| 2026-04-09 | 0.9996          |
|  |  |
| 2026-04-10 | 0.9996          |
|  |  |
| 2026-04-13 | 0.9996          |
|  |  |
| 2026-04-14 | 0.9996          |
|  |  |
| 2026-04-15 | 0.9996          |
|  |  |
| 2026-04-16 | 0.9996          |
|  |  |
| 2026-04-17 | 0.9997          |
|  |  |
| 2026-04-20 | 0.9996          |
|  |  |
| 2026-04-21 | 0.9996          |
|  |  |
| 2026-04-22 | 0.9996          |
|  |  |
| 2026-04-23 | 0.9996          |
|  |  |
| 2026-04-24 | 0.9997          |
|  |  |
| 2026-04-27 | 0.9996          |
|  |  |
| 2026-04-28 | 0.9996          |
|  |  |
| 2026-04-29 | 0.9996          |
|  |  |
| 2026-04-30 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $6178506772.42            | $7480614685.37          |
| 2026-04-02 | $3922943650.99            | $6907966636.98          |
| 2026-04-06 | $5508496682.23            | $3618573055.91          |
| 2026-04-07 | $4051928333.82            | $5203548064.51          |
| 2026-04-08 | $4406492827.42            | $4981239883.36          |
| 2026-04-09 | $4162510540.71            | $3371180567.61          |
| 2026-04-10 | $2751312279.28            | $6588116783.04          |
| 2026-04-13 | $4020427033.84            | $5790081251.14          |
| 2026-04-14 | $2994926778.15            | $5310300532.04          |
| 2026-04-15 | $5833144712.89            | $6317557069.51          |
| 2026-04-16 | $3184179081.52            | $3804855413.77          |
| 2026-04-17 | $4371040640.36            | $3176831622.84          |
| 2026-04-20 | $4757992088.90            | $2857906026.12          |
| 2026-04-21 | $3525600053.68            | $4488948188.69          |
| 2026-04-22 | $2491475881.47            | $4007210316.84          |
| 2026-04-23 | $3590342304.75            | $3777975821.65          |
| 2026-04-24 | $3619607691.08            | $4850186865.71          |
| 2026-04-27 | $5047867058.07            | $3893468594.68          |
| 2026-04-28 | $4542583163.37            | $4105546793.38          |
| 2026-04-29 | $5255653605.01            | $3878754361.91          |
| 2026-04-30 | $8283071869.48            | $5504944799.17          |

**Total Gross Subscriptions (Month):** $92500103049.44

**Total Gross Redemptions (Month):** $99915807334.23

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.5500%           |
| 2026-04-02 | 3.5500%           |
| 2026-04-06 | 3.5400%           |
| 2026-04-07 | 3.5400%           |
| 2026-04-08 | 3.5300%           |
| 2026-04-09 | 3.5300%           |
| 2026-04-10 | 3.5300%           |
| 2026-04-13 | 3.5200%           |
| 2026-04-14 | 3.5200%           |
| 2026-04-15 | 3.5200%           |
| 2026-04-16 | 3.5300%           |
| 2026-04-17 | 3.5300%           |
| 2026-04-20 | 3.5400%           |
| 2026-04-21 | 3.5400%           |
| 2026-04-22 | 3.5400%           |
| 2026-04-23 | 3.5400%           |
| 2026-04-24 | 3.5400%           |
| 2026-04-27 | 3.5400%           |
| 2026-04-28 | 3.5400%           |
| 2026-04-29 | 3.5400%           |
| 2026-04-30 | 3.5400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 37.4200%         | 0.0000%              |
| Depository institution or other banking institution |  | 9.5900%          | 0.0000%              |
| Depository institution or other banking institution |  | 6.4800%          | 0.0000%              |

### Class: Private Client

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $171730.59

- **Number of Shares Outstanding:** 171789.4500

- **Expense Reimbursement/Waiver:** 49.89

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9996          |
|  |  |
| 2026-04-02 | 0.9997          |
|  |  |
| 2026-04-06 | 0.9996          |
|  |  |
| 2026-04-07 | 0.9996          |
|  |  |
| 2026-04-08 | 0.9996          |
|  |  |
| 2026-04-09 | 0.9996          |
|  |  |
| 2026-04-10 | 0.9996          |
|  |  |
| 2026-04-13 | 0.9996          |
|  |  |
| 2026-04-14 | 0.9996          |
|  |  |
| 2026-04-15 | 0.9996          |
|  |  |
| 2026-04-16 | 0.9996          |
|  |  |
| 2026-04-17 | 0.9997          |
|  |  |
| 2026-04-20 | 0.9996          |
|  |  |
| 2026-04-21 | 0.9996          |
|  |  |
| 2026-04-22 | 0.9996          |
|  |  |
| 2026-04-23 | 0.9996          |
|  |  |
| 2026-04-24 | 0.9997          |
|  |  |
| 2026-04-27 | 0.9996          |
|  |  |
| 2026-04-28 | 0.9996          |
|  |  |
| 2026-04-29 | 0.9996          |
|  |  |
| 2026-04-30 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $0.00                     | $0.00                   |
| 2026-04-02 | $0.00                     | $0.00                   |
| 2026-04-06 | $0.00                     | $0.00                   |
| 2026-04-07 | $0.00                     | $0.00                   |
| 2026-04-08 | $0.00                     | $0.00                   |
| 2026-04-09 | $0.00                     | $0.00                   |
| 2026-04-10 | $0.00                     | $0.00                   |
| 2026-04-13 | $0.00                     | $0.00                   |
| 2026-04-14 | $0.00                     | $0.00                   |
| 2026-04-15 | $0.00                     | $0.00                   |
| 2026-04-16 | $0.00                     | $0.00                   |
| 2026-04-17 | $0.00                     | $0.00                   |
| 2026-04-20 | $0.00                     | $0.00                   |
| 2026-04-21 | $4365.68                  | $0.00                   |
| 2026-04-22 | $0.00                     | $0.00                   |
| 2026-04-23 | $0.00                     | $0.00                   |
| 2026-04-24 | $0.00                     | $0.00                   |
| 2026-04-27 | $0.00                     | $0.00                   |
| 2026-04-28 | $0.00                     | $0.00                   |
| 2026-04-29 | $0.00                     | $0.00                   |
| 2026-04-30 | $419.98                   | $0.00                   |

**Total Gross Subscriptions (Month):** $4785.66

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.0400%           |
| 2026-04-02 | 3.0400%           |
| 2026-04-06 | 3.0300%           |
| 2026-04-07 | 3.0300%           |
| 2026-04-08 | 3.0300%           |
| 2026-04-09 | 3.0200%           |
| 2026-04-10 | 3.0200%           |
| 2026-04-13 | 3.0000%           |
| 2026-04-14 | 3.0000%           |
| 2026-04-15 | 3.0100%           |
| 2026-04-16 | 3.0200%           |
| 2026-04-17 | 3.0200%           |
| 2026-04-20 | 3.0400%           |
| 2026-04-21 | 3.0300%           |
| 2026-04-22 | 3.0300%           |
| 2026-04-23 | 3.0300%           |
| 2026-04-24 | 3.0300%           |
| 2026-04-27 | 3.0300%           |
| 2026-04-28 | 3.0300%           |
| 2026-04-29 | 3.0300%           |
| 2026-04-30 | 3.0300%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 47.1400%         | 0.0000%              |
| Retail investor |  | 15.8800%         | 0.0000%              |
| Retail investor |  | 5.2100%          | 0.0000%              |

### Class: Dollar

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $4275398486.05

- **Number of Shares Outstanding:** 4276859384.3100

- **Expense Reimbursement/Waiver:** 48642.93

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9996          |
|  |  |
| 2026-04-02 | 0.9997          |
|  |  |
| 2026-04-06 | 0.9996          |
|  |  |
| 2026-04-07 | 0.9996          |
|  |  |
| 2026-04-08 | 0.9996          |
|  |  |
| 2026-04-09 | 0.9996          |
|  |  |
| 2026-04-10 | 0.9996          |
|  |  |
| 2026-04-13 | 0.9996          |
|  |  |
| 2026-04-14 | 0.9996          |
|  |  |
| 2026-04-15 | 0.9996          |
|  |  |
| 2026-04-16 | 0.9996          |
|  |  |
| 2026-04-17 | 0.9997          |
|  |  |
| 2026-04-20 | 0.9996          |
|  |  |
| 2026-04-21 | 0.9996          |
|  |  |
| 2026-04-22 | 0.9996          |
|  |  |
| 2026-04-23 | 0.9996          |
|  |  |
| 2026-04-24 | 0.9997          |
|  |  |
| 2026-04-27 | 0.9996          |
|  |  |
| 2026-04-28 | 0.9996          |
|  |  |
| 2026-04-29 | 0.9996          |
|  |  |
| 2026-04-30 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $101276161.70             | $6319803.49             |
| 2026-04-02 | $20644156.17              | $133931643.24           |
| 2026-04-06 | $48455098.12              | $52183314.19            |
| 2026-04-07 | $106094916.20             | $21420119.36            |
| 2026-04-08 | $62762988.23              | $5088995.97             |
| 2026-04-09 | $94099601.17              | $32949526.27            |
| 2026-04-10 | $37956094.48              | $87458095.70            |
| 2026-04-13 | $29045777.81              | $32287451.53            |
| 2026-04-14 | $77547938.10              | $5680199.51             |
| 2026-04-15 | $27772092.96              | $15325226.19            |
| 2026-04-16 | $77171561.23              | $67578.15               |
| 2026-04-17 | $9255436.38               | $56007612.33            |
| 2026-04-20 | $12074795.33              | $38764028.36            |
| 2026-04-21 | $17197456.03              | $11648440.90            |
| 2026-04-22 | $80803143.47              | $17005082.92            |
| 2026-04-23 | $180602547.50             | $9457858.48             |
| 2026-04-24 | $21574277.11              | $47907413.84            |
| 2026-04-27 | $11642975.68              | $59953352.99            |
| 2026-04-28 | $4587103.52               | $12396339.86            |
| 2026-04-29 | $35328336.71              | $17601463.03            |
| 2026-04-30 | $67507229.05              | $81186079.07            |

**Total Gross Subscriptions (Month):** $1123399686.95

**Total Gross Redemptions (Month):** $744639625.38

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.3000%           |
| 2026-04-02 | 3.3000%           |
| 2026-04-06 | 3.2900%           |
| 2026-04-07 | 3.2900%           |
| 2026-04-08 | 3.2800%           |
| 2026-04-09 | 3.2800%           |
| 2026-04-10 | 3.2800%           |
| 2026-04-13 | 3.2700%           |
| 2026-04-14 | 3.2700%           |
| 2026-04-15 | 3.2700%           |
| 2026-04-16 | 3.2800%           |
| 2026-04-17 | 3.2800%           |
| 2026-04-20 | 3.2900%           |
| 2026-04-21 | 3.2900%           |
| 2026-04-22 | 3.2900%           |
| 2026-04-23 | 3.2900%           |
| 2026-04-24 | 3.2900%           |
| 2026-04-27 | 3.2900%           |
| 2026-04-28 | 3.2900%           |
| 2026-04-29 | 3.2900%           |
| 2026-04-30 | 3.2900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 5.7000%          | 0.0000%              |
| Depository institution or other banking institution |  | 51.7100%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.0900%          | 0.0000%              |
| Depository institution or other banking institution |  | 14.8700%         | 0.0000%              |
| Depository institution or other banking institution |  | 16.4200%         | 0.0000%              |

### Class: Cash Reserve

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $4725800984.72

- **Number of Shares Outstanding:** 4727416194.1000

- **Expense Reimbursement/Waiver:** 55838.93

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9996          |
|  |  |
| 2026-04-02 | 0.9997          |
|  |  |
| 2026-04-06 | 0.9996          |
|  |  |
| 2026-04-07 | 0.9996          |
|  |  |
| 2026-04-08 | 0.9996          |
|  |  |
| 2026-04-09 | 0.9996          |
|  |  |
| 2026-04-10 | 0.9996          |
|  |  |
| 2026-04-13 | 0.9996          |
|  |  |
| 2026-04-14 | 0.9996          |
|  |  |
| 2026-04-15 | 0.9996          |
|  |  |
| 2026-04-16 | 0.9996          |
|  |  |
| 2026-04-17 | 0.9997          |
|  |  |
| 2026-04-20 | 0.9996          |
|  |  |
| 2026-04-21 | 0.9996          |
|  |  |
| 2026-04-22 | 0.9996          |
|  |  |
| 2026-04-23 | 0.9996          |
|  |  |
| 2026-04-24 | 0.9997          |
|  |  |
| 2026-04-27 | 0.9996          |
|  |  |
| 2026-04-28 | 0.9996          |
|  |  |
| 2026-04-29 | 0.9996          |
|  |  |
| 2026-04-30 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $429284255.40             | $232372623.02           |
| 2026-04-02 | $288175238.65             | $377778497.67           |
| 2026-04-06 | $303875098.71             | $354305290.74           |
| 2026-04-07 | $272008813.92             | $344100217.18           |
| 2026-04-08 | $252952384.68             | $231793401.00           |
| 2026-04-09 | $249063823.25             | $378681518.72           |
| 2026-04-10 | $278871760.70             | $258616494.07           |
| 2026-04-13 | $285414809.08             | $276042434.00           |
| 2026-04-14 | $323715540.91             | $301996175.41           |
| 2026-04-15 | $232873108.77             | $239109137.00           |
| 2026-04-16 | $348012083.12             | $257248733.51           |
| 2026-04-17 | $293663069.94             | $254493025.34           |
| 2026-04-20 | $240736539.39             | $254408432.65           |
| 2026-04-21 | $250983079.04             | $253582009.63           |
| 2026-04-22 | $270421674.89             | $233631537.00           |
| 2026-04-23 | $276610395.73             | $248648689.99           |
| 2026-04-24 | $271254721.23             | $222978346.50           |
| 2026-04-27 | $225494267.85             | $291372842.12           |
| 2026-04-28 | $264066733.71             | $243570041.74           |
| 2026-04-29 | $226475361.47             | $225791726.00           |
| 2026-04-30 | $181332464.07             | $240543806.74           |

**Total Gross Subscriptions (Month):** $5765285224.51

**Total Gross Redemptions (Month):** $5721064980.03

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.1500%           |
| 2026-04-02 | 3.1500%           |
| 2026-04-06 | 3.1400%           |
| 2026-04-07 | 3.1400%           |
| 2026-04-08 | 3.1300%           |
| 2026-04-09 | 3.1300%           |
| 2026-04-10 | 3.1300%           |
| 2026-04-13 | 3.1200%           |
| 2026-04-14 | 3.1200%           |
| 2026-04-15 | 3.1200%           |
| 2026-04-16 | 3.1300%           |
| 2026-04-17 | 3.1300%           |
| 2026-04-20 | 3.1400%           |
| 2026-04-21 | 3.1400%           |
| 2026-04-22 | 3.1400%           |
| 2026-04-23 | 3.1400%           |
| 2026-04-24 | 3.1400%           |
| 2026-04-27 | 3.1400%           |
| 2026-04-28 | 3.1400%           |
| 2026-04-29 | 3.1400%           |
| 2026-04-30 | 3.1400%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 97.4800%         | 0.0000%              |

### Class: Select

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $286513024.39

- **Number of Shares Outstanding:** 286610983.0500

- **Expense Reimbursement/Waiver:** 9977.49

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9996          |
|  |  |
| 2026-04-02 | 0.9997          |
|  |  |
| 2026-04-06 | 0.9996          |
|  |  |
| 2026-04-07 | 0.9996          |
|  |  |
| 2026-04-08 | 0.9996          |
|  |  |
| 2026-04-09 | 0.9996          |
|  |  |
| 2026-04-10 | 0.9996          |
|  |  |
| 2026-04-13 | 0.9996          |
|  |  |
| 2026-04-14 | 0.9996          |
|  |  |
| 2026-04-15 | 0.9996          |
|  |  |
| 2026-04-16 | 0.9996          |
|  |  |
| 2026-04-17 | 0.9997          |
|  |  |
| 2026-04-20 | 0.9996          |
|  |  |
| 2026-04-21 | 0.9996          |
|  |  |
| 2026-04-22 | 0.9996          |
|  |  |
| 2026-04-23 | 0.9996          |
|  |  |
| 2026-04-24 | 0.9997          |
|  |  |
| 2026-04-27 | 0.9996          |
|  |  |
| 2026-04-28 | 0.9996          |
|  |  |
| 2026-04-29 | 0.9996          |
|  |  |
| 2026-04-30 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $41.42                    | $8430855.56             |
| 2026-04-02 | $28458268.67              | $14227296.06            |
| 2026-04-06 | $13010400.81              | $6506040.78             |
| 2026-04-07 | $12874726.99              | $0.00                   |
| 2026-04-08 | $2079777.94               | $0.00                   |
| 2026-04-09 | $0.00                     | $3298974.29             |
| 2026-04-10 | $0.00                     | $4618771.57             |
| 2026-04-13 | $0.00                     | $3836111.09             |
| 2026-04-14 | $975419.71                | $0.00                   |
| 2026-04-15 | $39.95                    | $31774767.09            |
| 2026-04-16 | $0.00                     | $3477371.68             |
| 2026-04-17 | $0.00                     | $19103413.66            |
| 2026-04-20 | $2097102.51               | $0.00                   |
| 2026-04-21 | $268412.35                | $0.00                   |
| 2026-04-22 | $40.18                    | $2625548.66             |
| 2026-04-23 | $74754.39                 | $4002464.04             |
| 2026-04-24 | $0.00                     | $10362413.34            |
| 2026-04-27 | $4880545.65               | $0.00                   |
| 2026-04-28 | $0.00                     | $44211669.34            |
| 2026-04-29 | $0.00                     | $3377807.77             |
| 2026-04-30 | $9574746.91               | $100000.00              |

**Total Gross Subscriptions (Month):** $74294277.48

**Total Gross Redemptions (Month):** $159953504.93

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 2.7200%           |
| 2026-04-02 | 2.7200%           |
| 2026-04-06 | 2.7100%           |
| 2026-04-07 | 2.7100%           |
| 2026-04-08 | 2.7000%           |
| 2026-04-09 | 2.7000%           |
| 2026-04-10 | 2.7000%           |
| 2026-04-13 | 2.6900%           |
| 2026-04-14 | 2.6900%           |
| 2026-04-15 | 2.6900%           |
| 2026-04-16 | 2.7000%           |
| 2026-04-17 | 2.7000%           |
| 2026-04-20 | 2.7100%           |
| 2026-04-21 | 2.7100%           |
| 2026-04-22 | 2.7100%           |
| 2026-04-23 | 2.7100%           |
| 2026-04-24 | 2.7100%           |
| 2026-04-27 | 2.7100%           |
| 2026-04-28 | 2.7100%           |
| 2026-04-29 | 2.7100%           |
| 2026-04-30 | 2.7100%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.5600%         | 0.0000%              |

### Class: Mischler Financial Group Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $2794960467.07

- **Number of Shares Outstanding:** 2795911662.6900

- **Expense Reimbursement/Waiver:** 36972.69

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9996          |
|  |  |
| 2026-04-02 | 0.9997          |
|  |  |
| 2026-04-06 | 0.9996          |
|  |  |
| 2026-04-07 | 0.9996          |
|  |  |
| 2026-04-08 | 0.9996          |
|  |  |
| 2026-04-09 | 0.9996          |
|  |  |
| 2026-04-10 | 0.9996          |
|  |  |
| 2026-04-13 | 0.9996          |
|  |  |
| 2026-04-14 | 0.9996          |
|  |  |
| 2026-04-15 | 0.9996          |
|  |  |
| 2026-04-16 | 0.9996          |
|  |  |
| 2026-04-17 | 0.9997          |
|  |  |
| 2026-04-20 | 0.9996          |
|  |  |
| 2026-04-21 | 0.9996          |
|  |  |
| 2026-04-22 | 0.9996          |
|  |  |
| 2026-04-23 | 0.9996          |
|  |  |
| 2026-04-24 | 0.9997          |
|  |  |
| 2026-04-27 | 0.9996          |
|  |  |
| 2026-04-28 | 0.9996          |
|  |  |
| 2026-04-29 | 0.9996          |
|  |  |
| 2026-04-30 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $1414000000.00            | $0.00                   |
| 2026-04-02 | $0.00                     | $322750000.00           |
| 2026-04-06 | $346000000.00             | $0.00                   |
| 2026-04-07 | $323000000.00             | $0.00                   |
| 2026-04-08 | $169500000.00             | $0.00                   |
| 2026-04-09 | $75000000.00              | $350000000.00           |
| 2026-04-10 | $1000000.00               | $566250000.00           |
| 2026-04-13 | $117500000.00             | $0.00                   |
| 2026-04-14 | $0.00                     | $367250000.00           |
| 2026-04-15 | $0.00                     | $972000000.00           |
| 2026-04-16 | $0.00                     | $34500000.00            |
| 2026-04-17 | $0.00                     | $92000000.00            |
| 2026-04-20 | $0.00                     | $28250000.00            |
| 2026-04-21 | $0.00                     | $609000000.00           |
| 2026-04-22 | $0.00                     | $108000000.00           |
| 2026-04-23 | $0.00                     | $467200000.00           |
| 2026-04-24 | $0.00                     | $499666666.67           |
| 2026-04-27 | $403750000.00             | $0.00                   |
| 2026-04-28 | $119750000.00             | $1000000.00             |
| 2026-04-29 | $0.00                     | $210000000.00           |
| 2026-04-30 | $1401811376.68            | $0.00                   |

**Total Gross Subscriptions (Month):** $4371311376.68

**Total Gross Redemptions (Month):** $4627866666.67

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.5500%           |
| 2026-04-02 | 3.5500%           |
| 2026-04-06 | 3.5400%           |
| 2026-04-07 | 3.5400%           |
| 2026-04-08 | 3.5300%           |
| 2026-04-09 | 3.5300%           |
| 2026-04-10 | 3.5300%           |
| 2026-04-13 | 3.5200%           |
| 2026-04-14 | 3.5200%           |
| 2026-04-15 | 3.5200%           |
| 2026-04-16 | 3.5300%           |
| 2026-04-17 | 3.5300%           |
| 2026-04-20 | 3.5400%           |
| 2026-04-21 | 3.5400%           |
| 2026-04-22 | 3.5400%           |
| 2026-04-23 | 3.5400%           |
| 2026-04-24 | 3.5400%           |
| 2026-04-27 | 3.5400%           |
| 2026-04-28 | 3.5400%           |
| 2026-04-29 | 3.5400%           |
| 2026-04-30 | 3.5400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 16.5900%         | 0.0000%              |
| Depository institution or other banking institution |  | 14.2700%         | 0.0000%              |
| Depository institution or other banking institution |  | 66.3900%         | 0.0000%              |

### Class: Stern Brothers Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $63775492.83

- **Number of Shares Outstanding:** 63796836.7600

- **Expense Reimbursement/Waiver:** 889.11

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9996          |
|  |  |
| 2026-04-02 | 0.9997          |
|  |  |
| 2026-04-06 | 0.9996          |
|  |  |
| 2026-04-07 | 0.9996          |
|  |  |
| 2026-04-08 | 0.9996          |
|  |  |
| 2026-04-09 | 0.9996          |
|  |  |
| 2026-04-10 | 0.9997          |
|  |  |
| 2026-04-13 | 0.9996          |
|  |  |
| 2026-04-14 | 0.9996          |
|  |  |
| 2026-04-15 | 0.9996          |
|  |  |
| 2026-04-16 | 0.9996          |
|  |  |
| 2026-04-17 | 0.9997          |
|  |  |
| 2026-04-20 | 0.9996          |
|  |  |
| 2026-04-21 | 0.9996          |
|  |  |
| 2026-04-22 | 0.9996          |
|  |  |
| 2026-04-23 | 0.9996          |
|  |  |
| 2026-04-24 | 0.9997          |
|  |  |
| 2026-04-27 | 0.9996          |
|  |  |
| 2026-04-28 | 0.9996          |
|  |  |
| 2026-04-29 | 0.9996          |
|  |  |
| 2026-04-30 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $1500000.00               | $68.04                  |
| 2026-04-02 | $380170.74                | $500000.00              |
| 2026-04-06 | $1500000.00               | $0.00                   |
| 2026-04-07 | $0.00                     | $0.00                   |
| 2026-04-08 | $0.00                     | $1500000.00             |
| 2026-04-09 | $0.00                     | $0.00                   |
| 2026-04-10 | $0.00                     | $5100000.00             |
| 2026-04-13 | $5000000.00               | $0.00                   |
| 2026-04-14 | $0.00                     | $1500000.00             |
| 2026-04-15 | $0.00                     | $3000000.00             |
| 2026-04-16 | $0.00                     | $0.00                   |
| 2026-04-17 | $0.00                     | $0.00                   |
| 2026-04-20 | $0.00                     | $0.00                   |
| 2026-04-21 | $1500000.00               | $0.00                   |
| 2026-04-22 | $0.00                     | $0.00                   |
| 2026-04-23 | $0.00                     | $0.00                   |
| 2026-04-24 | $0.00                     | $0.00                   |
| 2026-04-27 | $0.00                     | $500000.00              |
| 2026-04-28 | $0.00                     | $0.00                   |
| 2026-04-29 | $0.00                     | $12070450.60            |
| 2026-04-30 | $1218524.93               | $0.00                   |

**Total Gross Subscriptions (Month):** $11098695.67

**Total Gross Redemptions (Month):** $24170518.64

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.5500%           |
| 2026-04-02 | 3.5500%           |
| 2026-04-06 | 3.5400%           |
| 2026-04-07 | 3.5400%           |
| 2026-04-08 | 3.5300%           |
| 2026-04-09 | 3.5300%           |
| 2026-04-10 | 3.5300%           |
| 2026-04-13 | 3.5200%           |
| 2026-04-14 | 3.5200%           |
| 2026-04-15 | 3.5200%           |
| 2026-04-16 | 3.5300%           |
| 2026-04-17 | 3.5300%           |
| 2026-04-20 | 3.5400%           |
| 2026-04-21 | 3.5400%           |
| 2026-04-22 | 3.5400%           |
| 2026-04-23 | 3.5400%           |
| 2026-04-24 | 3.5400%           |
| 2026-04-27 | 3.5400%           |
| 2026-04-28 | 3.5400%           |
| 2026-04-29 | 3.5400%           |
| 2026-04-30 | 3.5400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 87.2500%         | 0.0000%              |
| Non-financial corporation                           |  | 12.7500%         | 0.0000%              |

### Class: WestCap Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $41645664.46

- **Number of Shares Outstanding:** 41659865.3600

- **Expense Reimbursement/Waiver:** 502.25

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9996          |
|  |  |
| 2026-04-02 | 0.9997          |
|  |  |
| 2026-04-06 | 0.9996          |
|  |  |
| 2026-04-07 | 0.9996          |
|  |  |
| 2026-04-08 | 0.9996          |
|  |  |
| 2026-04-09 | 0.9996          |
|  |  |
| 2026-04-10 | 0.9996          |
|  |  |
| 2026-04-13 | 0.9996          |
|  |  |
| 2026-04-14 | 0.9996          |
|  |  |
| 2026-04-15 | 0.9996          |
|  |  |
| 2026-04-16 | 0.9996          |
|  |  |
| 2026-04-17 | 0.9997          |
|  |  |
| 2026-04-20 | 0.9996          |
|  |  |
| 2026-04-21 | 0.9996          |
|  |  |
| 2026-04-22 | 0.9996          |
|  |  |
| 2026-04-23 | 0.9996          |
|  |  |
| 2026-04-24 | 0.9997          |
|  |  |
| 2026-04-27 | 0.9996          |
|  |  |
| 2026-04-28 | 0.9996          |
|  |  |
| 2026-04-29 | 0.9996          |
|  |  |
| 2026-04-30 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $0.00                     | $0.00                   |
| 2026-04-02 | $0.00                     | $0.00                   |
| 2026-04-06 | $0.00                     | $0.00                   |
| 2026-04-07 | $0.00                     | $0.00                   |
| 2026-04-08 | $0.00                     | $0.00                   |
| 2026-04-09 | $0.00                     | $0.00                   |
| 2026-04-10 | $0.00                     | $150000.00              |
| 2026-04-13 | $0.00                     | $0.00                   |
| 2026-04-14 | $0.00                     | $0.00                   |
| 2026-04-15 | $0.00                     | $0.00                   |
| 2026-04-16 | $0.00                     | $0.00                   |
| 2026-04-17 | $0.00                     | $150000.00              |
| 2026-04-20 | $0.00                     | $0.00                   |
| 2026-04-21 | $0.00                     | $0.00                   |
| 2026-04-22 | $0.00                     | $0.00                   |
| 2026-04-23 | $0.00                     | $0.00                   |
| 2026-04-24 | $0.00                     | $0.00                   |
| 2026-04-27 | $0.00                     | $650000.00              |
| 2026-04-28 | $0.00                     | $150000.00              |
| 2026-04-29 | $0.00                     | $0.00                   |
| 2026-04-30 | $123430.81                | $0.00                   |

**Total Gross Subscriptions (Month):** $123430.81

**Total Gross Redemptions (Month):** $1100000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.5500%           |
| 2026-04-02 | 3.5500%           |
| 2026-04-06 | 3.5400%           |
| 2026-04-07 | 3.5400%           |
| 2026-04-08 | 3.5300%           |
| 2026-04-09 | 3.5300%           |
| 2026-04-10 | 3.5300%           |
| 2026-04-13 | 3.5200%           |
| 2026-04-14 | 3.5200%           |
| 2026-04-15 | 3.5200%           |
| 2026-04-16 | 3.5300%           |
| 2026-04-17 | 3.5300%           |
| 2026-04-20 | 3.5400%           |
| 2026-04-21 | 3.5400%           |
| 2026-04-22 | 3.5400%           |
| 2026-04-23 | 3.5400%           |
| 2026-04-24 | 3.5400%           |
| 2026-04-27 | 3.5400%           |
| 2026-04-28 | 3.5400%           |
| 2026-04-29 | 3.5400%           |
| 2026-04-30 | 3.5400%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 63.0200%         | 0.0000%              |
| Non-financial corporation |  | 35.9600%         | 0.0000%              |

### Class: Tigress

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $79872421.19

- **Number of Shares Outstanding:** 79899573.6700

- **Expense Reimbursement/Waiver:** 853.33

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9996          |
|  |  |
| 2026-04-02 | 0.9997          |
|  |  |
| 2026-04-06 | 0.9996          |
|  |  |
| 2026-04-07 | 0.9996          |
|  |  |
| 2026-04-08 | 0.9996          |
|  |  |
| 2026-04-09 | 0.9996          |
|  |  |
| 2026-04-10 | 0.9996          |
|  |  |
| 2026-04-13 | 0.9996          |
|  |  |
| 2026-04-14 | 0.9996          |
|  |  |
| 2026-04-15 | 0.9996          |
|  |  |
| 2026-04-16 | 0.9996          |
|  |  |
| 2026-04-17 | 0.9997          |
|  |  |
| 2026-04-20 | 0.9996          |
|  |  |
| 2026-04-21 | 0.9996          |
|  |  |
| 2026-04-22 | 0.9996          |
|  |  |
| 2026-04-23 | 0.9996          |
|  |  |
| 2026-04-24 | 0.9997          |
|  |  |
| 2026-04-27 | 0.9996          |
|  |  |
| 2026-04-28 | 0.9996          |
|  |  |
| 2026-04-29 | 0.9996          |
|  |  |
| 2026-04-30 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $780922.00                | $0.00                   |
| 2026-04-02 | $2733030.00               | $0.00                   |
| 2026-04-06 | $2333938.00               | $0.00                   |
| 2026-04-07 | $1353303.00               | $0.00                   |
| 2026-04-08 | $853836.00                | $0.00                   |
| 2026-04-09 | $0.00                     | $8133.00                |
| 2026-04-10 | $1434903.00               | $0.00                   |
| 2026-04-13 | $4235910.00               | $0.00                   |
| 2026-04-14 | $6043910.00               | $0.00                   |
| 2026-04-15 | $1632450.00               | $0.00                   |
| 2026-04-16 | $340310.00                | $0.00                   |
| 2026-04-17 | $546233.00                | $0.00                   |
| 2026-04-20 | $885754.00                | $0.00                   |
| 2026-04-21 | $1227915.00               | $0.00                   |
| 2026-04-22 | $0.00                     | $15023448.00            |
| 2026-04-23 | $0.00                     | $4894479.00             |
| 2026-04-24 | $7477046.00               | $0.00                   |
| 2026-04-27 | $4674250.00               | $0.00                   |
| 2026-04-28 | $0.00                     | $671746.00              |
| 2026-04-29 | $3607827.00               | $0.00                   |
| 2026-04-30 | $1206584.56               | $0.00                   |

**Total Gross Subscriptions (Month):** $41368121.56

**Total Gross Redemptions (Month):** $20597806.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.5500%           |
| 2026-04-02 | 3.5500%           |
| 2026-04-06 | 3.5400%           |
| 2026-04-07 | 3.5400%           |
| 2026-04-08 | 3.5300%           |
| 2026-04-09 | 3.5300%           |
| 2026-04-10 | 3.5300%           |
| 2026-04-13 | 3.5200%           |
| 2026-04-14 | 3.5200%           |
| 2026-04-15 | 3.5200%           |
| 2026-04-16 | 3.5300%           |
| 2026-04-17 | 3.5300%           |
| 2026-04-20 | 3.5400%           |
| 2026-04-21 | 3.5400%           |
| 2026-04-22 | 3.5400%           |
| 2026-04-23 | 3.5400%           |
| 2026-04-24 | 3.5400%           |
| 2026-04-27 | 3.5400%           |
| 2026-04-28 | 3.5400%           |
| 2026-04-29 | 3.5400%           |
| 2026-04-30 | 3.5400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 31.2400%         | 0.0000%              |
| Depository institution or other banking institution |  | 68.5200%         | 0.0000%              |

### Class: Penserra Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $107046.43

- **Number of Shares Outstanding:** 107083.0200

- **Expense Reimbursement/Waiver:** 1.20

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9996          |
|  |  |
| 2026-04-02 | 0.9997          |
|  |  |
| 2026-04-06 | 0.9996          |
|  |  |
| 2026-04-07 | 0.9996          |
|  |  |
| 2026-04-08 | 0.9996          |
|  |  |
| 2026-04-09 | 0.9996          |
|  |  |
| 2026-04-10 | 0.9996          |
|  |  |
| 2026-04-13 | 0.9996          |
|  |  |
| 2026-04-14 | 0.9996          |
|  |  |
| 2026-04-15 | 0.9996          |
|  |  |
| 2026-04-16 | 0.9996          |
|  |  |
| 2026-04-17 | 0.9997          |
|  |  |
| 2026-04-20 | 0.9996          |
|  |  |
| 2026-04-21 | 0.9996          |
|  |  |
| 2026-04-22 | 0.9996          |
|  |  |
| 2026-04-23 | 0.9996          |
|  |  |
| 2026-04-24 | 0.9997          |
|  |  |
| 2026-04-27 | 0.9996          |
|  |  |
| 2026-04-28 | 0.9996          |
|  |  |
| 2026-04-29 | 0.9996          |
|  |  |
| 2026-04-30 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $0.00                     | $0.00                   |
| 2026-04-02 | $0.00                     | $0.00                   |
| 2026-04-06 | $0.00                     | $0.00                   |
| 2026-04-07 | $0.00                     | $0.00                   |
| 2026-04-08 | $0.00                     | $0.00                   |
| 2026-04-09 | $0.00                     | $0.00                   |
| 2026-04-10 | $0.00                     | $0.00                   |
| 2026-04-13 | $0.00                     | $0.00                   |
| 2026-04-14 | $0.00                     | $0.00                   |
| 2026-04-15 | $0.00                     | $0.00                   |
| 2026-04-16 | $0.00                     | $0.00                   |
| 2026-04-17 | $0.00                     | $0.00                   |
| 2026-04-20 | $0.00                     | $0.00                   |
| 2026-04-21 | $0.00                     | $0.00                   |
| 2026-04-22 | $0.00                     | $0.00                   |
| 2026-04-23 | $0.00                     | $0.00                   |
| 2026-04-24 | $0.00                     | $0.00                   |
| 2026-04-27 | $0.00                     | $0.00                   |
| 2026-04-28 | $0.00                     | $0.00                   |
| 2026-04-29 | $0.00                     | $0.00                   |
| 2026-04-30 | $311.08                   | $0.00                   |

**Total Gross Subscriptions (Month):** $311.08

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.5500%           |
| 2026-04-02 | 3.5400%           |
| 2026-04-06 | 3.5400%           |
| 2026-04-07 | 3.5400%           |
| 2026-04-08 | 3.5300%           |
| 2026-04-09 | 3.5300%           |
| 2026-04-10 | 3.5300%           |
| 2026-04-13 | 3.5200%           |
| 2026-04-14 | 3.5200%           |
| 2026-04-15 | 3.5200%           |
| 2026-04-16 | 3.5300%           |
| 2026-04-17 | 3.5300%           |
| 2026-04-20 | 3.5400%           |
| 2026-04-21 | 3.5400%           |
| 2026-04-22 | 3.5400%           |
| 2026-04-23 | 3.5400%           |
| 2026-04-24 | 3.5400%           |
| 2026-04-27 | 3.5400%           |
| 2026-04-28 | 3.5400%           |
| 2026-04-29 | 3.5400%           |
| 2026-04-30 | 3.5400%           |

**Beneficial/Record Owner Categories**
| Category   | Other Category       | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Other      | Other - Partnerships | 100.0000%        | 0.0000%              |

### Class: Great Pacific Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $53523.34

- **Number of Shares Outstanding:** 53541.7300

- **Expense Reimbursement/Waiver:** 0.60

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.9996          |
|  |  |
| 2026-04-02 | 0.9997          |
|  |  |
| 2026-04-06 | 0.9996          |
|  |  |
| 2026-04-07 | 0.9996          |
|  |  |
| 2026-04-08 | 0.9996          |
|  |  |
| 2026-04-09 | 0.9996          |
|  |  |
| 2026-04-10 | 0.9996          |
|  |  |
| 2026-04-13 | 0.9996          |
|  |  |
| 2026-04-14 | 0.9996          |
|  |  |
| 2026-04-15 | 0.9996          |
|  |  |
| 2026-04-16 | 0.9996          |
|  |  |
| 2026-04-17 | 0.9997          |
|  |  |
| 2026-04-20 | 0.9996          |
|  |  |
| 2026-04-21 | 0.9996          |
|  |  |
| 2026-04-22 | 0.9996          |
|  |  |
| 2026-04-23 | 0.9996          |
|  |  |
| 2026-04-24 | 0.9997          |
|  |  |
| 2026-04-27 | 0.9996          |
|  |  |
| 2026-04-28 | 0.9996          |
|  |  |
| 2026-04-29 | 0.9996          |
|  |  |
| 2026-04-30 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $0.00                     | $0.00                   |
| 2026-04-02 | $0.00                     | $0.00                   |
| 2026-04-06 | $0.00                     | $0.00                   |
| 2026-04-07 | $0.00                     | $0.00                   |
| 2026-04-08 | $0.00                     | $0.00                   |
| 2026-04-09 | $0.00                     | $0.00                   |
| 2026-04-10 | $0.00                     | $0.00                   |
| 2026-04-13 | $0.00                     | $0.00                   |
| 2026-04-14 | $0.00                     | $0.00                   |
| 2026-04-15 | $0.00                     | $0.00                   |
| 2026-04-16 | $0.00                     | $0.00                   |
| 2026-04-17 | $0.00                     | $0.00                   |
| 2026-04-20 | $0.00                     | $0.00                   |
| 2026-04-21 | $0.00                     | $0.00                   |
| 2026-04-22 | $0.00                     | $0.00                   |
| 2026-04-23 | $0.00                     | $0.00                   |
| 2026-04-24 | $0.00                     | $0.00                   |
| 2026-04-27 | $0.00                     | $0.00                   |
| 2026-04-28 | $0.00                     | $0.00                   |
| 2026-04-29 | $0.00                     | $0.00                   |
| 2026-04-30 | $155.58                   | $0.00                   |

**Total Gross Subscriptions (Month):** $155.58

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.5500%           |
| 2026-04-02 | 3.5500%           |
| 2026-04-06 | 3.5400%           |
| 2026-04-07 | 3.5400%           |
| 2026-04-08 | 3.5400%           |
| 2026-04-09 | 3.5300%           |
| 2026-04-10 | 3.5300%           |
| 2026-04-13 | 3.5200%           |
| 2026-04-14 | 3.5100%           |
| 2026-04-15 | 3.5200%           |
| 2026-04-16 | 3.5300%           |
| 2026-04-17 | 3.5300%           |
| 2026-04-20 | 3.5400%           |
| 2026-04-21 | 3.5400%           |
| 2026-04-22 | 3.5400%           |
| 2026-04-23 | 3.5400%           |
| 2026-04-24 | 3.5400%           |
| 2026-04-27 | 3.5400%           |
| 2026-04-28 | 3.5400%           |
| 2026-04-29 | 3.5400%           |
| 2026-04-30 | 3.5400%           |

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

## Part C: Schedule of Portfolio Securities

### Security 1: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp.
- **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: N/A, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BYD952M08
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA_11-70A   | 2041-05-16      | 0.0000%  | N/A     | $215000000.00      | $10658392.91       | Agency Collateralized Mortgage Obligation |
| GNMA_20-082   | 2062-03-16      | 0.6500%  | N/A     | $177104516.00      | $3195715.52        | Agency Collateralized Mortgage Obligation |
| GNMA_20-103   | 2063-01-16      | 0.7500%  | N/A     | $225250845.00      | $3802029.96        | Agency Collateralized Mortgage Obligation |
| GNMA_20-108   | 2062-06-16      | 0.8470%  | N/A     | $142799233.00      | $6164060.48        | Agency Collateralized Mortgage Obligation |
| GNMA_20-137   | 2062-09-16      | 0.7993%  | N/A     | $143387000.00      | $6348034.75        | Agency Collateralized Mortgage Obligation |
| GNMA_20-44    | 2062-02-16      | 1.0271%  | N/A     | $230155995.00      | $8202162.89        | Agency Collateralized Mortgage Obligation |
| GNMA_20-68    | 2060-05-16      | 1.6148%  | N/A     | $28200000.00       | $2498247.59        | Agency Collateralized Mortgage Obligation |
| GNMA_21-11    | 2062-12-16      | 1.1615%  | N/A     | $104000000.00      | $7167548.62        | Agency Collateralized Mortgage Obligation |
| GNMA_21-11    | 2062-12-16      | 1.0218%  | N/A     | $110850000.00      | $6765337.45        | Agency Collateralized Mortgage Obligation |
| GNMA_21-111   | 2051-06-20      | 3.0000%  | N/A     | $33333333.00       | $2776258.64        | Agency Collateralized Mortgage Obligation |
| GNMA_21-120   | 2063-02-16      | 0.9877%  | N/A     | $151913322.00      | $10073557.01       | Agency Collateralized Mortgage Obligation |
| GNMA_21-136R  | 2051-08-20      | 3.0000%  | N/A     | $44500000.00       | $2861512.96        | Agency Collateralized Mortgage Obligation |
| GNMA_21-153   | 2061-08-16      | 0.0109%  | N/A     | $50600000.00       | $2393914.17        | Agency Collateralized Mortgage Obligation |
| GNMA_21-203   | 2063-07-16      | 0.8702%  | N/A     | $124288000.00      | $6782644.71        | Agency Collateralized Mortgage Obligation |
| GNMA_21-3     | 2062-09-16      | 0.8708%  | N/A     | $51101000.00       | $2450488.46        | Agency Collateralized Mortgage Obligation |
| GNMA_21-51    | 2062-10-16      | 1.0205%  | N/A     | $120000000.00      | $6435745.30        | Agency Collateralized Mortgage Obligation |
| GNMA_21-90    | 2061-05-16      | 0.8408%  | N/A     | $173974903.00      | $8229376.46        | Agency Collateralized Mortgage Obligation |
| GNMA_21-H12C  | 2071-08-20      | 0.0598%  | N/A     | $104179009.00      | $2436727.23        | Agency Collateralized Mortgage Obligation |
| GNMA_21-H19J  | 2071-12-20      | 1.9097%  | N/A     | $124846127.00      | $4359236.22        | Agency Collateralized Mortgage Obligation |
| GNMA_22-137P  | 2052-08-20      | 1.3797%  | N/A     | $6105679.00        | $3283121.46        | Agency Collateralized Mortgage Obligation |
| GNMA_22-78    | 2052-04-20      | 0.0000%  | N/A     | $9428323.00        | $3483624.69        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H11D  | 2072-05-20      | 1.8797%  | N/A     | $75589351.00       | $3110782.55        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H14B  | 2072-07-20      | 0.6898%  | N/A     | $142018722.00      | $8113483.01        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H24C  | 2072-11-20      | 0.5795%  | N/A     | $180000000.00      | $8898452.53        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H26C  | 2072-11-20      | 1.6409%  | N/A     | $140061917.00      | $4371210.10        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H25C  | 2073-10-20      | 0.5794%  | N/A     | $55307599.00       | $2699613.76        | Agency Collateralized Mortgage Obligation |
| GNMA_24-101D  | 2054-06-20      | 3.0099%  | N/A     | $100000000.00      | $4800224.17        | Agency Collateralized Mortgage Obligation |
| GNMA_24-108L  | 2054-07-20      | 5.5000%  | N/A     | $2732561.00        | $2942529.79        | Agency Collateralized Mortgage Obligation |
| GNMA_24-110H  | 2054-07-20      | 3.0099%  | N/A     | $75000000.00       | $6024954.48        | Agency Collateralized Mortgage Obligation |
| GNMA_24-110J  | 2054-07-20      | 3.0099%  | N/A     | $42600000.00       | $3562769.97        | Agency Collateralized Mortgage Obligation |
| GNMA_24-110U  | 2054-07-20      | 1.6599%  | N/A     | $200000000.00      | $4096054.30        | Agency Collateralized Mortgage Obligation |
| GNMA_24-149A  | 2054-09-20      | 2.2499%  | N/A     | $100000000.00      | $3902299.21        | Agency Collateralized Mortgage Obligation |
| GNMA_24-167D  | 2054-10-20      | 3.0299%  | N/A     | $100000000.00      | $5403106.85        | Agency Collateralized Mortgage Obligation |
| GNMA_24-184S  | 2054-11-20      | 2.3599%  | N/A     | $55464420.00       | $2895887.37        | Agency Collateralized Mortgage Obligation |
| GNMA_24-200B  | 2054-12-20      | 2.2599%  | N/A     | $100000000.00      | $4841026.26        | Agency Collateralized Mortgage Obligation |
| GNMA_24-30P   | 2054-02-20      | 2.5599%  | N/A     | $75000000.00       | $2539713.40        | Agency Collateralized Mortgage Obligation |
| GNMA_24-30Z   | 2054-02-20      | 3.3599%  | N/A     | $50000000.00       | $2483237.88        | Agency Collateralized Mortgage Obligation |
| GNMA_24-55B   | 2054-03-20      | 2.3599%  | N/A     | $33931079.00       | $1290280.42        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64L   | 2054-04-20      | 1.7599%  | N/A     | $225000000.00      | $4301789.14        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64N   | 2054-04-20      | 3.5599%  | N/A     | $53333333.00       | $2510497.12        | Agency Collateralized Mortgage Obligation |
| GNMA_24-71D   | 2054-04-20      | 2.3599%  | N/A     | $138000000.00      | $6332107.91        | Agency Collateralized Mortgage Obligation |
| GNMA_24-90    | 2066-07-16      | 1.5917%  | N/A     | $66500000.00       | $3987205.06        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97D   | 2054-06-20      | 3.6099%  | N/A     | $42708333.00       | $2703655.12        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97X   | 2054-06-20      | 1.7099%  | N/A     | $90000000.00       | $4105173.62        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H03J  | 2074-02-20      | 0.8500%  | N/A     | $43560519.00       | $2913706.78        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H07D  | 2074-02-20      | 2.5073%  | N/A     | $114911184.00      | $3010484.72        | Agency Collateralized Mortgage Obligation |
| GNMA_25-105E  | 2055-06-20      | 1.4599%  | N/A     | $200000000.00      | $5233133.06        | Agency Collateralized Mortgage Obligation |
| GNMA_25-105U  | 2065-06-20      | 3.4599%  | N/A     | $75000000.00       | $5940529.15        | Agency Collateralized Mortgage Obligation |
| GNMA_25-124K  | 2055-07-20      | 1.5099%  | N/A     | $77000000.00       | $2670346.48        | Agency Collateralized Mortgage Obligation |
| GNMA_25-127D  | 2055-07-20      | 2.2099%  | N/A     | $169486772.00      | $8645600.98        | Agency Collateralized Mortgage Obligation |
| GNMA_25-136E  | 2055-08-20      | 2.8599%  | N/A     | $64665784.00       | $3254761.53        | Agency Collateralized Mortgage Obligation |
| GNMA_25-139A  | 2055-08-20      | 0.0000%  | N/A     | $3727273.00        | $2670775.70        | Agency Collateralized Mortgage Obligation |
| GNMA_25-139A  | 2055-08-20      | 0.7899%  | N/A     | $150000000.00      | $3637746.98        | Agency Collateralized Mortgage Obligation |
| GNMA_25-152H  | 2055-09-20      | 2.9499%  | N/A     | $50000000.00       | $3654604.98        | Agency Collateralized Mortgage Obligation |
| GNMA_25-155C  | 2065-09-20      | 2.3599%  | N/A     | $105134477.00      | $3761777.68        | Agency Collateralized Mortgage Obligation |
| GNMA_25-172H  | 2055-10-20      | 2.9599%  | N/A     | $42614803.00       | $3514257.91        | Agency Collateralized Mortgage Obligation |
| GNMA_25-181C  | 2066-03-16      | 0.2908%  | N/A     | $86599899.00       | $4192012.98        | Agency Collateralized Mortgage Obligation |
| GNMA_25-190H  | 2065-09-20      | 2.3599%  | N/A     | $38768933.00       | $2623007.74        | Agency Collateralized Mortgage Obligation |
| GNMA_25-206   | 2064-04-16      | 0.8035%  | N/A     | $175243301.00      | $10453267.43       | Agency Collateralized Mortgage Obligation |
| GNMA_25-211E  | 2055-12-20      | 1.2599%  | N/A     | $100000000.00      | $4028645.10        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25X   | 2065-02-20      | 1.6599%  | N/A     | $250000000.00      | $3909677.18        | Agency Collateralized Mortgage Obligation |
| GNMA_25-61A   | 2065-04-20      | 2.3099%  | N/A     | $100706289.00      | $2413872.63        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69C   | 2055-04-20      | 2.2099%  | N/A     | $80000000.00       | $4040858.02        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69K   | 2055-04-20      | 1.5099%  | N/A     | $250000000.00      | $4533729.13        | Agency Collateralized Mortgage Obligation |
| GNMA_25-78    | 2063-11-16      | 0.9982%  | N/A     | $74500000.00       | $5341702.77        | Agency Collateralized Mortgage Obligation |
| GNMA_25-97C   | 2055-06-20      | 1.5599%  | N/A     | $150000000.00      | $4088526.00        | Agency Collateralized Mortgage Obligation |
| GNMA_25-9J    | 2055-01-20      | 2.3668%  | N/A     | $120000000.00      | $5406846.47        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H18A  | 2075-08-20      | 0.9114%  | N/A     | $38605295.00       | $3528519.08        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H19A  | 2075-09-20      | 0.8267%  | N/A     | $124290453.00      | $11417817.30       | Agency Collateralized Mortgage Obligation |
| GNMA_25-H22A  | 2075-10-20      | 0.9609%  | N/A     | $57061414.00       | $4484378.93        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H24E  | 2075-08-20      | 1.8300%  | N/A     | $50115511.00       | $3137234.73        | Agency Collateralized Mortgage Obligation |
| GNMA_26-25E   | 2056-02-20      | 6.0000%  | N/A     | $14086000.00       | $2986425.65        | Agency Collateralized Mortgage Obligation |
| GNMA_26-25Q   | 2056-02-20      | 4.5000%  | N/A     | $3257000.00        | $2595245.03        | Agency Collateralized Mortgage Obligation |
| GNMA_26-27J   | 2056-02-20      | 5.5000%  | N/A     | $14515361.00       | $14178784.77       | Agency Collateralized Mortgage Obligation |
| GNMA_26-3H    | 2056-01-20      | 2.6099%  | N/A     | $185754246.00      | $14593568.77       | Agency Collateralized Mortgage Obligation |
| GNMA_26-3H    | 2056-01-20      | 4.5000%  | N/A     | $3213194.00        | $3065377.68        | Agency Collateralized Mortgage Obligation |
| GNMA_26-3J    | 2054-08-20      | 3.0099%  | N/A     | $181179718.00      | $10466710.84       | Agency Collateralized Mortgage Obligation |
| GNMA_26-3L    | 2055-05-20      | 3.4099%  | N/A     | $142505879.00      | $5595475.27        | Agency Collateralized Mortgage Obligation |
| GNMA_26-50M   | 2051-07-20      | 3.5000%  | N/A     | $19301437.00       | $3071827.12        | Agency Collateralized Mortgage Obligation |
| GNMA_26-77    | 2066-03-16      | 4.5000%  | N/A     | $3049441.00        | $2899313.97        | Agency Collateralized Mortgage Obligation |
| GNMA_26-77    | 2067-08-16      | 4.5000%  | N/A     | $3049441.00        | $2704079.61        | Agency Collateralized Mortgage Obligation |
| GNMA_26-H01A  | 2075-11-20      | 0.7903%  | N/A     | $112800000.00      | $9753302.44        | Agency Collateralized Mortgage Obligation |
| GNMA_26-H01B  | 2075-12-20      | 1.0284%  | N/A     | $47601949.00       | $4712363.27        | Agency Collateralized Mortgage Obligation |
| GNMA_26-H03A  | 2075-11-20      | 1.8937%  | N/A     | $49501973.00       | $3093346.95        | Agency Collateralized Mortgage Obligation |
| GNMA_26-H11B  | 2076-03-20      | 0.0000%  | N/A     | $81919957.00       | $5467038.83        | Agency Collateralized Mortgage Obligation |
| GNMA_41-97C   | 2054-12-20      | 2.3599%  | N/A     | $100000000.00      | $2849089.24        | Agency Collateralized Mortgage Obligation |
| GNMA_41-97L   | 2064-12-20      | 1.6599%  | N/A     | $197469945.00      | $3176438.01        | Agency Collateralized Mortgage Obligation |

### Security 2: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp.
- **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: N/A, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BYJ3GBEA0
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 1/2 NOTE AU 28 | 2028-11-15      | 3.5000%  | N/A     | $65051300.00       | $65445623.01       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE U 28  | 2028-01-31      | 3.5000%  | N/A     | $87379200.00       | $87554392.88       | U.S. Treasuries (including strips) |

### Security 3: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **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: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BRT5BLUX4
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE ACES FNMA_19-M4                           | 2031-02-25      | 3.6100%  | N/A     | $1000.00           | $806.60            | Agency Collateralized Mortgage Obligation |
| FANNIEMAE-ACES FNA_18-M13                            | 2030-09-25      | 3.8760%  | N/A     | $2590.00           | $1755.38           | Agency Collateralized Mortgage Obligation |
| FANNIEMAE-ACES FNMA_16-M11                           | 2039-07-25      | 2.9440%  | N/A     | $4143.00           | $203.09            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $746.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-11-01      | 2.5000%  | N/A     | $1000.00           | $609.15            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $971.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $1004.84           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 4.5000%  | N/A     | $1000.00           | $845.23            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2056-01-01      | 5.5000%  | N/A     | $1000.00           | $1024.27           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2046-03-01      | 3.5000%  | N/A     | $1000.00           | $279.10            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-05-01      | 5.5000%  | N/A     | $1001.00           | $975.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $864.13            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $961.02            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-12-01      | 6.0000%  | N/A     | $1014.00           | $823.90            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-07-01      | 5.0000%  | N/A     | $1000.00           | $867.18            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2048-08-01      | 4.5000%  | N/A     | $1000.00           | $237.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-07-01      | 3.0000%  | N/A     | $1000.00           | $440.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $919.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-11-01      | 2.5000%  | N/A     | $1000.00           | $606.48            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2056-04-01      | 5.0000%  | N/A     | $1000.00           | $985.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-10-01      | 6.0000%  | N/A     | $1000.00           | $1036.01           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $908.79            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $1009.78           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2056-01-01      | 5.5000%  | N/A     | $1000.00           | $976.45            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $1005.22           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-11-01      | 5.0000%  | N/A     | $1008.00           | $988.22            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2048-05-01      | 5.0000%  | N/A     | $1008.00           | $184.87            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-05-01      | 5.0000%  | N/A     | $1000.00           | $965.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-04-01      | 2.0000%  | N/A     | $1000.00           | $535.85            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-02-01      | 5.0000%  | N/A     | $1000.00           | $915.69            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-01-01      | 4.5000%  | N/A     | $1000.00           | $673.22            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-10-01      | 5.5000%  | N/A     | $1000.00           | $683.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $991.07            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-01-01      | 3.5000%  | N/A     | $1000.00           | $879.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2048-01-01      | 4.0000%  | N/A     | $1000.00           | $452.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2033-07-01      | 4.0000%  | N/A     | $1113.00           | $165.76            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $698.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-11-01      | 4.5000%  | N/A     | $2000.00           | $1919.83           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-09-01      | 6.0000%  | N/A     | $1000.00           | $637.79            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-08-01      | 2.0000%  | N/A     | $1000.00           | $591.96            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-08-01      | 5.5000%  | N/A     | $1001.00           | $736.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $963.56            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $997.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $559.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_K108    | 2030-03-25      | 1.5170%  | N/A     | $1000.00           | $906.69            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2049-06-01      | 3.0000%  | N/A     | $1000.00           | $93.34             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $949.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-06-01      | 6.0000%  | N/A     | $1158.00           | $880.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-12-01      | 6.5000%  | N/A     | $1000.00           | $100.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2048-08-01      | 4.0000%  | N/A     | $6045.00           | $426.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2050-08-01      | 3.0000%  | N/A     | $1001.00           | $363.04            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2048-07-01      | 4.5000%  | N/A     | $2859.00           | $210.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2037-10-01      | 3.0000%  | N/A     | $1000.00           | $621.66            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2049-06-01      | 3.5000%  | N/A     | $1360.00           | $110.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2046-02-01      | 4.5000%  | N/A     | $1024.00           | $134.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-01-01      | 5.5000%  | N/A     | $1000.00           | $1011.61           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-03-01      | 2.0000%  | N/A     | $1001.00           | $615.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-12-01      | 5.0000%  | N/A     | $1000.00           | $749.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $833.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2046-08-01      | 3.0000%  | N/A     | $2131.00           | $484.87            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-09-01      | 6.0000%  | N/A     | $1024.00           | $820.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2048-10-01      | 5.6440%  | N/A     | $8150.00           | $1298.67           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-05-01      | 5.0000%  | N/A     | $1088.00           | $1089.59           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-02-01      | 6.0000%  | N/A     | $1000.00           | $660.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-04-01      | 2.5000%  | N/A     | $1002.00           | $529.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_20-M50    | 2030-10-25      | 1.2000%  | N/A     | $5000.00           | $3830.42           | Agency Collateralized Mortgage Obligation |
| FHLMC_5092Q                                          | 2050-09-25      | 3.0000%  | N/A     | $23269999.00       | $2430358.92        | Agency Collateralized Mortgage Obligation |
| FHLMC_5144B                                          | 2051-09-25      | 2.5000%  | N/A     | $47934119.00       | $3456272.63        | Agency Collateralized Mortgage Obligation |
| FHLMC_5442C                                          | 2054-08-25      | 0.0000%  | N/A     | $4032397.00        | $1968849.30        | Agency Collateralized Mortgage Obligation |
| FHLMC_5464C                                          | 2051-05-25      | 3.5000%  | N/A     | $1106464.00        | $142443.39         | Agency Collateralized Mortgage Obligation |
| FHLMC_5508B                                          | 2055-02-25      | 1.2548%  | N/A     | $88811400.00       | $1350541.48        | Agency Collateralized Mortgage Obligation |
| FHLMC_5528B                                          | 2055-04-25      | 2.3548%  | N/A     | $22114797.00       | $932465.26         | Agency Collateralized Mortgage Obligation |
| FHLMC_5651A                                          | 2048-12-25      | 5.0000%  | N/A     | $13882413.00       | $2251627.93        | Agency Collateralized Mortgage Obligation |
| FHR_5148                                             | 2049-06-25      | 2.0000%  | N/A     | $3100000.00        | $299014.35         | Agency Collateralized Mortgage Obligation |
| FHSTR_33                                             | 2037-10-15      | 2.0910%  | N/A     | $156987.00         | $453.60            | Agency Collateralized Mortgage Obligation |
| FHSTR_400                                            | 2052-03-25      | 2.0000%  | N/A     | $9600000.00        | $1105947.48        | Agency Collateralized Mortgage Obligation |
| FNMA_10-113B                                         | 2040-10-25      | 2.8404%  | N/A     | $32968828.00       | $49488.01          | Agency Collateralized Mortgage Obligation |
| FNMA_12-14                                           | 2042-03-25      | 2.7404%  | N/A     | $5013438.00        | $36123.52          | Agency Collateralized Mortgage Obligation |
| FNMA_21-42G                                          | 2046-02-25      | 2.3254%  | N/A     | $18923538.00       | $380378.57         | Agency Collateralized Mortgage Obligation |
| FNMA_21-44C                                          | 2051-07-25      | 2.5000%  | N/A     | $1000000.00        | $140988.02         | Agency Collateralized Mortgage Obligation |
| FNMA_21-61A                                          | 2051-09-25      | 2.5000%  | N/A     | $5615145.00        | $384721.12         | Agency Collateralized Mortgage Obligation |
| FNMA_21-61E                                          | 2049-04-25      | 2.5000%  | N/A     | $5900001.00        | $661027.23         | Agency Collateralized Mortgage Obligation |
| FNMA_21-82C                                          | 2051-12-25      | 2.3125%  | N/A     | $21791806.00       | $496830.05         | Agency Collateralized Mortgage Obligation |
| FNMA_22-18F                                          | 2051-11-25      | 4.0000%  | N/A     | $15671248.00       | $1854882.51        | Agency Collateralized Mortgage Obligation |
| FNMA_22-3B                                           | 2052-02-25      | 2.2887%  | N/A     | $24793712.00       | $646922.18         | Agency Collateralized Mortgage Obligation |
| FNMA_23-20B                                          | 2061-03-25      | 2.0700%  | N/A     | $55713918.00       | $1546280.35        | Agency Collateralized Mortgage Obligation |
| FNMA_23-39E                                          | 2053-05-25      | 0.0000%  | N/A     | $5769230.00        | $2721664.85        | Agency Collateralized Mortgage Obligation |
| FNMA_23-43D                                          | 2053-05-25      | 0.0000%  | N/A     | $4048591.00        | $1948432.86        | Agency Collateralized Mortgage Obligation |
| FNMA_23-49D                                          | 2048-05-25      | 5.0000%  | N/A     | $46813628.00       | $4571244.66        | Agency Collateralized Mortgage Obligation |
| FNMA_23-54C                                          | 2053-11-25      | 0.0000%  | N/A     | $31375184.00       | $14407343.80       | Agency Collateralized Mortgage Obligation |
| FNMA_24-11C                                          | 2054-03-25      | 4.4548%  | N/A     | $100014.00         | $6334.90           | Agency Collateralized Mortgage Obligation |
| FNMA_24-54D                                          | 2046-12-25      | 0.0000%  | N/A     | $110680678.00      | $1218.36           | Agency Collateralized Mortgage Obligation |
| FNMA_24-56C                                          | 2054-08-25      | 3.4548%  | N/A     | $12930761.00       | $724559.63         | Agency Collateralized Mortgage Obligation |
| FNMA_24-94B                                          | 2054-08-25      | 0.0000%  | N/A     | $168420.00         | $73747.22          | Agency Collateralized Mortgage Obligation |
| FNMA_25-112A                                         | 2048-02-25      | 5.0000%  | N/A     | $6031342.00        | $751731.02         | Agency Collateralized Mortgage Obligation |
| FNMA_25-112B                                         | 2055-01-25      | 0.0200%  | N/A     | $123134.00         | $55.73             | Agency Collateralized Mortgage Obligation |
| FNMA_25-50A                                          | 2055-07-25      | 0.0500%  | N/A     | $25000000.00       | $30026.76          | Agency Collateralized Mortgage Obligation |
| FNMA_25-82A                                          | 2052-08-25      | 5.5000%  | N/A     | $12787962.00       | $1149159.92        | Agency Collateralized Mortgage Obligation |
| FNMA_25-9A                                           | 2055-03-25      | 2.1548%  | N/A     | $100038.00         | $7393.11           | Agency Collateralized Mortgage Obligation |
| FNSTR_429                                            | 2051-09-25      | 2.0000%  | N/A     | $1149975.00        | $124470.65         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC GOLD                                     | 2036-01-01      | 7.0000%  | N/A     | $2274.00           | $23.31             | Agency Mortgage-Backed Securities         |
| FREDDIE MAC GOLD                                     | 2038-11-01      | 5.5000%  | N/A     | $13836.00          | $782.47            | Agency Mortgage-Backed Securities         |
| FREDDIE MAC GOLD                                     | 2036-10-01      | 5.5000%  | N/A     | $1842.00           | $57.21             | Agency Mortgage-Backed Securities         |
| GNMA_12-106C                                         | 2042-09-20      | 4.4800%  | N/A     | $486345.00         | $10624.21          | Agency Collateralized Mortgage Obligation |
| GNMA_14-22                                           | 2043-09-20      | 1.4124%  | N/A     | $36086752.00       | $27167.84          | Agency Collateralized Mortgage Obligation |
| GNMA_14-69                                           | 2037-09-20      | 1.3936%  | N/A     | $104785743.00      | $239559.13         | Agency Collateralized Mortgage Obligation |
| GNMA_15-126D                                         | 2044-06-20      | 1.2654%  | N/A     | $31229106.00       | $52238.51          | Agency Collateralized Mortgage Obligation |
| GNMA_15-57                                           | 2045-04-20      | 1.8245%  | N/A     | $136500000.00      | $907091.70         | Agency Collateralized Mortgage Obligation |
| GNMA_17-60A                                          | 2038-10-20      | 2.7245%  | N/A     | $13891689.00       | $50628.54          | Agency Collateralized Mortgage Obligation |
| GNMA_18-127A                                         | 2044-07-20      | 1.3419%  | N/A     | $103749492.00      | $763164.85         | Agency Collateralized Mortgage Obligation |
| GNMA_18-51B                                          | 2046-11-20      | 1.3060%  | N/A     | $25850465.00       | $87097.85          | Agency Collateralized Mortgage Obligation |
| GNMA_19-11D                                          | 2045-08-20      | 1.2567%  | N/A     | $52945957.00       | $339394.90         | Agency Collateralized Mortgage Obligation |
| GNMA_19-69G                                          | 2044-07-20      | 1.3056%  | N/A     | $39767332.00       | $321108.67         | Agency Collateralized Mortgage Obligation |
| GNMA_20-11C                                          | 2048-10-20      | 1.1738%  | N/A     | $2509218.00        | $12895.07          | Agency Collateralized Mortgage Obligation |
| GNMA_20-165L                                         | 2050-08-20      | 3.0000%  | N/A     | $27694635.00       | $1756074.49        | Agency Collateralized Mortgage Obligation |
| GNMA_20-76A                                          | 2050-05-20      | 2.3245%  | N/A     | $62390144.00       | $2209588.53        | Agency Collateralized Mortgage Obligation |
| GNMA_21-135D                                         | 2051-08-20      | 2.5245%  | N/A     | $79415041.00       | $6699199.78        | Agency Collateralized Mortgage Obligation |
| GNMA_21-139L                                         | 2051-08-20      | 3.0000%  | N/A     | $2646062.00        | $320165.25         | Agency Collateralized Mortgage Obligation |
| GNMA_21-155N                                         | 2051-07-20      | 2.5245%  | N/A     | $8391360.00        | $695709.45         | Agency Collateralized Mortgage Obligation |
| GNMA_21-41N                                          | 2050-10-20      | 2.0000%  | N/A     | $9102627.00        | $495063.09         | Agency Collateralized Mortgage Obligation |
| GNMA_21-97D                                          | 2051-06-20      | 3.5000%  | N/A     | $35764301.00       | $1848942.38        | Agency Collateralized Mortgage Obligation |
| GNMA_23-123D                                         | 2053-08-20      | 0.0300%  | N/A     | $20000000.00       | $5306.80           | Agency Collateralized Mortgage Obligation |
| GNMA_23-151F                                         | 2053-10-20      | 3.3599%  | N/A     | $33152700.00       | $1710186.88        | Agency Collateralized Mortgage Obligation |
| GNMA_23-153D                                         | 2053-10-20      | 0.0100%  | N/A     | $106879.00         | $7.76              | Agency Collateralized Mortgage Obligation |
| GNMA_23-164J                                         | 2053-11-20      | 3.4599%  | N/A     | $14514207.00       | $670400.36         | Agency Collateralized Mortgage Obligation |
| GNMA_23-189A                                         | 2053-12-20      | 3.4099%  | N/A     | $762202.00         | $22040.45          | Agency Collateralized Mortgage Obligation |
| GNMA_23-20C                                          | 2053-02-20      | 2.6399%  | N/A     | $100033.00         | $7268.92           | Agency Collateralized Mortgage Obligation |
| GNMA_23-54K                                          | 2053-04-20      | 2.5599%  | N/A     | $30299593.00       | $1429053.82        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H23E                                         | 2073-09-20      | 0.8091%  | N/A     | $58260358.00       | $3071462.81        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H28D                                         | 2073-12-20      | 0.7142%  | N/A     | $56028086.00       | $3591804.66        | Agency Collateralized Mortgage Obligation |
| GNMA_24-134G                                         | 2053-08-20      | 2.8599%  | N/A     | $115248996.00      | $3432855.38        | Agency Collateralized Mortgage Obligation |
| GNMA_24-142F                                         | 2054-09-20      | 3.0599%  | N/A     | $25859444.00       | $1487000.04        | Agency Collateralized Mortgage Obligation |
| GNMA_24-144J                                         | 2054-01-20      | 2.1099%  | N/A     | $26966122.00       | $1104239.64        | Agency Collateralized Mortgage Obligation |
| GNMA_24-157B                                         | 2054-09-20      | 0.0500%  | N/A     | $49899916.00       | $59905.96          | Agency Collateralized Mortgage Obligation |
| GNMA_24-157D                                         | 2053-08-20      | 0.0000%  | N/A     | $10276534.00       | $4976744.85        | Agency Collateralized Mortgage Obligation |
| GNMA_24-28B                                          | 2054-02-20      | 6.5000%  | N/A     | $12941000.00       | $1562704.87        | Agency Collateralized Mortgage Obligation |
| GNMA_24-4C                                           | 2054-01-20      | 3.3099%  | N/A     | $100000000.00      | $3596743.94        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H07                                          | 2074-04-20      | 0.8383%  | N/A     | $50000000.00       | $3276387.77        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H14A                                         | 2074-08-20      | 0.9568%  | N/A     | $21860066.00       | $1508668.43        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H17D                                         | 2074-09-20      | 0.9647%  | N/A     | $73200000.00       | $5099072.76        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H18E                                         | 2074-10-20      | 0.9815%  | N/A     | $27792320.00       | $1922567.41        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H20E                                         | 2074-11-20      | 0.9176%  | N/A     | $36000000.00       | $2278287.69        | Agency Collateralized Mortgage Obligation |
| GNMA_25-118A                                         | 2055-07-20      | 8.1028%  | N/A     | $26204843.00       | $24894964.56       | Agency Collateralized Mortgage Obligation |
| GNMA_25-118D                                         | 2052-03-20      | 6.0000%  | N/A     | $3881308.00        | $99185.98          | Agency Collateralized Mortgage Obligation |
| GNMA_25-118E                                         | 2055-07-20      | 2.3099%  | N/A     | $31809822.00       | $1322336.26        | Agency Collateralized Mortgage Obligation |
| GNMA_25-146D                                         | 2053-04-20      | 2.5599%  | N/A     | $95793666.00       | $5228203.52        | Agency Collateralized Mortgage Obligation |
| GNMA_25-26B                                          | 2055-02-20      | 2.3599%  | N/A     | $54715948.00       | $3105421.62        | Agency Collateralized Mortgage Obligation |
| GNMA_25-4E                                           | 2055-01-20      | 0.0000%  | N/A     | $122013.00         | $7.38              | Agency Collateralized Mortgage Obligation |
| GNMA_25-5K                                           | 2055-01-20      | 1.5099%  | N/A     | $42173400.00       | $1557228.94        | Agency Collateralized Mortgage Obligation |
| GNMA_25-63J                                          | 2055-04-20      | 1.5399%  | N/A     | $49900000.00       | $1530943.24        | Agency Collateralized Mortgage Obligation |
| GNMA_25-82A                                          | 2065-05-20      | 1.3099%  | N/A     | $85482633.00       | $1340128.78        | Agency Collateralized Mortgage Obligation |
| GNMA_26-47J                                          | 2056-03-20      | 4.8901%  | N/A     | $1000.00           | $899.71            | Agency Collateralized Mortgage Obligation |
| GNMA_26-52B                                          | 2056-03-20      | 0.3599%  | N/A     | $100000000.00      | $1039329.43        | Agency Collateralized Mortgage Obligation |
| GNR_23-66                                            | 2052-07-20      | 0.0000%  | N/A     | $4831365.00        | $2853779.43        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2034-03-15      | 6.5000%  | N/A     | $1000.00           | $5.50              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2053-10-15      | 7.5000%  | N/A     | $1000.00           | $1040.35           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2053-08-15      | 7.0000%  | N/A     | $1300.00           | $1336.43           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2042-07-15      | 3.5000%  | N/A     | $935827.00         | $89050.66          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2042-07-15      | 3.5000%  | N/A     | $1000.00           | $53.86             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2041-06-15      | 4.7500%  | N/A     | $4079704.00        | $237769.56         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2041-12-15      | 3.5000%  | N/A     | $1000.00           | $160.22            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2043-05-15      | 3.0000%  | N/A     | $1000.00           | $122.34            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2054-01-15      | 8.0000%  | N/A     | $2388430.00        | $2470668.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2053-05-15      | 7.0000%  | N/A     | $1000.00           | $922.14            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2054-01-15      | 7.5000%  | N/A     | $1004.00           | $1023.53           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2042-07-15      | 3.5000%  | N/A     | $582923.00         | $38036.43          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2042-12-15      | 2.5000%  | N/A     | $55047.00          | $7791.82           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2041-05-15      | 4.7500%  | N/A     | $17274190.00       | $110674.10         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2052-11-15      | 6.5000%  | N/A     | $1000.00           | $1012.99           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-01-20      | 6.0000%  | N/A     | $1000.00           | $145.79            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-01-20      | 6.0000%  | N/A     | $1000.00           | $1043.83           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-07-20      | 4.0000%  | N/A     | $1624000.00        | $96820.90          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-04-20      | 5.0000%  | N/A     | $1124.00           | $80.98             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-12-20      | 5.5000%  | N/A     | $1000.00           | $90.47             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-05-20      | 7.5000%  | N/A     | $1000.00           | $1051.19           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-01-20      | 5.5000%  | N/A     | $1008.00           | $701.33            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-12-20      | 5.5000%  | N/A     | $1188376.00        | $597948.50         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-08-20      | 5.5000%  | N/A     | $64132.00          | $5111.18           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-03-20      | 7.5000%  | N/A     | $1000.00           | $1066.28           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-04-20      | 7.5000%  | N/A     | $1000.00           | $1050.41           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-10-20      | 5.5000%  | N/A     | $3023450.00        | $226961.43         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-04-20      | 2.5000%  | N/A     | $1000.00           | $483.80            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-11-20      | 6.0000%  | N/A     | $2143.00           | $1024.64           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-05-20      | 4.0000%  | N/A     | $1000.00           | $177.51            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-11-20      | 5.0000%  | N/A     | $118183.00         | $12174.53          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-12-20      | 6.0000%  | N/A     | $207000.00         | $26018.93          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-05-20      | 3.5000%  | N/A     | $37285008.00       | $24629025.49       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-03-20      | 5.5000%  | N/A     | $2000.00           | $1573.97           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-12-20      | 5.5000%  | N/A     | $3024.00           | $1880.36           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 7.5000%  | N/A     | $1000.00           | $1072.14           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-03-20      | 6.5000%  | N/A     | $292595.00         | $314166.69         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-04-20      | 6.5000%  | N/A     | $5489144.00        | $5869130.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-11-20      | 4.0000%  | N/A     | $1000.00           | $520.50            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-05-20      | 4.0000%  | N/A     | $790539.00         | $83430.71          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-02-20      | 6.5000%  | N/A     | $220721.00         | $234125.77         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-05-20      | 6.0000%  | N/A     | $443940.00         | $48253.33          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-04-20      | 6.0000%  | N/A     | $2008.00           | $1065.94           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-02-20      | 7.0000%  | N/A     | $434917.00         | $454291.22         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-10-20      | 6.5000%  | N/A     | $1000.00           | $1054.70           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-12-20      | 4.0000%  | N/A     | $3037.00           | $265.66            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-05-20      | 4.0000%  | N/A     | $2619137.00        | $136188.81         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 5.0000%  | N/A     | $1000.00           | $985.01            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-03-20      | 6.0000%  | N/A     | $1732.00           | $798.42            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-04-20      | 6.5000%  | N/A     | $121653.00         | $10153.74          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2038-11-20      | 6.5000%  | N/A     | $1000.00           | $55.18             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-12-20      | 5.5000%  | N/A     | $306903.00         | $231327.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-04-20      | 3.5000%  | N/A     | $2024.00           | $1335.54           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-02-20      | 3.0000%  | N/A     | $34000.00          | $11978.54          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-03-20      | 6.5000%  | N/A     | $2767352.00        | $2970297.85        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-06-20      | 3.0000%  | N/A     | $1023.00           | $243.97            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-04-20      | 3.5000%  | N/A     | $7274024.00        | $7016715.90        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-03-20      | 6.0000%  | N/A     | $2243066.00        | $2338406.57        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-04-20      | 5.5000%  | N/A     | $2659112.00        | $1737460.17        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2032-01-20      | 3.0000%  | N/A     | $1000.00           | $85.93             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-04-20      | 6.5000%  | N/A     | $1950448.00        | $2067814.47        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2043-03-20      | 3.5000%  | N/A     | $1677696.00        | $146605.08         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-02-20      | 6.5000%  | N/A     | $309471.00         | $327517.35         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-04-20      | 6.5000%  | N/A     | $251013.00         | $24616.31          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-12-20      | 5.0000%  | N/A     | $1000.00           | $901.98            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-06-20      | 4.0000%  | N/A     | $2963956.00        | $273068.86         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-06-20      | 6.0000%  | N/A     | $1000.00           | $99.87             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-11-20      | 5.5000%  | N/A     | $15700072.00       | $12678597.03       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-10-20      | 3.0000%  | N/A     | $480082.00         | $49385.49          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-10-20      | 6.0000%  | N/A     | $1000.00           | $835.25            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-07-20      | 6.5000%  | N/A     | $1000.00           | $76.61             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2066-03-20      | 5.5000%  | N/A     | $1000.00           | $1010.84           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-04-20      | 5.0000%  | N/A     | $1000.00           | $914.28            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-03-20      | 6.5000%  | N/A     | $1000.00           | $1059.55           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-03-20      | 6.0000%  | N/A     | $3344654.00        | $3465845.73        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-07-20      | 2.0000%  | N/A     | $337800.00         | $180242.82         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-05-20      | 5.0000%  | N/A     | $34747761.00       | $32107986.20       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-03-20      | 7.0000%  | N/A     | $1000.00           | $698.79            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-01-20      | 7.5000%  | N/A     | $1000.00           | $666.27            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-09-20      | 4.5000%  | N/A     | $190999.00         | $17028.61          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-09-20      | 6.5000%  | N/A     | $273000.00         | $40008.91          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-01-20      | 7.5000%  | N/A     | $4672.00           | $5062.15           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-12-20      | 6.0000%  | N/A     | $917179.00         | $117118.30         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-01-20      | 2.5000%  | N/A     | $7700000.00        | $1189988.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-09-20      | 4.0000%  | N/A     | $1003.00           | $62.84             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-04-20      | 6.0000%  | N/A     | $558666.00         | $41099.01          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-01-20      | 5.5000%  | N/A     | $1456118.00        | $107942.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-04-20      | 4.5000%  | N/A     | $1000.00           | $80.97             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-10-20      | 3.0000%  | N/A     | $698000.00         | $389555.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-04-20      | 4.5000%  | N/A     | $399706.00         | $161855.18         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-11-20      | 4.0000%  | N/A     | $8917967.00        | $778329.20         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-03-20      | 7.5000%  | N/A     | $9555.00           | $10335.84          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-07-20      | 2.5000%  | N/A     | $1015682.00        | $158552.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-01-20      | 4.5000%  | N/A     | $1000.00           | $61.92             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-03-20      | 5.5000%  | N/A     | $1498184.00        | $1484029.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-11-20      | 4.5000%  | N/A     | $694550.00         | $50668.98          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-09-20      | 6.0000%  | N/A     | $1000.00           | $111.04            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-09-20      | 4.0000%  | N/A     | $45315805.00       | $32370344.54       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-07-20      | 6.0000%  | N/A     | $1000.00           | $124.93            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-02-20      | 6.5000%  | N/A     | $9866.00           | $10441.83          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-02-20      | 6.0000%  | N/A     | $1000.00           | $101.19            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-12-20      | 5.5000%  | N/A     | $2191.00           | $2224.23           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-12-20      | 3.0000%  | N/A     | $4605488.00        | $492104.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-09-20      | 6.0000%  | N/A     | $284830.00         | $33802.16          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-12-20      | 6.0000%  | N/A     | $1000.00           | $174.91            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-03-20      | 6.5000%  | N/A     | $385881.00         | $412056.87         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-04-20      | 7.0000%  | N/A     | $1695274.00        | $1595546.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-04-20      | 4.0000%  | N/A     | $5856505.00        | $5757660.21        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-07-20      | 5.5000%  | N/A     | $3543270.00        | $731029.42         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-05-20      | 5.0000%  | N/A     | $5304302.00        | $4116916.94        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-03-20      | 3.5000%  | N/A     | $1000.00           | $654.53            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-04-20      | 4.5000%  | N/A     | $346000.00         | $23413.06          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-03-20      | 6.0000%  | N/A     | $2008.00           | $1533.70           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-10-20      | 4.0000%  | N/A     | $1000.00           | $71.97             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-08-20      | 5.0000%  | N/A     | $2001.00           | $1951.75           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-08-20      | 4.5000%  | N/A     | $5400000.00        | $3815544.84        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-02-20      | 4.0000%  | N/A     | $1001.00           | $94.03             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-12-20      | 5.0000%  | N/A     | $84498.00          | $19497.79          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2032-04-20      | 3.5000%  | N/A     | $232386.00         | $21311.71          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-02-20      | 6.5000%  | N/A     | $2478392.00        | $2645189.95        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-12-20      | 3.0000%  | N/A     | $80000.00          | $47212.74          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-10-20      | 6.0000%  | N/A     | $99000.00          | $20365.25          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-04-20      | 5.0000%  | N/A     | $1009.00           | $68.53             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-10-20      | 5.5000%  | N/A     | $27744576.00       | $27570504.85       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-05-20      | 6.5000%  | N/A     | $1000.00           | $435.33            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-03-20      | 4.0000%  | N/A     | $1000.00           | $671.74            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-02-20      | 6.0000%  | N/A     | $1000.00           | $105.60            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-04-20      | 6.5000%  | N/A     | $16894414.00       | $17911020.35       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-03-20      | 3.5000%  | N/A     | $2110.00           | $194.63            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-08-20      | 4.0000%  | N/A     | $1016.00           | $755.53            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-03-20      | 2.5000%  | N/A     | $2468736.00        | $1473404.03        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-07-20      | 4.0000%  | N/A     | $174674.00         | $37265.53          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-04-20      | 5.5000%  | N/A     | $1911897.00        | $192949.22         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-09-20      | 4.5000%  | N/A     | $315999.00         | $18761.97          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-12-20      | 2.5000%  | N/A     | $724934.00         | $429633.93         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2038-12-20      | 6.5000%  | N/A     | $1000.00           | $165.69            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-03-20      | 5.5000%  | N/A     | $3328872.00        | $3406825.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-03-20      | 6.5000%  | N/A     | $3339374.00        | $3536810.57        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-03-20      | 7.0000%  | N/A     | $1000.00           | $1041.66           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-12-20      | 3.5000%  | N/A     | $1024.00           | $120.00            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-12-20      | 2.5000%  | N/A     | $202930.00         | $32780.95          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-03-20      | 6.5000%  | N/A     | $2919960.00        | $3090814.99        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-11-20      | 4.0000%  | N/A     | $1000.00           | $102.05            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-07-20      | 5.5000%  | N/A     | $1024.00           | $897.75            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-03-20      | 6.5000%  | N/A     | $1000.00           | $1058.10           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-02-20      | 5.5000%  | N/A     | $1008.00           | $629.40            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-02-20      | 5.5000%  | N/A     | $1863.00           | $121.29            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-04-20      | 6.5000%  | N/A     | $1000.00           | $1016.35           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-09-20      | 6.5000%  | N/A     | $1000.00           | $185.54            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-07-20      | 3.5000%  | N/A     | $1000.00           | $115.73            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-10-20      | 6.5000%  | N/A     | $1055460.00        | $1083913.15        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-01-20      | 6.5000%  | N/A     | $1000.00           | $1060.55           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2038-03-20      | 5.5000%  | N/A     | $1002.00           | $467.97            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-05-20      | 5.0000%  | N/A     | $546996.00         | $46502.30          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-11-20      | 4.5000%  | N/A     | $1000.00           | $732.75            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-08-20      | 6.0000%  | N/A     | $98000.00          | $13677.46          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-10-20      | 5.0000%  | N/A     | $1004.00           | $73.63             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-05-20      | 6.5000%  | N/A     | $155982.00         | $27629.81          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-08-20      | 5.0000%  | N/A     | $2048.00           | $1439.26           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-11-20      | 4.0000%  | N/A     | $59171.00          | $38547.44          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2043-11-20      | 3.0000%  | N/A     | $9454.00           | $1242.76           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-01-20      | 6.5000%  | N/A     | $396876.00         | $420060.99         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-03-20      | 4.0000%  | N/A     | $1132.00           | $105.61            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-04-20      | 4.5000%  | N/A     | $1008.00           | $909.82            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-01-20      | 3.5000%  | N/A     | $16297470.00       | $1517959.30        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-08-20      | 4.5000%  | N/A     | $1000.00           | $360.77            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-10-20      | 3.5000%  | N/A     | $2048.00           | $232.96            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-05-20      | 6.5000%  | N/A     | $1000.00           | $1059.46           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-10-20      | 5.5000%  | N/A     | $3085444.00        | $2332741.38        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-11-20      | 5.5000%  | N/A     | $1003.00           | $86.40             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-06-20      | 4.5000%  | N/A     | $2024.00           | $1420.04           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-07-20      | 7.5000%  | N/A     | $1000.00           | $593.70            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-10-20      | 4.5000%  | N/A     | $1000.00           | $61.69             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-02-20      | 4.0000%  | N/A     | $1000.00           | $75.29             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-07-20      | 4.5000%  | N/A     | $1000.00           | $253.82            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-03-20      | 6.5000%  | N/A     | $1615002.00        | $1709382.78        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-01-20      | 7.0000%  | N/A     | $9111.00           | $9510.01           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-01-20      | 5.5000%  | N/A     | $1024.00           | $743.00            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-03-20      | 7.0000%  | N/A     | $2000.00           | $2108.37           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-05-20      | 3.5000%  | N/A     | $1006.00           | $114.05            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-01-20      | 5.0000%  | N/A     | $44117299.00       | $31413044.54       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-08-20      | 6.5000%  | N/A     | $437965.00         | $367927.54         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-02-20      | 5.5000%  | N/A     | $416066.00         | $314587.32         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-07-20      | 4.5000%  | N/A     | $1024.00           | $723.88            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-07-20      | 6.0000%  | N/A     | $3001.00           | $288.08            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-06-20      | 6.5000%  | N/A     | $1000.00           | $92.39             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-02-20      | 5.5000%  | N/A     | $1366.00           | $942.28            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2038-10-20      | 6.5000%  | N/A     | $1000.00           | $87.03             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-03-20      | 5.0000%  | N/A     | $1000.00           | $943.10            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-03-20      | 6.5000%  | N/A     | $2539621.00        | $2742871.41        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-12-20      | 2.0000%  | N/A     | $19000.00          | $8810.57           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-01-20      | 6.0000%  | N/A     | $366757.00         | $173639.23         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-151 | 2050-10-20      | 2.5000%  | N/A     | $20284064.00       | $1627385.79        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                               | 2048-02-15      | 1.0000%  | N/A     | $100.00            | $95.48             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                               | 2028-08-15      | 3.6250%  | N/A     | $5390400.00        | $5393096.40        | U.S. Treasuries (including strips)        |

### Security 4: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **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: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BRWX5W460
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $991.07            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-10-01      | 2.5000%  | N/A     | $1001.00           | $591.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 4.5000%  | N/A     | $1000.00           | $845.23            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-07-01      | 3.0000%  | N/A     | $1000.00           | $551.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-06-01      | 5.0000%  | N/A     | $1000.00           | $812.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2056-03-01      | 5.5000%  | N/A     | $1025.00           | $1040.96           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-10-01      | 5.0000%  | N/A     | $1001.00           | $982.10            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-10-01      | 5.5000%  | N/A     | $1000.00           | $683.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2056-01-01      | 4.5000%  | N/A     | $1000.00           | $960.13            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-08-01      | 3.0000%  | N/A     | $1024.00           | $799.75            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2056-03-01      | 5.0000%  | N/A     | $1008.00           | $981.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $610.55            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $759.03            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-08-01      | 6.0000%  | N/A     | $1000.00           | $784.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-10-01      | 5.5000%  | N/A     | $1000.00           | $709.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-04-01      | 5.0000%  | N/A     | $2000.00           | $1902.27           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-08-01      | 2.5000%  | N/A     | $1032.00           | $711.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $1006.46           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-11-01      | 4.5000%  | N/A     | $1001.00           | $957.99            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-05-01      | 5.5000%  | N/A     | $4000.00           | $3311.47           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2056-02-01      | 5.5000%  | N/A     | $1000.00           | $1017.07           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-09-01      | 5.0000%  | N/A     | $1921.00           | $1037.45           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-02-01      | 6.0000%  | N/A     | $2000.00           | $1839.61           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-11-01      | 5.0000%  | N/A     | $1002.00           | $927.20            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-10-01      | 3.0000%  | N/A     | $1024.00           | $315.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-11-01      | 6.0000%  | N/A     | $1000.00           | $1010.96           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2056-03-01      | 5.5000%  | N/A     | $1024.00           | $1038.21           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $559.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $1005.22           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 4.5000%  | N/A     | $2015.00           | $1739.53           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-04-01      | 2.0000%  | N/A     | $2000.00           | $1071.68           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $1004.84           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-11-01      | 5.0000%  | N/A     | $1040.00           | $1014.56           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $963.56            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-05-01      | 6.5000%  | N/A     | $1000.00           | $1034.27           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $991.39            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2043-07-01      | 3.0000%  | N/A     | $1000.00           | $130.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-08-01      | 6.5000%  | N/A     | $1000.00           | $715.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $864.13            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-09-01      | 3.5000%  | N/A     | $1000.00           | $732.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-12-01      | 5.5000%  | N/A     | $1039.00           | $755.97            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $960.08            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-01-01      | 2.5000%  | N/A     | $1000.00           | $508.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $833.15            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-05-01      | 5.5000%  | N/A     | $2000.00           | $1949.10           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-03-01      | 6.5000%  | N/A     | $1000.00           | $513.21            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-08-01      | 5.5000%  | N/A     | $1039.00           | $789.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $618.62            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $769.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2056-03-01      | 5.5000%  | N/A     | $1039.00           | $1042.66           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-10-01      | 6.0000%  | N/A     | $2000.00           | $2072.01           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $884.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $869.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-04-01      | 5.5000%  | N/A     | $2000.00           | $1535.70           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2048-08-01      | 4.5000%  | N/A     | $1000.00           | $237.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $780.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-03-01      | 2.0000%  | N/A     | $1002.00           | $809.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2049-02-01      | 4.5000%  | N/A     | $1000.00           | $188.70            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 6.0000%  | N/A     | $1024.00           | $922.80            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-09-01      | 6.5000%  | N/A     | $1024.00           | $718.75            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2056-04-01      | 5.0000%  | N/A     | $1000.00           | $985.83            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-10-01      | 2.5000%  | N/A     | $1000.00           | $598.79            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $816.49            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $999.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-12-01      | 5.0000%  | N/A     | $2000.00           | $1955.42           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-11-01      | 5.5000%  | N/A     | $1000.00           | $880.55            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2056-01-01      | 5.5000%  | N/A     | $1000.00           | $976.45            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-11-01      | 6.0000%  | N/A     | $1000.00           | $614.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2056-01-01      | 5.5000%  | N/A     | $1088.00           | $1092.78           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-05-01      | 2.5000%  | N/A     | $1000.00           | $648.88            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-12-01      | 5.5000%  | N/A     | $1000.00           | $1016.42           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2056-02-01      | 5.0000%  | N/A     | $1000.00           | $992.45            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $698.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5293    | 2051-03-25      | 2.0000%  | N/A     | $8000000.00        | $802156.75         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_K108    | 2030-03-25      | 1.5170%  | N/A     | $1000.00           | $906.69            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $967.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-09-01      | 6.0000%  | N/A     | $1024.00           | $820.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-02-01      | 6.0000%  | N/A     | $1000.00           | $660.96            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-05-01      | 5.0000%  | N/A     | $1000.00           | $1001.46           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-12-01      | 6.0000%  | N/A     | $1000.00           | $1020.61           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-07-01      | 2.5000%  | N/A     | $1000.00           | $597.47            | Agency Mortgage-Backed Securities         |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K159  | 2029-12-25      | 3.9500%  | N/A     | $2549.00           | $438.99            | Agency Collateralized Mortgage Obligation |
| FHLMC_3632                                           | 2040-02-15      | 4.9857%  | N/A     | $2800000.00        | $445802.22         | Agency Collateralized Mortgage Obligation |
| FHLMC_3990                                           | 2027-01-15      | 2.8957%  | N/A     | $104241.00         | $4.75              | Agency Collateralized Mortgage Obligation |
| FHLMC_433                                            | 2044-02-15      | 2.8957%  | N/A     | $100064.00         | $815.55            | Agency Collateralized Mortgage Obligation |
| FHLMC_45-50                                          | 2046-02-15      | 2.2957%  | N/A     | $13250000.00       | $290855.03         | Agency Collateralized Mortgage Obligation |
| FHLMC_4657                                           | 2047-02-15      | 2.2457%  | N/A     | $36091396.00       | $760646.92         | Agency Collateralized Mortgage Obligation |
| FHLMC_4770C                                          | 2043-08-15      | 2.3503%  | N/A     | $76400829.00       | $628297.52         | Agency Collateralized Mortgage Obligation |
| FHLMC_4794B                                          | 2043-03-15      | 2.2235%  | N/A     | $200002.00         | $1486.11           | Agency Collateralized Mortgage Obligation |
| FHLMC_4908E                                          | 2042-12-15      | 2.0888%  | N/A     | $43734086.00       | $510513.04         | Agency Collateralized Mortgage Obligation |
| FHLMC_5038J                                          | 2050-10-25      | 2.5000%  | N/A     | $110000.00         | $10996.85          | Agency Collateralized Mortgage Obligation |
| FHLMC_5056B                                          | 2050-12-25      | 2.5000%  | N/A     | $15378983.00       | $1102351.65        | Agency Collateralized Mortgage Obligation |
| FHLMC_5069E                                          | 2051-02-25      | 3.0000%  | N/A     | $6659455.00        | $596037.31         | Agency Collateralized Mortgage Obligation |
| FHLMC_5070A                                          | 2050-09-25      | 3.0000%  | N/A     | $10000000.00       | $1099461.45        | Agency Collateralized Mortgage Obligation |
| FHLMC_5095B                                          | 2051-04-25      | 3.0000%  | N/A     | $1524541.00        | $171071.36         | Agency Collateralized Mortgage Obligation |
| FHLMC_5135C                                          | 2048-05-25      | 2.5000%  | N/A     | $25600000.00       | $2419512.51        | Agency Collateralized Mortgage Obligation |
| FHLMC_5175A                                          | 2051-12-25      | 2.5000%  | N/A     | $5237500.00        | $386062.49         | Agency Collateralized Mortgage Obligation |
| FHLMC_5371F                                          | 2054-01-25      | 0.0000%  | N/A     | $5357143.00        | $2355891.61        | Agency Collateralized Mortgage Obligation |
| FHLMC_5442C                                          | 2054-08-25      | 0.0000%  | N/A     | $5583107.00        | $2725995.56        | Agency Collateralized Mortgage Obligation |
| FHLMC_5588C                                          | 2054-07-25      | 0.0000%  | N/A     | $34186177.00       | $20947414.08       | Agency Collateralized Mortgage Obligation |
| FHLMC_5605A                                          | 2051-11-25      | 5.5000%  | N/A     | $2852763.00        | $425681.74         | Agency Collateralized Mortgage Obligation |
| FHLMC_5605A                                          | 2052-12-25      | 5.5000%  | N/A     | $20472076.00       | $2101951.44        | Agency Collateralized Mortgage Obligation |
| FHLMC_5663                                           | 2056-05-25      | 4.5000%  | N/A     | $1000.00           | $970.01            | Agency Collateralized Mortgage Obligation |
| FHMS_16-K058                                         | 2026-07-25      | 2.3400%  | N/A     | $1123.00           | $38.87             | Agency Collateralized Mortgage Obligation |
| FNMA_06-44H                                          | 2036-06-25      | 2.8404%  | N/A     | $42412200.00       | $45784.07          | Agency Collateralized Mortgage Obligation |
| FNMA_07-22E                                          | 2037-03-25      | 2.9904%  | N/A     | $94696183.00       | $262283.10         | Agency Collateralized Mortgage Obligation |
| FNMA_10-136                                          | 2040-12-25      | 2.2404%  | N/A     | $118886400.00      | $554655.42         | Agency Collateralized Mortgage Obligation |
| FNMA_10-150                                          | 2041-01-25      | 2.7304%  | N/A     | $27857143.00       | $319060.24         | Agency Collateralized Mortgage Obligation |
| FNMA_11-110                                          | 2041-04-25      | 2.8904%  | N/A     | $99752401.00       | $22743.52          | Agency Collateralized Mortgage Obligation |
| FNMA_12-128                                          | 2042-11-25      | 2.3904%  | N/A     | $30000000.00       | $317679.19         | Agency Collateralized Mortgage Obligation |
| FNMA_12-14                                           | 2042-03-25      | 2.7404%  | N/A     | $40416957.00       | $291217.90         | Agency Collateralized Mortgage Obligation |
| FNMA_12-2                                            | 2042-02-25      | 2.7404%  | N/A     | $15333333.00       | $162651.58         | Agency Collateralized Mortgage Obligation |
| FNMA_14-24                                           | 2044-05-25      | 2.2904%  | N/A     | $33000000.00       | $128794.96         | Agency Collateralized Mortgage Obligation |
| FNMA_15-34A                                          | 2045-06-25      | 0.0000%  | N/A     | $108128.00         | $1.24              | Agency Collateralized Mortgage Obligation |
| FNMA_15-91                                           | 2045-12-25      | 2.1367%  | N/A     | $82366191.00       | $322103.21         | Agency Collateralized Mortgage Obligation |
| FNMA_16-1                                            | 2046-02-25      | 2.3904%  | N/A     | $69174285.00       | $833568.33         | Agency Collateralized Mortgage Obligation |
| FNMA_16-40J                                          | 2046-07-25      | 1.5603%  | N/A     | $157677272.00      | $434462.68         | Agency Collateralized Mortgage Obligation |
| FNMA_16-65A                                          | 2046-09-25      | 2.3404%  | N/A     | $31164258.00       | $374632.42         | Agency Collateralized Mortgage Obligation |
| FNMA_17-23A                                          | 2047-04-25      | 2.3404%  | N/A     | $38000000.00       | $400595.34         | Agency Collateralized Mortgage Obligation |
| FNMA_17-54E                                          | 2047-07-25      | 2.2315%  | N/A     | $167805375.00      | $952363.68         | Agency Collateralized Mortgage Obligation |
| FNMA_18-53D                                          | 2048-07-25      | 2.1029%  | N/A     | $4371963.00        | $32503.10          | Agency Collateralized Mortgage Obligation |
| FNMA_19-59C                                          | 2049-10-25      | 2.3104%  | N/A     | $6405661.00        | $251305.38         | Agency Collateralized Mortgage Obligation |
| FNMA_19-59F                                          | 2049-10-25      | 2.2031%  | N/A     | $63684502.00       | $631564.46         | Agency Collateralized Mortgage Obligation |
| FNMA_19-65                                           | 2059-11-25      | 1.8339%  | N/A     | $32166333.00       | $316138.97         | Agency Collateralized Mortgage Obligation |
| FNMA_19-M12                                          | 2029-06-25      | 0.6760%  | N/A     | $19004000.00       | $254236.39         | Agency Collateralized Mortgage Obligation |
| FNMA_20-63D                                          | 2050-09-25      | 2.5000%  | N/A     | $4000000.00        | $58084.99          | Agency Collateralized Mortgage Obligation |
| FNMA_20-77A                                          | 2050-11-25      | 2.5000%  | N/A     | $5184890.00        | $458120.20         | Agency Collateralized Mortgage Obligation |
| FNMA_20-M13A                                         | 2030-09-25      | 1.3260%  | N/A     | $9500000.00        | $185728.95         | Agency Collateralized Mortgage Obligation |
| FNMA_21-42G                                          | 2046-02-25      | 2.3254%  | N/A     | $10436192.00       | $209775.98         | Agency Collateralized Mortgage Obligation |
| FNMA_21-43C                                          | 2051-06-25      | 2.5000%  | N/A     | $4600000.00        | $500154.39         | Agency Collateralized Mortgage Obligation |
| FNMA_21-44C                                          | 2051-07-25      | 2.5000%  | N/A     | $1000000.00        | $140988.02         | Agency Collateralized Mortgage Obligation |
| FNMA_21-61E                                          | 2049-04-25      | 2.5000%  | N/A     | $3600000.00        | $403338.58         | Agency Collateralized Mortgage Obligation |
| FNMA_21-M23                                          | 2031-11-25      | 0.5940%  | N/A     | $23373706.00       | $347906.51         | Agency Collateralized Mortgage Obligation |
| FNMA_23-58G                                          | 2053-12-25      | 0.0000%  | N/A     | $7948724.00        | $4001038.86        | Agency Collateralized Mortgage Obligation |
| FNMA_24-11C                                          | 2054-03-25      | 4.4548%  | N/A     | $100037.00         | $6336.36           | Agency Collateralized Mortgage Obligation |
| FNMA_24-56C                                          | 2054-08-25      | 3.4548%  | N/A     | $100224.00         | $5615.93           | Agency Collateralized Mortgage Obligation |
| FNMA_24-65A                                          | 2054-09-25      | 0.0500%  | N/A     | $39812468.00       | $59212.71          | Agency Collateralized Mortgage Obligation |
| FNMA_24-65B                                          | 2054-09-25      | 0.1000%  | N/A     | $100984.00         | $207.29            | Agency Collateralized Mortgage Obligation |
| FNMA_24-7                                            | 2053-09-25      | 2.1548%  | N/A     | $33658623.00       | $795441.37         | Agency Collateralized Mortgage Obligation |
| FNMA_24-77                                           | 2053-10-25      | 4.9452%  | N/A     | $9628361.00        | $6349366.17        | Agency Collateralized Mortgage Obligation |
| FNMA_24-94B                                          | 2054-08-25      | 0.0000%  | N/A     | $33556300.00       | $14693527.58       | Agency Collateralized Mortgage Obligation |
| FNMA_25-5C                                           | 2055-02-25      | 2.1048%  | N/A     | $12762968.00       | $607773.79         | Agency Collateralized Mortgage Obligation |
| FNMA_25-75B                                          | 2053-06-25      | 5.5000%  | N/A     | $9395127.00        | $971497.89         | Agency Collateralized Mortgage Obligation |
| FNMA_26-3A                                           | 2056-02-25      | 6.0000%  | N/A     | $32013731.00       | $5290247.50        | Agency Collateralized Mortgage Obligation |
| FNMA_26-3B                                           | 2048-04-25      | 4.5000%  | N/A     | $1020.00           | $986.34            | Agency Collateralized Mortgage Obligation |
| FNMA_26-3B                                           | 2048-04-25      | 5.0000%  | N/A     | $9764976.00        | $1216990.95        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5013                               | 2050-09-25      | 2.5000%  | N/A     | $400000.00         | $45572.12          | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5018                               | 2050-10-25      | 2.0000%  | N/A     | $30661312.00       | $2929421.86        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5085                               | 2051-03-25      | 2.0000%  | N/A     | $100000.00         | $8898.46           | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC GOLD                                     | 2044-01-01      | 3.5000%  | N/A     | $2612598.00        | $199820.03         | Agency Mortgage-Backed Securities         |
| GNMA_09-13E                                          | 2039-03-16      | 2.2211%  | N/A     | $50000000.00       | $142134.71         | Agency Collateralized Mortgage Obligation |
| GNMA_10-42                                           | 2040-04-20      | 1.9245%  | N/A     | $273000000.00      | $750084.24         | Agency Collateralized Mortgage Obligation |
| GNMA_12-133B                                         | 2042-10-20      | 0.7150%  | N/A     | $114751391.00      | $58461.16          | Agency Collateralized Mortgage Obligation |
| GNMA_13-188                                          | 2043-12-16      | 1.7711%  | N/A     | $88104086.00       | $737836.53         | Agency Collateralized Mortgage Obligation |
| GNMA_14-118F                                         | 2044-08-16      | 1.8211%  | N/A     | $35501323.00       | $620395.76         | Agency Collateralized Mortgage Obligation |
| GNMA_14-152                                          | 2044-10-20      | 1.8245%  | N/A     | $57000000.00       | $404871.65         | Agency Collateralized Mortgage Obligation |
| GNMA_14-56                                           | 2039-12-16      | 2.3211%  | N/A     | $299419.00         | $1765.33           | Agency Collateralized Mortgage Obligation |
| GNMA_15-82                                           | 2045-06-20      | 7.0000%  | N/A     | $14100000.00       | $100357.07         | Agency Collateralized Mortgage Obligation |
| GNMA_16-61                                           | 2046-05-20      | 2.2745%  | N/A     | $7000000.00        | $183125.93         | Agency Collateralized Mortgage Obligation |
| GNMA_18-51B                                          | 2046-11-20      | 1.3060%  | N/A     | $2029944.00        | $6839.48           | Agency Collateralized Mortgage Obligation |
| GNMA_19-129F                                         | 2046-02-20      | 1.2154%  | N/A     | $7534085.00        | $44216.16          | Agency Collateralized Mortgage Obligation |
| GNMA_19-129F                                         | 2046-02-20      | 4.1793%  | N/A     | $3413.00           | $584.12            | Agency Collateralized Mortgage Obligation |
| GNMA_19-96D                                          | 2049-08-20      | 4.0000%  | N/A     | $4178375.00        | $156964.22         | Agency Collateralized Mortgage Obligation |
| GNMA_20-11C                                          | 2048-10-20      | 1.1738%  | N/A     | $100044.00         | $514.13            | Agency Collateralized Mortgage Obligation |
| GNMA_20-126A                                         | 2050-08-20      | 3.0000%  | N/A     | $18485964.00       | $1549471.19        | Agency Collateralized Mortgage Obligation |
| GNMA_20-5K                                           | 2048-02-20      | 1.3668%  | N/A     | $12383239.00       | $33903.88          | Agency Collateralized Mortgage Obligation |
| GNMA_20-76A                                          | 2050-05-20      | 2.3245%  | N/A     | $100041.00         | $3543.02           | Agency Collateralized Mortgage Obligation |
| GNMA_21-135D                                         | 2051-08-20      | 2.5245%  | N/A     | $16143616.00       | $1361824.00        | Agency Collateralized Mortgage Obligation |
| GNMA_21-136A                                         | 2051-08-20      | 0.0000%  | N/A     | $77680515.00       | $509535.18         | Agency Collateralized Mortgage Obligation |
| GNMA_21-137P                                         | 2051-07-20      | 0.0000%  | N/A     | $89365000.00       | $122948.86         | Agency Collateralized Mortgage Obligation |
| GNMA_21-146F                                         | 2051-08-20      | 2.5000%  | N/A     | $9058640.00        | $806014.72         | Agency Collateralized Mortgage Obligation |
| GNMA_21-155N                                         | 2051-07-20      | 2.5245%  | N/A     | $9108640.00        | $755177.59         | Agency Collateralized Mortgage Obligation |
| GNMA_21-41N                                          | 2050-10-20      | 0.0000%  | N/A     | $161968.00         | $22.81             | Agency Collateralized Mortgage Obligation |
| GNMA_21-41N                                          | 2050-10-20      | 2.0000%  | N/A     | $18156983.00       | $987500.88         | Agency Collateralized Mortgage Obligation |
| GNMA_21-76C                                          | 2050-08-20      | 3.0000%  | N/A     | $19186226.00       | $1381625.86        | Agency Collateralized Mortgage Obligation |
| GNMA_21-77C                                          | 2050-08-20      | 3.0000%  | N/A     | $6666667.00        | $535291.26         | Agency Collateralized Mortgage Obligation |
| GNMA_21-86J                                          | 2051-05-20      | 4.7111%  | N/A     | $300431.00         | $162541.24         | Agency Collateralized Mortgage Obligation |
| GNMA_22-153D                                         | 2052-09-20      | 4.5901%  | N/A     | $52007.00          | $38212.04          | Agency Collateralized Mortgage Obligation |
| GNMA_22-197F                                         | 2048-03-20      | 2.3745%  | N/A     | $4587781.00        | $373820.55         | Agency Collateralized Mortgage Obligation |
| GNMA_22-197J                                         | 2043-12-16      | 2.2211%  | N/A     | $687047.00         | $32604.03          | Agency Collateralized Mortgage Obligation |
| GNMA_22-208C                                         | 2052-12-20      | 2.6299%  | N/A     | $32384320.00       | $1286429.46        | Agency Collateralized Mortgage Obligation |
| GNMA_23-135D                                         | 2053-09-20      | 0.2000%  | N/A     | $50000000.00       | $49726.78          | Agency Collateralized Mortgage Obligation |
| GNMA_23-164J                                         | 2053-11-20      | 3.4599%  | N/A     | $14694534.00       | $678729.53         | Agency Collateralized Mortgage Obligation |
| GNMA_23-176A                                         | 2053-11-20      | 5.5401%  | N/A     | $1728893.00        | $487768.68         | Agency Collateralized Mortgage Obligation |
| GNMA_23-187F                                         | 2053-12-20      | 4.8901%  | N/A     | $1649201.00        | $645587.16         | Agency Collateralized Mortgage Obligation |
| GNMA_23-56B                                          | 2053-04-20      | 1.8599%  | N/A     | $100000000.00      | $2846301.50        | Agency Collateralized Mortgage Obligation |
| GNMA_23-70A                                          | 2053-05-20      | 4.6401%  | N/A     | $512042.00         | $348166.01         | Agency Collateralized Mortgage Obligation |
| GNMA_23-H05D                                         | 2073-01-20      | 1.0909%  | N/A     | $15464067.00       | $1186586.22        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H10D                                         | 2071-06-20      | 0.5365%  | N/A     | $26399972.00       | $511441.83         | Agency Collateralized Mortgage Obligation |
| GNMA_23-H16D                                         | 2073-06-20      | 0.4511%  | N/A     | $17900000.00       | $622216.05         | Agency Collateralized Mortgage Obligation |
| GNMA_24-157D                                         | 2053-08-20      | 0.0000%  | N/A     | $6716768.00        | $3252812.72        | Agency Collateralized Mortgage Obligation |
| GNMA_24-172A                                         | 2054-10-20      | 4.6401%  | N/A     | $836726.00         | $645983.03         | Agency Collateralized Mortgage Obligation |
| GNMA_24-172B                                         | 2054-10-20      | 4.7401%  | N/A     | $762026.00         | $439083.09         | Agency Collateralized Mortgage Obligation |
| GNMA_24-174A                                         | 2054-10-20      | 0.0000%  | N/A     | $4849784.00        | $20.91             | Agency Collateralized Mortgage Obligation |
| GNMA_24-186A                                         | 2054-11-20      | 5.2401%  | N/A     | $6256.00           | $3566.50           | Agency Collateralized Mortgage Obligation |
| GNMA_24-186E                                         | 2053-02-20      | 1.9099%  | N/A     | $67725301.00       | $3039379.59        | Agency Collateralized Mortgage Obligation |
| GNMA_24-21F                                          | 2053-07-20      | 0.1000%  | N/A     | $5259471.00        | $4013.38           | Agency Collateralized Mortgage Obligation |
| GNMA_24-61G                                          | 2054-04-20      | 5.7500%  | N/A     | $362231.00         | $367928.51         | Agency Collateralized Mortgage Obligation |
| GNMA_24-66B                                          | 2054-04-20      | 4.7701%  | N/A     | $1165252.00        | $684364.19         | Agency Collateralized Mortgage Obligation |
| GNMA_24-89A                                          | 2054-05-20      | 5.5000%  | N/A     | $1052186.00        | $1071072.27        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97A                                          | 2054-06-20      | 4.8401%  | N/A     | $2253552.00        | $946226.65         | Agency Collateralized Mortgage Obligation |
| GNMA_25-115F                                         | 2055-07-20      | 0.8599%  | N/A     | $99038859.00       | $667784.12         | Agency Collateralized Mortgage Obligation |
| GNMA_25-118D                                         | 2052-03-20      | 6.0000%  | N/A     | $1666667.00        | $42591.31          | Agency Collateralized Mortgage Obligation |
| GNMA_25-118E                                         | 2055-07-20      | 2.3099%  | N/A     | $58159680.00       | $2417701.48        | Agency Collateralized Mortgage Obligation |
| GNMA_25-146A                                         | 2055-08-20      | 2.3099%  | N/A     | $250000000.00      | $10772667.14       | Agency Collateralized Mortgage Obligation |
| GNMA_25-146B                                         | 2055-08-20      | 1.7099%  | N/A     | $100000000.00      | $3154936.78        | Agency Collateralized Mortgage Obligation |
| GNMA_25-146D                                         | 2053-03-20      | 0.1000%  | N/A     | $30617387.00       | $61967.50          | Agency Collateralized Mortgage Obligation |
| GNMA_25-146D                                         | 2053-02-20      | 0.0500%  | N/A     | $33370779.00       | $35449.72          | Agency Collateralized Mortgage Obligation |
| GNMA_25-146D                                         | 2053-02-20      | 0.0900%  | N/A     | $20375261.00       | $41144.37          | Agency Collateralized Mortgage Obligation |
| GNMA_25-146E                                         | 2054-05-20      | 2.3099%  | N/A     | $104260319.00      | $4358461.89        | Agency Collateralized Mortgage Obligation |
| GNMA_25-146E                                         | 2054-04-20      | 0.0200%  | N/A     | $21285519.00       | $12638.59          | Agency Collateralized Mortgage Obligation |
| GNMA_25-146E                                         | 2054-01-20      | 0.1600%  | N/A     | $31344687.00       | $137256.69         | Agency Collateralized Mortgage Obligation |
| GNMA_25-146E                                         | 2053-03-20      | 0.3500%  | N/A     | $18400213.00       | $121585.36         | Agency Collateralized Mortgage Obligation |
| GNMA_25-164C                                         | 2054-08-20      | 2.9599%  | N/A     | $918795.00         | $67388.65          | Agency Collateralized Mortgage Obligation |
| GNMA_25-203B                                         | 2053-06-20      | 0.0000%  | N/A     | $28746365.00       | $21284608.80       | Agency Collateralized Mortgage Obligation |
| GNMA_25-48B                                          | 2055-03-20      | 2.4199%  | N/A     | $341802.00         | $16294.30          | Agency Collateralized Mortgage Obligation |
| GNMA_25-61G                                          | 2065-04-20      | 1.6599%  | N/A     | $31441821.00       | $551307.31         | Agency Collateralized Mortgage Obligation |
| GNMA_25-82B                                          | 2055-05-20      | 0.1000%  | N/A     | $50000000.00       | $47026.54          | Agency Collateralized Mortgage Obligation |
| GNMA_25-82B                                          | 2055-05-20      | 0.0500%  | N/A     | $62500000.00       | $29308.20          | Agency Collateralized Mortgage Obligation |
| GNMA_25-95C                                          | 2055-05-20      | 1.4899%  | N/A     | $10890423.00       | $410839.39         | Agency Collateralized Mortgage Obligation |
| GNMA_25-98L                                          | 2055-06-20      | 5.0401%  | N/A     | $1043.00           | $829.63            | Agency Collateralized Mortgage Obligation |
| GNMA_26-38C                                          | 2045-05-20      | 4.5000%  | N/A     | $29295918.00       | $4196188.69        | Agency Collateralized Mortgage Obligation |
| GNMA_26-47J                                          | 2056-03-20      | 4.8901%  | N/A     | $1000.00           | $899.71            | Agency Collateralized Mortgage Obligation |
| GNMA_26-7A                                           | 2054-09-20      | 1.1999%  | N/A     | $167033338.00      | $4008701.52        | Agency Collateralized Mortgage Obligation |
| GNMA_26-7A                                           | 2054-09-20      | 0.1100%  | N/A     | $40000000.00       | $93092.26          | Agency Collateralized Mortgage Obligation |
| GNMA_26-7B                                           | 2056-01-20      | 0.8599%  | N/A     | $100000000.00      | $1515664.46        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2040-08-20      | 5.0000%  | N/A     | $103587.00         | $15.14             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2041-12-15      | 3.5000%  | N/A     | $1000.00           | $160.22            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2039-09-15      | 5.0000%  | N/A     | $12214.00          | $448.78            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2053-01-15      | 7.0000%  | N/A     | $1020683.00        | $1042640.49        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2053-05-15      | 7.0000%  | N/A     | $1000.00           | $922.14            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 7.5000%  | N/A     | $1000.00           | $1072.14           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-03-20      | 5.0000%  | N/A     | $1040.00           | $1034.86           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-09-20      | 6.0000%  | N/A     | $143017.00         | $16972.52          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-05-20      | 5.0000%  | N/A     | $43776.00          | $33976.60          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-01-20      | 6.5000%  | N/A     | $235370.00         | $248964.13         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-04-20      | 4.5000%  | N/A     | $1000.00           | $902.59            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-04-20      | 3.5000%  | N/A     | $12823986.00       | $8461916.97        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-02-20      | 6.5000%  | N/A     | $636812.00         | $673741.08         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-05-20      | 3.5000%  | N/A     | $1406.00           | $928.75            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-07-20      | 5.5000%  | N/A     | $13056438.00       | $11446691.57       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-03-20      | 6.5000%  | N/A     | $1000.00           | $115.41            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-05-20      | 3.5000%  | N/A     | $1064428.00        | $120667.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-07-20      | 7.5000%  | N/A     | $4376640.00        | $4603626.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-09-20      | 4.0000%  | N/A     | $348667.00         | $23566.75          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-03-20      | 3.5000%  | N/A     | $3048.00           | $343.21            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-05-20      | 6.0000%  | N/A     | $482888.00         | $33491.72          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-09-20      | 4.5000%  | N/A     | $1000.00           | $73.19             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-10-20      | 6.5000%  | N/A     | $1166684.00        | $1230505.38        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-05-20      | 5.0000%  | N/A     | $1671104.00        | $1544150.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-03-20      | 6.5000%  | N/A     | $5855664.00        | $6254885.72        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-09-20      | 5.5000%  | N/A     | $1001.00           | $348.93            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-04-20      | 6.5000%  | N/A     | $1052.00           | $120.71            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-05-20      | 5.5000%  | N/A     | $1087.00           | $899.70            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-09-20      | 6.0000%  | N/A     | $1000.00           | $111.04            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-03-20      | 6.0000%  | N/A     | $1978833.00        | $2050592.23        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-02-20      | 4.0000%  | N/A     | $1000.00           | $93.93             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2038-11-20      | 6.5000%  | N/A     | $1000.00           | $55.18             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-05-20      | 7.5000%  | N/A     | $1796253.00        | $1888201.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-06-20      | 4.0000%  | N/A     | $1000.00           | $685.57            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-04-20      | 5.0000%  | N/A     | $1000.00           | $914.28            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-11-20      | 6.0000%  | N/A     | $8976870.00        | $4292113.56        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-09-20      | 4.5000%  | N/A     | $7740691.00        | $5540835.19        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-12-20      | 4.0000%  | N/A     | $1022.00           | $89.40             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-03-20      | 6.5000%  | N/A     | $1210990.00        | $1282769.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-12-20      | 5.5000%  | N/A     | $1000.00           | $621.81            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-09-20      | 6.0000%  | N/A     | $83338303.00       | $81861022.96       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-03-20      | 3.5000%  | N/A     | $2244.00           | $207.00            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-02-20      | 6.5000%  | N/A     | $11464.00          | $12262.82          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-06-20      | 5.5000%  | N/A     | $2511872.00        | $1738729.40        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2066-03-20      | 6.0000%  | N/A     | $593618.00         | $611145.41         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-03-20      | 4.0000%  | N/A     | $1000.00           | $671.74            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-02-20      | 6.5000%  | N/A     | $259182.00         | $274716.36         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-151 | 2050-10-20      | 2.5000%  | N/A     | $16767591.00       | $1345259.97        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-188 | 2051-10-20      | 2.0000%  | N/A     | $52763.00          | $23664.75          | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                               | 2045-11-15      | 4.6250%  | N/A     | $100.00            | $97.64             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                               | 2035-11-15      | 0.0000%  | N/A     | $7.68              | $5.01              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                               | 2036-02-15      | 4.5000%  | N/A     | $800.00            | $817.12            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                               | 2027-11-15      | 4.1250%  | N/A     | $4810000.00        | $4914885.64        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                               | 2042-05-15      | 0.0000%  | N/A     | $2519.04           | $1116.84           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                               | 2033-04-30      | 4.1250%  | N/A     | $300.00            | $297.89            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                               | 2028-10-15      | 3.5000%  | N/A     | $5600.00           | $5548.73           | U.S. Treasuries (including strips)        |

### Security 5: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYDY244P7
- **C.18 - Value (incl. sponsor support):** $675000000.00
- **C.18.a - Value (excl. sponsor support):** $675000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | N/A     | $76863800.00       | $61534869.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.5000%  | N/A     | $6578000.00        | $6611611.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 0.0000%  | N/A     | $76876416.00       | $68799856.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | N/A     | $6909900.00        | $5066391.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | N/A     | $100.00            | $83.56             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2056-02-15      | 4.7500%  | N/A     | $4999900.00        | $4865652.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | N/A     | $1999900.00        | $1471171.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 0.0000%  | N/A     | $980.52            | $630.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | N/A     | $7620000.00        | $6669879.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 0.0000%  | N/A     | $89569664.00       | $86912579.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | N/A     | $10519900.00       | $7750785.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | N/A     | $124308000.00      | $122315562.53      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | N/A     | $100.00            | $96.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | N/A     | $167636000.00      | $183755635.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | N/A     | $500.00            | $365.85            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 0.0000%  | N/A     | $77708416.00       | $76859840.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | N/A     | $55408500.00       | $55884889.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | N/A     | $100.00            | $99.08             | U.S. Treasuries (including strips) |

### Security 6: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYDYFA4A2
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-03-18      | 0.0000%  | N/A     | $1467300.00        | $1420199.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 0.0000%  | N/A     | $3489600.00        | $865211.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.7500%  | N/A     | $509365600.00      | $507572633.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | N/A     | $400.00            | $408.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | N/A     | $9700.00           | $9204.88           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.7422%  | N/A     | $100.00            | $99.95             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | N/A     | $123300.00         | $132305.73         | U.S. Treasuries (including strips) |

### Security 7: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYJ3GBCN4
- **C.18 - Value (incl. sponsor support):** $16000000.00
- **C.18.a - Value (excl. sponsor support):** $16000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-02-29      | 3.3750%  | N/A     | $100.00            | $99.59             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 3.8252%  | N/A     | $881800.00         | $882117.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | N/A     | $921200.00         | $931235.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | N/A     | $100.00            | $100.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | N/A     | $14456000.00       | $14505106.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | N/A     | $100.00            | $100.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | N/A     | $1200.00           | $1240.54           | U.S. Treasuries (including strips) |

### Security 8: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **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: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYJ3GBCQ7
- **C.18 - Value (incl. sponsor support):** $941500000.00
- **C.18.a - Value (excl. sponsor support):** $941500000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIEMAE ACES FNMA_20-M33                           | 2031-01-25      | 0.9696%  | N/A     | $1000.00           | $891.00            | Agency Collateralized Mortgage Obligation |
| FANNIEMAE STRIP FNSTR_437                            | 2052-07-25      | 3.0000%  | N/A     | $122416062.00      | $17908572.44       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2056-02-01      | 5.0000%  | N/A     | $1000.00           | $952.42            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-02-01      | 6.0000%  | N/A     | $6176.00           | $4479.88           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2056-01-01      | 4.5000%  | N/A     | $1000.00           | $939.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-02-01      | 1.5000%  | N/A     | $4798.00           | $3034.96           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $853.75            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-11-01      | 3.5000%  | N/A     | $2150940.00        | $1580441.24        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2036-11-01      | 5.9950%  | N/A     | $4021.00           | $729.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-01-01      | 2.5000%  | N/A     | $359096.00         | $161827.32         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-06-01      | 6.0000%  | N/A     | $1000.00           | $710.02            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-12-01      | 4.5000%  | N/A     | $1001.00           | $961.69            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-12-01      | 5.0000%  | N/A     | $14605132.00       | $14535812.80       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $755.76            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2056-01-01      | 6.5000%  | N/A     | $1000.00           | $998.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2056-01-01      | 4.5000%  | N/A     | $1000.00           | $915.88            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2049-09-01      | 2.5000%  | N/A     | $4853484.00        | $866098.32         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-12-01      | 2.0000%  | N/A     | $3401.00           | $1821.93           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2056-01-01      | 4.5000%  | N/A     | $1001.00           | $962.22            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2056-05-01      | 5.0000%  | N/A     | $4974656.00        | $4920122.72        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_K111    | 2030-05-25      | 1.6706%  | N/A     | $19289023.00       | $1014663.14        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-03-01      | 5.0000%  | N/A     | $32907.00          | $32264.18          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-04-01      | 5.5000%  | N/A     | $2743752.00        | $2790810.02        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-09-01      | 6.5000%  | N/A     | $1000.00           | $909.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-11-01      | 5.0000%  | N/A     | $7674672.00        | $7617705.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-04-01      | 6.5000%  | N/A     | $4999.00           | $4054.34           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2045-12-01      | 5.5000%  | N/A     | $3400.00           | $3126.45           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-10-01      | 5.0000%  | N/A     | $3936.00           | $3235.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $989.04            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2050-09-01      | 2.5000%  | N/A     | $1011.00           | $392.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2027-03-01      | 1.7700%  | N/A     | $1013676.00        | $994538.64         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-01-01      | 4.5000%  | N/A     | $492393.00         | $473595.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-07-01      | 2.0000%  | N/A     | $3901663.00        | $1897693.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-06-01      | 4.5200%  | N/A     | $66517888.00       | $66687715.55       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2050-05-01      | 2.5000%  | N/A     | $2005726.00        | $582884.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-04-01      | 6.5000%  | N/A     | $1024.00           | $811.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2048-08-01      | 4.0000%  | N/A     | $115631127.00      | $8150168.98        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-04-01      | 5.5000%  | N/A     | $5294062.00        | $5381373.77        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-09-01      | 6.5000%  | N/A     | $99577.00          | $96891.56          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $680.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-07-01      | 6.5000%  | N/A     | $2000.00           | $2068.32           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-05-01      | 4.0000%  | N/A     | $16682081.00       | $11798423.14       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-05-01      | 6.5000%  | N/A     | $2134.00           | $1313.67           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-10-01      | 6.5000%  | N/A     | $3388.00           | $3562.01           | Agency Mortgage-Backed Securities         |
| FHLMC_2484                                           | 2032-07-15      | 6.5000%  | N/A     | $22.00             | $0.65              | Agency Collateralized Mortgage Obligation |
| FHLMC_4448                                           | 2040-05-15      | 2.3105%  | N/A     | $71377994.00       | $230390.04         | Agency Collateralized Mortgage Obligation |
| FHLMC_5095B                                          | 2051-04-25      | 3.0000%  | N/A     | $30390895.00       | $3410214.56        | Agency Collateralized Mortgage Obligation |
| FHLMC_5468L                                          | 2054-11-25      | 4.8952%  | N/A     | $287112.00         | $221779.06         | Agency Collateralized Mortgage Obligation |
| FHLMC_5584J                                          | 2055-06-25      | 2.1548%  | N/A     | $46041466.00       | $1612032.17        | Agency Collateralized Mortgage Obligation |
| FHLMC_5597B                                          | 2055-11-25      | 4.9452%  | N/A     | $50341.00          | $42895.87          | Agency Collateralized Mortgage Obligation |
| FHLMC_5605B                                          | 2055-12-25      | 1.9048%  | N/A     | $129676160.00      | $6120773.28        | Agency Collateralized Mortgage Obligation |
| FHMS_K743                                            | 2028-05-25      | 1.0032%  | N/A     | $47793.00          | $787.55            | Agency Collateralized Mortgage Obligation |
| FNMA_20-61D                                          | 2050-09-25      | 4.0000%  | N/A     | $39543711.00       | $2742095.83        | Agency Collateralized Mortgage Obligation |
| FNMA_20-77A                                          | 2050-11-25      | 2.5000%  | N/A     | $63780864.00       | $5635472.03        | Agency Collateralized Mortgage Obligation |
| FNMA_21-26C                                          | 2041-05-25      | 3.5000%  | N/A     | $42700000.00       | $1960144.99        | Agency Collateralized Mortgage Obligation |
| FNMA_22-18F                                          | 2051-11-25      | 4.0000%  | N/A     | $17807807.00       | $2107770.21        | Agency Collateralized Mortgage Obligation |
| FNMA_23-49E                                          | 2061-09-25      | 5.5000%  | N/A     | $33388787.00       | $4499920.90        | Agency Collateralized Mortgage Obligation |
| FNMA_24-2D                                           | 2053-12-25      | 6.0000%  | N/A     | $4934166.00        | $867392.89         | Agency Collateralized Mortgage Obligation |
| FNMA_25-46                                           | 2055-06-25      | 1.3548%  | N/A     | $157096755.00      | $2881947.34        | Agency Collateralized Mortgage Obligation |
| FNMA_26-27E                                          | 2056-04-25      | 4.9452%  | N/A     | $1000.00           | $996.30            | Agency Collateralized Mortgage Obligation |
| FNR_23-21                                            | 2053-04-25      | 6.0000%  | N/A     | $7158779.00        | $864540.24         | Agency Collateralized Mortgage Obligation |
| GNMA_21-103L                                         | 2051-06-20      | 3.0000%  | N/A     | $4950000.00        | $385548.72         | Agency Collateralized Mortgage Obligation |
| GNMA_21-117                                          | 2051-06-20      | 3.5000%  | N/A     | $17022165.00       | $1330372.78        | Agency Collateralized Mortgage Obligation |
| GNMA_21-156P                                         | 2051-09-20      | 3.0000%  | N/A     | $3426000.00        | $252605.97         | Agency Collateralized Mortgage Obligation |
| GNMA_21-16G                                          | 2051-01-20      | 2.5000%  | N/A     | $100000.00         | $8273.90           | Agency Collateralized Mortgage Obligation |
| GNMA_22-75B                                          | 2052-04-20      | 4.0000%  | N/A     | $2593845.00        | $1692687.42        | Agency Collateralized Mortgage Obligation |
| GNMA_23-60D                                          | 2053-04-20      | 4.5401%  | N/A     | $1078204.00        | $507671.67         | Agency Collateralized Mortgage Obligation |
| GNMA_23-82B                                          | 2053-06-20      | 4.7901%  | N/A     | $1052.00           | $672.23            | Agency Collateralized Mortgage Obligation |
| GNMA_23-H27B                                         | 2073-11-20      | 0.7224%  | N/A     | $59234555.00       | $3656120.08        | Agency Collateralized Mortgage Obligation |
| GNMA_24-117D                                         | 2054-07-20      | 4.9401%  | N/A     | $283003270.00      | $131527176.90      | Agency Collateralized Mortgage Obligation |
| GNMA_24-117E                                         | 2054-07-20      | 4.8901%  | N/A     | $293713001.00      | $136364579.39      | Agency Collateralized Mortgage Obligation |
| GNMA_24-160A                                         | 2054-10-20      | 4.6601%  | N/A     | $182389.00         | $140513.92         | Agency Collateralized Mortgage Obligation |
| GNMA_24-26H                                          | 2054-02-20      | 5.7500%  | N/A     | $95000000.00       | $77052129.97       | Agency Collateralized Mortgage Obligation |
| GNMA_24-43J                                          | 2054-03-20      | 5.5000%  | N/A     | $42846400.00       | $43426307.00       | Agency Collateralized Mortgage Obligation |
| GNMA_24-51F                                          | 2054-03-20      | 5.5000%  | N/A     | $18274809.00       | $18553418.62       | Agency Collateralized Mortgage Obligation |
| GNMA_24-H18E                                         | 2074-10-20      | 0.9815%  | N/A     | $11809376.00       | $816927.89         | Agency Collateralized Mortgage Obligation |
| GNMA_25-103D                                         | 2055-06-20      | 5.1901%  | N/A     | $26580963.00       | $18833682.27       | Agency Collateralized Mortgage Obligation |
| GNMA_25-117A                                         | 2055-07-20      | 4.7901%  | N/A     | $1000.00           | $876.54            | Agency Collateralized Mortgage Obligation |
| GNMA_25-203B                                         | 2053-06-20      | 0.0000%  | N/A     | $108582.00         | $80397.14          | Agency Collateralized Mortgage Obligation |
| GNMA_25-69H                                          | 2055-04-20      | 4.9901%  | N/A     | $10706.00          | $6654.62           | Agency Collateralized Mortgage Obligation |
| GNMA_25-6E                                           | 2055-01-20      | 4.7401%  | N/A     | $1002.00           | $616.23            | Agency Collateralized Mortgage Obligation |
| GNMA_26-3M                                           | 2056-01-20      | 4.7401%  | N/A     | $1000.00           | $977.66            | Agency Collateralized Mortgage Obligation |
| GNMA_26-45E                                          | 2056-03-20      | 4.3901%  | N/A     | $1008.00           | $1007.41           | Agency Collateralized Mortgage Obligation |
| GNMA_26-47J                                          | 2056-03-20      | 4.8901%  | N/A     | $245490940.00      | $220869014.75      | Agency Collateralized Mortgage Obligation |
| GNMA_26-50K                                          | 2056-03-20      | 4.7901%  | N/A     | $50000000.00       | $46955830.61       | Agency Collateralized Mortgage Obligation |
| GNMA_26-52B                                          | 2056-03-20      | 4.6401%  | N/A     | $100000000.00      | $97479404.83       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-11-20      | 4.0000%  | N/A     | $1598595.00        | $163138.38         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-05-20      | 3.5000%  | N/A     | $1004.00           | $113.82            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-01-20      | 4.0000%  | N/A     | $1018.00           | $81.93             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-12-20      | 4.0000%  | N/A     | $517936.00         | $45305.40          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-04-20      | 3.5000%  | N/A     | $986001.00         | $97967.20          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-10-20      | 4.0000%  | N/A     | $5509355.00        | $396493.13         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-06-20      | 4.0000%  | N/A     | $7566213.00        | $5187176.38        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-07-20      | 3.5000%  | N/A     | $1332699.00        | $154235.42         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-12-20      | 3.5000%  | N/A     | $1002.00           | $117.42            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-11-20      | 4.0000%  | N/A     | $280810.00         | $24508.12          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-11-20      | 3.0000%  | N/A     | $665000.00         | $85657.01          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-12-20      | 3.5000%  | N/A     | $220518.00         | $26788.44          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-151 | 2050-10-20      | 2.5000%  | N/A     | $100025.00         | $8024.98           | Agency Collateralized Mortgage Obligation |

### Security 9: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYJ3GBCG9
- **C.18 - Value (incl. sponsor support):** $47000000.00
- **C.18.a - Value (excl. sponsor support):** $47000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | N/A     | $71767000.00       | $47940022.15       | U.S. Treasuries (including strips) |

### Security 10: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **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: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYJ3GBCJ3
- **C.18 - Value (incl. sponsor support):** $27000000.00
- **C.18.a - Value (excl. sponsor support):** $27000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FHLMC_5535    | 2055-05-25      | 0.6548%  | N/A     | $307000000.00      | $2697798.66        | Agency Collateralized Mortgage Obligation |
| FHLMC_5625A   | 2056-02-25      | 2.0000%  | N/A     | $320586.00         | $125447.27         | Agency Collateralized Mortgage Obligation |
| FHLMC_5646C   | 2056-04-25      | 0.6548%  | N/A     | $50000000.00       | $812782.68         | Agency Collateralized Mortgage Obligation |
| FHMS_Q029     | 2027-08-25      | 4.1952%  | N/A     | $500000.00         | $88943.06          | Agency Collateralized Mortgage Obligation |
| FNMA_20J-63   | 2050-09-25      | 2.0000%  | N/A     | $1168358.00        | $903441.20         | Agency Collateralized Mortgage Obligation |
| GNH_16-H23    | 2066-10-20      | 4.5286%  | N/A     | $500000.00         | $56971.79          | Agency Collateralized Mortgage Obligation |
| GNMA_13-167   | 2043-11-20      | 2.3745%  | N/A     | $53430000.00       | $339601.24         | Agency Collateralized Mortgage Obligation |
| GNMA_15-H09B  | 2065-04-20      | 4.3986%  | N/A     | $899999.00         | $81446.12          | Agency Collateralized Mortgage Obligation |
| GNMA_17-H15   | 2067-07-20      | 4.2786%  | N/A     | $199998.00         | $9730.05           | Agency Collateralized Mortgage Obligation |
| GNMA_22-H26A  | 2072-12-20      | 4.6601%  | N/A     | $199999.00         | $200099.63         | Agency Collateralized Mortgage Obligation |
| GNMA_23-112H  | 2053-08-20      | 2.0599%  | N/A     | $80228992.00       | $2213427.20        | Agency Collateralized Mortgage Obligation |
| GNMA_23-18H   | 2053-02-20      | 2.0599%  | N/A     | $49999900.00       | $719140.12         | Agency Collateralized Mortgage Obligation |
| GNMA_24-151F  | 2054-09-20      | 4.8101%  | N/A     | $7540700.00        | $6180129.94        | Agency Collateralized Mortgage Obligation |
| GNMA_25-55D   | 2055-03-20      | 1.6599%  | N/A     | $38620352.00       | $1833957.43        | Agency Collateralized Mortgage Obligation |
| GNMA_26-66D   | 2056-04-20      | 1.8000%  | N/A     | $67850368.00       | $2238519.34        | Agency Collateralized Mortgage Obligation |
| GNMA_26-66G   | 2056-04-20      | 0.6242%  | N/A     | $200000000.00      | $4533476.11        | Agency Collateralized Mortgage Obligation |
| SLST_SL-241   | 2064-05-25      | 4.6152%  | N/A     | $6270400.00        | $5315088.15        | Agency Collateralized Mortgage Obligation |

### Security 11: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYJ3GBCP9
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | N/A     | $44656400.00       | $29830267.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 0.0000%  | N/A     | $163.84            | $71.50             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-11-15      | 0.0000%  | N/A     | $163.84            | $101.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | N/A     | $6800.00           | $6694.23           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | N/A     | $200.00            | $179.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 0.0000%  | N/A     | $2867.20           | $1177.20           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 0.0000%  | N/A     | $1802.19           | $1386.18           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-11-15      | 0.0000%  | N/A     | $79959982.08       | $46653850.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | N/A     | $800.00            | $669.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 0.0000%  | N/A     | $35.20             | $21.16             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | N/A     | $3300.00           | $3400.64           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | N/A     | $1300.00           | $1347.76           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | N/A     | $800.00            | $780.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-05-15      | 0.0000%  | N/A     | $81.92             | $52.07             | U.S. Treasuries (including strips) |

### Security 12: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYJ3GBER3
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2031-04-30      | 3.8750%  | N/A     | $364846080.00      | $362303102.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | N/A     | $75949800.00       | $53191480.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | N/A     | $140101920.00      | $124486702.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | N/A     | $82605120.00       | $72018716.18       | U.S. Treasuries (including strips) |

### Security 13: Bank of Montreal

- **C.1 - Title:** Bank of Montreal
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BYJ3GBCR5
- **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:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-04-15      | 0.0000%  | N/A     | $1057100.00        | $1020059.22        | U.S. Treasuries (including strips) |

### Security 14: Bank of Nova Scotia (The)

- **C.1 - Title:** Bank of Nova Scotia (The)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: BYJ3GBCX2
- **C.18 - Value (incl. sponsor support):** $12000000.00
- **C.18.a - Value (excl. sponsor support):** $12000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-10-29      | 0.0000%  | N/A     | $6491300.00        | $6372963.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | N/A     | $1687400.00        | $2039051.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-15      | 1.2500%  | N/A     | $3841200.00        | $3827100.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | N/A     | $1000.00           | $1006.91           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | N/A     | $400.00            | $313.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 3.7500%  | N/A     | $100.00            | $99.60             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | N/A     | $700.00            | $332.41            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | N/A     | $400.00            | $404.17            | U.S. Treasuries (including strips) |

### Security 15: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc
- **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: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYDDRC0M9
- **C.18 - Value (incl. sponsor support):** $1450000000.00
- **C.18.a - Value (excl. sponsor support):** $1450000000.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE FNMA_12-5                                 | 2042-02-25      | 2.1904%  | N/A     | $46561664.00       | $244888.36         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_18-45                                | 2048-06-25      | 2.4404%  | N/A     | $55413670.00       | $787695.22         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_20-96                                | 2051-01-25      | 3.0000%  | N/A     | $15000000.00       | $1391594.19        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2045-03-01      | 3.5000%  | N/A     | $1532.00           | $134.35            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2045-07-01      | 3.5000%  | N/A     | $3262.00           | $454.63            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5056    | 2050-12-25      | 2.5000%  | N/A     | $11099121.00       | $917731.34         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2028-02-01      | 2.5000%  | N/A     | $1290.00           | $36.87             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-1      | 2051-02-25      | 2.0000%  | N/A     | $20469712.00       | $1498288.90        | Agency Collateralized Mortgage Obligation |
| FHLMC_3152                                           | 2036-03-15      | 2.7257%  | N/A     | $117787959.00      | $301971.39         | Agency Collateralized Mortgage Obligation |
| FHLMC_4698E                                          | 2047-07-15      | 6.0000%  | N/A     | $6841485.00        | $175753.30         | Agency Collateralized Mortgage Obligation |
| FHLMC_4853A                                          | 2049-02-15      | 2.8457%  | N/A     | $11800000.00       | $283000.49         | Agency Collateralized Mortgage Obligation |
| FHLMC_4912B                                          | 2049-06-25      | 2.2904%  | N/A     | $21189621.00       | $636557.13         | Agency Collateralized Mortgage Obligation |
| FHLMC_4923                                           | 2049-11-25      | 2.2404%  | N/A     | $13000000.00       | $556000.47         | Agency Collateralized Mortgage Obligation |
| FHLMC_4923                                           | 2049-11-25      | 2.2404%  | N/A     | $22870000.00       | $1097750.42        | Agency Collateralized Mortgage Obligation |
| FHLMC_4976B                                          | 2050-05-25      | 3.5000%  | N/A     | $9400000.00        | $681235.80         | Agency Collateralized Mortgage Obligation |
| FHLMC_4979A                                          | 2050-06-25      | 2.2904%  | N/A     | $15000000.00       | $434270.84         | Agency Collateralized Mortgage Obligation |
| FHLMC_4988F                                          | 2050-06-25      | 3.0000%  | N/A     | $17186251.00       | $1811063.13        | Agency Collateralized Mortgage Obligation |
| FHLMC_4988M                                          | 2050-07-25      | 3.5000%  | N/A     | $17087913.00       | $1201420.37        | Agency Collateralized Mortgage Obligation |
| FHLMC_4990C                                          | 2050-07-25      | 4.0000%  | N/A     | $16000000.00       | $1369531.20        | Agency Collateralized Mortgage Obligation |
| FHLMC_4992E                                          | 2050-07-25      | 2.5000%  | N/A     | $38175343.00       | $2411229.84        | Agency Collateralized Mortgage Obligation |
| FHLMC_4996                                           | 2050-06-25      | 2.5000%  | N/A     | $13500000.00       | $1112918.14        | Agency Collateralized Mortgage Obligation |
| FHLMC_4999D                                          | 2043-03-15      | 2.4457%  | N/A     | $18925757.00       | $558691.14         | Agency Collateralized Mortgage Obligation |
| FHLMC_5000Q                                          | 2048-05-25      | 5.0000%  | N/A     | $19466144.00       | $745936.29         | Agency Collateralized Mortgage Obligation |
| FHLMC_5003D                                          | 2050-08-25      | 2.3404%  | N/A     | $8900000.00        | $791458.37         | Agency Collateralized Mortgage Obligation |
| FHLMC_5005A                                          | 2050-08-25      | 3.0000%  | N/A     | $25042183.00       | $2239327.67        | Agency Collateralized Mortgage Obligation |
| FHLMC_5009B                                          | 2050-07-25      | 3.5000%  | N/A     | $19357142.00       | $2297524.25        | Agency Collateralized Mortgage Obligation |
| FHLMC_5010Q                                          | 2050-09-25      | 2.0000%  | N/A     | $24600000.00       | $1761749.72        | Agency Collateralized Mortgage Obligation |
| FHLMC_5018                                           | 2050-10-25      | 4.0000%  | N/A     | $7985734.00        | $543976.53         | Agency Collateralized Mortgage Obligation |
| FHLMC_5037B                                          | 2050-11-25      | 2.0000%  | N/A     | $8750000.00        | $624080.91         | Agency Collateralized Mortgage Obligation |
| FHLMC_5038P                                          | 2050-11-25      | 2.5000%  | N/A     | $12500000.00       | $821301.09         | Agency Collateralized Mortgage Obligation |
| FHLMC_5039H                                          | 2050-11-25      | 2.0000%  | N/A     | $27125000.00       | $1992423.73        | Agency Collateralized Mortgage Obligation |
| FHLMC_5045B                                          | 2050-11-25      | 2.6048%  | N/A     | $8909091.00        | $654774.77         | Agency Collateralized Mortgage Obligation |
| FHLMC_5051L                                          | 2048-11-15      | 0.6102%  | N/A     | $174000000.00      | $1866514.13        | Agency Collateralized Mortgage Obligation |
| FHLMC_5053G                                          | 2050-12-25      | 3.0000%  | N/A     | $11644739.00       | $1270734.15        | Agency Collateralized Mortgage Obligation |
| FHLMC_5053H                                          | 2050-12-25      | 2.5000%  | N/A     | $6250000.00        | $533441.34         | Agency Collateralized Mortgage Obligation |
| FHLMC_5054B                                          | 2035-12-25      | 1.5000%  | N/A     | $33333333.00       | $627742.93         | Agency Collateralized Mortgage Obligation |
| FHLMC_5056C                                          | 2050-12-25      | 2.6548%  | N/A     | $21000000.00       | $1808325.95        | Agency Collateralized Mortgage Obligation |
| FHLMC_5058F                                          | 2050-04-25      | 2.0000%  | N/A     | $15140396.00       | $847655.02         | Agency Collateralized Mortgage Obligation |
| FHLMC_5060B                                          | 2050-12-25      | 3.0000%  | N/A     | $9500000.00        | $1104477.43        | Agency Collateralized Mortgage Obligation |
| FHLMC_5060C                                          | 2050-11-25      | 3.0000%  | N/A     | $12302666.00       | $1291487.33        | Agency Collateralized Mortgage Obligation |
| FHLMC_5062C                                          | 2051-01-25      | 2.6548%  | N/A     | $17850000.00       | $1783445.26        | Agency Collateralized Mortgage Obligation |
| FHLMC_5065H                                          | 2051-01-25      | 3.0000%  | N/A     | $21222181.00       | $2261516.96        | Agency Collateralized Mortgage Obligation |
| FHLMC_5068G                                          | 2050-11-25      | 3.0000%  | N/A     | $21700000.00       | $1409573.19        | Agency Collateralized Mortgage Obligation |
| FHLMC_5069E                                          | 2051-02-25      | 3.0000%  | N/A     | $8159241.00        | $920703.11         | Agency Collateralized Mortgage Obligation |
| FHLMC_5070A                                          | 2050-09-25      | 3.0000%  | N/A     | $15000000.00       | $1649192.17        | Agency Collateralized Mortgage Obligation |
| FHLMC_5070H                                          | 2051-02-25      | 0.6348%  | N/A     | $143788420.00      | $1592941.53        | Agency Collateralized Mortgage Obligation |
| FHLMC_5071W                                          | 2051-02-25      | 2.5000%  | N/A     | $12076634.00       | $846385.90         | Agency Collateralized Mortgage Obligation |
| FHLMC_5077                                           | 2051-02-25      | 3.5000%  | N/A     | $47796130.00       | $3667111.80        | Agency Collateralized Mortgage Obligation |
| FHLMC_5080B                                          | 2050-04-25      | 3.5000%  | N/A     | $7254713.00        | $784991.56         | Agency Collateralized Mortgage Obligation |
| FHLMC_5080K                                          | 2050-01-25      | 3.0000%  | N/A     | $15244249.00       | $1089329.75        | Agency Collateralized Mortgage Obligation |
| FHLMC_5080L                                          | 2048-11-25      | 4.0000%  | N/A     | $15300000.00       | $1819900.92        | Agency Collateralized Mortgage Obligation |
| FHLMC_5080M                                          | 2049-08-25      | 4.0000%  | N/A     | $31602975.00       | $2455534.11        | Agency Collateralized Mortgage Obligation |
| FHLMC_5087A                                          | 2051-03-25      | 3.0000%  | N/A     | $14000000.00       | $1420204.58        | Agency Collateralized Mortgage Obligation |
| FHLMC_5093A                                          | 2051-01-25      | 3.0000%  | N/A     | $14000000.00       | $1474293.73        | Agency Collateralized Mortgage Obligation |
| FHLMC_5093G                                          | 2050-05-25      | 4.0000%  | N/A     | $57947008.00       | $4245031.47        | Agency Collateralized Mortgage Obligation |
| FHLMC_5095D                                          | 2041-04-25      | 3.5000%  | N/A     | $38764420.00       | $1714763.80        | Agency Collateralized Mortgage Obligation |
| FHLMC_5104F                                          | 2049-06-25      | 3.5000%  | N/A     | $12500000.00       | $1043459.88        | Agency Collateralized Mortgage Obligation |
| FHLMC_5115S                                          | 2051-06-25      | 4.0000%  | N/A     | $14000000.00       | $1142346.52        | Agency Collateralized Mortgage Obligation |
| FHLMC_5123C                                          | 2050-05-25      | 3.5000%  | N/A     | $100104.00         | $8803.79           | Agency Collateralized Mortgage Obligation |
| FHLMC_5131E                                          | 2051-08-25      | 3.0000%  | N/A     | $64529186.00       | $6653725.73        | Agency Collateralized Mortgage Obligation |
| FHLMC_5140R                                          | 2050-12-25      | 4.5000%  | N/A     | $19326866.00       | $2268107.61        | Agency Collateralized Mortgage Obligation |
| FHLMC_5144F                                          | 2051-09-25      | 3.0000%  | N/A     | $11250000.00       | $1017815.43        | Agency Collateralized Mortgage Obligation |
| FHLMC_5179C                                          | 2051-12-25      | 3.0000%  | N/A     | $100021.00         | $6059.06           | Agency Collateralized Mortgage Obligation |
| FHLMC_5183B                                          | 2051-03-25      | 2.5000%  | N/A     | $6437414.00        | $585574.70         | Agency Collateralized Mortgage Obligation |
| FHLMC_5236A                                          | 2052-07-25      | 0.1548%  | N/A     | $40000000.00       | $509735.01         | Agency Collateralized Mortgage Obligation |
| FHLMC_5245A                                          | 2052-08-25      | 1.6548%  | N/A     | $50477142.00       | $2730382.09        | Agency Collateralized Mortgage Obligation |
| FHLMC_5249B                                          | 2052-08-25      | 2.3048%  | N/A     | $50085972.00       | $3075115.79        | Agency Collateralized Mortgage Obligation |
| FHLMC_5257B                                          | 2052-09-25      | 1.6548%  | N/A     | $60639180.00       | $3308025.99        | Agency Collateralized Mortgage Obligation |
| FHLMC_5273A                                          | 2052-11-25      | 1.1048%  | N/A     | $120645536.00      | $2785040.51        | Agency Collateralized Mortgage Obligation |
| FHLMC_5320A                                          | 2053-07-25      | 2.0548%  | N/A     | $47000000.00       | $1404767.32        | Agency Collateralized Mortgage Obligation |
| FHLMC_5349D                                          | 2053-10-25      | 3.4048%  | N/A     | $50000000.00       | $1642977.81        | Agency Collateralized Mortgage Obligation |
| FHLMC_5364B                                          | 2053-12-25      | 3.3548%  | N/A     | $50000000.00       | $1279337.85        | Agency Collateralized Mortgage Obligation |
| FHLMC_5366                                           | 2053-12-25      | 2.5548%  | N/A     | $89880296.00       | $2283929.36        | Agency Collateralized Mortgage Obligation |
| FHLMC_5367                                           | 2053-12-25      | 2.8248%  | N/A     | $46275391.00       | $1614389.14        | Agency Collateralized Mortgage Obligation |
| FHLMC_5391E                                          | 2054-03-25      | 2.8548%  | N/A     | $100000000.00      | $1840886.14        | Agency Collateralized Mortgage Obligation |
| FHLMC_5398C                                          | 2054-04-25      | 2.9048%  | N/A     | $100000000.00      | $1836392.39        | Agency Collateralized Mortgage Obligation |
| FHLMC_5400C                                          | 2054-04-25      | 2.2548%  | N/A     | $73405076.00       | $2077702.42        | Agency Collateralized Mortgage Obligation |
| FHLMC_5408D                                          | 2053-12-25      | 1.4548%  | N/A     | $60000000.00       | $1213356.73        | Agency Collateralized Mortgage Obligation |
| FHLMC_5414A                                          | 2054-05-25      | 6.5000%  | N/A     | $39919303.00       | $3448043.07        | Agency Collateralized Mortgage Obligation |
| FHLMC_5417D                                          | 2054-06-25      | 1.5048%  | N/A     | $28400000.00       | $409213.16         | Agency Collateralized Mortgage Obligation |
| FHLMC_5430C                                          | 2054-07-25      | 3.4548%  | N/A     | $100085.00         | $2943.88           | Agency Collateralized Mortgage Obligation |
| FHLMC_5440K                                          | 2054-07-25      | 3.4548%  | N/A     | $33827596.00       | $2829252.81        | Agency Collateralized Mortgage Obligation |
| FHLMC_5441D                                          | 2054-08-25      | 1.4848%  | N/A     | $39134204.00       | $1285743.36        | Agency Collateralized Mortgage Obligation |
| FHLMC_5443A                                          | 2054-08-25      | 2.1548%  | N/A     | $100000000.00      | $1832718.38        | Agency Collateralized Mortgage Obligation |
| FHLMC_5449C                                          | 2054-08-25      | 1.6048%  | N/A     | $13538634.00       | $730576.82         | Agency Collateralized Mortgage Obligation |
| FHLMC_5449D                                          | 2054-08-25      | 1.5048%  | N/A     | $6571000.00        | $242991.65         | Agency Collateralized Mortgage Obligation |
| FHLMC_5458A                                          | 2054-10-25      | 2.5048%  | N/A     | $8104064.00        | $667883.15         | Agency Collateralized Mortgage Obligation |
| FHLMC_5458A                                          | 2054-09-25      | 1.6548%  | N/A     | $30000000.00       | $1714566.06        | Agency Collateralized Mortgage Obligation |
| FHLMC_5458F                                          | 2054-10-25      | 2.3548%  | N/A     | $9506621.00        | $575446.42         | Agency Collateralized Mortgage Obligation |
| FHLMC_5460E                                          | 2054-10-25      | 2.3548%  | N/A     | $5405656.00        | $457026.53         | Agency Collateralized Mortgage Obligation |
| FHLMC_5460N                                          | 2054-10-25      | 1.7548%  | N/A     | $39906276.00       | $841766.41         | Agency Collateralized Mortgage Obligation |
| FHLMC_5464B                                          | 2054-10-25      | 2.3848%  | N/A     | $37254785.00       | $1540427.88        | Agency Collateralized Mortgage Obligation |
| FHLMC_5470C                                          | 2054-11-25      | 1.6548%  | N/A     | $77784860.00       | $1888324.89        | Agency Collateralized Mortgage Obligation |
| FHLMC_5471L                                          | 2054-11-25      | 1.4548%  | N/A     | $160000000.00      | $2414167.27        | Agency Collateralized Mortgage Obligation |
| FHLMC_5475C                                          | 2054-11-25      | 0.9048%  | N/A     | $118341176.00      | $1707592.38        | Agency Collateralized Mortgage Obligation |
| FHLMC_5476A                                          | 2054-11-25      | 1.7548%  | N/A     | $18067311.00       | $794328.90         | Agency Collateralized Mortgage Obligation |
| FHLMC_5477B                                          | 2050-11-25      | 3.5000%  | N/A     | $26000000.00       | $4222080.80        | Agency Collateralized Mortgage Obligation |
| FHLMC_5478A                                          | 2054-02-25      | 1.4548%  | N/A     | $55500000.00       | $855550.57         | Agency Collateralized Mortgage Obligation |
| FHLMC_5478A                                          | 2054-02-25      | 1.5048%  | N/A     | $20000000.00       | $318023.55         | Agency Collateralized Mortgage Obligation |
| FHLMC_5478C                                          | 2054-04-25      | 1.4048%  | N/A     | $156000000.00      | $2314201.18        | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A                                          | 2054-12-25      | 1.4548%  | N/A     | $22000000.00       | $312742.07         | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A                                          | 2054-12-25      | 1.4048%  | N/A     | $124787000.00      | $2047599.47        | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A                                          | 2054-12-25      | 1.3548%  | N/A     | $15000000.00       | $212479.05         | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A                                          | 2054-12-25      | 1.4048%  | N/A     | $20000000.00       | $293166.29         | Agency Collateralized Mortgage Obligation |
| FHLMC_5500A                                          | 2055-02-25      | 1.4548%  | N/A     | $75000000.00       | $1233992.57        | Agency Collateralized Mortgage Obligation |
| FHLMC_5501G                                          | 2055-02-25      | 2.2048%  | N/A     | $58396660.00       | $3047727.40        | Agency Collateralized Mortgage Obligation |
| FHLMC_5504C                                          | 2055-02-25      | 2.2048%  | N/A     | $48073146.00       | $2676090.21        | Agency Collateralized Mortgage Obligation |
| FHLMC_5511C                                          | 2055-03-25      | 2.2548%  | N/A     | $8740989.00        | $554139.43         | Agency Collateralized Mortgage Obligation |
| FHLMC_5515C                                          | 2055-03-25      | 1.5048%  | N/A     | $205266.00         | $4116.60           | Agency Collateralized Mortgage Obligation |
| FHLMC_5532                                           | 2055-04-25      | 0.6548%  | N/A     | $500000000.00      | $5659588.38        | Agency Collateralized Mortgage Obligation |
| FHLMC_5534                                           | 2054-05-25      | 1.6548%  | N/A     | $20000000.00       | $526785.72         | Agency Collateralized Mortgage Obligation |
| FHLMC_5537                                           | 2055-05-25      | 1.2548%  | N/A     | $54700000.00       | $925323.94         | Agency Collateralized Mortgage Obligation |
| FHLMC_5549B                                          | 2055-06-25      | 0.1548%  | N/A     | $395000000.00      | $1554619.01        | Agency Collateralized Mortgage Obligation |
| FHLMC_5551B                                          | 2055-06-25      | 1.4548%  | N/A     | $150000000.00      | $3477549.86        | Agency Collateralized Mortgage Obligation |
| FHLMC_5558A                                          | 2055-07-25      | 0.0000%  | N/A     | $30628642.00       | $20019186.19       | Agency Collateralized Mortgage Obligation |
| FHLMC_5562                                           | 2055-07-25      | 2.2048%  | N/A     | $68201552.00       | $4482173.81        | Agency Collateralized Mortgage Obligation |
| FHLMC_5564A                                          | 2055-08-25      | 2.1548%  | N/A     | $136000000.00      | $8782364.76        | Agency Collateralized Mortgage Obligation |
| FHLMC_5568B                                          | 2055-08-25      | 1.4548%  | N/A     | $115377154.00      | $2440657.25        | Agency Collateralized Mortgage Obligation |
| FHLMC_5625G                                          | 2055-09-25      | 1.6048%  | N/A     | $67017336.00       | $2176745.33        | Agency Collateralized Mortgage Obligation |
| FHLMC_5628B                                          | 2056-02-25      | 2.0048%  | N/A     | $55750500.00       | $3870584.04        | Agency Collateralized Mortgage Obligation |
| FHLMC_5647C                                          | 2056-04-25      | 1.4048%  | N/A     | $95327970.00       | $1418323.56        | Agency Collateralized Mortgage Obligation |
| FHMS_K071                                            | 2028-02-25      | 2.0786%  | N/A     | $99774000.00       | $3081161.70        | Agency Collateralized Mortgage Obligation |
| FHMS_K740                                            | 2047-11-25      | 2.5673%  | N/A     | $1906970.00        | $65167.07          | Agency Collateralized Mortgage Obligation |
| FHSTR_406                                            | 2053-10-25      | 2.4048%  | N/A     | $75000000.00       | $2229685.76        | Agency Collateralized Mortgage Obligation |
| FHSTR_413                                            | 2054-05-25      | 2.1548%  | N/A     | $135500000.00      | $2417846.95        | Agency Collateralized Mortgage Obligation |
| FNMA_11-83                                           | 2041-09-25      | 2.7404%  | N/A     | $250093527.00      | $2281094.23        | Agency Collateralized Mortgage Obligation |
| FNMA_14-87                                           | 2045-01-25      | 2.4904%  | N/A     | $117234000.00      | $1010211.65        | Agency Collateralized Mortgage Obligation |
| FNMA_16-11                                           | 2046-03-25      | 2.3904%  | N/A     | $75000000.00       | $748661.64         | Agency Collateralized Mortgage Obligation |
| FNMA_16-44A                                          | 2046-07-25      | 2.2404%  | N/A     | $45937000.00       | $1028996.70        | Agency Collateralized Mortgage Obligation |
| FNMA_16-55                                           | 2046-08-25      | 2.2404%  | N/A     | $44785000.00       | $1423195.98        | Agency Collateralized Mortgage Obligation |
| FNMA_17-111A                                         | 2048-01-25      | 5.0000%  | N/A     | $12512865.00       | $671544.34         | Agency Collateralized Mortgage Obligation |
| FNMA_17-66A                                          | 2047-09-25      | 4.5000%  | N/A     | $68383547.00       | $1982297.12        | Agency Collateralized Mortgage Obligation |
| FNMA_19-15C                                          | 2049-04-25      | 2.2404%  | N/A     | $22000000.00       | $544777.87         | Agency Collateralized Mortgage Obligation |
| FNMA_19-43D                                          | 2049-08-25      | 2.3404%  | N/A     | $44514530.00       | $1251889.33        | Agency Collateralized Mortgage Obligation |
| FNMA_19-52B                                          | 2049-09-25      | 4.0000%  | N/A     | $10909999.00       | $165928.14         | Agency Collateralized Mortgage Obligation |
| FNMA_19-59J                                          | 2049-10-25      | 2.2404%  | N/A     | $31112500.00       | $1254875.36        | Agency Collateralized Mortgage Obligation |
| FNMA_19-64J                                          | 2049-11-25      | 2.2404%  | N/A     | $12825500.00       | $611804.36         | Agency Collateralized Mortgage Obligation |
| FNMA_20-2E                                           | 2059-07-25      | 2.2904%  | N/A     | $15000000.00       | $541452.06         | Agency Collateralized Mortgage Obligation |
| FNMA_20-36D                                          | 2050-06-25      | 3.5000%  | N/A     | $13915215.00       | $1265133.57        | Agency Collateralized Mortgage Obligation |
| FNMA_20-36N                                          | 2050-06-25      | 3.0000%  | N/A     | $8333333.00        | $753133.89         | Agency Collateralized Mortgage Obligation |
| FNMA_20-38M                                          | 2050-06-25      | 1.0500%  | N/A     | $40019492.00       | $592670.21         | Agency Collateralized Mortgage Obligation |
| FNMA_20-38M                                          | 2050-06-25      | 1.0500%  | N/A     | $34769874.00       | $507095.14         | Agency Collateralized Mortgage Obligation |
| FNMA_20-40A                                          | 2050-06-25      | 3.0000%  | N/A     | $11200000.00       | $1061525.83        | Agency Collateralized Mortgage Obligation |
| FNMA_20-60B                                          | 2050-09-25      | 3.5000%  | N/A     | $23000000.00       | $1877360.11        | Agency Collateralized Mortgage Obligation |
| FNMA_20-71C                                          | 2050-10-25      | 3.0000%  | N/A     | $20532238.00       | $1470317.26        | Agency Collateralized Mortgage Obligation |
| FNMA_20-75                                           | 2050-11-25      | 4.0000%  | N/A     | $50000000.00       | $3695516.58        | Agency Collateralized Mortgage Obligation |
| FNMA_20-77K                                          | 2050-11-25      | 2.5000%  | N/A     | $45000000.00       | $3614946.29        | Agency Collateralized Mortgage Obligation |
| FNMA_20-80F                                          | 2049-04-25      | 2.5000%  | N/A     | $25433500.00       | $2224191.61        | Agency Collateralized Mortgage Obligation |
| FNMA_20-89G                                          | 2050-12-25      | 3.0000%  | N/A     | $17000000.00       | $1767825.53        | Agency Collateralized Mortgage Obligation |
| FNMA_20-92                                           | 2050-02-25      | 2.5000%  | N/A     | $25344200.00       | $1997365.57        | Agency Collateralized Mortgage Obligation |
| FNMA_20-99K                                          | 2051-01-25      | 3.0000%  | N/A     | $16179000.00       | $1738883.76        | Agency Collateralized Mortgage Obligation |
| FNMA_21-46A                                          | 2051-07-25      | 3.0000%  | N/A     | $5750000.00        | $722775.05         | Agency Collateralized Mortgage Obligation |
| FNMA_21-53E                                          | 2050-11-25      | 3.0000%  | N/A     | $37923143.00       | $3824870.81        | Agency Collateralized Mortgage Obligation |
| FNMA_21-56                                           | 2051-07-25      | 3.0000%  | N/A     | $19999999.00       | $1970823.83        | Agency Collateralized Mortgage Obligation |
| FNMA_21-56D                                          | 2051-09-25      | 2.5000%  | N/A     | $12171500.00       | $501490.77         | Agency Collateralized Mortgage Obligation |
| FNMA_21-56H                                          | 2051-09-25      | 2.5000%  | N/A     | $35552900.00       | $1728974.16        | Agency Collateralized Mortgage Obligation |
| FNMA_21-84A                                          | 2051-11-25      | 3.0000%  | N/A     | $18665764.00       | $1445024.91        | Agency Collateralized Mortgage Obligation |
| FNMA_21-94B                                          | 2052-01-25      | 3.5000%  | N/A     | $33691833.00       | $3862085.67        | Agency Collateralized Mortgage Obligation |
| FNMA_22-19A                                          | 2052-04-25      | 1.9548%  | N/A     | $27333210.00       | $1485204.01        | Agency Collateralized Mortgage Obligation |
| FNMA_22-27C                                          | 2052-06-25      | 2.4548%  | N/A     | $50000000.00       | $2762102.21        | Agency Collateralized Mortgage Obligation |
| FNMA_23-13C                                          | 2052-12-25      | 1.9048%  | N/A     | $175000000.00      | $3749308.72        | Agency Collateralized Mortgage Obligation |
| FNMA_23-39H                                          | 2052-07-25      | 2.0000%  | N/A     | $55467000.00       | $5818130.25        | Agency Collateralized Mortgage Obligation |
| FNMA_23-58F                                          | 2053-12-25      | 3.3548%  | N/A     | $48409043.00       | $989653.38         | Agency Collateralized Mortgage Obligation |
| FNMA_24-15                                           | 2054-04-25      | 2.0548%  | N/A     | $60000000.00       | $1371129.44        | Agency Collateralized Mortgage Obligation |
| FNMA_24-46A                                          | 2054-07-25      | 2.1048%  | N/A     | $73500000.00       | $2240126.80        | Agency Collateralized Mortgage Obligation |
| FNMA_24-60D                                          | 2054-08-25      | 1.5548%  | N/A     | $9503195.00        | $501655.02         | Agency Collateralized Mortgage Obligation |
| FNMA_24-67                                           | 2054-09-25      | 1.6848%  | N/A     | $125000000.00      | $2786162.60        | Agency Collateralized Mortgage Obligation |
| FNMA_24-73C                                          | 2054-10-25      | 1.7548%  | N/A     | $17023597.00       | $990793.27         | Agency Collateralized Mortgage Obligation |
| FNMA_24-76B                                          | 2054-11-25      | 1.7548%  | N/A     | $66069423.00       | $1991502.60        | Agency Collateralized Mortgage Obligation |
| FNMA_24-77B                                          | 2053-10-25      | 1.0548%  | N/A     | $109568653.00      | $1754648.08        | Agency Collateralized Mortgage Obligation |
| FNMA_24-77C                                          | 2054-11-25      | 2.4048%  | N/A     | $55520663.00       | $1240045.17        | Agency Collateralized Mortgage Obligation |
| FNMA_24-77E                                          | 2054-11-25      | 1.7548%  | N/A     | $150000000.00      | $3448957.77        | Agency Collateralized Mortgage Obligation |
| FNMA_24-84B                                          | 2054-11-25      | 1.7048%  | N/A     | $77687411.00       | $4358073.24        | Agency Collateralized Mortgage Obligation |
| FNMA_24-87F                                          | 2054-12-25      | 0.5048%  | N/A     | $114899906.00      | $1074420.62        | Agency Collateralized Mortgage Obligation |
| FNMA_24-90A                                          | 2054-12-25      | 1.3548%  | N/A     | $73000000.00       | $1046055.89        | Agency Collateralized Mortgage Obligation |
| FNMA_24-95J                                          | 2054-12-25      | 2.2048%  | N/A     | $52913000.00       | $2207356.49        | Agency Collateralized Mortgage Obligation |
| FNMA_25-111E                                         | 2056-01-25      | 1.8548%  | N/A     | $31393141.00       | $1946975.30        | Agency Collateralized Mortgage Obligation |
| FNMA_25-112C                                         | 2056-01-25      | 2.0048%  | N/A     | $120000000.00      | $6118534.38        | Agency Collateralized Mortgage Obligation |
| FNMA_25-12A                                          | 2055-03-25      | 1.4548%  | N/A     | $205319992.00      | $8441890.74        | Agency Collateralized Mortgage Obligation |
| FNMA_25-14C                                          | 2055-03-25      | 2.2548%  | N/A     | $17363731.00       | $814385.69         | Agency Collateralized Mortgage Obligation |
| FNMA_25-18D                                          | 2055-03-25      | 2.2048%  | N/A     | $37982080.00       | $1885796.34        | Agency Collateralized Mortgage Obligation |
| FNMA_25-26D                                          | 2054-06-25      | 1.6548%  | N/A     | $75000000.00       | $1717156.64        | Agency Collateralized Mortgage Obligation |
| FNMA_25-33C                                          | 2054-08-25      | 1.2548%  | N/A     | $24200000.00       | $410374.92         | Agency Collateralized Mortgage Obligation |
| FNMA_25-33D                                          | 2055-04-25      | 2.1548%  | N/A     | $83012302.00       | $6202920.99        | Agency Collateralized Mortgage Obligation |
| FNMA_25-41B                                          | 2055-06-25      | 1.3548%  | N/A     | $15574793.00       | $312521.97         | Agency Collateralized Mortgage Obligation |
| FNMA_25-41E                                          | 2055-06-25      | 1.3548%  | N/A     | $200390.00         | $3927.58           | Agency Collateralized Mortgage Obligation |
| FNMA_25-5D                                           | 2055-02-25      | 1.5048%  | N/A     | $80550000.00       | $2928357.29        | Agency Collateralized Mortgage Obligation |
| FNMA_25-64B                                          | 2055-08-25      | 1.4548%  | N/A     | $102844085.00      | $2259996.06        | Agency Collateralized Mortgage Obligation |
| FNMA_25-86A                                          | 2055-10-25      | 1.6548%  | N/A     | $300400.00         | $13512.02          | Agency Collateralized Mortgage Obligation |
| FNMA_25-87C                                          | 2055-10-25      | 1.0248%  | N/A     | $80119749.00       | $2257953.43        | Agency Collateralized Mortgage Obligation |
| FNMA_25-88A                                          | 2055-09-25      | 3.4548%  | N/A     | $54702204.00       | $5696895.22        | Agency Collateralized Mortgage Obligation |
| FNMA_25-96                                           | 2055-11-25      | 1.7548%  | N/A     | $75000000.00       | $3797528.89        | Agency Collateralized Mortgage Obligation |
| FNMA_26-21E                                          | 2055-07-25      | 1.3548%  | N/A     | $77928535.00       | $1948520.98        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_40-64                              | 2042-06-15      | 2.2457%  | N/A     | $133333333.00      | $1129173.05        | Agency Collateralized Mortgage Obligation |
| FREMF MORTGAGE TRUST FREMF_17-KW02                   | 2027-01-25      | 2.9084%  | N/A     | $2268000.00        | $46629.79          | Agency Collateralized Mortgage Obligation |
| FREMF_15-K1501                                       | 2030-12-25      | 0.1000%  | N/A     | $50628655.00       | $182595.03         | Agency Collateralized Mortgage Obligation |
| FREMF_16-K59                                         | 2026-11-25      | 0.0000%  | N/A     | $4334906.00        | $2704010.33        | Agency Collateralized Mortgage Obligation |
| FREMF_17-K69                                         | 2049-10-25      | 0.1000%  | N/A     | $937356543.00      | $901011.17         | Agency Collateralized Mortgage Obligation |
| FREMF_17-KW02                                        | 2026-12-25      | 0.1000%  | N/A     | $451764000.00      | $99966.52          | Agency Collateralized Mortgage Obligation |
| FREMF_18-K158                                        | 2033-11-25      | 0.1000%  | N/A     | $78207261.00       | $429761.79         | Agency Collateralized Mortgage Obligation |
| FREMF_18-K158                                        | 2033-11-25      | 0.1000%  | N/A     | $703865000.00      | $3067088.33        | Agency Collateralized Mortgage Obligation |
| FREMF_20-K121                                        | 2053-11-25      | 0.1000%  | N/A     | $262295816.00      | $1051952.06        | Agency Collateralized Mortgage Obligation |
| FREMF_20-K121                                        | 2053-11-25      | 0.1000%  | N/A     | $1146002000.00     | $3994467.26        | Agency Collateralized Mortgage Obligation |
| FREMF_21-K130                                        | 2031-06-25      | 0.1000%  | N/A     | $984577000.00      | $3906314.55        | Agency Collateralized Mortgage Obligation |
| FREMF_22-K140                                        | 2054-04-25      | 0.1000%  | N/A     | $250314856.00      | $1178120.63        | Agency Collateralized Mortgage Obligation |
| FREMF_22_K747                                        | 2028-12-25      | 0.1000%  | N/A     | $212159495.00      | $470687.72         | Agency Collateralized Mortgage Obligation |
| FRESB_22-S104                                        | 2042-09-25      | 0.1174%  | N/A     | $396528763.00      | $3645353.68        | Agency Collateralized Mortgage Obligation |
| FRESB_23-S111                                        | 2043-09-25      | 0.3902%  | N/A     | $214000000.00      | $4120376.88        | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF MA7257 M                                | 2051-03-20      | 0.0000%  | N/A     | $168009.00         | $63065.33          | Agency Mortgage-Backed Securities         |
| GNMA_12-131                                          | 2053-02-16      | 0.5446%  | N/A     | $260000000.00      | $551474.35         | Agency Collateralized Mortgage Obligation |
| GNMA_12-139                                          | 2053-02-16      | 0.6480%  | N/A     | $88200000.00       | $117019.61         | Agency Collateralized Mortgage Obligation |
| GNMA_13-125                                          | 2054-10-16      | 0.2530%  | N/A     | $65000000.00       | $254165.13         | Agency Collateralized Mortgage Obligation |
| GNMA_13-33                                           | 2054-04-16      | 0.1451%  | N/A     | $116000000.00      | $58153.23          | Agency Collateralized Mortgage Obligation |
| GNMA_13-38                                           | 2040-12-16      | 4.5000%  | N/A     | $30913676.00       | $86543.11          | Agency Collateralized Mortgage Obligation |
| GNMA_13-82                                           | 2043-05-20      | 3.5000%  | N/A     | $8351857.00        | $174691.80         | Agency Collateralized Mortgage Obligation |
| GNMA_13-85                                           | 2049-02-16      | 0.3318%  | N/A     | $217675000.00      | $275932.94         | Agency Collateralized Mortgage Obligation |
| GNMA_14-126                                          | 2055-02-16      | 0.6919%  | N/A     | $40850000.00       | $193059.32         | Agency Collateralized Mortgage Obligation |
| GNMA_14-171                                          | 2055-11-16      | 0.2505%  | N/A     | $159446785.00      | $226339.90         | Agency Collateralized Mortgage Obligation |
| GNMA_15-107                                          | 2057-03-16      | 0.4646%  | N/A     | $64102666.00       | $185744.72         | Agency Collateralized Mortgage Obligation |
| GNMA_15-64D                                          | 2032-10-16      | 4.0116%  | N/A     | $38289000.00       | $219056.26         | Agency Collateralized Mortgage Obligation |
| GNMA_16-002                                          | 2057-04-16      | 0.4981%  | N/A     | $110000000.00      | $542793.93         | Agency Collateralized Mortgage Obligation |
| GNMA_16-067                                          | 2057-07-16      | 0.7588%  | N/A     | $138981000.00      | $363932.75         | Agency Collateralized Mortgage Obligation |
| GNMA_16-133                                          | 2057-12-16      | 0.6539%  | N/A     | $22500000.00       | $150209.34         | Agency Collateralized Mortgage Obligation |
| GNMA_16-177                                          | 2057-01-16      | 0.5006%  | N/A     | $35098788.00       | $183138.30         | Agency Collateralized Mortgage Obligation |
| GNMA_16-78B                                          | 2046-06-20      | 4.5000%  | N/A     | $17341919.00       | $57458.45          | Agency Collateralized Mortgage Obligation |
| GNMA_16-87                                           | 2058-08-16      | 0.6002%  | N/A     | $50000000.00       | $381281.49         | Agency Collateralized Mortgage Obligation |
| GNMA_16-92                                           | 2058-04-16      | 0.6085%  | N/A     | $77251864.00       | $182962.57         | Agency Collateralized Mortgage Obligation |
| GNMA_17-154A                                         | 2058-12-16      | 0.6190%  | N/A     | $45000000.00       | $863195.33         | Agency Collateralized Mortgage Obligation |
| GNMA_17-88D                                          | 2047-06-20      | 2.4245%  | N/A     | $22186064.00       | $472410.21         | Agency Collateralized Mortgage Obligation |
| GNMA_17-95A                                          | 2046-08-20      | 4.0000%  | N/A     | $7250000.00        | $153827.74         | Agency Collateralized Mortgage Obligation |
| GNMA_18-127                                          | 2044-10-20      | 5.0000%  | N/A     | $6129737.00        | $277872.46         | Agency Collateralized Mortgage Obligation |
| GNMA_19-128F                                         | 2049-10-20      | 3.5000%  | N/A     | $10731815.00       | $567930.35         | Agency Collateralized Mortgage Obligation |
| GNMA_19-18                                           | 2049-02-20      | 4.5000%  | N/A     | $17410888.00       | $80790.81          | Agency Collateralized Mortgage Obligation |
| GNMA_19-64                                           | 2060-06-16      | 1.0067%  | N/A     | $300000.00         | $4396.58           | Agency Collateralized Mortgage Obligation |
| GNMA_20-029                                          | 2060-01-16      | 0.9319%  | N/A     | $6100000.00        | $256265.23         | Agency Collateralized Mortgage Obligation |
| GNMA_20-135                                          | 2063-01-16      | 0.9871%  | N/A     | $23101000.00       | $604144.42         | Agency Collateralized Mortgage Obligation |
| GNMA_20-146E                                         | 2050-10-20      | 2.5245%  | N/A     | $27818181.00       | $1872584.42        | Agency Collateralized Mortgage Obligation |
| GNMA_20-161                                          | 2062-08-16      | 1.0401%  | N/A     | $41841667.00       | $2298441.78        | Agency Collateralized Mortgage Obligation |
| GNMA_20-166A                                         | 2050-11-20      | 0.0000%  | N/A     | $75000000.00       | $260447.71         | Agency Collateralized Mortgage Obligation |
| GNMA_20-17N                                          | 2040-04-20      | 0.3955%  | N/A     | $138116787.00      | $552175.92         | Agency Collateralized Mortgage Obligation |
| GNMA_20-186B                                         | 2050-12-20      | 0.0000%  | N/A     | $45000000.00       | $117733.02         | Agency Collateralized Mortgage Obligation |
| GNMA_20-191                                          | 2050-12-20      | 0.0000%  | N/A     | $72135472.00       | $176184.77         | Agency Collateralized Mortgage Obligation |
| GNMA_20-47                                           | 2044-07-20      | 1.5945%  | N/A     | $27000000.00       | $569139.31         | Agency Collateralized Mortgage Obligation |
| GNMA_20-47J                                          | 2050-01-20      | 3.5000%  | N/A     | $14462032.00       | $200550.34         | Agency Collateralized Mortgage Obligation |
| GNMA_20-55A                                          | 2050-04-20      | 0.0000%  | N/A     | $100000000.00      | $46413.66          | Agency Collateralized Mortgage Obligation |
| GNMA_20-59                                           | 2050-04-20      | 5.0000%  | N/A     | $94674297.00       | $6426887.67        | Agency Collateralized Mortgage Obligation |
| GNMA_20-6                                            | 2062-03-16      | 0.5000%  | N/A     | $100000000.00      | $286546.52         | Agency Collateralized Mortgage Obligation |
| GNMA_20-69                                           | 2062-04-16      | 1.3041%  | N/A     | $61800000.00       | $3847183.69        | Agency Collateralized Mortgage Obligation |
| GNMA_20-77G                                          | 2049-03-20      | 2.2745%  | N/A     | $54871755.00       | $1137720.02        | Agency Collateralized Mortgage Obligation |
| GNMA_20-80                                           | 2062-05-16      | 0.8180%  | N/A     | $93000000.00       | $2707396.44        | Agency Collateralized Mortgage Obligation |
| GNMA_21-107S                                         | 2051-06-20      | 3.5000%  | N/A     | $33000000.00       | $3910135.39        | Agency Collateralized Mortgage Obligation |
| GNMA_21-122E                                         | 2051-07-20      | 0.0000%  | N/A     | $75820849.00       | $155248.89         | Agency Collateralized Mortgage Obligation |
| GNMA_21-138A                                         | 2051-08-20      | 0.0000%  | N/A     | $188559851.00      | $949400.48         | Agency Collateralized Mortgage Obligation |
| GNMA_21-139L                                         | 2051-08-20      | 3.0000%  | N/A     | $15876370.00       | $1920991.27        | Agency Collateralized Mortgage Obligation |
| GNMA_21-146H                                         | 2051-08-20      | 3.5000%  | N/A     | $37846775.00       | $4198050.96        | Agency Collateralized Mortgage Obligation |
| GNMA_21-160S                                         | 2051-09-20      | 2.5245%  | N/A     | $5858752.00        | $563288.28         | Agency Collateralized Mortgage Obligation |
| GNMA_21-161                                          | 2051-09-20      | 3.0000%  | N/A     | $36426967.00       | $4260427.86        | Agency Collateralized Mortgage Obligation |
| GNMA_21-175D                                         | 2051-10-20      | 0.0000%  | N/A     | $125000000.00      | $755463.26         | Agency Collateralized Mortgage Obligation |
| GNMA_21-177M                                         | 2051-10-20      | 3.5000%  | N/A     | $60183307.00       | $4429910.42        | Agency Collateralized Mortgage Obligation |
| GNMA_21-213F                                         | 2051-12-20      | 0.0000%  | N/A     | $334392934.00      | $1111828.41        | Agency Collateralized Mortgage Obligation |
| GNMA_21-225B                                         | 2051-12-20      | 0.0000%  | N/A     | $37257309.00       | $157897.01         | Agency Collateralized Mortgage Obligation |
| GNMA_21-225D                                         | 2051-12-20      | 0.0000%  | N/A     | $37584545.00       | $155832.60         | Agency Collateralized Mortgage Obligation |
| GNMA_21-57C                                          | 2051-03-20      | 2.5245%  | N/A     | $81131426.00       | $3199226.33        | Agency Collateralized Mortgage Obligation |
| GNMA_21-59B                                          | 2051-04-20      | 2.5245%  | N/A     | $48010176.00       | $2306102.77        | Agency Collateralized Mortgage Obligation |
| GNMA_21-8S                                           | 2051-01-20      | 3.0000%  | N/A     | $27092831.00       | $2653624.02        | Agency Collateralized Mortgage Obligation |
| GNMA_21-97G                                          | 2051-06-20      | 0.0000%  | N/A     | $293394414.00      | $1115766.05        | Agency Collateralized Mortgage Obligation |
| GNMA_22-139D                                         | 2052-08-20      | 0.3099%  | N/A     | $80454641.00       | $1298043.63        | Agency Collateralized Mortgage Obligation |
| GNMA_22-140B                                         | 2050-06-20      | 4.0000%  | N/A     | $46845778.00       | $6450187.85        | Agency Collateralized Mortgage Obligation |
| GNMA_22-17                                           | 2064-06-16      | 0.8021%  | N/A     | $154905000.00      | $7749704.60        | Agency Collateralized Mortgage Obligation |
| GNMA_22-1C                                           | 2052-01-20      | 0.0000%  | N/A     | $65765002.00       | $158318.97         | Agency Collateralized Mortgage Obligation |
| GNMA_22-47J                                          | 2052-03-20      | 0.0000%  | N/A     | $19999872.00       | $19797.22          | Agency Collateralized Mortgage Obligation |
| GNMA_22-63D                                          | 2050-10-20      | 0.0000%  | N/A     | $30000000.00       | $59476.99          | Agency Collateralized Mortgage Obligation |
| GNMA_22-63T                                          | 2050-08-20      | 4.5000%  | N/A     | $8980929.00        | $741502.61         | Agency Collateralized Mortgage Obligation |
| GNMA_22-68B                                          | 2049-02-20      | 3.5000%  | N/A     | $443571.00         | $21336.31          | Agency Collateralized Mortgage Obligation |
| GNMA_22-6B                                           | 2052-01-20      | 0.0000%  | N/A     | $97543246.00       | $720935.07         | Agency Collateralized Mortgage Obligation |
| GNMA_22-6E                                           | 2052-01-20      | 0.0000%  | N/A     | $54600000.00       | $423457.44         | Agency Collateralized Mortgage Obligation |
| GNMA_22-9G                                           | 2052-01-20      | 3.5000%  | N/A     | $48053452.00       | $2856606.25        | Agency Collateralized Mortgage Obligation |
| GNMA_23-116J                                         | 2053-08-20      | 6.5000%  | N/A     | $3461538.00        | $513467.70         | Agency Collateralized Mortgage Obligation |
| GNMA_23-128A                                         | 2053-08-20      | 2.1599%  | N/A     | $99272728.00       | $3776496.99        | Agency Collateralized Mortgage Obligation |
| GNMA_23-137C                                         | 2051-08-20      | 2.6099%  | N/A     | $21391519.00       | $2232354.67        | Agency Collateralized Mortgage Obligation |
| GNMA_23-146F                                         | 2053-10-20      | 2.0599%  | N/A     | $12979008.00       | $198776.38         | Agency Collateralized Mortgage Obligation |
| GNMA_23-146G                                         | 2053-10-20      | 2.7099%  | N/A     | $100000000.00      | $3893846.25        | Agency Collateralized Mortgage Obligation |
| GNMA_23-153D                                         | 2053-10-20      | 2.6899%  | N/A     | $200000000.00      | $2939382.24        | Agency Collateralized Mortgage Obligation |
| GNMA_23-164F                                         | 2053-11-20      | 3.4599%  | N/A     | $71250000.00       | $3230772.03        | Agency Collateralized Mortgage Obligation |
| GNMA_23-164H                                         | 2053-11-20      | 1.7599%  | N/A     | $85000000.00       | $1954223.22        | Agency Collateralized Mortgage Obligation |
| GNMA_23-166B                                         | 2053-11-20      | 2.3599%  | N/A     | $100000000.00      | $1333690.05        | Agency Collateralized Mortgage Obligation |
| GNMA_23-173J                                         | 2053-11-20      | 1.8599%  | N/A     | $100000000.00      | $1963984.53        | Agency Collateralized Mortgage Obligation |
| GNMA_23-173M                                         | 2053-11-20      | 2.7399%  | N/A     | $80000000.00       | $3111856.64        | Agency Collateralized Mortgage Obligation |
| GNMA_23-183A                                         | 2053-12-20      | 2.7099%  | N/A     | $100000000.00      | $2765262.89        | Agency Collateralized Mortgage Obligation |
| GNMA_23-185A                                         | 2053-12-20      | 2.7599%  | N/A     | $150000000.00      | $2324333.97        | Agency Collateralized Mortgage Obligation |
| GNMA_23-185B                                         | 2053-12-20      | 2.0599%  | N/A     | $100000000.00      | $1098230.34        | Agency Collateralized Mortgage Obligation |
| GNMA_23-192F                                         | 2053-12-20      | 7.0000%  | N/A     | $10665013.00       | $1648176.60        | Agency Collateralized Mortgage Obligation |
| GNMA_23-195A                                         | 2053-12-20      | 2.5099%  | N/A     | $50000000.00       | $1281491.02        | Agency Collateralized Mortgage Obligation |
| GNMA_23-1A                                           | 2053-01-20      | 3.5099%  | N/A     | $55620961.00       | $2462011.05        | Agency Collateralized Mortgage Obligation |
| GNMA_23-24K                                          | 2052-02-20      | 3.5000%  | N/A     | $28000000.00       | $3345326.60        | Agency Collateralized Mortgage Obligation |
| GNMA_23-48L                                          | 2053-03-20      | 1.9599%  | N/A     | $100000000.00      | $1450151.71        | Agency Collateralized Mortgage Obligation |
| GNMA_23-54B                                          | 2053-04-20      | 2.5099%  | N/A     | $51071341.00       | $1620871.37        | Agency Collateralized Mortgage Obligation |
| GNMA_23-76C                                          | 2053-05-20      | 2.5099%  | N/A     | $37500000.00       | $1560625.04        | Agency Collateralized Mortgage Obligation |
| GNMA_23-98D                                          | 2053-07-20      | 2.3599%  | N/A     | $71769230.00       | $1259901.38        | Agency Collateralized Mortgage Obligation |
| GNMA_24-109A                                         | 2054-07-20      | 2.8099%  | N/A     | $58015210.00       | $2320564.09        | Agency Collateralized Mortgage Obligation |
| GNMA_24-117E                                         | 2054-07-20      | 1.6099%  | N/A     | $249999932.00      | $3562956.56        | Agency Collateralized Mortgage Obligation |
| GNMA_24-117G                                         | 2047-05-20      | 4.0000%  | N/A     | $6943298.00        | $894601.36         | Agency Collateralized Mortgage Obligation |
| GNMA_24-117G                                         | 2047-05-20      | 2.2745%  | N/A     | $47190966.00       | $3926600.23        | Agency Collateralized Mortgage Obligation |
| GNMA_24-129A                                         | 2050-07-20      | 2.5599%  | N/A     | $27284020.00       | $3010248.22        | Agency Collateralized Mortgage Obligation |
| GNMA_24-142A                                         | 2054-09-20      | 2.2499%  | N/A     | $100000000.00      | $3959966.06        | Agency Collateralized Mortgage Obligation |
| GNMA_24-149B                                         | 2054-09-20      | 1.0599%  | N/A     | $50000000.00       | $1321280.10        | Agency Collateralized Mortgage Obligation |
| GNMA_24-159M                                         | 2054-10-20      | 1.7599%  | N/A     | $99999997.00       | $1379763.42        | Agency Collateralized Mortgage Obligation |
| GNMA_24-162A                                         | 2054-10-20      | 1.8599%  | N/A     | $129491602.00      | $3564415.20        | Agency Collateralized Mortgage Obligation |
| GNMA_24-162H                                         | 2054-10-20      | 2.4099%  | N/A     | $132025496.00      | $4037392.40        | Agency Collateralized Mortgage Obligation |
| GNMA_24-167D                                         | 2054-10-20      | 1.8099%  | N/A     | $67782608.00       | $2551220.92        | Agency Collateralized Mortgage Obligation |
| GNMA_24-171B                                         | 2054-10-20      | 1.2099%  | N/A     | $100000000.00      | $1948805.36        | Agency Collateralized Mortgage Obligation |
| GNMA_24-173J                                         | 2054-10-20      | 1.8599%  | N/A     | $17300000.00       | $618070.49         | Agency Collateralized Mortgage Obligation |
| GNMA_24-174G                                         | 2051-04-20      | 2.2745%  | N/A     | $173153683.00      | $17162515.79       | Agency Collateralized Mortgage Obligation |
| GNMA_24-175B                                         | 2054-10-20      | 2.3799%  | N/A     | $84347826.00       | $6036132.32        | Agency Collateralized Mortgage Obligation |
| GNMA_24-181C                                         | 2054-11-20      | 0.8099%  | N/A     | $50000000.00       | $382139.58         | Agency Collateralized Mortgage Obligation |
| GNMA_24-183D                                         | 2054-11-20      | 0.5599%  | N/A     | $250000000.00      | $1344159.08        | Agency Collateralized Mortgage Obligation |
| GNMA_24-184T                                         | 2054-11-20      | 0.9599%  | N/A     | $70000000.00       | $2111335.91        | Agency Collateralized Mortgage Obligation |
| GNMA_24-22F                                          | 2050-08-20      | 4.0000%  | N/A     | $30879976.00       | $4873583.97        | Agency Collateralized Mortgage Obligation |
| GNMA_24-23C                                          | 2054-02-20      | 2.9099%  | N/A     | $100000000.00      | $1626327.46        | Agency Collateralized Mortgage Obligation |
| GNMA_24-24G                                          | 2051-02-20      | 4.0000%  | N/A     | $107857312.00      | $18111867.93       | Agency Collateralized Mortgage Obligation |
| GNMA_24-43A                                          | 2054-03-20      | 1.6299%  | N/A     | $50000000.00       | $1354566.99        | Agency Collateralized Mortgage Obligation |
| GNMA_24-46N                                          | 2053-09-20      | 2.8599%  | N/A     | $49423840.00       | $3541989.41        | Agency Collateralized Mortgage Obligation |
| GNMA_24-47D                                          | 2064-06-16      | 0.7500%  | N/A     | $100000000.00      | $4938520.11        | Agency Collateralized Mortgage Obligation |
| GNMA_24-4C                                           | 2054-01-20      | 3.3099%  | N/A     | $4252000.00        | $220416.58         | Agency Collateralized Mortgage Obligation |
| GNMA_24-51Q                                          | 2054-03-20      | 3.5099%  | N/A     | $60000000.00       | $1866289.74        | Agency Collateralized Mortgage Obligation |
| GNMA_24-51R                                          | 2054-03-20      | 0.2000%  | N/A     | $194999999.00      | $534923.94         | Agency Collateralized Mortgage Obligation |
| GNMA_24-59G                                          | 2054-04-20      | 1.6099%  | N/A     | $140848128.00      | $2750357.31        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64T                                          | 2054-04-20      | 2.3599%  | N/A     | $6742000.00        | $302616.47         | Agency Collateralized Mortgage Obligation |
| GNMA_24-77G                                          | 2054-05-20      | 3.5599%  | N/A     | $80603656.00       | $4525997.59        | Agency Collateralized Mortgage Obligation |
| GNMA_24-78E                                          | 2054-05-20      | 1.6099%  | N/A     | $93073105.00       | $2347277.40        | Agency Collateralized Mortgage Obligation |
| GNMA_24-79B                                          | 2054-05-20      | 1.5599%  | N/A     | $450000000.00      | $5808408.17        | Agency Collateralized Mortgage Obligation |
| GNMA_24-83E                                          | 2054-05-20      | 1.5349%  | N/A     | $120000000.00      | $1563843.08        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97B                                          | 2054-03-20      | 2.1599%  | N/A     | $66046281.00       | $2830775.95        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97M                                          | 2054-06-20      | 1.6099%  | N/A     | $250000000.00      | $5376300.80        | Agency Collateralized Mortgage Obligation |
| GNMA_25-100C                                         | 2055-05-20      | 1.5099%  | N/A     | $106176411.00      | $1663584.02        | Agency Collateralized Mortgage Obligation |
| GNMA_25-114F                                         | 2055-07-20      | 1.5299%  | N/A     | $100096.00         | $3716.31           | Agency Collateralized Mortgage Obligation |
| GNMA_25-119A                                         | 2055-07-20      | 0.0000%  | N/A     | $783000.00         | $290941.30         | Agency Collateralized Mortgage Obligation |
| GNMA_25-120K                                         | 2051-01-20      | 4.0000%  | N/A     | $71368177.00       | $12909087.76       | Agency Collateralized Mortgage Obligation |
| GNMA_25-124K                                         | 2055-07-20      | 1.5099%  | N/A     | $11000000.00       | $381478.07         | Agency Collateralized Mortgage Obligation |
| GNMA_25-131N                                         | 2055-08-20      | 2.9099%  | N/A     | $7000000.00        | $385361.55         | Agency Collateralized Mortgage Obligation |
| GNMA_25-134H                                         | 2065-08-20      | 2.3099%  | N/A     | $26000000.00       | $894644.40         | Agency Collateralized Mortgage Obligation |
| GNMA_25-139E                                         | 2055-08-20      | 1.5499%  | N/A     | $80147941.00       | $2674696.02        | Agency Collateralized Mortgage Obligation |
| GNMA_25-139H                                         | 2055-08-20      | 2.2899%  | N/A     | $17900000.00       | $858808.30         | Agency Collateralized Mortgage Obligation |
| GNMA_25-159C                                         | 2055-09-20      | 1.6299%  | N/A     | $130000000.00      | $7214402.46        | Agency Collateralized Mortgage Obligation |
| GNMA_25-173C                                         | 2055-10-20      | 0.3099%  | N/A     | $2000000000.00     | $15491225.45       | Agency Collateralized Mortgage Obligation |
| GNMA_25-173H                                         | 2051-10-20      | 3.0000%  | N/A     | $81773159.00       | $13916989.27       | Agency Collateralized Mortgage Obligation |
| GNMA_25-173M                                         | 2051-08-20      | 2.5245%  | N/A     | $99107850.00       | $12654026.34       | Agency Collateralized Mortgage Obligation |
| GNMA_25-178B                                         | 2055-10-20      | 1.1099%  | N/A     | $100000000.00      | $1458644.29        | Agency Collateralized Mortgage Obligation |
| GNMA_25-189D                                         | 2055-11-20      | 3.5599%  | N/A     | $48490285.00       | $4748751.34        | Agency Collateralized Mortgage Obligation |
| GNMA_25-192D                                         | 2055-11-20      | 1.8099%  | N/A     | $200100.00         | $8333.29           | Agency Collateralized Mortgage Obligation |
| GNMA_25-196K                                         | 2055-11-20      | 2.9599%  | N/A     | $43030535.00       | $4610345.54        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1P                                           | 2055-01-20      | 2.2599%  | N/A     | $100352.00         | $6562.76           | Agency Collateralized Mortgage Obligation |
| GNMA_25-214E                                         | 2055-12-20      | 2.9099%  | N/A     | $40941092.00       | $4837387.13        | Agency Collateralized Mortgage Obligation |
| GNMA_25-23B                                          | 2055-02-20      | 2.3099%  | N/A     | $115612010.00      | $2113054.37        | Agency Collateralized Mortgage Obligation |
| GNMA_25-23J                                          | 2055-02-20      | 1.6099%  | N/A     | $102234978.00      | $1436227.87        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25A                                          | 2055-02-20      | 1.5599%  | N/A     | $250000000.00      | $2886979.90        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25F                                          | 2055-02-20      | 2.3099%  | N/A     | $172292440.00      | $3478922.45        | Agency Collateralized Mortgage Obligation |
| GNMA_25-2N                                           | 2055-01-20      | 2.9599%  | N/A     | $40000000.00       | $2501905.02        | Agency Collateralized Mortgage Obligation |
| GNMA_25-40B                                          | 2066-03-16      | 0.8074%  | N/A     | $3491175.00        | $242868.03         | Agency Collateralized Mortgage Obligation |
| GNMA_25-41C                                          | 2055-03-20      | 1.8099%  | N/A     | $100000000.00      | $1669945.54        | Agency Collateralized Mortgage Obligation |
| GNMA_25-41D                                          | 2055-03-20      | 3.5599%  | N/A     | $25924608.00       | $1663442.15        | Agency Collateralized Mortgage Obligation |
| GNMA_25-41F                                          | 2055-03-20      | 3.5599%  | N/A     | $37500000.00       | $3709885.39        | Agency Collateralized Mortgage Obligation |
| GNMA_25-41N                                          | 2055-03-20      | 1.6599%  | N/A     | $106666666.00      | $1610691.82        | Agency Collateralized Mortgage Obligation |
| GNMA_25-63A                                          | 2055-04-20      | 3.5599%  | N/A     | $30083968.00       | $1987588.32        | Agency Collateralized Mortgage Obligation |
| GNMA_25-64D                                          | 2055-04-20      | 1.7799%  | N/A     | $100096.00         | $4430.31           | Agency Collateralized Mortgage Obligation |
| GNMA_25-65F                                          | 2055-04-20      | 1.6599%  | N/A     | $79999900.00       | $1880292.94        | Agency Collateralized Mortgage Obligation |
| GNMA_25-95B                                          | 2055-05-20      | 2.1599%  | N/A     | $40000000.00       | $2769926.12        | Agency Collateralized Mortgage Obligation |
| GNMA_25-99E                                          | 2055-06-20      | 2.7599%  | N/A     | $65351036.00       | $5854253.74        | Agency Collateralized Mortgage Obligation |
| GNMA_25-99E                                          | 2055-06-20      | 0.0000%  | N/A     | $36347652.00       | $25087826.21       | Agency Collateralized Mortgage Obligation |
| GNMA_26-10F                                          | 2051-03-20      | 3.1099%  | N/A     | $48247313.00       | $7427076.60        | Agency Collateralized Mortgage Obligation |
| GNMA_26-26A                                          | 2056-02-20      | 2.6099%  | N/A     | $24162000.00       | $2049993.57        | Agency Collateralized Mortgage Obligation |
| GNMA_26-26D                                          | 2066-02-20      | 2.0599%  | N/A     | $92978836.00       | $2997525.25        | Agency Collateralized Mortgage Obligation |
| GNMA_26-2G                                           | 2056-01-20      | 1.3999%  | N/A     | $100352.00         | $4488.84           | Agency Collateralized Mortgage Obligation |
| GNMA_26-31B                                          | 2068-05-16      | 1.0425%  | N/A     | $205957151.00      | $19134407.32       | Agency Collateralized Mortgage Obligation |
| GNMA_26-43D                                          | 2056-03-20      | 1.4099%  | N/A     | $50795171.00       | $1897235.95        | Agency Collateralized Mortgage Obligation |
| GNMA_26-47B                                          | 2056-03-20      | 1.4099%  | N/A     | $49755462.00       | $2016770.93        | Agency Collateralized Mortgage Obligation |
| GNMA_26-47B                                          | 2056-03-20      | 1.3099%  | N/A     | $20000000.00       | $732775.57         | Agency Collateralized Mortgage Obligation |
| GNMA_26-47E                                          | 2056-03-20      | 2.0499%  | N/A     | $24490346.00       | $1885662.99        | Agency Collateralized Mortgage Obligation |
| GNMA_26-4L                                           | 2056-01-20      | 2.0599%  | N/A     | $16183000.00       | $1136851.95        | Agency Collateralized Mortgage Obligation |
| GNMA_26-8E                                           | 2056-01-20      | 6.0000%  | N/A     | $34398000.00       | $6899592.03        | Agency Collateralized Mortgage Obligation |
| GNMA_41-97E                                          | 2054-12-20      | 2.2599%  | N/A     | $130000000.00      | $2590261.23        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2056-07-16      | 0.9186%  | N/A     | $86396593.00       | $688104.27         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2042-12-15      | 2.5000%  | N/A     | $88197.00          | $16177.98          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2048-01-15      | 5.0000%  | N/A     | $4185032.00        | $857204.08         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2035-10-15      | 6.0000%  | N/A     | $114649.00         | $1479.10           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2046-11-15      | 2.5000%  | N/A     | $4002.00           | $2058.21           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2030-02-15      | 8.0000%  | N/A     | $767196.00         | $176.39            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2047-06-15      | 5.0000%  | N/A     | $102715.00         | $12024.93          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2050-01-15      | 3.5000%  | N/A     | $1010.00           | $29.51             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2040-07-15      | 4.5000%  | N/A     | $7980050.00        | $193469.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2042-11-15      | 2.5000%  | N/A     | $60295.00          | $12681.13          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2047-06-15      | 5.0000%  | N/A     | $327344.00         | $3971.00           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2052-06-15      | 4.0000%  | N/A     | $910954.00         | $393716.92         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2047-09-15      | 4.5000%  | N/A     | $1652671.00        | $160533.34         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2029-04-15      | 6.0000%  | N/A     | $745000.00         | $676.67            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2032-08-15      | 6.5000%  | N/A     | $25743.00          | $81.50             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2040-12-15      | 4.0000%  | N/A     | $3000.00           | $320.73            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2047-10-15      | 4.5000%  | N/A     | $226493.00         | $17435.22          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2048-04-15      | 4.5000%  | N/A     | $2457652.00        | $83830.77          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2049-02-15      | 4.5000%  | N/A     | $233496.00         | $19512.31          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2049-06-15      | 3.5000%  | N/A     | $2916533.00        | $337399.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2047-05-15      | 5.0000%  | N/A     | $1185677.00        | $7761.53           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2033-02-15      | 6.0000%  | N/A     | $547767.00         | $2573.93           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2047-11-15      | 3.5000%  | N/A     | $1000000.00        | $105914.22         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2068-01-15      | 5.1000%  | N/A     | $886479.00         | $877409.73         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2046-01-15      | 5.0000%  | N/A     | $4263052.00        | $150676.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2047-10-15      | 4.5000%  | N/A     | $745841.00         | $89877.77          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2047-08-15      | 4.5000%  | N/A     | $1387411.00        | $107273.92         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2059-10-15      | 4.2000%  | N/A     | $526894.00         | $496204.47         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2047-07-15      | 4.5000%  | N/A     | $987602.00         | $65839.86          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2043-05-15      | 2.5000%  | N/A     | $713726.00         | $112527.82         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2038-04-15      | 6.0000%  | N/A     | $1011.00           | $49.90             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2049-07-15      | 4.5000%  | N/A     | $196269.00         | $10062.00          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2047-06-15      | 4.5000%  | N/A     | $4001.00           | $366.15            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2045-12-15      | 4.5000%  | N/A     | $459219.00         | $32882.90          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2049-10-15      | 3.5000%  | N/A     | $1150.00           | $115.00            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2039-02-15      | 6.0000%  | N/A     | $16876.00          | $1870.15           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2050-01-15      | 4.5000%  | N/A     | $501295.00         | $36822.77          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2028-03-15      | 7.0000%  | N/A     | $167083.00         | $35.70             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2033-03-15      | 6.0000%  | N/A     | $1309906.00        | $9212.23           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2047-08-15      | 4.5000%  | N/A     | $1455226.00        | $69697.09          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2034-09-15      | 6.5000%  | N/A     | $1408.00           | $12.49             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-02-20      | 6.5000%  | N/A     | $35804530.00       | $37597526.74       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-03-20      | 4.0000%  | N/A     | $35529881.00       | $4869018.04        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-01-20      | 4.5000%  | N/A     | $2013.00           | $1858.10           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-12-20      | 3.5000%  | N/A     | $1200000.00        | $81212.31          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-06-20      | 4.5000%  | N/A     | $2016.00           | $68.19             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-08-20      | 5.5000%  | N/A     | $8011000.00        | $5575226.21        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2043-05-20      | 3.5000%  | N/A     | $794580.00         | $75486.84          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-07-20      | 4.5000%  | N/A     | $203378.00         | $13115.02          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-10-20      | 3.0000%  | N/A     | $61517.00          | $9120.54           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2066-04-20      | 6.5000%  | N/A     | $3481.00           | $3661.14           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-02-20      | 6.0000%  | N/A     | $5000.00           | $5110.52           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-07-20      | 2.5000%  | N/A     | $1800000.00        | $345966.97         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-10-20      | 6.5000%  | N/A     | $5439814.00        | $4911464.11        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-04-20      | 6.0000%  | N/A     | $2615073.00        | $2712422.58        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2066-02-20      | 6.0000%  | N/A     | $43117.00          | $44361.21          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2032-08-20      | 3.0000%  | N/A     | $523987.00         | $48186.88          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-05-20      | 5.0000%  | N/A     | $2155000.00        | $193095.06         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-10-20      | 3.5000%  | N/A     | $10588128.00       | $854888.11         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-10-20      | 5.0000%  | N/A     | $2493.00           | $2182.60           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2066-04-20      | 6.0000%  | N/A     | $3108991.00        | $3202146.73        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-07-20      | 3.5000%  | N/A     | $175000.00         | $11308.53          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-07-20      | 3.0000%  | N/A     | $75337917.00       | $7782402.60        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-06-20      | 3.0000%  | N/A     | $776000.00         | $84031.32          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-09-20      | 3.0000%  | N/A     | $540649.00         | $53246.58          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-10-20      | 5.0000%  | N/A     | $13431.00          | $985.02            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-12-20      | 5.5000%  | N/A     | $17419328.00       | $13638882.89       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-07-20      | 4.0000%  | N/A     | $4250881.00        | $253432.36         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-03-20      | 4.0000%  | N/A     | $340000.00         | $17693.83          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 6.0000%  | N/A     | $7593783.00        | $7744303.44        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-06-20      | 4.0000%  | N/A     | $146299000.00      | $13478506.72       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-05-20      | 3.5000%  | N/A     | $170998010.00      | $16934677.44       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-09-20      | 6.0000%  | N/A     | $1980353.00        | $1311474.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2066-03-20      | 6.5000%  | N/A     | $8024684.00        | $8445031.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-01-20      | 6.5000%  | N/A     | $1500237.00        | $1547385.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-11-20      | 4.0000%  | N/A     | $1500000.00        | $130914.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-03-20      | 5.5000%  | N/A     | $1024.00           | $745.97            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-02-20      | 5.5000%  | N/A     | $10553024.00       | $10893311.35       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-03-20      | 6.0000%  | N/A     | $5035262.00        | $5094488.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2066-03-20      | 6.0000%  | N/A     | $5408420.00        | $5567239.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-09-20      | 4.0000%  | N/A     | $2990000.00        | $202097.11         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-01-20      | 3.0000%  | N/A     | $5636.00           | $952.46            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-04-20      | 5.0000%  | N/A     | $3000.00           | $3005.37           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-08-20      | 3.5000%  | N/A     | $5385918.00        | $408549.99         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-03-20      | 6.0000%  | N/A     | $5573240.00        | $5698166.87        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-01-20      | 4.5000%  | N/A     | $8766708.00        | $542857.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2066-03-20      | 6.0000%  | N/A     | $1872156.00        | $1920474.84        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-05-20      | 3.5000%  | N/A     | $6700000.00        | $759534.84         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-05-20      | 3.5000%  | N/A     | $3362296.00        | $251105.21         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-11-20      | 7.0000%  | N/A     | $2685460.00        | $2803941.23        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-06-20      | 5.5000%  | N/A     | $105492555.00      | $73022433.59       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2066-02-20      | 6.0000%  | N/A     | $3412473.00        | $3510799.78        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-12-20      | 2.5000%  | N/A     | $1593982.00        | $257489.00         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-05-20      | 3.0000%  | N/A     | $48801001.00       | $4311805.66        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-05-20      | 6.0000%  | N/A     | $14943.00          | $10233.10          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-09-20      | 3.5000%  | N/A     | $766272.00         | $66889.79          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-07-20      | 6.0000%  | N/A     | $1658206.00        | $1164857.00        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-04-20      | 5.5000%  | N/A     | $6103781.00        | $615995.40         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-09-20      | 4.0000%  | N/A     | $3000000.00        | $280313.64         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-02-20      | 7.0000%  | N/A     | $2016.00           | $1242.83           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-05-20      | 3.5000%  | N/A     | $424549.00         | $28756.39          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 6.5000%  | N/A     | $1033.00           | $1053.58           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-07-20      | 5.5000%  | N/A     | $14232499.00       | $9926859.84        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-11-20      | 3.5000%  | N/A     | $1024.00           | $730.91            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-01-20      | 3.5000%  | N/A     | $477000.00         | $53254.46          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-11-20      | 2.5000%  | N/A     | $200000.00         | $56843.36          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-11-20      | 7.0000%  | N/A     | $2687500.00        | $2799817.07        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-08-20      | 3.0000%  | N/A     | $1001.00           | $127.24            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2043-04-20      | 3.0000%  | N/A     | $260000.00         | $26403.78          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-02-20      | 6.0000%  | N/A     | $3023.00           | $3164.12           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-01-20      | 3.0000%  | N/A     | $25045000.00       | $2095814.81        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-04-20      | 5.0000%  | N/A     | $59055.00          | $59555.89          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-07-20      | 6.0000%  | N/A     | $12485.00          | $423.90            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-07-20      | 3.0000%  | N/A     | $900001.00         | $100895.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-02-20      | 3.0000%  | N/A     | $1024.00           | $160.97            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-04-20      | 6.0000%  | N/A     | $2761412.00        | $2873410.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-09-20      | 3.5000%  | N/A     | $26000000.00       | $2120685.67        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-04-20      | 3.0000%  | N/A     | $16200000.00       | $1368377.42        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-11-20      | 3.0000%  | N/A     | $532842525.00      | $83764146.66       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-06-20      | 3.0000%  | N/A     | $45724224.00       | $10904617.05       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-01-20      | 4.0000%  | N/A     | $1210000.00        | $116685.25         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-01-20      | 5.0000%  | N/A     | $4294683.00        | $402998.34         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-03-20      | 4.5000%  | N/A     | $842414.00         | $70402.28          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-11-20      | 5.0000%  | N/A     | $1043.00           | $59.87             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-07-20      | 3.0000%  | N/A     | $8925000.00        | $1081247.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-01-20      | 6.0000%  | N/A     | $1451.00           | $1477.68           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-02-20      | 6.0000%  | N/A     | $1024.00           | $1047.64           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2066-03-20      | 6.0000%  | N/A     | $1228539.00        | $1264468.80        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-07-20      | 5.5000%  | N/A     | $408118.00         | $10258.35          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2066-03-20      | 6.0000%  | N/A     | $1052018.00        | $1082920.07        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-02-20      | 4.5000%  | N/A     | $500000.00         | $32065.65          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-04-20      | 6.0000%  | N/A     | $2000.00           | $2087.07           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-07-20      | 3.5000%  | N/A     | $700000.00         | $166384.43         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-03-20      | 5.0000%  | N/A     | $2001.00           | $1546.14           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-04-20      | 5.5000%  | N/A     | $2527.00           | $2579.69           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-04-20      | 3.5000%  | N/A     | $4003.00           | $2641.38           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-11-20      | 3.0000%  | N/A     | $26078.00          | $1455.76           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-01-20      | 6.0000%  | N/A     | $469991.00         | $479736.36         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-02-20      | 6.0000%  | N/A     | $1054.00           | $1076.42           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-09-20      | 3.5000%  | N/A     | $900000.00         | $64933.59          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 6.5000%  | N/A     | $6601729.00        | $6850274.52        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-02-20      | 6.0000%  | N/A     | $1024.00           | $1072.13           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-02-20      | 5.5000%  | N/A     | $106247614.00      | $73290177.16       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2043-03-20      | 3.5000%  | N/A     | $9850000.00        | $837846.37         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-12-20      | 6.0000%  | N/A     | $1985.00           | $2084.36           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2066-03-20      | 5.5000%  | N/A     | $4852144.00        | $4907116.64        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-10-20      | 3.5000%  | N/A     | $188023.00         | $16460.60          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-07-20      | 3.5000%  | N/A     | $42229490.00       | $4887287.40        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-04-20      | 6.5000%  | N/A     | $10467223.00       | $10977040.72       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-12-20      | 7.0000%  | N/A     | $4196865.00        | $4378012.23        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-05-20      | 4.0000%  | N/A     | $3516040.00        | $191372.80         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2043-04-20      | 3.5000%  | N/A     | $14566000.00       | $1238192.73        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-01-20      | 5.5000%  | N/A     | $2847131.00        | $2839801.53        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-11-20      | 3.5000%  | N/A     | $1063372.00        | $73276.13          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-12-20      | 3.5000%  | N/A     | $300000.00         | $33184.32          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-03-20      | 6.0000%  | N/A     | $4000.00           | $4091.91           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-05-20      | 4.0000%  | N/A     | $99995940.00       | $68427871.69       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-01-20      | 3.5000%  | N/A     | $949999.00         | $118500.34         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2066-02-20      | 6.0000%  | N/A     | $2517042.00        | $2590153.89        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2043-02-20      | 3.0000%  | N/A     | $10785000.00       | $1117386.67        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2041-01-20      | 4.5000%  | N/A     | $751322.00         | $34860.98          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-03-20      | 6.5000%  | N/A     | $1353779.00        | $1438879.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-10-20      | 3.5000%  | N/A     | $1002435.00        | $69738.92          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2066-03-20      | 6.0000%  | N/A     | $4552224.00        | $4688623.80        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-02-20      | 5.0000%  | N/A     | $94520365.00       | $93791458.60       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-12-20      | 4.0000%  | N/A     | $8661214.00        | $886825.36         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-01-20      | 5.0000%  | N/A     | $11844992.00       | $11725562.46       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-09-20      | 3.0000%  | N/A     | $2062445.00        | $285437.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-03-20      | 6.5000%  | N/A     | $1191361.00        | $1266957.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-02-20      | 6.5000%  | N/A     | $2176.00           | $2280.08           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-07-20      | 3.5000%  | N/A     | $2842000.00        | $290926.94         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-02-20      | 4.5000%  | N/A     | $6740208.00        | $465908.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-20  | 2040-02-20      | 2.4745%  | N/A     | $51950000.00       | $162002.63         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-163 | 2046-02-16      | 1.0085%  | N/A     | $265344000.00      | $181141.51         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-30  | 2053-09-16      | 0.5336%  | N/A     | $100000000.00      | $165440.06         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-160 | 2056-01-16      | 0.2828%  | N/A     | $186465000.00      | $364939.69         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-78A | 2051-05-20      | 3.0000%  | N/A     | $133900000.00      | $10061862.05       | Agency Collateralized Mortgage Obligation |

### Security 16: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYJ3GBCH7
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-12-31      | 3.3750%  | N/A     | $20338000.00       | $20398238.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | N/A     | $900.00            | $861.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 0.0000%  | N/A     | $43.06             | $25.89             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-09      | 0.0000%  | N/A     | $900.00            | $893.80            | U.S. Treasuries (including strips) |

### Security 17: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc.
- **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: N/A, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: BRYAC9P76
- **C.18 - Value (incl. sponsor support):** $799000000.00
- **C.18.a - Value (excl. sponsor support):** $799000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch: F1; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-04-01      | 4.5000%  | N/A     | $73454875.00       | $73061891.42       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | N/A     | $72380065.00       | $73656744.83       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 3.0000%  | N/A     | $100000000.00      | $73879468.14       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-12-01      | 2.0000%  | N/A     | $62912059.00       | $57831413.92       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.0000%  | N/A     | $71564658.00       | $70773137.00       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.5000%  | N/A     | $69990693.00       | $71513869.37       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.0000%  | N/A     | $73569027.00       | $73103686.57       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.5000%  | N/A     | $35521332.00       | $36087810.43       | Agency Mortgage-Backed Securities         |
| FHSTR_329                              | 2044-01-15      | 4.0000%  | N/A     | $24213775.00       | $169944.61         | Agency Collateralized Mortgage Obligation |
| FHSTR_365A                             | 2049-06-15      | 3.5000%  | N/A     | $41000000.00       | $910764.48         | Agency Collateralized Mortgage Obligation |
| FHSTR_365B                             | 2034-05-15      | 2.5000%  | N/A     | $22599278.00       | $124143.17         | Agency Collateralized Mortgage Obligation |
| FHSTR_389                              | 2037-05-15      | 2.0000%  | N/A     | $57234111.00       | $1820248.47        | Agency Collateralized Mortgage Obligation |
| FHSTR_390                              | 2037-04-15      | 2.0000%  | N/A     | $5041017.00        | $262767.03         | Agency Collateralized Mortgage Obligation |
| FHSTR_401                              | 2053-06-25      | 5.0000%  | N/A     | $25000000.00       | $4506682.24        | Agency Collateralized Mortgage Obligation |
| FNSTR_426                              | 2051-07-25      | 2.0000%  | N/A     | $3600000.00        | $338859.64         | Agency Collateralized Mortgage Obligation |
| FNSTR_426                              | 2052-03-25      | 2.0000%  | N/A     | $2975000.00        | $291740.73         | Agency Collateralized Mortgage Obligation |
| FNSTR_426                              | 2050-07-25      | 2.0000%  | N/A     | $1225000.00        | $116872.19         | Agency Collateralized Mortgage Obligation |
| FNSTR_435                              | 2053-05-25      | 4.5000%  | N/A     | $18513275.00       | $2970246.78        | Agency Collateralized Mortgage Obligation |
| FNSTR_437                              | 2053-05-25      | 5.0000%  | N/A     | $38192470.00       | $6744783.19        | Agency Collateralized Mortgage Obligation |
| FNSTR_444                              | 2052-09-25      | 3.5000%  | N/A     | $19827969.00       | $3378758.81        | Agency Collateralized Mortgage Obligation |
| GNMA_26-68D                            | 2056-04-20      | 4.6398%  | N/A     | $56373066.00       | $56418662.42       | Agency Collateralized Mortgage Obligation |
| GNMA_26-68E                            | 2052-04-20      | 4.5000%  | N/A     | $230222585.00      | $227168221.96      | Agency Collateralized Mortgage Obligation |

### Security 18: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc.
- **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: N/A, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: BYJ3GBCL8
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: F1; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE ACES FNMA_17-M3                                 | 2026-12-25      | 2.5520%  | N/A     | $3000000.00        | $1543775.15        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE ACES FNMA_19-M1                                 | 2028-09-25      | 3.6787%  | N/A     | $19075000.00       | $13268143.79       | Agency Collateralized Mortgage Obligation |
| FANNIE MAE ACES FNMA_19-M2                                 | 2028-11-25      | 3.7480%  | N/A     | $13520000.00       | $9955182.99        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_00-32                                      | 2030-10-18      | 4.2046%  | N/A     | $200000.00         | $80.03             | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_01-38                                      | 2031-08-25      | 4.2596%  | N/A     | $6000000.00        | $622.88            | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_02-91                                      | 2033-01-25      | 4.3096%  | N/A     | $1500000.00        | $3797.74           | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_05-66                                      | 2035-07-25      | 4.0096%  | N/A     | $2400000.00        | $7678.89           | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_06-119                                     | 2036-12-25      | 3.4404%  | N/A     | $125000000.00      | $182628.77         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_06-76                                      | 2036-08-25      | 4.1596%  | N/A     | $4769000.00        | $90124.21          | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_06-82                                      | 2036-09-25      | 4.3296%  | N/A     | $18691166.00       | $25305.82          | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_12-103                                     | 2042-09-25      | 4.1596%  | N/A     | $226474.00         | $20518.04          | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_15-30A                                     | 2045-05-25      | 1.8404%  | N/A     | $41575000.00       | $294298.39         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_15-35B                                     | 2045-06-25      | 1.8317%  | N/A     | $53140421.00       | $447429.20         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_17-68                                      | 2047-09-25      | 4.5000%  | N/A     | $39712487.00       | $1073866.86        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_18-32                                      | 2048-05-25      | 2.8471%  | N/A     | $3000000.00        | $626525.47         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_22-M13                                     | 2032-06-25      | 2.6730%  | N/A     | $1450000.00        | $1314402.16        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_24-93                                      | 2054-12-25      | 5.1452%  | N/A     | $5500000.00        | $3030545.92        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_24-94                                      | 2054-09-01      | 5.0652%  | N/A     | $1605000.00        | $1111704.25        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE REMICS FNMA_24-96                               | 2054-12-25      | 5.0452%  | N/A     | $2430000.00        | $1335878.13        | Agency Collateralized Mortgage Obligation |
| FANNIEMAE-ACES FNA_17-M7                                   | 2027-02-25      | 2.9610%  | N/A     | $4889000.00        | $3538877.70        | Agency Collateralized Mortgage Obligation |
| FANNIEMAE-ACES FNMA_15-M10                                 | 2027-04-25      | 3.0920%  | N/A     | $1276000.00        | $561363.51         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4960          | 2049-12-25      | 3.5000%  | N/A     | $4300000.00        | $662492.88         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5050          | 2050-10-25      | 3.0000%  | N/A     | $1816856.00        | $167395.87         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5482          | 2054-12-25      | 5.1452%  | N/A     | $1170377.00        | $996516.79         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5482          | 2054-12-25      | 5.0952%  | N/A     | $7925000.00        | $4747758.54        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5508          | 2055-02-25      | 5.2452%  | N/A     | $1155000.00        | $679591.10         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5543          | 2055-06-25      | 5.1452%  | N/A     | $789000.00         | $545968.51         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5543          | 2055-06-25      | 5.1452%  | N/A     | $789000.00         | $533880.42         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5543          | 2055-06-25      | 5.1452%  | N/A     | $1054000.00        | $720220.21         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_23-M4           | 2032-09-25      | 3.8920%  | N/A     | $1300000.00        | $1254809.69        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_23-M8           | 2033-04-25      | 4.6250%  | N/A     | $7660916.00        | $7665671.09        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_24-95           | 2054-12-25      | 5.0452%  | N/A     | $316000.00         | $218118.18         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-2            | 2055-02-25      | 5.0952%  | N/A     | $2034006.00        | $1541695.10        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-35J          | 2055-05-25      | 5.2452%  | N/A     | $1564000.00        | $1043377.99        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-42           | 2055-06-25      | 5.1452%  | N/A     | $734000.00         | $509310.62         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-42           | 2055-06-25      | 5.1952%  | N/A     | $1320000.00        | $956432.45         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-69           | 2055-08-25      | 5.0000%  | N/A     | $2500000.00        | $2313276.14        | Agency Collateralized Mortgage Obligation |
| FHLK_12                                                    | 2030-10-25      | 2.8353%  | N/A     | $4357000.00        | $459602.45         | Agency Collateralized Mortgage Obligation |
| FHLK_74-5                                                  | 2028-08-25      | 1.6570%  | N/A     | $14600000.00       | $13810639.50       | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PAS                           | 2045-01-25      | 2.1509%  | N/A     | $4474000.00        | $67335.96          | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PAS                           | 2026-05-25      | 2.5250%  | N/A     | $2050000.00        | $566359.61         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHLMC_K532 | 2029-11-25      | 4.2500%  | N/A     | $2000000.00        | $2004131.22        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K104       | 2047-02-25      | 1.9582%  | N/A     | $7599992.00        | $498046.23         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K091        | 2029-03-25      | 3.5050%  | N/A     | $25000000.00       | $24573586.80       | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K170        | 2035-02-25      | 5.0000%  | N/A     | $2850000.00        | $2930514.72        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_KJ45        | 2031-01-25      | 4.6600%  | N/A     | $7480000.00        | $7556437.28        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_Q014        | 2055-10-25      | 2.7346%  | N/A     | $1266000.00        | $154201.12         | Agency Collateralized Mortgage Obligation |
| FHLMC_2314                                                 | 2029-06-15      | 4.1543%  | N/A     | $15000000.00       | $7706.57           | Agency Collateralized Mortgage Obligation |
| FHLMC_2395D                                                | 2029-05-15      | 4.3543%  | N/A     | $15000000.00       | $9087.83           | Agency Collateralized Mortgage Obligation |
| FHLMC_2449                                                 | 2032-03-15      | 4.4043%  | N/A     | $35000000.00       | $33099.39          | Agency Collateralized Mortgage Obligation |
| FHLMC_2538                                                 | 2032-12-15      | 4.2043%  | N/A     | $57916989.00       | $74522.43          | Agency Collateralized Mortgage Obligation |
| FHLMC_3232                                                 | 2036-10-15      | 4.2043%  | N/A     | $750000.00         | $4815.26           | Agency Collateralized Mortgage Obligation |
| FHLMC_3471D                                                | 2035-08-15      | 2.2957%  | N/A     | $200000000.00      | $157019.77         | Agency Collateralized Mortgage Obligation |
| FHLMC_3531                                                 | 2039-05-15      | 4.4543%  | N/A     | $1745000.00        | $20273.15          | Agency Collateralized Mortgage Obligation |
| FHLMC_3702                                                 | 2032-08-15      | 4.2043%  | N/A     | $790000.00         | $18701.77          | Agency Collateralized Mortgage Obligation |
| FHLMC_3714                                                 | 2040-08-15      | 4.5000%  | N/A     | $3137193.00        | $3977657.98        | Agency Collateralized Mortgage Obligation |
| FHLMC_3762                                                 | 2040-11-15      | 2.8457%  | N/A     | $21863608.00       | $227114.01         | Agency Collateralized Mortgage Obligation |
| FHLMC_3792B                                                | 2040-11-15      | 4.5000%  | N/A     | $44435904.00       | $357455.81         | Agency Collateralized Mortgage Obligation |
| FHLMC_38-1                                                 | 2031-02-15      | 1.3240%  | N/A     | $6000000.00        | $994110.51         | Agency Collateralized Mortgage Obligation |
| FHLMC_38-38                                                | 2041-04-15      | 2.7957%  | N/A     | $21899370.00       | $261600.02         | Agency Collateralized Mortgage Obligation |
| FHLMC_3842                                                 | 2041-04-15      | 2.8457%  | N/A     | $74504333.00       | $131452.23         | Agency Collateralized Mortgage Obligation |
| FHLMC_3864                                                 | 2039-03-15      | 2.2457%  | N/A     | $135757553.00      | $209645.69         | Agency Collateralized Mortgage Obligation |
| FHLMC_3988                                                 | 2042-01-15      | 2.7208%  | N/A     | $119039665.00      | $794726.27         | Agency Collateralized Mortgage Obligation |
| FHLMC_40 10                                                | 2042-01-15      | 4.5000%  | N/A     | $22049000.00       | $77769.64          | Agency Collateralized Mortgage Obligation |
| FHLMC_40 19                                                | 2041-12-15      | 4.5000%  | N/A     | $87085000.00       | $168594.26         | Agency Collateralized Mortgage Obligation |
| FHLMC_40-30                                                | 2042-04-15      | 2.6957%  | N/A     | $62000000.00       | $225796.92         | Agency Collateralized Mortgage Obligation |
| FHLMC_40-76                                                | 2042-07-15      | 2.9457%  | N/A     | $23218083.00       | $147899.09         | Agency Collateralized Mortgage Obligation |
| FHLMC_4016                                                 | 2042-03-15      | 2.7457%  | N/A     | $120553652.00      | $650367.53         | Agency Collateralized Mortgage Obligation |
| FHLMC_4057                                                 | 2042-06-15      | 2.7957%  | N/A     | $88571428.00       | $704639.35         | Agency Collateralized Mortgage Obligation |
| FHLMC_4077                                                 | 2042-07-15      | 2.3457%  | N/A     | $110603899.00      | $439582.52         | Agency Collateralized Mortgage Obligation |
| FHLMC_4094                                                 | 2042-08-15      | 2.2957%  | N/A     | $15661571.00       | $274113.58         | Agency Collateralized Mortgage Obligation |
| FHLMC_4194A                                                | 2043-04-15      | 4.0000%  | N/A     | $53867746.00       | $1020542.07        | Agency Collateralized Mortgage Obligation |
| FHLMC_42-40                                                | 2043-08-15      | 2.2457%  | N/A     | $300300000.00      | $3919613.66        | Agency Collateralized Mortgage Obligation |
| FHLMC_4257G                                                | 2028-10-15      | 4.5000%  | N/A     | $21404100.00       | $39.73             | Agency Collateralized Mortgage Obligation |
| FHLMC_4274A                                                | 2036-02-15      | 5.0000%  | N/A     | $10368000.00       | $1801.64           | Agency Collateralized Mortgage Obligation |
| FHLMC_4281                                                 | 2043-12-15      | 2.2457%  | N/A     | $14600000.00       | $80080.08          | Agency Collateralized Mortgage Obligation |
| FHLMC_4321C                                                | 2044-03-15      | 3.0000%  | N/A     | $9218577.00        | $11969038.90       | Agency Collateralized Mortgage Obligation |
| FHLMC_4385                                                 | 2044-09-15      | 4.5000%  | N/A     | $54151458.00       | $776745.62         | Agency Collateralized Mortgage Obligation |
| FHLMC_44-25B                                               | 2045-01-15      | 2.2957%  | N/A     | $52600000.00       | $853405.95         | Agency Collateralized Mortgage Obligation |
| FHLMC_4427                                                 | 2045-01-15      | 1.8457%  | N/A     | $82000000.00       | $570094.43         | Agency Collateralized Mortgage Obligation |
| FHLMC_4473                                                 | 2045-05-15      | 1.8457%  | N/A     | $36726000.00       | $276281.35         | Agency Collateralized Mortgage Obligation |
| FHLMC_4491                                                 | 2040-03-15      | 6.0000%  | N/A     | $12467233.00       | $77722.53          | Agency Collateralized Mortgage Obligation |
| FHLMC_4601B                                                | 2045-12-15      | 4.0000%  | N/A     | $11966000.00       | $193921.14         | Agency Collateralized Mortgage Obligation |
| FHLMC_4617                                                 | 2046-05-15      | 3.5000%  | N/A     | $33920285.00       | $317255.44         | Agency Collateralized Mortgage Obligation |
| FHLMC_4621A                                                | 2046-10-15      | 3.5000%  | N/A     | $33242142.00       | $655741.73         | Agency Collateralized Mortgage Obligation |
| FHLMC_4623D                                                | 2046-10-15      | 2.2957%  | N/A     | $20715144.00       | $414940.88         | Agency Collateralized Mortgage Obligation |
| FHLMC_4631D                                                | 2046-11-15      | 2.2457%  | N/A     | $107147046.00      | $3683225.50        | Agency Collateralized Mortgage Obligation |
| FHLMC_4701A                                                | 2047-07-15      | 0.1957%  | N/A     | $100864805.00      | $491016.99         | Agency Collateralized Mortgage Obligation |
| FHLMC_4753L                                                | 2048-02-15      | 2.4457%  | N/A     | $20000000.00       | $495307.57         | Agency Collateralized Mortgage Obligation |
| FHLMC_4754D                                                | 2048-02-15      | 2.3957%  | N/A     | $11000000.00       | $261304.90         | Agency Collateralized Mortgage Obligation |
| FHLMC_4776J                                                | 2048-04-15      | 4.0000%  | N/A     | $16285709.00       | $9415814.25        | Agency Collateralized Mortgage Obligation |
| FHLMC_4818K                                                | 2048-04-15      | 2.4457%  | N/A     | $5000000.00        | $74922.48          | Agency Collateralized Mortgage Obligation |
| FHLMC_4820C                                                | 2048-03-15      | 2.4457%  | N/A     | $25941382.00       | $365653.04         | Agency Collateralized Mortgage Obligation |
| FHLMC_4845B                                                | 2048-12-15      | 4.0543%  | N/A     | $566758.00         | $154650.18         | Agency Collateralized Mortgage Obligation |
| FHLMC_4853A                                                | 2049-02-15      | 2.8457%  | N/A     | $26168899.00       | $627611.11         | Agency Collateralized Mortgage Obligation |
| FHLMC_4877D                                                | 2049-04-15      | 4.0000%  | N/A     | $5931012.00        | $128723.36         | Agency Collateralized Mortgage Obligation |
| FHLMC_4898A                                                | 2049-07-15      | 2.3457%  | N/A     | $56459014.00       | $1095543.64        | Agency Collateralized Mortgage Obligation |
| FHLMC_4906F                                                | 2049-09-25      | 2.2904%  | N/A     | $550000.00         | $17437.43          | Agency Collateralized Mortgage Obligation |
| FHLMC_4908A                                                | 2049-08-25      | 2.2904%  | N/A     | $28287714.00       | $711904.69         | Agency Collateralized Mortgage Obligation |
| FHLMC_4918B                                                | 2049-10-25      | 2.2904%  | N/A     | $37957596.00       | $640152.08         | Agency Collateralized Mortgage Obligation |
| FHLMC_4923K                                                | 2049-11-25      | 2.2404%  | N/A     | $24148291.00       | $1212531.23        | Agency Collateralized Mortgage Obligation |
| FHLMC_4933E                                                | 2049-12-25      | 2.2404%  | N/A     | $40777284.00       | $1326816.52        | Agency Collateralized Mortgage Obligation |
| FHLMC_4938D                                                | 2049-12-25      | 2.2404%  | N/A     | $46553866.00       | $1935029.75        | Agency Collateralized Mortgage Obligation |
| FHLMC_4939C                                                | 2049-12-25      | 4.2596%  | N/A     | $5722509.00        | $1612442.21        | Agency Collateralized Mortgage Obligation |
| FHLMC_4941S                                                | 2049-07-25      | 4.5000%  | N/A     | $32180993.00       | $1345620.43        | Agency Collateralized Mortgage Obligation |
| FHLMC_4942G                                                | 2050-01-25      | 2.2404%  | N/A     | $23332918.00       | $805476.87         | Agency Collateralized Mortgage Obligation |
| FHLMC_4954A                                                | 2050-02-25      | 2.2904%  | N/A     | $136016008.00      | $3605957.09        | Agency Collateralized Mortgage Obligation |
| FHLMC_4958A                                                | 2050-03-25      | 3.5000%  | N/A     | $24192432.00       | $878470.80         | Agency Collateralized Mortgage Obligation |
| FHLMC_4962A                                                | 2050-03-25      | 2.2904%  | N/A     | $16977500.00       | $513238.95         | Agency Collateralized Mortgage Obligation |
| FHLMC_4975D                                                | 2050-05-25      | 2.2404%  | N/A     | $16666666.00       | $665182.36         | Agency Collateralized Mortgage Obligation |
| FHLMC_4977                                                 | 2050-05-25      | 4.5000%  | N/A     | $53072318.00       | $3130159.95        | Agency Collateralized Mortgage Obligation |
| FHLMC_4983D                                                | 2050-06-25      | 2.2904%  | N/A     | $23147541.00       | $1735802.16        | Agency Collateralized Mortgage Obligation |
| FHLMC_4990B                                                | 2050-07-25      | 2.3404%  | N/A     | $29142400.00       | $1872716.72        | Agency Collateralized Mortgage Obligation |
| FHLMC_4990G                                                | 2050-07-25      | 2.3404%  | N/A     | $20581257.00       | $931052.39         | Agency Collateralized Mortgage Obligation |
| FHLMC_4998F                                                | 2050-08-25      | 2.5048%  | N/A     | $25942664.00       | $1526738.22        | Agency Collateralized Mortgage Obligation |
| FHLMC_4999N                                                | 2044-03-25      | 2.1904%  | N/A     | $43898226.00       | $1061848.41        | Agency Collateralized Mortgage Obligation |
| FHLMC_5007M                                                | 2050-08-25      | 2.3404%  | N/A     | $4500000.00        | $246179.22         | Agency Collateralized Mortgage Obligation |
| FHLMC_5060D                                                | 2050-09-25      | 3.0000%  | N/A     | $19408334.00       | $1455811.74        | Agency Collateralized Mortgage Obligation |
| FHLMC_5083C                                                | 2051-03-25      | 3.5000%  | N/A     | $1980418.00        | $1033051.98        | Agency Collateralized Mortgage Obligation |
| FHLMC_5103E                                                | 2051-05-25      | 4.0000%  | N/A     | $18000000.00       | $2053884.41        | Agency Collateralized Mortgage Obligation |
| FHLMC_5114H                                                | 2047-06-15      | 2.2457%  | N/A     | $62164503.00       | $3045404.17        | Agency Collateralized Mortgage Obligation |
| FHLMC_5115N                                                | 2050-12-25      | 4.5000%  | N/A     | $8869000.00        | $1106150.21        | Agency Collateralized Mortgage Obligation |
| FHLMC_5121C                                                | 2051-06-25      | 4.0000%  | N/A     | $3873000.00        | $400676.03         | Agency Collateralized Mortgage Obligation |
| FHLMC_5128D                                                | 2051-07-25      | 4.5000%  | N/A     | $13509000.00       | $1404899.74        | Agency Collateralized Mortgage Obligation |
| FHLMC_5135B                                                | 2051-08-25      | 2.5000%  | N/A     | $19343449.00       | $1515104.48        | Agency Collateralized Mortgage Obligation |
| FHLMC_5141                                                 | 2047-11-25      | 4.5000%  | N/A     | $16197361.00       | $1411047.09        | Agency Collateralized Mortgage Obligation |
| FHLMC_5142L                                                | 2051-09-25      | 2.2048%  | N/A     | $17311159.00       | $982221.65         | Agency Collateralized Mortgage Obligation |
| FHLMC_5228J                                                | 2047-01-25      | 2.2207%  | N/A     | $300000.00         | $18052.51          | Agency Collateralized Mortgage Obligation |
| FHLMC_5305B                                                | 2049-07-15      | 4.0000%  | N/A     | $26101907.00       | $3741664.45        | Agency Collateralized Mortgage Obligation |
| FHLMC_5326                                                 | 2050-10-25      | 0.0000%  | N/A     | $1637000.00        | $914546.57         | Agency Collateralized Mortgage Obligation |
| FHLMC_5363E                                                | 2053-12-25      | 3.4048%  | N/A     | $25288459.00       | $1384359.70        | Agency Collateralized Mortgage Obligation |
| FHLMC_5386C                                                | 2054-03-25      | 4.8952%  | N/A     | $2289000.00        | $1233193.16        | Agency Collateralized Mortgage Obligation |
| FHLMC_5393A                                                | 2053-12-25      | 2.1548%  | N/A     | $65696903.00       | $2088372.23        | Agency Collateralized Mortgage Obligation |
| FHLMC_5400                                                 | 2054-04-25      | 4.3952%  | N/A     | $3000000.00        | $1541204.56        | Agency Collateralized Mortgage Obligation |
| FHLMC_5407C                                                | 2054-05-25      | 6.0000%  | N/A     | $8543284.00        | $1092061.75        | Agency Collateralized Mortgage Obligation |
| FHLMC_5410H                                                | 2054-05-25      | 1.3548%  | N/A     | $50000000.00       | $1129514.40        | Agency Collateralized Mortgage Obligation |
| FHLMC_5437A                                                | 2054-08-25      | 1.4048%  | N/A     | $51662435.00       | $869155.33         | Agency Collateralized Mortgage Obligation |
| FHLMC_5441B                                                | 2054-08-25      | 1.3848%  | N/A     | $70000000.00       | $1582144.74        | Agency Collateralized Mortgage Obligation |
| FHLMC_5442C                                                | 2054-08-25      | 3.3848%  | N/A     | $98318962.00       | $4384934.27        | Agency Collateralized Mortgage Obligation |
| FHLMC_5460G                                                | 2047-08-15      | 2.2457%  | N/A     | $60897500.00       | $4731996.07        | Agency Collateralized Mortgage Obligation |
| FHLMC_5470C                                                | 2052-04-25      | 5.0000%  | N/A     | $5105000.00        | $2866138.84        | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A                                                | 2054-12-25      | 0.1000%  | N/A     | $38010000.00       | $44075.20          | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A                                                | 2054-12-25      | 0.0500%  | N/A     | $38010000.00       | $19576.47          | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A                                                | 2054-12-25      | 0.0500%  | N/A     | $38010000.00       | $14227.02          | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A                                                | 2054-12-25      | 0.0500%  | N/A     | $38010000.00       | $19576.47          | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A                                                | 2054-12-25      | 0.0500%  | N/A     | $38010000.00       | $17403.25          | Agency Collateralized Mortgage Obligation |
| FHLMC_5490E                                                | 2055-01-25      | 3.5048%  | N/A     | $75000000.00       | $4327231.60        | Agency Collateralized Mortgage Obligation |
| FHLMC_5502A                                                | 2055-02-25      | 1.8917%  | N/A     | $132000000.00      | $2814293.28        | Agency Collateralized Mortgage Obligation |
| FHLMC_5502D                                                | 2035-12-25      | 5.5000%  | N/A     | $1200000.00        | $1117825.59        | Agency Collateralized Mortgage Obligation |
| FHLMC_5503E                                                | 2055-02-25      | 1.5048%  | N/A     | $84448197.00       | $1364307.24        | Agency Collateralized Mortgage Obligation |
| FHLMC_5507A                                                | 2035-11-25      | 6.0000%  | N/A     | $5240167.00        | $600134.38         | Agency Collateralized Mortgage Obligation |
| FHLMC_5518C                                                | 2055-03-25      | 1.5348%  | N/A     | $99799291.00       | $2302774.87        | Agency Collateralized Mortgage Obligation |
| FHLMC_5531A                                                | 2055-04-25      | 1.4548%  | N/A     | $31500000.00       | $951412.80         | Agency Collateralized Mortgage Obligation |
| FHLMC_5531F                                                | 2050-01-15      | 2.2457%  | N/A     | $48543875.00       | $4212848.24        | Agency Collateralized Mortgage Obligation |
| FHLMC_5536A                                                | 2055-04-25      | 4.9452%  | N/A     | $50000000.00       | $42439935.95       | Agency Collateralized Mortgage Obligation |
| FHLMC_5543A                                                | 2055-06-25      | 0.1000%  | N/A     | $27000000.00       | $39660.30          | Agency Collateralized Mortgage Obligation |
| FHLMC_5563A                                                | 2055-08-25      | 1.5048%  | N/A     | $40625000.00       | $1315916.64        | Agency Collateralized Mortgage Obligation |
| FHLMC_5565D                                                | 2055-08-25      | 4.7952%  | N/A     | $2200000.00        | $1865608.20        | Agency Collateralized Mortgage Obligation |
| FHLMC_5568C                                                | 2055-08-25      | 2.1548%  | N/A     | $200000000.00      | $10023254.04       | Agency Collateralized Mortgage Obligation |
| FHLMC_5579A                                                | 2045-09-25      | 4.5000%  | N/A     | $14103305.00       | $11609387.29       | Agency Collateralized Mortgage Obligation |
| FHLMC_5579A                                                | 2045-09-25      | 4.5000%  | N/A     | $1870167.00        | $1682026.14        | Agency Collateralized Mortgage Obligation |
| FHLMC_5585C                                                | 2055-10-25      | 1.7548%  | N/A     | $15000000.00       | $711780.15         | Agency Collateralized Mortgage Obligation |
| FHLMC_5596C                                                | 2055-11-25      | 1.1548%  | N/A     | $61000000.00       | $1798275.14        | Agency Collateralized Mortgage Obligation |
| FHLMC_5605B                                                | 2053-11-25      | 4.5000%  | N/A     | $13928987.00       | $12878622.16       | Agency Collateralized Mortgage Obligation |
| FHLMC_5606A                                                | 2055-12-25      | 1.1548%  | N/A     | $58962602.00       | $1654868.89        | Agency Collateralized Mortgage Obligation |
| FHLMC_5606B                                                | 2055-12-25      | 4.5000%  | N/A     | $56061000.00       | $53326191.04       | Agency Collateralized Mortgage Obligation |
| FHLMC_5606C                                                | 2055-12-25      | 1.1548%  | N/A     | $40426519.00       | $972227.86         | Agency Collateralized Mortgage Obligation |
| FHLMC_5606E                                                | 2055-12-25      | 1.1048%  | N/A     | $215250018.00      | $5720976.54        | Agency Collateralized Mortgage Obligation |
| FHLMC_5606E                                                | 2055-12-25      | 1.1548%  | N/A     | $50000000.00       | $1417432.54        | Agency Collateralized Mortgage Obligation |
| FHLMC_5606F                                                | 2054-10-25      | 0.0368%  | N/A     | $36159866.00       | $21024.74          | Agency Collateralized Mortgage Obligation |
| FHLMC_5606G                                                | 2055-12-25      | 4.5000%  | N/A     | $1969286.00        | $1896898.90        | Agency Collateralized Mortgage Obligation |
| FHLMC_5606H                                                | 2055-12-25      | 1.1548%  | N/A     | $50000000.00       | $1240008.64        | Agency Collateralized Mortgage Obligation |
| FHLMC_5617C                                                | 2056-01-25      | 4.5000%  | N/A     | $232476.00         | $199805.69         | Agency Collateralized Mortgage Obligation |
| FHLMC_5617C                                                | 2056-01-25      | 4.5000%  | N/A     | $42266502.00       | $40663389.98       | Agency Collateralized Mortgage Obligation |
| FHLMC_5617C                                                | 2055-12-25      | 4.5000%  | N/A     | $1305000.00        | $1259991.19        | Agency Collateralized Mortgage Obligation |
| FHLMC_5617E                                                | 2050-02-25      | 2.2904%  | N/A     | $75167131.00       | $7632609.80        | Agency Collateralized Mortgage Obligation |
| FHLMC_5617F                                                | 2049-09-25      | 2.2904%  | N/A     | $64502160.00       | $5527482.49        | Agency Collateralized Mortgage Obligation |
| FHLMC_5617G                                                | 2049-07-15      | 2.2457%  | N/A     | $66465405.00       | $5973761.70        | Agency Collateralized Mortgage Obligation |
| FHLMC_5632A                                                | 2056-01-25      | 4.5000%  | N/A     | $69526802.00       | $67128217.49       | Agency Collateralized Mortgage Obligation |
| FHLMC_5632A                                                | 2055-07-25      | 4.5000%  | N/A     | $13225000.00       | $12803565.40       | Agency Collateralized Mortgage Obligation |
| FHLMC_5632A                                                | 2056-01-25      | 4.5000%  | N/A     | $3890198.00        | $3385242.52        | Agency Collateralized Mortgage Obligation |
| FHLMC_5632A                                                | 2056-02-25      | 4.5000%  | N/A     | $1698000.00        | $1399955.15        | Agency Collateralized Mortgage Obligation |
| FHLMC_5632B                                                | 2056-02-25      | 1.4048%  | N/A     | $107483620.00      | $3502224.13        | Agency Collateralized Mortgage Obligation |
| FHLMC_5632B                                                | 2056-02-25      | 4.5952%  | N/A     | $6400000.00        | $5902863.58        | Agency Collateralized Mortgage Obligation |
| FHLMC_5632C                                                | 2056-02-25      | 0.0500%  | N/A     | $36321660.00       | $50848.05          | Agency Collateralized Mortgage Obligation |
| FHLMC_5645H                                                | 2056-04-25      | 0.4548%  | N/A     | $50000000.00       | $590912.14         | Agency Collateralized Mortgage Obligation |
| FHLMC_5649A                                                | 2056-04-25      | 1.3048%  | N/A     | $300000000.00      | $7588268.40        | Agency Collateralized Mortgage Obligation |
| FHLMC_5649B                                                | 2056-04-25      | 0.4048%  | N/A     | $10000000.00       | $105482.27         | Agency Collateralized Mortgage Obligation |
| FHLMC_5649B                                                | 2056-04-25      | 0.3548%  | N/A     | $50000000.00       | $484564.15         | Agency Collateralized Mortgage Obligation |
| FHLMC_5659A                                                | 2051-09-25      | 5.0000%  | N/A     | $3484250.00        | $401461.47         | Agency Collateralized Mortgage Obligation |
| FHLMC_5659A                                                | 2056-05-25      | 5.0000%  | N/A     | $34921249.00       | $33754661.99       | Agency Collateralized Mortgage Obligation |
| FHLMC_5659B                                                | 2056-05-25      | 5.0000%  | N/A     | $153071334.00      | $152488404.35      | Agency Collateralized Mortgage Obligation |
| FHLMC_5659B                                                | 2056-05-25      | 5.5000%  | N/A     | $35117468.00       | $33750188.89       | Agency Collateralized Mortgage Obligation |
| FHLMC_5659B                                                | 2056-05-25      | 1.9012%  | N/A     | $96535666.00       | $4883551.24        | Agency Collateralized Mortgage Obligation |
| FHLMC_5659C                                                | 2046-11-25      | 4.7500%  | N/A     | $118738988.00      | $118617089.23      | Agency Collateralized Mortgage Obligation |
| FHLMC_5659C                                                | 2046-11-25      | 5.5000%  | N/A     | $16191680.00       | $1772269.33        | Agency Collateralized Mortgage Obligation |
| FHLMC_5659D                                                | 2056-05-25      | 4.3895%  | N/A     | $73333333.00       | $73257993.89       | Agency Collateralized Mortgage Obligation |
| FHLMC_5659E                                                | 2056-05-25      | 3.1522%  | N/A     | $34385088.00       | $2856843.82        | Agency Collateralized Mortgage Obligation |
| FHMS-K533                                                  | 2029-12-25      | 4.2300%  | N/A     | $23750000.00       | $23758181.88       | Agency Collateralized Mortgage Obligation |
| FHMS_K146                                                  | 2049-06-25      | 3.6867%  | N/A     | $6549068.00        | $1188811.75        | Agency Collateralized Mortgage Obligation |
| FHMS_K522                                                  | 2029-05-25      | 4.8030%  | N/A     | $26725000.00       | $26442481.74       | Agency Collateralized Mortgage Obligation |
| FHMS_K740                                                  | 2047-11-25      | 2.5673%  | N/A     | $2992000.00        | $102245.91         | Agency Collateralized Mortgage Obligation |
| FHR_4924                                                   | 2049-10-25      | 2.2904%  | N/A     | $45076729.00       | $1180560.96        | Agency Collateralized Mortgage Obligation |
| FHSTR_304                                                  | 2042-12-15      | 4.5000%  | N/A     | $36411804.00       | $527893.64         | Agency Collateralized Mortgage Obligation |
| FHSTR_326                                                  | 2044-03-15      | 4.3043%  | N/A     | $1610000.00        | $184970.13         | Agency Collateralized Mortgage Obligation |
| FHSTR_402                                                  | 2053-09-25      | 4.9952%  | N/A     | $50000000.00       | $27726739.90       | Agency Collateralized Mortgage Obligation |
| FNMA_01-25A                                                | 2031-06-25      | 4.4596%  | N/A     | $1000000.00        | $2111.95           | Agency Collateralized Mortgage Obligation |
| FNMA_02-41                                                 | 2032-07-25      | 4.3096%  | N/A     | $3800000.00        | $2246.56           | Agency Collateralized Mortgage Obligation |
| FNMA_02-4D                                                 | 2032-02-25      | 4.3096%  | N/A     | $3450000.00        | $2022.58           | Agency Collateralized Mortgage Obligation |
| FNMA_02-74                                                 | 2032-11-25      | 4.2096%  | N/A     | $8400000.00        | $1506.87           | Agency Collateralized Mortgage Obligation |
| FNMA_03-33                                                 | 2033-05-25      | 4.5096%  | N/A     | $1125000.00        | $4086.89           | Agency Collateralized Mortgage Obligation |
| FNMA_03-7                                                  | 2033-02-25      | 4.5096%  | N/A     | $14725164.00       | $23628.05          | Agency Collateralized Mortgage Obligation |
| FNMA_04-91B                                                | 2034-12-25      | 4.1096%  | N/A     | $700000.00         | $4191.64           | Agency Collateralized Mortgage Obligation |
| FNMA_05-45E                                                | 2035-06-25      | 5.0000%  | N/A     | $6499030.00        | $429153.18         | Agency Collateralized Mortgage Obligation |
| FNMA_10-115                                                | 2040-10-25      | 2.2404%  | N/A     | $33422321.00       | $235407.04         | Agency Collateralized Mortgage Obligation |
| FNMA_10-136                                                | 2040-12-25      | 2.2404%  | N/A     | $50000000.00       | $233271.18         | Agency Collateralized Mortgage Obligation |
| FNMA_10-142                                                | 2040-07-25      | 4.1596%  | N/A     | $125000.00         | $2862.26           | Agency Collateralized Mortgage Obligation |
| FNMA_11-126                                                | 2041-12-25      | 2.1904%  | N/A     | $107252046.00      | $449312.47         | Agency Collateralized Mortgage Obligation |
| FNMA_11-146                                                | 2042-01-25      | 2.2404%  | N/A     | $128376008.00      | $677449.79         | Agency Collateralized Mortgage Obligation |
| FNMA_12-113                                                | 2042-10-25      | 2.3404%  | N/A     | $36714285.00       | $188371.83         | Agency Collateralized Mortgage Obligation |
| FNMA_12-128                                                | 2042-11-25      | 2.3904%  | N/A     | $29250000.00       | $407934.68         | Agency Collateralized Mortgage Obligation |
| FNMA_12-134H                                               | 2042-12-25      | 2.3904%  | N/A     | $240214.00         | $2324.94           | Agency Collateralized Mortgage Obligation |
| FNMA_12-141                                                | 2042-12-25      | 2.9404%  | N/A     | $45267000.00       | $604183.38         | Agency Collateralized Mortgage Obligation |
| FNMA_12-15                                                 | 2042-03-25      | 2.1904%  | N/A     | $85000000.00       | $599125.19         | Agency Collateralized Mortgage Obligation |
| FNMA_12-20D                                                | 2042-03-25      | 2.6904%  | N/A     | $91164018.00       | $577081.34         | Agency Collateralized Mortgage Obligation |
| FNMA_12-30N                                                | 2041-04-25      | 4.5000%  | N/A     | $44297665.00       | $21777.61          | Agency Collateralized Mortgage Obligation |
| FNMA_12-31A                                                | 2040-10-25      | 4.5000%  | N/A     | $21449334.00       | $289.08            | Agency Collateralized Mortgage Obligation |
| FNMA_12-40G                                                | 2032-04-25      | 4.5000%  | N/A     | $41753556.00       | $87319.96          | Agency Collateralized Mortgage Obligation |
| FNMA_12-58B                                                | 2042-06-25      | 4.2596%  | N/A     | $30284159.00       | $1124613.15        | Agency Collateralized Mortgage Obligation |
| FNMA_12-80                                                 | 2042-08-25      | 4.2596%  | N/A     | $150000.00         | $13851.45          | Agency Collateralized Mortgage Obligation |
| FNMA_12-80                                                 | 2041-10-25      | 4.5000%  | N/A     | $37388000.00       | $167606.78         | Agency Collateralized Mortgage Obligation |
| FNMA_12-82                                                 | 2042-08-25      | 2.3104%  | N/A     | $68500000.00       | $262830.86         | Agency Collateralized Mortgage Obligation |
| FNMA_12-83                                                 | 2042-08-25      | 1.6404%  | N/A     | $42404350.00       | $216879.67         | Agency Collateralized Mortgage Obligation |
| FNMA_13-107                                                | 2043-02-25      | 2.1904%  | N/A     | $123256386.00      | $2041695.41        | Agency Collateralized Mortgage Obligation |
| FNMA_13-115                                                | 2043-11-25      | 4.5000%  | N/A     | $91659666.00       | $545417.40         | Agency Collateralized Mortgage Obligation |
| FNMA_13-20N                                                | 2043-03-25      | 2.3404%  | N/A     | $13066000.00       | $190889.62         | Agency Collateralized Mortgage Obligation |
| FNMA_13-21                                                 | 2033-03-25      | 3.5000%  | N/A     | $19285714.00       | $81517.72          | Agency Collateralized Mortgage Obligation |
| FNMA_13-44                                                 | 2043-05-25      | 2.9904%  | N/A     | $69433333.00       | $818442.51         | Agency Collateralized Mortgage Obligation |
| FNMA_13-70                                                 | 2043-07-25      | 3.0000%  | N/A     | $1400000.00        | $1880352.81        | Agency Collateralized Mortgage Obligation |
| FNMA_13-72                                                 | 2043-07-25      | 2.3904%  | N/A     | $65450000.00       | $844711.42         | Agency Collateralized Mortgage Obligation |
| FNMA_14-74                                                 | 2044-11-25      | 2.3404%  | N/A     | $100000000.00      | $695698.49         | Agency Collateralized Mortgage Obligation |
| FNMA_14-74B                                                | 2044-06-25      | 2.4404%  | N/A     | $32328000.00       | $201670.37         | Agency Collateralized Mortgage Obligation |
| FNMA_15-16C                                                | 2045-04-25      | 4.5000%  | N/A     | $50000000.00       | $942614.21         | Agency Collateralized Mortgage Obligation |
| FNMA_15-27C                                                | 2045-05-25      | 1.8404%  | N/A     | $85000000.00       | $1000115.45        | Agency Collateralized Mortgage Obligation |
| FNMA_15-29                                                 | 2045-05-25      | 1.8904%  | N/A     | $61902119.00       | $758249.64         | Agency Collateralized Mortgage Obligation |
| FNMA_15-35A                                                | 2045-06-25      | 1.8404%  | N/A     | $160000000.00      | $1111068.01        | Agency Collateralized Mortgage Obligation |
| FNMA_15-37                                                 | 2045-06-25      | 1.8604%  | N/A     | $59885082.00       | $610096.58         | Agency Collateralized Mortgage Obligation |
| FNMA_15-79                                                 | 2045-11-25      | 2.4904%  | N/A     | $24418550.00       | $293053.70         | Agency Collateralized Mortgage Obligation |
| FNMA_16-106A                                               | 2047-01-25      | 2.2404%  | N/A     | $26845225.00       | $580963.31         | Agency Collateralized Mortgage Obligation |
| FNMA_16-26D                                                | 2042-11-25      | 1.0816%  | N/A     | $4820101.00        | $1399104.38        | Agency Collateralized Mortgage Obligation |
| FNMA_16-32A                                                | 2042-11-25      | 1.0816%  | N/A     | $2724659.00        | $733068.76         | Agency Collateralized Mortgage Obligation |
| FNMA_16-45                                                 | 2046-07-25      | 2.2404%  | N/A     | $20000000.00       | $520705.52         | Agency Collateralized Mortgage Obligation |
| FNMA_16-53A                                                | 2046-08-25      | 2.2404%  | N/A     | $38400349.00       | $1187376.60        | Agency Collateralized Mortgage Obligation |
| FNMA_16-75                                                 | 2046-10-25      | 2.2404%  | N/A     | $18582352.00       | $520766.25         | Agency Collateralized Mortgage Obligation |
| FNMA_16-84                                                 | 2046-11-25      | 4.2596%  | N/A     | $19000000.00       | $3147306.31        | Agency Collateralized Mortgage Obligation |
| FNMA_17-34A                                                | 2047-05-25      | 2.3404%  | N/A     | $141990914.00      | $2537738.26        | Agency Collateralized Mortgage Obligation |
| FNMA_17-66B                                                | 2047-09-25      | 4.1096%  | N/A     | $3500000.00        | $1013280.48        | Agency Collateralized Mortgage Obligation |
| FNMA_18-1A                                                 | 2048-02-25      | 2.3904%  | N/A     | $50000000.00       | $644337.24         | Agency Collateralized Mortgage Obligation |
| FNMA_18-38B                                                | 2048-06-25      | 2.4404%  | N/A     | $80378666.00       | $1294556.02        | Agency Collateralized Mortgage Obligation |
| FNMA_18-60C                                                | 2048-08-25      | 1.9404%  | N/A     | $23967000.00       | $415996.22         | Agency Collateralized Mortgage Obligation |
| FNMA_19-31                                                 | 2049-07-25      | 2.2904%  | N/A     | $14527000.00       | $496658.98         | Agency Collateralized Mortgage Obligation |
| FNMA_19-38H                                                | 2049-07-25      | 4.2096%  | N/A     | $31967403.00       | $6916266.54        | Agency Collateralized Mortgage Obligation |
| FNMA_19-45B                                                | 2049-08-25      | 2.2904%  | N/A     | $104126044.00      | $3144194.17        | Agency Collateralized Mortgage Obligation |
| FNMA_19-57E                                                | 2049-10-25      | 2.2904%  | N/A     | $55888578.00       | $1086935.82        | Agency Collateralized Mortgage Obligation |
| FNMA_19-57J                                                | 2049-10-25      | 2.2404%  | N/A     | $22607858.00       | $447365.09         | Agency Collateralized Mortgage Obligation |
| FNMA_19-59H                                                | 2049-10-25      | 2.2904%  | N/A     | $36516371.00       | $817687.02         | Agency Collateralized Mortgage Obligation |
| FNMA_19-68H                                                | 2049-11-25      | 2.2404%  | N/A     | $32999250.00       | $1047979.02        | Agency Collateralized Mortgage Obligation |
| FNMA_19-69C                                                | 2049-12-25      | 2.2404%  | N/A     | $4500000.00        | $128387.72         | Agency Collateralized Mortgage Obligation |
| FNMA_19-71D                                                | 2049-11-25      | 2.2904%  | N/A     | $33282680.00       | $1014135.71        | Agency Collateralized Mortgage Obligation |
| FNMA_19-83B                                                | 2050-01-25      | 2.1904%  | N/A     | $6305000.00        | $290207.90         | Agency Collateralized Mortgage Obligation |
| FNMA_20-12B                                                | 2050-03-25      | 2.2904%  | N/A     | $110398000.00      | $3562292.74        | Agency Collateralized Mortgage Obligation |
| FNMA_20-26E                                                | 2050-05-25      | 2.1904%  | N/A     | $11870512.00       | $465172.10         | Agency Collateralized Mortgage Obligation |
| FNMA_20-27G                                                | 2050-05-25      | 2.2904%  | N/A     | $22318291.00       | $1187532.50        | Agency Collateralized Mortgage Obligation |
| FNMA_20-52G                                                | 2050-08-25      | 4.5000%  | N/A     | $14950008.00       | $1125383.78        | Agency Collateralized Mortgage Obligation |
| FNMA_21-25B                                                | 2050-07-25      | 3.5000%  | N/A     | $26764306.00       | $2031796.73        | Agency Collateralized Mortgage Obligation |
| FNMA_21-28D                                                | 2051-05-25      | 0.1048%  | N/A     | $25000000.00       | $441496.60         | Agency Collateralized Mortgage Obligation |
| FNMA_21-69F                                                | 2051-10-25      | 2.0000%  | N/A     | $3735000.00        | $2267010.96        | Agency Collateralized Mortgage Obligation |
| FNMA_21-95F                                                | 2051-08-25      | 3.0000%  | N/A     | $18765500.00       | $1465829.47        | Agency Collateralized Mortgage Obligation |
| FNMA_22-10                                                 | 2040-05-25      | 2.2500%  | N/A     | $250000.00         | $123610.82         | Agency Collateralized Mortgage Obligation |
| FNMA_22-20C                                                | 2048-04-25      | 4.5000%  | N/A     | $56886493.00       | $5990517.37        | Agency Collateralized Mortgage Obligation |
| FNMA_22-62B                                                | 2052-09-25      | 4.5000%  | N/A     | $12871051.00       | $1549014.88        | Agency Collateralized Mortgage Obligation |
| FNMA_23-14B                                                | 2053-04-25      | 5.5000%  | N/A     | $500000.00         | $587040.45         | Agency Collateralized Mortgage Obligation |
| FNMA_23-28D                                                | 2050-05-25      | 3.5000%  | N/A     | $27569821.00       | $3770517.62        | Agency Collateralized Mortgage Obligation |
| FNMA_23-53F                                                | 2053-11-25      | 2.3048%  | N/A     | $74472971.00       | $2160588.98        | Agency Collateralized Mortgage Obligation |
| FNMA_23-57C                                                | 2049-10-25      | 2.2404%  | N/A     | $54205919.00       | $3687881.35        | Agency Collateralized Mortgage Obligation |
| FNMA_24-103D                                               | 2055-01-25      | 2.2048%  | N/A     | $105302659.00      | $2463418.92        | Agency Collateralized Mortgage Obligation |
| FNMA_24-103D                                               | 2055-01-25      | 2.9048%  | N/A     | $74500000.00       | $2399928.05        | Agency Collateralized Mortgage Obligation |
| FNMA_24-47B                                                | 2054-07-25      | 1.5548%  | N/A     | $30000000.00       | $352193.93         | Agency Collateralized Mortgage Obligation |
| FNMA_24-74F                                                | 2054-10-25      | 4.5452%  | N/A     | $6631589.00        | $5767288.89        | Agency Collateralized Mortgage Obligation |
| FNMA_24-7E                                                 | 2054-02-25      | 6.5000%  | N/A     | $22071153.00       | $2284359.43        | Agency Collateralized Mortgage Obligation |
| FNMA_24-9D                                                 | 2049-11-25      | 2.2404%  | N/A     | $69606673.00       | $5311331.48        | Agency Collateralized Mortgage Obligation |
| FNMA_24-9D                                                 | 2050-03-25      | 2.2404%  | N/A     | $27901889.00       | $2224968.97        | Agency Collateralized Mortgage Obligation |
| FNMA_24-9D                                                 | 2049-11-25      | 2.2904%  | N/A     | $96587793.00       | $7541219.00        | Agency Collateralized Mortgage Obligation |
| FNMA_24-9D                                                 | 2048-05-25      | 2.3404%  | N/A     | $82712887.00       | $7298895.69        | Agency Collateralized Mortgage Obligation |
| FNMA_25-102A                                               | 2055-12-25      | 4.5000%  | N/A     | $1691000.00        | $1489011.75        | Agency Collateralized Mortgage Obligation |
| FNMA_25-102B                                               | 2055-12-25      | 1.1548%  | N/A     | $123916130.00      | $3552920.20        | Agency Collateralized Mortgage Obligation |
| FNMA_25-102C                                               | 2055-12-25      | 1.8048%  | N/A     | $164996762.00      | $8115410.16        | Agency Collateralized Mortgage Obligation |
| FNMA_25-102E                                               | 2055-12-25      | 1.8048%  | N/A     | $141430551.00      | $6480435.10        | Agency Collateralized Mortgage Obligation |
| FNMA_25-20A                                                | 2055-03-25      | 0.8048%  | N/A     | $135833334.00      | $1572890.48        | Agency Collateralized Mortgage Obligation |
| FNMA_25-27D                                                | 2049-09-25      | 2.2904%  | N/A     | $70650117.00       | $6386056.57        | Agency Collateralized Mortgage Obligation |
| FNMA_25-27E                                                | 2049-08-25      | 4.5000%  | N/A     | $535378.00         | $88263.89          | Agency Collateralized Mortgage Obligation |
| FNMA_25-27E                                                | 2049-08-25      | 2.2404%  | N/A     | $52006853.00       | $4321056.59        | Agency Collateralized Mortgage Obligation |
| FNMA_25-27F                                                | 2049-03-25      | 2.1904%  | N/A     | $50544901.00       | $3853682.13        | Agency Collateralized Mortgage Obligation |
| FNMA_25-34E                                                | 2055-05-25      | 2.1548%  | N/A     | $100000000.00      | $2584466.72        | Agency Collateralized Mortgage Obligation |
| FNMA_25-45A                                                | 2055-06-25      | 1.4048%  | N/A     | $222035474.00      | $6865245.73        | Agency Collateralized Mortgage Obligation |
| FNMA_25-46                                                 | 2052-03-25      | 5.0000%  | N/A     | $6000000.00        | $3548879.31        | Agency Collateralized Mortgage Obligation |
| FNMA_25-69A                                                | 2051-10-25      | 5.0000%  | N/A     | $1900000.00        | $1618337.20        | Agency Collateralized Mortgage Obligation |
| FNMA_25-6B                                                 | 2055-02-25      | 5.6452%  | N/A     | $4850000.00        | $3274752.34        | Agency Collateralized Mortgage Obligation |
| FNMA_25-70C                                                | 2055-09-25      | 5.0452%  | N/A     | $1400000.00        | $1270449.57        | Agency Collateralized Mortgage Obligation |
| FNMA_25-7C                                                 | 2054-09-25      | 1.4548%  | N/A     | $101000000.00      | $1527306.42        | Agency Collateralized Mortgage Obligation |
| FNMA_25-8C                                                 | 2055-02-25      | 1.4548%  | N/A     | $77000000.00       | $1253510.35        | Agency Collateralized Mortgage Obligation |
| FNMA_25-97B                                                | 2055-11-25      | 1.7448%  | N/A     | $50000000.00       | $2143134.68        | Agency Collateralized Mortgage Obligation |
| FNMA_26-22A                                                | 2056-04-25      | 4.0000%  | N/A     | $27761052.00       | $23454763.77       | Agency Collateralized Mortgage Obligation |
| FNMA_26-22A                                                | 2056-04-25      | 1.8548%  | N/A     | $43766251.00       | $3421522.23        | Agency Collateralized Mortgage Obligation |
| FNMA_26-22A                                                | 2056-04-25      | 4.6452%  | N/A     | $43766251.00       | $43447135.97       | Agency Collateralized Mortgage Obligation |
| FNMA_26-22B                                                | 2056-04-25      | 1.3548%  | N/A     | $210371335.00      | $5275077.89        | Agency Collateralized Mortgage Obligation |
| FNMA_26-22C                                                | 2056-04-25      | 1.1548%  | N/A     | $80184174.00       | $2861435.00        | Agency Collateralized Mortgage Obligation |
| FNMA_26-22C                                                | 2056-04-25      | 1.2548%  | N/A     | $100000000.00      | $3843596.32        | Agency Collateralized Mortgage Obligation |
| FNMA_26-22C                                                | 2056-04-25      | 1.0548%  | N/A     | $62000000.00       | $2046431.58        | Agency Collateralized Mortgage Obligation |
| FNMA_26-22D                                                | 2056-04-25      | 1.1048%  | N/A     | $119571493.00      | $2769570.38        | Agency Collateralized Mortgage Obligation |
| FNMA_26-30A                                                | 2056-05-25      | 8.2394%  | N/A     | $5000000.00        | $5153851.78        | Agency Collateralized Mortgage Obligation |
| FNMA_26-30A                                                | 2056-05-25      | 0.0500%  | N/A     | $82500000.00       | $90332.92          | Agency Collateralized Mortgage Obligation |
| FNMA_26-30C                                                | 2056-05-25      | 3.1522%  | N/A     | $59955733.00       | $4944117.70        | Agency Collateralized Mortgage Obligation |
| FNMA_26-30D                                                | 2056-05-25      | 4.5000%  | N/A     | $26690192.00       | $26130418.61       | Agency Collateralized Mortgage Obligation |
| FNMA_26-30D                                                | 2056-05-25      | 2.5622%  | N/A     | $40035288.00       | $2891462.88        | Agency Collateralized Mortgage Obligation |
| FNMA_26-4A                                                 | 2053-08-25      | 4.5000%  | N/A     | $22790000.00       | $22175112.64       | Agency Collateralized Mortgage Obligation |
| FNMA_26-8                                                  | 2056-02-25      | 0.0500%  | N/A     | $54174289.00       | $55442.55          | Agency Collateralized Mortgage Obligation |
| FNMA_98-46                                                 | 2028-05-18      | 4.2683%  | N/A     | $150000000.00      | $20494.93          | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_2266                                     | 2030-11-15      | 4.2043%  | N/A     | $17300000.00       | $66.11             | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3621                                     | 2040-01-15      | 5.0000%  | N/A     | $6000000.00        | $913135.97         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3780                                     | 2040-12-15      | 2.7457%  | N/A     | $46000000.00       | $217433.73         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_4631                                     | 2046-11-15      | 4.2543%  | N/A     | $10300000.00       | $1669187.28        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_4734                                     | 2047-12-15      | 4.0000%  | N/A     | $2048914.00        | $88443.03          | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_4790                                     | 2043-10-15      | 3.9443%  | N/A     | $700000.00         | $199696.10         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_4791                                     | 2048-05-15      | 3.0000%  | N/A     | $18209000.00       | $478382.43         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_4929                                     | 2049-10-25      | 2.1904%  | N/A     | $50404811.00       | $2879156.22        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_4940                                     | 2049-07-25      | 4.0000%  | N/A     | $56566666.00       | $2111906.48        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5155                                     | 2051-10-25      | 3.0000%  | N/A     | $11222368.00       | $1069036.50        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5155                                     | 2051-10-25      | 3.0000%  | N/A     | $86569995.00       | $6689646.70        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5480                                     | 2053-10-25      | 5.0952%  | N/A     | $3067000.00        | $1674373.22        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5483                                     | 2054-07-01      | 4.9452%  | N/A     | $5930000.00        | $4012327.47        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5539                                     | 2055-05-25      | 5.1452%  | N/A     | $1049000.00        | $703968.89         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5570                                     | 2055-05-25      | 5.0452%  | N/A     | $1641000.00        | $1193734.52        | Agency Collateralized Mortgage Obligation |
| FREMF_19-K735                                              | 2026-06-25      | 0.0000%  | N/A     | $21497542.00       | $20973281.44       | Agency Collateralized Mortgage Obligation |
| FRESB_20-SB78                                              | 2040-07-25      | 9.1357%  | N/A     | $37640345.00       | $20374053.26       | Agency Collateralized Mortgage Obligation |
| GNMA_17-95A                                                | 2046-08-20      | 4.0000%  | N/A     | $3048210.00        | $64675.76          | Agency Collateralized Mortgage Obligation |
| GNMA_19-159H                                               | 2049-12-20      | 3.5000%  | N/A     | $86999066.00       | $4256772.72        | Agency Collateralized Mortgage Obligation |
| GNMA_22-18H                                                | 2052-01-20      | 4.0000%  | N/A     | $30006250.00       | $4447930.51        | Agency Collateralized Mortgage Obligation |
| GNMA_23-20D                                                | 2053-02-20      | 3.3599%  | N/A     | $3843000.00        | $163409.67         | Agency Collateralized Mortgage Obligation |
| GNMA_24-11C                                                | 2054-01-20      | 2.7599%  | N/A     | $8060000.00        | $190180.85         | Agency Collateralized Mortgage Obligation |
| GNMA_24-25C                                                | 2054-02-20      | 4.6401%  | N/A     | $50000000.00       | $19589629.00       | Agency Collateralized Mortgage Obligation |
| GNMA_24-51G                                                | 2054-03-20      | 2.3599%  | N/A     | $5816000.00        | $227237.80         | Agency Collateralized Mortgage Obligation |
| GNMA_25-127A                                               | 2055-07-20      | 2.2599%  | N/A     | $2279000.00        | $118840.54         | Agency Collateralized Mortgage Obligation |
| GNMA_25-13                                                 | 2058-02-16      | 4.7500%  | N/A     | $50000.00          | $48487.86          | Agency Collateralized Mortgage Obligation |
| GNMA_25-173P                                               | 2050-08-20      | 3.5000%  | N/A     | $902285.00         | $142272.42         | Agency Collateralized Mortgage Obligation |
| GNMA_25-188A                                               | 2055-11-20      | 4.6401%  | N/A     | $30000000.00       | $29802865.76       | Agency Collateralized Mortgage Obligation |
| GNMA_25-208C                                               | 2065-12-20      | 6.0000%  | N/A     | $416666.00         | $74163.03          | Agency Collateralized Mortgage Obligation |
| GNMA_25-221                                                | 2067-09-16      | 4.7500%  | N/A     | $1250000.00        | $1215544.14        | Agency Collateralized Mortgage Obligation |
| GNMA_25-26C                                                | 2055-02-20      | 2.9299%  | N/A     | $2099000.00        | $118515.90         | Agency Collateralized Mortgage Obligation |
| GNMA_25-40A                                                | 2067-01-16      | 5.0000%  | N/A     | $328571.00         | $307472.72         | Agency Collateralized Mortgage Obligation |
| GNMA_25-76                                                 | 2066-09-16      | 0.9312%  | N/A     | $49590410.00       | $3936910.54        | Agency Collateralized Mortgage Obligation |
| GNMA_26-2F                                                 | 2066-01-20      | 1.4099%  | N/A     | $70000000.00       | $1767636.15        | Agency Collateralized Mortgage Obligation |
| GNMA_26-30C                                                | 2056-02-20      | 4.5000%  | N/A     | $1920956.00        | $1887263.98        | Agency Collateralized Mortgage Obligation |
| GNMA_26-47C                                                | 2056-03-20      | 5.5000%  | N/A     | $1071600.00        | $1069910.92        | Agency Collateralized Mortgage Obligation |
| GNMA_26-47G                                                | 2056-03-20      | 4.7539%  | N/A     | $13579531.00       | $13593239.30       | Agency Collateralized Mortgage Obligation |
| GNMA_26-47M                                                | 2056-03-20      | 0.5599%  | N/A     | $50000000.00       | $619278.07         | Agency Collateralized Mortgage Obligation |
| GNMA_26-68A                                                | 2056-04-20      | 0.1500%  | N/A     | $20000000.00       | $80233.33          | Agency Collateralized Mortgage Obligation |
| GNMA_26-68A                                                | 2056-04-20      | 0.1000%  | N/A     | $50000000.00       | $133388.89         | Agency Collateralized Mortgage Obligation |
| GNMA_26-68A                                                | 2056-04-20      | 1.2063%  | N/A     | $125000000.00      | $4809384.72        | Agency Collateralized Mortgage Obligation |
| GNMA_26-68A                                                | 2056-04-20      | 0.0500%  | N/A     | $30000000.00       | $39596.67          | Agency Collateralized Mortgage Obligation |
| GNMA_26-68B                                                | 2056-04-20      | 2.0602%  | N/A     | $68985500.00       | $3588230.96        | Agency Collateralized Mortgage Obligation |
| GNMA_26-68B                                                | 2056-04-20      | 4.5000%  | N/A     | $1443112.00        | $1387829.26        | Agency Collateralized Mortgage Obligation |
| GNMA_26-68B                                                | 2056-04-20      | 4.5000%  | N/A     | $68985500.00       | $68000042.14       | Agency Collateralized Mortgage Obligation |
| GNMA_26-68B                                                | 2056-04-20      | 4.5000%  | N/A     | $699758.00         | $669271.64         | Agency Collateralized Mortgage Obligation |
| GNMA_26-68B                                                | 2056-04-20      | 4.4458%  | N/A     | $7651200.00        | $7682477.74        | Agency Collateralized Mortgage Obligation |
| GNMA_26-68B                                                | 2055-05-20      | 4.5000%  | N/A     | $15000000.00       | $14832645.00       | Agency Collateralized Mortgage Obligation |
| GNMA_26-68B                                                | 2056-04-20      | 4.5000%  | N/A     | $94333930.00       | $93035046.12       | Agency Collateralized Mortgage Obligation |
| GNMA_26-68B                                                | 2056-04-20      | 2.5542%  | N/A     | $107651200.00      | $6678195.12        | Agency Collateralized Mortgage Obligation |
| GNMA_26-68B                                                | 2056-04-20      | 5.5000%  | N/A     | $73848751.00       | $67479706.49       | Agency Collateralized Mortgage Obligation |
| GNMA_26-68D                                                | 2056-04-20      | 1.3602%  | N/A     | $180000000.00      | $8271330.00        | Agency Collateralized Mortgage Obligation |
| GNMA_26-68D                                                | 2056-04-20      | 4.6398%  | N/A     | $123626934.00      | $123726927.58      | Agency Collateralized Mortgage Obligation |
| GNMA_26-68D                                                | 2055-09-20      | 4.7500%  | N/A     | $89727000.00       | $88715811.61       | Agency Collateralized Mortgage Obligation |
| GNMA_26-68D                                                | 2056-04-20      | 4.7500%  | N/A     | $5814000.00        | $5321445.99        | Agency Collateralized Mortgage Obligation |
| GNMA_26-68D                                                | 2056-04-20      | 5.0000%  | N/A     | $13236050.00       | $13276562.61       | Agency Collateralized Mortgage Obligation |
| GNMA_26-68E                                                | 2039-02-20      | 4.5000%  | N/A     | $38652791.00       | $39155277.29       | Agency Collateralized Mortgage Obligation |
| GNMA_26-68E                                                | 2056-04-20      | 2.6109%  | N/A     | $82218844.00       | $7405799.79        | Agency Collateralized Mortgage Obligation |
| GNMA_26-68F                                                | 2056-04-20      | 6.0000%  | N/A     | $49178073.00       | $50160126.33       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-20        | 2040-02-20      | 2.4745%  | N/A     | $70000000.00       | $218290.35         | Agency Collateralized Mortgage Obligation |

### Security 19: Citibank NA

- **C.1 - Title:** Citibank NA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: E57ODZWZ7FF32TWEFA76, C.5 - Other ID: BYJ1LMJM3
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-09-25
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | N/A     | $100.00            | $94.81             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 4.7500%  | N/A     | $528800.00         | $548590.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | N/A     | $124800.00         | $123788.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 1.0000%  | N/A     | $201200.00         | $206511.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | N/A     | $18800.00          | $17890.20          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | N/A     | $1000.00           | $984.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | N/A     | $1500.00           | $1521.74           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | N/A     | $200.00            | $201.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | N/A     | $11200.00          | $11020.49          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | N/A     | $100.00            | $95.21             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | N/A     | $600.00            | $549.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | N/A     | $6000.00           | $6342.47           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | N/A     | $400.00            | $380.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | N/A     | $100.00            | $100.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | N/A     | $200.00            | $189.29            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 5.2500%  | N/A     | $186000.00         | $194716.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | N/A     | $4086000.00        | $4083439.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | N/A     | $100.00            | $98.69             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | N/A     | $24000.00          | $20364.97          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | N/A     | $6195000.00        | $6572560.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-15      | 3.3750%  | N/A     | $72653400.00       | $148263658.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | N/A     | $100.00            | $99.95             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | N/A     | $3000.00           | $2928.53           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.6250%  | N/A     | $100.00            | $212.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | N/A     | $8000.00           | $7914.95           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | N/A     | $200.00            | $197.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | N/A     | $100.00            | $98.74             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | N/A     | $1900.00           | $2477.11           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | N/A     | $100.00            | $99.22             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | N/A     | $1000.00           | $1005.24           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 6.2500%  | N/A     | $42000.00          | $46650.88          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 1.3750%  | N/A     | $2100.00           | $2088.20           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 2.1250%  | N/A     | $800.00            | $805.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | N/A     | $34602400.00       | $16431712.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | N/A     | $400.00            | $395.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.7500%  | N/A     | $30595400.00       | $30487704.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.1250%  | N/A     | $12000.00          | $11761.52          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 4.0000%  | N/A     | $35100.00          | $34641.33          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | N/A     | $377929100.00      | $513630723.79      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 2.3750%  | N/A     | $42163000.00       | $70008418.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | N/A     | $200.00            | $202.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | N/A     | $8600.00           | $8487.00           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 1.6250%  | N/A     | $100.00            | $99.25             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | N/A     | $6800.00           | $6864.93           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | N/A     | $37175100.00       | $19452676.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | N/A     | $13400.00          | $13399.97          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | N/A     | $5100.00           | $4751.98           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | N/A     | $300.00            | $305.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | N/A     | $1000.00           | $1006.21           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | N/A     | $85900.00          | $72497.28          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | N/A     | $1016800.00        | $817493.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | N/A     | $99900.00          | $69045.17          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | N/A     | $100.00            | $101.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | N/A     | $700.00            | $709.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | N/A     | $8900.00           | $9090.21           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | N/A     | $8000.00           | $8228.12           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | N/A     | $100.00            | $96.68             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | N/A     | $167367400.00      | $161521668.15      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 3.8750%  | N/A     | $21511100.00       | $46264493.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | N/A     | $100.00            | $100.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | N/A     | $1100.00           | $1059.02           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | N/A     | $16000.00          | $15967.58          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | N/A     | $26000.00          | $20557.59          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | N/A     | $900.00            | $806.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 1.3750%  | N/A     | $100.00            | $116.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | N/A     | $100.00            | $102.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.7500%  | N/A     | $2500.00           | $2481.57           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | N/A     | $100.00            | $94.76             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | N/A     | $1000.00           | $620.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | N/A     | $100.00            | $98.89             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | N/A     | $500.00            | $476.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | N/A     | $100.00            | $96.77             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | N/A     | $300.00            | $298.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | N/A     | $66800.00          | $66215.41          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | N/A     | $1112500.00        | $809838.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | N/A     | $91900.00          | $90325.74          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | N/A     | $800.00            | $789.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | N/A     | $100.00            | $99.98             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | N/A     | $100.00            | $100.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 6.7500%  | N/A     | $13000.00          | $13289.10          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | N/A     | $1800.00           | $1816.93           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 4.6250%  | N/A     | $200.00            | $201.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | N/A     | $200.00            | $200.54            | U.S. Treasuries (including strips) |

### Security 20: Citibank NA

- **C.1 - Title:** Citibank NA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: E57ODZWZ7FF32TWEFA76, C.5 - Other ID: BYJ3GBDC7
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 1/2 TRIN A 28  | 2028-01-15      | 0.5000%  | N/A     | $1000.00           | $1319.17           | U.S. Treasuries (including strips) |
| 0 1/4 TRIN D 29  | 2029-07-15      | 0.2500%  | N/A     | $100.00            | $124.85            | U.S. Treasuries (including strips) |
| 0 1/8 TRIB 52    | 2052-02-15      | 0.1250%  | N/A     | $6246500.00        | $3810117.87        | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 31  | 2031-01-15      | 0.1250%  | N/A     | $1000.00           | $1187.30           | U.S. Treasuries (including strips) |
| 0 1/8 TRIN X 27  | 2027-04-15      | 0.1250%  | N/A     | $3000.00           | $3460.22           | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28  | 2028-01-31      | 0.7500%  | N/A     | $2100.00           | $1991.14           | U.S. Treasuries (including strips) |
| 0 3/4 TRIB 42    | 2042-02-15      | 0.7500%  | N/A     | $11642400.00       | $13036941.81       | U.S. Treasuries (including strips) |
| 0 3/4 TRIB 45    | 2045-02-15      | 0.7500%  | N/A     | $3032500.00        | $3032493.80        | U.S. Treasuries (including strips) |
| 0 3/4 TRIN D 28  | 2028-07-15      | 0.7500%  | N/A     | $400.00            | $521.50            | U.S. Treasuries (including strips) |
| 0 3/8 TRIN D 27  | 2027-07-15      | 0.3750%  | N/A     | $200.00            | $267.77            | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  | N/A     | $4645800.00        | $4031614.20        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE T 27  | 2027-12-31      | 0.6250%  | N/A     | $28000.00          | $26570.79          | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  | N/A     | $100.00            | $87.33             | U.S. Treasuries (including strips) |
| 0 7/8 TRIN A 29  | 2029-01-15      | 0.8750%  | N/A     | $1000.00           | $1291.88           | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40    | 2040-08-15      | 1.1250%  | N/A     | $1505000.00        | $934333.68         | U.S. Treasuries (including strips) |
| 1 1/8 NOTE AF 26 | 2026-10-31      | 1.1250%  | N/A     | $4800.00           | $4736.93           | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 28  | 2028-02-29      | 1.1250%  | N/A     | $200.00            | $190.50            | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  | N/A     | $900.00            | $806.47            | U.S. Treasuries (including strips) |
| 1 5/8 TRIN AE 29 | 2029-10-15      | 1.6250%  | N/A     | $2000.00           | $2119.22           | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  | N/A     | $5674100.00        | $3128290.58        | U.S. Treasuries (including strips) |
| 1 7/8 TRIN D 35  | 2035-07-15      | 1.8750%  | N/A     | $9900.00           | $10135.40          | U.S. Treasuries (including strips) |
| 1 TRIB 48        | 2048-02-15      | 1.0000%  | N/A     | $75000.00          | $71608.54          | U.S. Treasuries (including strips) |
| 1 TRIB 49        | 2049-02-15      | 1.0000%  | N/A     | $1347800.00        | $1242237.55        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  | N/A     | $3890200.00        | $2719757.46        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46    | 2046-02-15      | 2.5000%  | N/A     | $300.00            | $206.33            | U.S. Treasuries (including strips) |
| 2 1/2 TRIB 29    | 2029-01-15      | 2.5000%  | N/A     | $730000.00         | $1162779.29        | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 40    | 2040-02-15      | 2.1250%  | N/A     | $8925600.00        | $13308993.02       | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 41    | 2041-02-15      | 2.1250%  | N/A     | $7194700.00        | $10470498.98       | U.S. Treasuries (including strips) |
| 2 1/8 TRIN X 29  | 2029-04-15      | 2.1250%  | N/A     | $1000.00           | $1088.20           | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28  | 2028-02-15      | 2.7500%  | N/A     | $2100.00           | $2068.47           | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49    | 2049-11-15      | 2.3750%  | N/A     | $24683500.00       | $15823379.49       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27  | 2027-05-15      | 2.3750%  | N/A     | $100.00            | $99.60             | U.S. Treasuries (including strips) |
| 2 3/8 TRIB 27    | 2027-01-15      | 2.3750%  | N/A     | $100.00            | $166.04            | U.S. Treasuries (including strips) |
| 2 3/8 TRIB 55    | 2055-02-15      | 2.3750%  | N/A     | $17166500.00       | $16566916.35       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 45    | 2045-08-15      | 2.8750%  | N/A     | $100.00            | $74.10             | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AT 28 | 2028-10-15      | 3.5000%  | N/A     | $100.00            | $99.08             | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  | N/A     | $400.00            | $391.35            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AM 28 | 2028-04-15      | 3.7500%  | N/A     | $200.00            | $199.58            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  | N/A     | $1000.00           | $1013.41           | U.S. Treasuries (including strips) |
| 3 3/4 NOTE R 32  | 2032-10-31      | 3.7500%  | N/A     | $5100.00           | $4967.15           | U.S. Treasuries (including strips) |
| 3 3/4 NOTE S 32  | 2032-11-30      | 3.7500%  | N/A     | $4000.00           | $3955.67           | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30  | 2030-12-31      | 3.7500%  | N/A     | $11000.00          | $10991.54          | U.S. Treasuries (including strips) |
| 3 3/8 BOND 44    | 2044-05-15      | 3.3750%  | N/A     | $1100.00           | $907.25            | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 28 | 2028-09-15      | 3.3750%  | N/A     | $2000.00           | $1982.50           | U.S. Treasuries (including strips) |
| 3 3/8 TRIB 32    | 2032-04-15      | 3.3750%  | N/A     | $54900.00          | $112034.33         | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 30 | 2030-08-31      | 3.6250%  | N/A     | $53100.00          | $52535.48          | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AR 28 | 2028-08-15      | 3.6250%  | N/A     | $40185600.00       | $40205701.68       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE BG 27 | 2027-08-31      | 3.6250%  | N/A     | $3000.00           | $3007.47           | U.S. Treasuries (including strips) |
| 3 5/8 TRIB 28    | 2028-04-15      | 3.6250%  | N/A     | $5841500.00        | $12432067.73       | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43    | 2043-02-15      | 3.8750%  | N/A     | $100.00            | $88.88             | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AQ 28 | 2028-07-15      | 3.8750%  | N/A     | $900.00            | $908.78            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 32  | 2032-12-31      | 3.8750%  | N/A     | $100.00            | $99.28             | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30  | 2030-04-30      | 3.8750%  | N/A     | $608800.00         | $605542.92         | U.S. Treasuries (including strips) |
| 3 7/8 TRIB 29    | 2029-04-15      | 3.8750%  | N/A     | $46700.00          | $100438.93         | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  | N/A     | $300.00            | $283.19            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE E 35  | 2035-08-15      | 4.2500%  | N/A     | $241800.00         | $241294.12         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE V 29  | 2029-02-28      | 4.2500%  | N/A     | $63300.00          | $64233.35          | U.S. Treasuries (including strips) |
| 4 1/8 NOTE K 33  | 2033-04-30      | 4.1250%  | N/A     | $8321000.00        | $8262503.37        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31  | 2031-10-31      | 4.1250%  | N/A     | $900.00            | $900.11            | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55    | 2055-05-15      | 4.7500%  | N/A     | $700.00            | $688.78            | U.S. Treasuries (including strips) |
| 4 3/4 BOND 56    | 2056-02-15      | 4.7500%  | N/A     | $6400.00           | $6228.16           | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  | N/A     | $1000.00           | $963.48            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE K 31  | 2031-04-30      | 4.6250%  | N/A     | $700.00            | $717.04            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29  | 2029-04-30      | 4.6250%  | N/A     | $3900.00           | $3971.92           | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  | N/A     | $1239600.00        | $1266424.94        | U.S. Treasuries (including strips) |
| 4 NOTE G 31      | 2031-01-31      | 4.0000%  | N/A     | $159200.00         | $160292.79         | U.S. Treasuries (including strips) |
| 4 NOTE N 32      | 2032-07-31      | 4.0000%  | N/A     | $1100.00           | $1099.52           | U.S. Treasuries (including strips) |
| 5 1/4 BOND 28    | 2028-11-15      | 5.2500%  | N/A     | $4300.00           | $4537.50           | U.S. Treasuries (including strips) |
| 6 1/2 BOND 26    | 2026-11-15      | 6.5000%  | N/A     | $8300.00           | $8667.66           | U.S. Treasuries (including strips) |
| 6 1/8 BOND 29    | 2029-08-15      | 6.1250%  | N/A     | $33000.00          | $35565.64          | U.S. Treasuries (including strips) |
| 6 5/8 BOND 27    | 2027-02-15      | 6.6250%  | N/A     | $3000.00           | $3109.54           | U.S. Treasuries (including strips) |
| TRFR BF 07/31/26 | 2026-07-31      | 3.8252%  | N/A     | $300.00            | $300.11            | U.S. Treasuries (including strips) |

### Security 21: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **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: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BRTBNRY29
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FHSTR_380                        | 2050-01-25      | 3.0000%  | N/A     | $37265131.00       | $4402708.11        | Agency Collateralized Mortgage Obligation |
| FHSTR_401                        | 2053-06-25      | 5.0000%  | N/A     | $25000000.00       | $4506682.24        | Agency Collateralized Mortgage Obligation |
| GNMA_10-158E                     | 2040-12-20      | 2.4490%  | N/A     | $25783851.00       | $6669019.38        | Agency Collateralized Mortgage Obligation |
| GNMA_11-72                       | 2041-05-16      | 2.1296%  | N/A     | $44705211.00       | $5494769.32        | Agency Collateralized Mortgage Obligation |
| GNMA_20-158                      | 2060-08-16      | 0.8264%  | N/A     | $123770784.00      | $4448351.28        | Agency Collateralized Mortgage Obligation |
| GNMA_21-131B                     | 2051-07-20      | 3.0000%  | N/A     | $93750000.00       | $5885325.57        | Agency Collateralized Mortgage Obligation |
| GNMA_21-161E                     | 2051-09-20      | 3.5000%  | N/A     | $48427383.00       | $6021242.38        | Agency Collateralized Mortgage Obligation |
| GNMA_21-186                      | 2063-05-16      | 0.7630%  | N/A     | $100000000.00      | $4663462.88        | Agency Collateralized Mortgage Obligation |
| GNMA_21-30B                      | 2051-02-20      | 2.5000%  | N/A     | $45988001.00       | $4905736.27        | Agency Collateralized Mortgage Obligation |
| GNMA_21-30B                      | 2051-02-20      | 2.5000%  | N/A     | $71092492.00       | $6684148.35        | Agency Collateralized Mortgage Obligation |
| GNMA_21-76A                      | 2050-08-20      | 3.0000%  | N/A     | $89716665.00       | $6398486.11        | Agency Collateralized Mortgage Obligation |
| GNMA_21-9B                       | 2051-01-20      | 2.0000%  | N/A     | $75000000.00       | $5218458.18        | Agency Collateralized Mortgage Obligation |
| GNMA_21-H04                      | 2070-12-20      | 4.7901%  | N/A     | $10000000.00       | $6603017.73        | Agency Collateralized Mortgage Obligation |
| GNMA_21-H18                      | 2071-12-20      | 1.3682%  | N/A     | $50209180.00       | $4092705.51        | Agency Collateralized Mortgage Obligation |
| GNMA_22-114D                     | 2052-06-20      | 0.0000%  | N/A     | $11111111.00       | $6436683.15        | Agency Collateralized Mortgage Obligation |
| GNMA_22-128C                     | 2052-07-20      | 2.4099%  | N/A     | $70000000.00       | $4903968.77        | Agency Collateralized Mortgage Obligation |
| GNMA_22-128H                     | 2052-07-20      | 0.0000%  | N/A     | $11538462.00       | $6289264.47        | Agency Collateralized Mortgage Obligation |
| GNMA_22-154J                     | 2052-09-20      | 2.3299%  | N/A     | $100000000.00      | $4080796.15        | Agency Collateralized Mortgage Obligation |
| GNMA_22-172B                     | 2052-10-20      | 0.0000%  | N/A     | $9090910.00        | $4858200.54        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H02B                     | 2072-01-20      | 0.7653%  | N/A     | $161049657.00      | $5630385.99        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H03A                     | 2072-02-20      | 1.5363%  | N/A     | $54701150.00       | $4178258.91        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H03A                     | 2072-02-20      | 1.3690%  | N/A     | $66923387.00       | $4992981.90        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H06A                     | 2068-08-20      | 0.4576%  | N/A     | $280738972.00      | $6387236.79        | Agency Collateralized Mortgage Obligation |
| GNMA_23-114M                     | 2053-08-20      | 2.1399%  | N/A     | $187840029.00      | $5814566.35        | Agency Collateralized Mortgage Obligation |
| GNMA_23-131K                     | 2053-09-20      | 2.1099%  | N/A     | $84660210.00       | $4180101.42        | Agency Collateralized Mortgage Obligation |
| GNMA_23-146G                     | 2053-10-20      | 2.7099%  | N/A     | $161538459.00      | $6290059.23        | Agency Collateralized Mortgage Obligation |
| GNMA_23-147K                     | 2051-05-20      | 2.6099%  | N/A     | $44733204.00       | $4618762.19        | Agency Collateralized Mortgage Obligation |
| GNMA_23-166G                     | 2050-07-20      | 4.0000%  | N/A     | $36677515.00       | $5784393.09        | Agency Collateralized Mortgage Obligation |
| GNMA_23-183A                     | 2053-12-20      | 2.7099%  | N/A     | $185000000.00      | $5115736.36        | Agency Collateralized Mortgage Obligation |
| GNMA_23-32G                      | 2053-02-20      | 2.0599%  | N/A     | $150000000.00      | $3977671.56        | Agency Collateralized Mortgage Obligation |
| GNMA_23-48J                      | 2053-03-20      | 2.0099%  | N/A     | $150000000.00      | $3976852.03        | Agency Collateralized Mortgage Obligation |
| GNMA_23-53G                      | 2053-04-20      | 2.0099%  | N/A     | $141771787.00      | $4273721.76        | Agency Collateralized Mortgage Obligation |
| GNMA_23-60D                      | 2053-04-20      | 1.9599%  | N/A     | $200000000.00      | $4216835.93        | Agency Collateralized Mortgage Obligation |
| GNMA_23-84H                      | 2048-02-20      | 3.5000%  | N/A     | $34629440.00       | $4359600.41        | Agency Collateralized Mortgage Obligation |
| GNMA_24-109G                     | 2064-07-20      | 7.0000%  | N/A     | $15365744.00       | $7031995.79        | Agency Collateralized Mortgage Obligation |
| GNMA_24-110Q                     | 2054-07-20      | 2.3399%  | N/A     | $100000000.00      | $4741713.97        | Agency Collateralized Mortgage Obligation |
| GNMA_24-127B                     | 2054-08-20      | 2.9999%  | N/A     | $100000000.00      | $4179591.30        | Agency Collateralized Mortgage Obligation |
| GNMA_24-130D                     | 2051-02-20      | 2.5000%  | N/A     | $40225643.00       | $4682899.27        | Agency Collateralized Mortgage Obligation |
| GNMA_24-139                      | 2065-05-16      | 0.8725%  | N/A     | $85263765.00       | $6287697.63        | Agency Collateralized Mortgage Obligation |
| GNMA_24-151F                     | 2054-09-20      | 1.6899%  | N/A     | $195000000.00      | $6152120.89        | Agency Collateralized Mortgage Obligation |
| GNMA_24-164H                     | 2054-10-20      | 1.8599%  | N/A     | $139555556.00      | $5786025.35        | Agency Collateralized Mortgage Obligation |
| GNMA_24-168B                     | 2054-10-20      | 1.7699%  | N/A     | $125000000.00      | $4093328.98        | Agency Collateralized Mortgage Obligation |
| GNMA_24-168D                     | 2054-10-20      | 1.7799%  | N/A     | $150000000.00      | $4319702.53        | Agency Collateralized Mortgage Obligation |
| GNMA_24-181T                     | 2054-11-20      | 1.7099%  | N/A     | $133425000.00      | $5553770.79        | Agency Collateralized Mortgage Obligation |
| GNMA_24-201D                     | 2054-12-20      | 2.4299%  | N/A     | $100000000.00      | $5790859.57        | Agency Collateralized Mortgage Obligation |
| GNMA_24-207A                     | 2054-12-20      | 2.4099%  | N/A     | $76514873.00       | $4542261.66        | Agency Collateralized Mortgage Obligation |
| GNMA_24-24G                      | 2051-12-20      | 3.0000%  | N/A     | $50030784.00       | $6591446.93        | Agency Collateralized Mortgage Obligation |
| GNMA_24-30L                      | 2054-02-20      | 1.5099%  | N/A     | $150000000.00      | $4483762.16        | Agency Collateralized Mortgage Obligation |
| GNMA_24-32                       | 2063-06-16      | 0.6999%  | N/A     | $100000000.00      | $4896384.53        | Agency Collateralized Mortgage Obligation |
| GNMA_24-39J                      | 2054-03-20      | 1.7099%  | N/A     | $110000000.00      | $4695561.84        | Agency Collateralized Mortgage Obligation |
| GNMA_24-59D                      | 2054-04-20      | 6.0000%  | N/A     | $69705690.00       | $6525596.33        | Agency Collateralized Mortgage Obligation |
| GNMA_24-95L                      | 2054-06-20      | 1.8599%  | N/A     | $126473828.00      | $4474549.37        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97D                      | 2054-06-20      | 3.6599%  | N/A     | $50000000.00       | $4177587.53        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H05C                     | 2074-03-20      | 0.6727%  | N/A     | $93719813.00       | $6563867.62        | Agency Collateralized Mortgage Obligation |
| GNMA_25-102A                     | 2055-06-20      | 1.4599%  | N/A     | $165039690.00      | $5313183.80        | Agency Collateralized Mortgage Obligation |
| GNMA_25-104G                     | 2054-12-20      | 2.8599%  | N/A     | $65227031.00       | $5446984.25        | Agency Collateralized Mortgage Obligation |
| GNMA_25-105T                     | 2055-06-20      | 2.8599%  | N/A     | $156348766.00      | $4858652.79        | Agency Collateralized Mortgage Obligation |
| GNMA_25-10A                      | 2055-01-20      | 2.2899%  | N/A     | $125935982.00      | $6159179.03        | Agency Collateralized Mortgage Obligation |
| GNMA_25-113B                     | 2055-07-20      | 2.2599%  | N/A     | $105000000.00      | $4893725.80        | Agency Collateralized Mortgage Obligation |
| GNMA_25-113E                     | 2055-07-20      | 2.2599%  | N/A     | $150000000.00      | $7120634.26        | Agency Collateralized Mortgage Obligation |
| GNMA_25-114K                     | 2055-07-20      | 1.5099%  | N/A     | $134452243.00      | $5015092.32        | Agency Collateralized Mortgage Obligation |
| GNMA_25-115F                     | 2055-07-20      | 0.8599%  | N/A     | $500000000.00      | $5020383.03        | Agency Collateralized Mortgage Obligation |
| GNMA_25-115F                     | 2055-07-20      | 0.8599%  | N/A     | $830000000.00      | $5596397.43        | Agency Collateralized Mortgage Obligation |
| GNMA_25-115G                     | 2055-07-20      | 1.7099%  | N/A     | $92951981.00       | $4808162.26        | Agency Collateralized Mortgage Obligation |
| GNMA_25-137B                     | 2055-08-20      | 1.5749%  | N/A     | $200000000.00      | $5953900.41        | Agency Collateralized Mortgage Obligation |
| GNMA_25-139R                     | 2055-08-20      | 2.3099%  | N/A     | $50000000.00       | $4021728.06        | Agency Collateralized Mortgage Obligation |
| GNMA_25-143                      | 2065-05-16      | 0.7588%  | N/A     | $100000000.00      | $7164411.85        | Agency Collateralized Mortgage Obligation |
| GNMA_25-152C                     | 2055-09-20      | 1.6603%  | N/A     | $127000000.00      | $4304789.07        | Agency Collateralized Mortgage Obligation |
| GNMA_25-169A                     | 2055-10-20      | 2.3599%  | N/A     | $86111111.00       | $6397516.76        | Agency Collateralized Mortgage Obligation |
| GNMA_25-174G                     | 2055-10-20      | 1.1099%  | N/A     | $173533715.00      | $5292608.75        | Agency Collateralized Mortgage Obligation |
| GNMA_25-187A                     | 2055-11-20      | 1.8234%  | N/A     | $92304726.00       | $6286943.00        | Agency Collateralized Mortgage Obligation |
| GNMA_25-187G                     | 2055-11-20      | 1.8599%  | N/A     | $75000000.00       | $4893976.74        | Agency Collateralized Mortgage Obligation |
| GNMA_25-189D                     | 2055-11-20      | 3.5599%  | N/A     | $50000000.00       | $4896600.77        | Agency Collateralized Mortgage Obligation |
| GNMA_25-193A                     | 2055-11-20      | 2.9599%  | N/A     | $75000000.00       | $5233500.07        | Agency Collateralized Mortgage Obligation |
| GNMA_25-193B                     | 2055-11-20      | 1.8099%  | N/A     | $100000000.00      | $5392041.12        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1BB                      | 2055-01-20      | 1.7099%  | N/A     | $301072000.00      | $5684417.11        | Agency Collateralized Mortgage Obligation |
| GNMA_25-204A                     | 2055-12-20      | 0.3699%  | N/A     | $419566791.00      | $2957752.92        | Agency Collateralized Mortgage Obligation |
| GNMA_25-204G                     | 2055-12-20      | 6.0000%  | N/A     | $19507877.00       | $4905492.29        | Agency Collateralized Mortgage Obligation |
| GNMA_25-204J                     | 2055-12-20      | 2.4099%  | N/A     | $93164714.00       | $4334934.20        | Agency Collateralized Mortgage Obligation |
| GNMA_25-209A                     | 2055-12-20      | 0.8599%  | N/A     | $300000000.00      | $5672150.78        | Agency Collateralized Mortgage Obligation |
| GNMA_25-214C                     | 2055-12-20      | 6.0000%  | N/A     | $31681129.00       | $5848894.95        | Agency Collateralized Mortgage Obligation |
| GNMA_25-215H                     | 2045-09-20      | 1.3148%  | N/A     | $162953049.00      | $5921468.06        | Agency Collateralized Mortgage Obligation |
| GNMA_25-24C                      | 2055-02-20      | 2.2499%  | N/A     | $100000000.00      | $5042145.24        | Agency Collateralized Mortgage Obligation |
| GNMA_25-27B                      | 2055-02-20      | 2.3099%  | N/A     | $100000000.00      | $4396387.93        | Agency Collateralized Mortgage Obligation |
| GNMA_25-29A                      | 2054-12-20      | 3.0099%  | N/A     | $81347145.00       | $7210404.28        | Agency Collateralized Mortgage Obligation |
| GNMA_25-39J                      | 2055-03-20      | 1.0099%  | N/A     | $448333333.00      | $4015547.16        | Agency Collateralized Mortgage Obligation |
| GNMA_25-40A                      | 2067-01-16      | 0.6528%  | N/A     | $100375221.00      | $6344790.06        | Agency Collateralized Mortgage Obligation |
| GNMA_25-43G                      | 2050-04-20      | 4.0000%  | N/A     | $24131714.00       | $4558908.05        | Agency Collateralized Mortgage Obligation |
| GNMA_25-54                       | 2067-08-16      | 0.6330%  | N/A     | $130000000.00      | $7126629.61        | Agency Collateralized Mortgage Obligation |
| GNMA_25-75                       | 2065-05-16      | 0.8420%  | N/A     | $82470287.00       | $6053454.35        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H12B                     | 2075-04-20      | 0.6741%  | N/A     | $102090493.00      | $4600519.29        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H22A                     | 2075-10-20      | 0.7204%  | N/A     | $92929269.00       | $4124761.89        | Agency Collateralized Mortgage Obligation |
| GNMA_26-25G                      | 2056-02-20      | 2.0099%  | N/A     | $125000000.00      | $6962461.32        | Agency Collateralized Mortgage Obligation |
| GNMA_26-32F                      | 2056-02-20      | 2.0599%  | N/A     | $100000000.00      | $5914267.56        | Agency Collateralized Mortgage Obligation |
| GNMA_26-34C                      | 2056-02-20      | 2.0099%  | N/A     | $120000000.00      | $7258431.22        | Agency Collateralized Mortgage Obligation |
| GNMA_26-48D                      | 2056-03-20      | 2.0599%  | N/A     | $45000000.00       | $3971641.99        | Agency Collateralized Mortgage Obligation |
| GNMA_26-48H                      | 2056-03-20      | 2.6599%  | N/A     | $67916666.00       | $4260971.27        | Agency Collateralized Mortgage Obligation |
| GNMA_26-4A                       | 2066-01-20      | 1.2099%  | N/A     | $103102542.00      | $5106985.64        | Agency Collateralized Mortgage Obligation |
| GNMA_26-4M                       | 2056-01-20      | 2.6599%  | N/A     | $83000000.00       | $4584513.32        | Agency Collateralized Mortgage Obligation |
| GNMA_26-62G                      | 2056-04-20      | 2.6512%  | N/A     | $50000000.00       | $4036521.94        | Agency Collateralized Mortgage Obligation |
| GNMA_26-70                       | 2066-03-16      | 0.0000%  | N/A     | $70000000.00       | $4548107.13        | Agency Collateralized Mortgage Obligation |
| GNMA_26-H04                      | 2075-12-20      | 1.0278%  | N/A     | $60000000.00       | $5599162.32        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS | 2058-06-16      | 0.8808%  | N/A     | $391916445.00      | $5017199.26        | Agency Collateralized Mortgage Obligation |

### Security 22: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYDXTCQM5
- **C.18 - Value (incl. sponsor support):** $1850000000.00
- **C.18.a - Value (excl. sponsor support):** $1850000000.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | N/A     | $443332100.00      | $447054007.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | N/A     | $431529400.00      | $434170547.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | N/A     | $100.00            | $105.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | N/A     | $143561600.00      | $147449644.71      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | N/A     | $289746200.00      | $295938641.46      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | N/A     | $6205700.00        | $5802669.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | N/A     | $136728100.00      | $138354461.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | N/A     | $100.00            | $99.95             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | N/A     | $417005200.00      | $418113886.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | N/A     | $113800.00         | $113809.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | N/A     | $2200.00           | $2209.02           | U.S. Treasuries (including strips) |

### Security 23: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **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: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYJ3GBD29
- **C.18 - Value (incl. sponsor support):** $868000000.00
- **C.18.a - Value (excl. sponsor support):** $868000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 6.5000%  | N/A     | $6606044.00        | $7048916.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 6.5000%  | N/A     | $1568650.00        | $1513625.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 5.0000%  | N/A     | $5796354.00        | $5824175.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 6.5000%  | N/A     | $7099080.00        | $7471618.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 6.0000%  | N/A     | $5454711.00        | $5644542.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.5000%  | N/A     | $6563872.00        | $6911919.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 6.0000%  | N/A     | $5898835.00        | $6158480.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.0000%  | N/A     | $5259123.00        | $5477685.49        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 7.0000%  | N/A     | $4550473.00        | $4809206.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 7.0000%  | N/A     | $5271025.00        | $5567975.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 6.0000%  | N/A     | $4652770.00        | $4870510.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-08-20      | 6.5000%  | N/A     | $5855442.00        | $5173587.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.5000%  | N/A     | $5483475.00        | $5842080.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.5000%  | N/A     | $6682332.00        | $7042131.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 7.0000%  | N/A     | $5061420.00        | $5348121.27        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.5000%  | N/A     | $5606974.00        | $5908655.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 6.0000%  | N/A     | $4749878.00        | $4906787.19        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 7.0000%  | N/A     | $5585244.00        | $5230500.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 5.0000%  | N/A     | $4822723.00        | $4828937.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 6.5000%  | N/A     | $4755012.00        | $5070096.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-10-20      | 6.5000%  | N/A     | $6503575.00        | $6842524.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 5.5000%  | N/A     | $5837020.00        | $5942393.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 6.0000%  | N/A     | $6220963.00        | $6488659.94        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.5000%  | N/A     | $6178656.00        | $6511521.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 6.0000%  | N/A     | $5157589.00        | $5256718.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 6.0000%  | N/A     | $4747988.00        | $4934202.07        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 6.5000%  | N/A     | $4941884.00        | $5335546.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 5.5000%  | N/A     | $7282381.00        | $7338068.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 5.0000%  | N/A     | $6233968.00        | $6193496.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 6.0000%  | N/A     | $5725152.00        | $5922133.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 6.5000%  | N/A     | $5740767.00        | $6121831.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.5000%  | N/A     | $6618984.00        | $6539326.49        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 7.5000%  | N/A     | $4390256.00        | $4735513.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 7.0000%  | N/A     | $5777044.00        | $6183198.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 7.5000%  | N/A     | $4345544.00        | $4684756.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 5.0000%  | N/A     | $5458867.00        | $5426647.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-09-20      | 3.0000%  | N/A     | $27023944.00       | $7141974.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 5.5000%  | N/A     | $5266340.00        | $5370840.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 6.5000%  | N/A     | $4511999.00        | $4824338.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.5000%  | N/A     | $6216692.00        | $6309887.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 7.0000%  | N/A     | $6633807.00        | $7248486.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 6.0000%  | N/A     | $5351128.00        | $5425367.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 5.5000%  | N/A     | $5699145.00        | $5809872.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 7.5000%  | N/A     | $4395215.00        | $4734447.07        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 7.0000%  | N/A     | $4767685.00        | $5115722.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 5.5000%  | N/A     | $4912237.00        | $5005986.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 7.0000%  | N/A     | $4758270.00        | $5054081.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 6.5000%  | N/A     | $4698942.00        | $4965567.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.5000%  | N/A     | $6638533.00        | $6994909.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 7.0000%  | N/A     | $7328431.00        | $7501155.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 5.5000%  | N/A     | $5162745.00        | $5255950.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 7.5000%  | N/A     | $5758002.00        | $6212152.94        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-08-20      | 7.5000%  | N/A     | $5404888.00        | $4792303.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 6.5000%  | N/A     | $6325451.00        | $6744823.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 5.0000%  | N/A     | $6959966.00        | $6882291.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 6.5000%  | N/A     | $6831219.00        | $7304110.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 6.0000%  | N/A     | $4647625.00        | $4809363.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 7.0000%  | N/A     | $5712449.00        | $6015654.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 6.0000%  | N/A     | $4894641.00        | $5119267.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 5.5000%  | N/A     | $5038551.00        | $5129509.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 7.5000%  | N/A     | $4744604.00        | $5071149.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 7.5000%  | N/A     | $4463836.00        | $4788958.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 6.5000%  | N/A     | $5524852.00        | $5844157.38        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.0000%  | N/A     | $6409048.00        | $5860870.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 6.0000%  | N/A     | $6733172.00        | $7044582.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | N/A     | $4856601.00        | $4804963.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.5000%  | N/A     | $6056132.00        | $6202670.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 5.0000%  | N/A     | $4724310.00        | $4718330.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 6.5000%  | N/A     | $4787027.00        | $5181229.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 6.5000%  | N/A     | $5172806.00        | $5530899.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 6.0000%  | N/A     | $5004060.00        | $4826050.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 5.5000%  | N/A     | $7069647.00        | $7164021.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 5.0000%  | N/A     | $5223864.00        | $5216913.93        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 6.5000%  | N/A     | $5088594.00        | $5428857.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 7.0000%  | N/A     | $5660338.00        | $6031180.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 5.5000%  | N/A     | $6880890.00        | $7005107.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 5.0000%  | N/A     | $4798128.00        | $4838769.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 7.0000%  | N/A     | $6379335.00        | $5564656.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | N/A     | $9384749.00        | $6660421.62        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 5.5000%  | N/A     | $5119172.00        | $5245715.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.5000%  | N/A     | $5781438.00        | $6122431.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 6.0000%  | N/A     | $3005833.00        | $3123915.14        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 5.5000%  | N/A     | $5614751.00        | $5763949.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.0000%  | N/A     | $5363741.00        | $5556862.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 5.0000%  | N/A     | $7259133.00        | $7224957.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 5.0000%  | N/A     | $5068569.00        | $5035261.32        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.5000%  | N/A     | $5302750.00        | $5630460.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 5.5000%  | N/A     | $6564375.00        | $6682878.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 6.5000%  | N/A     | $5230496.00        | $5579494.19        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 7.0000%  | N/A     | $5257775.00        | $5560366.84        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 5.0000%  | N/A     | $4813600.00        | $4813064.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 5.0000%  | N/A     | $5319124.00        | $5306838.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 7.0000%  | N/A     | $6037792.00        | $6534972.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 5.5000%  | N/A     | $5495641.00        | $5594851.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 4.5000%  | N/A     | $6673079.00        | $6433896.23        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 6.5000%  | N/A     | $5109673.00        | $5473535.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 6.5000%  | N/A     | $5384671.00        | $5697029.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 5.5000%  | N/A     | $5548247.00        | $5672503.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 6.0000%  | N/A     | $4591983.00        | $4813349.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.5000%  | N/A     | $5123904.00        | $5042493.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 5.5000%  | N/A     | $6212111.00        | $6324255.49        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 4.5000%  | N/A     | $5668629.00        | $5399873.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 5.0000%  | N/A     | $4759855.00        | $4774081.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 5.5000%  | N/A     | $5100602.00        | $5178070.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 7.0000%  | N/A     | $5317107.00        | $5180497.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 6.5000%  | N/A     | $6194781.00        | $6627418.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 6.0000%  | N/A     | $4682079.00        | $4844228.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 6.5000%  | N/A     | $7089322.00        | $7490535.38        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 5.5000%  | N/A     | $5330988.00        | $5497101.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.5000%  | N/A     | $4542953.00        | $4809605.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 6.5000%  | N/A     | $5470327.00        | $5893738.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.0000%  | N/A     | $5422599.00        | $5032752.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 6.0000%  | N/A     | $7140021.00        | $7376294.94        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 6.5000%  | N/A     | $5328376.00        | $5716470.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 6.5000%  | N/A     | $5083333.00        | $5466630.29        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.5000%  | N/A     | $7366192.00        | $7246458.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 5.0000%  | N/A     | $5019156.00        | $5018597.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.5000%  | N/A     | $4513931.00        | $4756178.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 5.5000%  | N/A     | $5696609.00        | $5794010.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $6085791.00        | $6101363.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 5.5000%  | N/A     | $5858356.00        | $6052031.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 6.5000%  | N/A     | $4970158.00        | $5073402.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 5.5000%  | N/A     | $4728852.00        | $4833878.92        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 6.5000%  | N/A     | $4556204.00        | $4980596.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.5000%  | N/A     | $4634622.00        | $4881813.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 7.0000%  | N/A     | $5021871.00        | $5348613.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 6.5000%  | N/A     | $4640804.00        | $4898265.93        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 6.5000%  | N/A     | $5145210.00        | $5545987.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 7.5000%  | N/A     | $4556055.00        | $4920653.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 5.5000%  | N/A     | $6060770.00        | $6170182.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 6.0000%  | N/A     | $5002394.00        | $5234091.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 6.5000%  | N/A     | $5745343.00        | $6091052.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 7.0000%  | N/A     | $6911456.00        | $7324664.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 5.5000%  | N/A     | $5934602.00        | $6122262.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 7.0000%  | N/A     | $4548984.00        | $4823675.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 6.0000%  | N/A     | $5656549.00        | $5843976.60        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 7.0000%  | N/A     | $6335868.00        | $6716497.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.5000%  | N/A     | $4632955.00        | $4939541.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 5.5000%  | N/A     | $6650015.00        | $6770071.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 5.0000%  | N/A     | $6084287.00        | $6083610.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 6.0000%  | N/A     | $4908593.00        | $4771502.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 7.5000%  | N/A     | $4497793.00        | $4856212.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 6.0000%  | N/A     | $9880602.00        | $6977742.23        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 6.0000%  | N/A     | $5320070.00        | $5522175.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 7.0000%  | N/A     | $6314301.00        | $6576258.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 6.5000%  | N/A     | $6147391.00        | $6561145.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 7.0000%  | N/A     | $7029637.00        | $6958829.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 5.0000%  | N/A     | $4707773.00        | $4747707.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 6.5000%  | N/A     | $5275128.00        | $5625887.38        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $5743476.00        | $4750326.31        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 7.0000%  | N/A     | $6176732.00        | $6734502.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $7476285.00        | $7139188.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 5.0000%  | N/A     | $4924083.00        | $4923535.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 7.0000%  | N/A     | $5045896.00        | $5002572.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 6.5000%  | N/A     | $6933139.00        | $7462602.99        | Agency Mortgage-Backed Securities |

### Security 24: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYJ3GBD37
- **C.18 - Value (incl. sponsor support):** $2870500000.00
- **C.18.a - Value (excl. sponsor support):** $2870500000.00
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | N/A     | $182386000.00      | $235621662.99      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | N/A     | $1062300.00        | $1384965.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 1.7500%  | N/A     | $100.00            | $159.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | N/A     | $108941000.00      | $124900489.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | N/A     | $18599300.00       | $19887483.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | N/A     | $127813400.00      | $135432423.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | N/A     | $15200.00          | $14669.10          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-15      | 0.1250%  | N/A     | $100.00            | $122.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-15      | 1.1250%  | N/A     | $107937400.00      | $115126973.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | N/A     | $3100.00           | $3386.60           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | N/A     | $228069900.00      | $250000771.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | N/A     | $75535600.00       | $101129957.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | N/A     | $100.00            | $66.60             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 1.0000%  | N/A     | $200.00            | $205.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-15      | 1.1250%  | N/A     | $568600.00         | $572290.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | N/A     | $23090100.00       | $24050196.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | N/A     | $38563700.00       | $48147793.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | N/A     | $300.00            | $289.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 1.0000%  | N/A     | $6300.00           | $6015.12           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | N/A     | $200000000.00      | $221450238.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-01-15      | 1.8750%  | N/A     | $800.00            | $803.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | N/A     | $34087200.00       | $36204575.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.6250%  | N/A     | $352127400.00      | $349964131.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | N/A     | $107395200.00      | $113525221.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 2.1250%  | N/A     | $3004600.00        | $4480169.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | N/A     | $200.00            | $210.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | N/A     | $1041221800.00     | $1030152395.62     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | N/A     | $1000.00           | $1319.17           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | N/A     | $3321400.00        | $3943494.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | N/A     | $6700.00           | $6308.12           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | N/A     | $102831300.00      | $111901255.07      | U.S. Treasuries (including strips) |

### Security 25: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYJ3GBDA1
- **C.18 - Value (incl. sponsor support):** $239000000.00
- **C.18.a - Value (excl. sponsor support):** $239000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | N/A     | $57476594.00       | $57050660.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | N/A     | $75681931.00       | $75285269.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | N/A     | $113393301.00      | $111444070.59      | U.S. Treasuries (including strips) |

### Security 26: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA
- **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: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYJ3GBCY0
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 1/2 TRIN A 28      | 2028-01-15      | 0.5000%  | N/A     | $22846000.00       | $30137809.66       | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 32      | 2032-01-15      | 0.1250%  | N/A     | $33087800.00       | $36146888.60       | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 26      | 2026-07-15      | 0.1250%  | N/A     | $9029200.00        | $12469359.16       | U.S. Treasuries (including strips) |
| 0 3/8 TRIN D 27      | 2027-07-15      | 0.3750%  | N/A     | $2000.00           | $2677.68           | U.S. Treasuries (including strips) |
| 03.000 FGPC G18659 G | 2032-09-01      | 3.0000%  | N/A     | $1000.00           | $103.42            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G67706 G | 2047-12-01      | 3.5000%  | N/A     | $1000.00           | $230.80            | Agency Mortgage-Backed Securities  |
| 1 1/2 NOTE E 26      | 2026-08-15      | 1.5000%  | N/A     | $3000.00           | $2989.20           | U.S. Treasuries (including strips) |
| 1 1/2 TRIB 53        | 2053-02-15      | 1.5000%  | N/A     | $500.00            | $421.99            | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28      | 2028-03-31      | 1.2500%  | N/A     | $200.00            | $190.33            | U.S. Treasuries (including strips) |
| 1 1/4 NOTE Q 28      | 2028-09-30      | 1.2500%  | N/A     | $715900.00         | $672312.14         | U.S. Treasuries (including strips) |
| 1 TRIB 48            | 2048-02-15      | 1.0000%  | N/A     | $600.00            | $572.87            | U.S. Treasuries (including strips) |
| 2 1/8 TRIN X 29      | 2029-04-15      | 2.1250%  | N/A     | $100.00            | $108.82            | U.S. Treasuries (including strips) |
| 2 3/8 TRIB 56        | 2056-02-15      | 2.3750%  | N/A     | $212200.00         | $199682.87         | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28      | 2028-08-15      | 2.8750%  | N/A     | $400.00            | $392.97            | U.S. Treasuries (including strips) |
| 2 7/8 TPRN 46        | 2046-11-15      | 0.0000%  | N/A     | $1999000.00        | $699450.10         | U.S. Treasuries (including strips) |
| 2 7/8 TPRN 49        | 2049-05-15      | 0.0000%  | N/A     | $4800.00           | $1470.72           | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 27     | 2027-09-30      | 3.5000%  | N/A     | $100.00            | $99.73             | U.S. Treasuries (including strips) |
| 3 1/2 NOTE G 30      | 2030-01-31      | 3.5000%  | N/A     | $29262000.00       | $28993812.96       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE BG 27     | 2027-08-31      | 3.6250%  | N/A     | $100.00            | $100.25            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30     | 2030-07-31      | 3.8750%  | N/A     | $9678200.00        | $9711076.20        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28     | 2028-06-15      | 3.8750%  | N/A     | $1000.00           | $1013.19           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 32      | 2032-09-30      | 3.8750%  | N/A     | $100.00            | $98.48             | U.S. Treasuries (including strips) |
| 4  NOTE AA 28        | 2028-06-30      | 4.0000%  | N/A     | $400.00            | $405.80            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  | N/A     | $600.00            | $603.73            | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55        | 2055-08-15      | 4.7500%  | N/A     | $200.00            | $194.47            | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  | N/A     | $89766900.00       | $88328095.30       | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  | N/A     | $698900.00         | $659861.80         | U.S. Treasuries (including strips) |
| 4 BOND 52            | 2052-11-15      | 4.0000%  | N/A     | $100.00            | $86.78             | U.S. Treasuries (including strips) |
| 5 BOND 45            | 2045-05-15      | 5.0000%  | N/A     | $4840600.00        | $4969157.51        | U.S. Treasuries (including strips) |
| BILL 07/23/26        | 2026-07-23      | 0.0000%  | N/A     | $100.00            | $99.16             | U.S. Treasuries (including strips) |
| FEPC 01.500 CLRA4524 | 2051-02-01      | 1.5000%  | N/A     | $1040.00           | $542.67            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD0330 | 2051-11-01      | 2.0000%  | N/A     | $1000.00           | $536.67            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA3765 | 2050-10-01      | 2.5000%  | N/A     | $1000.00           | $421.09            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD5421 | 2052-04-01      | 2.5000%  | N/A     | $1008.00           | $732.20            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8212 | 2052-05-01      | 2.5000%  | N/A     | $3014.00           | $2018.75           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 ZLSI2069 | 2050-11-01      | 2.5000%  | N/A     | $1024.00           | $679.60            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD6706 | 2054-01-01      | 4.5000%  | N/A     | $1024.00           | $888.60            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ4352 | 2055-06-01      | 5.0000%  | N/A     | $1000.00           | $936.12            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ6388 | 2056-04-01      | 5.0000%  | N/A     | $1024.00           | $1013.48           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL3801 | 2055-12-01      | 5.0000%  | N/A     | $1001.00           | $975.26            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL4138 | 2056-02-01      | 5.0000%  | N/A     | $297632.00         | $291434.94         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL4247 | 2056-03-01      | 5.0000%  | N/A     | $1000.00           | $979.51            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTB0660 | 2056-04-01      | 5.0000%  | N/A     | $1008.00           | $999.56            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX4921 | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $999.37            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1856 | 2054-06-01      | 5.5000%  | N/A     | $1000.00           | $897.81            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1956 | 2054-07-01      | 5.5000%  | N/A     | $1064.00           | $1014.02           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ5839 | 2056-01-01      | 5.5000%  | N/A     | $9089088.00        | $9180308.39        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0542 | 2055-03-01      | 5.5000%  | N/A     | $3072.00           | $2842.22           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL4274 | 2056-02-01      | 5.5000%  | N/A     | $160900.00         | $157251.88         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL4498 | 2056-02-01      | 5.5000%  | N/A     | $1024.00           | $1037.53           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CTRB5292 | 2044-05-01      | 5.5000%  | N/A     | $1000.00           | $578.20            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ2245 | 2054-08-01      | 6.0000%  | N/A     | $1024.00           | $805.72            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8350 | 2053-08-01      | 6.0000%  | N/A     | $2048.00           | $1277.02           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI8360 | 2054-06-01      | 6.5000%  | N/A     | $1008.00           | $752.30            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ7944 | 2055-11-01      | 6.5000%  | N/A     | $1000.00           | $1050.19           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ8967 | 2055-11-01      | 6.5000%  | N/A     | $1000.00           | $1046.11           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ9734 | 2055-12-01      | 6.5000%  | N/A     | $209580.00         | $221954.39         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRQ0015 | 2055-06-01      | 6.5000%  | N/A     | $1024.00           | $678.31            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLTA2947 | 2055-12-01      | 6.5000%  | N/A     | $1000.00           | $1057.76           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLTA5691 | 2056-02-01      | 6.5000%  | N/A     | $1018.00           | $1078.60           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLTA8957 | 2056-03-01      | 6.5000%  | N/A     | $1030.00           | $1073.30           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQZ7240 | 2055-10-01      | 7.0000%  | N/A     | $1000.00           | $1070.92           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN8612 | 2028-03-01      | 3.2900%  | N/A     | $1869408.00        | $1846126.91        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN9215 | 2028-05-01      | 3.4300%  | N/A     | $1031.00           | $1019.61           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4047 | 2050-06-01      | 2.0000%  | N/A     | $6943048.00        | $2861284.40        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4305 | 2051-04-01      | 2.0000%  | N/A     | $2049.00           | $1144.25           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2627 | 2052-01-01      | 2.5000%  | N/A     | $1024.00           | $636.53            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM5928 | 2051-02-01      | 2.5000%  | N/A     | $1000.00           | $539.63            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9477 | 2051-11-01      | 2.5000%  | N/A     | $1000.00           | $593.24            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAB4280 | 2027-01-01      | 3.0000%  | N/A     | $7199832.00        | $36957.96          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS0205 | 2043-08-01      | 3.0000%  | N/A     | $1000.00           | $178.87            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA4322 | 2055-10-01      | 3.0000%  | N/A     | $1000.00           | $868.49            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4121 | 2050-09-01      | 3.0000%  | N/A     | $1008.00           | $296.61            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0852 | 2047-12-01      | 3.5000%  | N/A     | $1000.00           | $287.22            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM3752 | 2050-03-01      | 3.5000%  | N/A     | $1024.00           | $222.50            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM2003 | 2047-10-01      | 4.0000%  | N/A     | $1000.00           | $101.51            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA2995 | 2047-05-01      | 4.0000%  | N/A     | $1000.00           | $93.47             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3495 | 2048-10-01      | 4.0000%  | N/A     | $8065504.00        | $569265.60         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTAL6036 | 2034-09-01      | 4.0000%  | N/A     | $1000.00           | $124.07            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTCA1407 | 2038-03-01      | 4.0000%  | N/A     | $2490804.00        | $656289.51         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX0467 | 2052-12-01      | 4.5000%  | N/A     | $951240.00         | $695313.24         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8967 | 2054-08-01      | 5.0000%  | N/A     | $1000.00           | $773.34            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC2335 | 2056-04-01      | 5.0000%  | N/A     | $1023.00           | $1015.97           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9482 | 2054-11-01      | 5.5000%  | N/A     | $1024.00           | $917.22            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2833 | 2055-09-01      | 5.5000%  | N/A     | $4022944.00        | $3637642.98        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4869 | 2053-01-01      | 5.5000%  | N/A     | $2625969.00        | $1774417.51        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5296 | 2054-03-01      | 5.5000%  | N/A     | $1024.00           | $742.45            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5470 | 2054-09-01      | 5.5000%  | N/A     | $1000.00           | $756.73            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0119 | 2055-03-01      | 6.0000%  | N/A     | $1000.00           | $913.44            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE6403 | 2055-09-01      | 6.0000%  | N/A     | $1008.00           | $825.53            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5108 | 2053-08-01      | 6.0000%  | N/A     | $1152.00           | $710.18            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC1267 | 2055-10-01      | 6.5000%  | N/A     | $41108.00          | $36546.08          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF1980 | 2055-11-01      | 6.5000%  | N/A     | $1000.00           | $1049.35           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF4936 | 2055-11-01      | 6.5000%  | N/A     | $1000.00           | $1054.92           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA5108 | 2055-08-01      | 6.5000%  | N/A     | $2134948.00        | $2130121.78        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDF7585 | 2056-02-01      | 7.0000%  | N/A     | $1000.00           | $1070.46           | Agency Mortgage-Backed Securities  |
| GNII ET DJ1248 C     | 2065-05-20      | 7.0000%  | N/A     | $2024.00           | $1755.44           | Agency Mortgage-Backed Securities  |
| GNII ET DM5591 C     | 2065-09-20      | 7.0000%  | N/A     | $904630.00         | $940890.56         | Agency Mortgage-Backed Securities  |
| GNII RG CG8613 C     | 2046-09-20      | 4.0000%  | N/A     | $2000.00           | $984.52            | Agency Mortgage-Backed Securities  |
| GNII SF 004882 M     | 2040-12-20      | 4.0000%  | N/A     | $1024.00           | $48.72             | Agency Mortgage-Backed Securities  |
| GNII SF 005304 M     | 2042-01-20      | 3.5000%  | N/A     | $14744342.00       | $978599.71         | Agency Mortgage-Backed Securities  |
| GNII SF BX5449 C     | 2050-08-20      | 3.0000%  | N/A     | $2000.00           | $667.17            | Agency Mortgage-Backed Securities  |
| GNII SF CT5725 C     | 2053-09-20      | 7.5000%  | N/A     | $1000.00           | $823.77            | Agency Mortgage-Backed Securities  |
| GNII SF CV2676 C     | 2055-11-20      | 7.5000%  | N/A     | $1314746.00        | $1418672.05        | Agency Mortgage-Backed Securities  |
| GNII SF CV2682 C     | 2055-08-20      | 7.5000%  | N/A     | $11494039.00       | $12375762.62       | Agency Mortgage-Backed Securities  |
| GNII SF CV6239 C     | 2053-08-20      | 7.0000%  | N/A     | $1004.00           | $763.45            | Agency Mortgage-Backed Securities  |
| GNII SF CV6243 C     | 2053-08-20      | 7.0000%  | N/A     | $1000.00           | $537.94            | Agency Mortgage-Backed Securities  |
| GNII SF CV6286 C     | 2053-09-20      | 7.0000%  | N/A     | $1000.00           | $856.23            | Agency Mortgage-Backed Securities  |
| GNII SF CV6288 C     | 2053-09-20      | 7.0000%  | N/A     | $1000.00           | $828.97            | Agency Mortgage-Backed Securities  |
| GNII SF CV6323 C     | 2053-10-20      | 7.0000%  | N/A     | $11649007.00       | $10372673.27       | Agency Mortgage-Backed Securities  |
| GNII SF CV6949 C     | 2053-06-20      | 6.5000%  | N/A     | $2000.00           | $763.52            | Agency Mortgage-Backed Securities  |
| GNII SF CV7430 C     | 2053-07-20      | 6.0000%  | N/A     | $1000.00           | $1033.19           | Agency Mortgage-Backed Securities  |
| GNII SF CX0787 C     | 2053-09-20      | 7.0000%  | N/A     | $1044.00           | $919.76            | Agency Mortgage-Backed Securities  |
| GNII SF CX5467 C     | 2053-10-20      | 6.5000%  | N/A     | $1000.00           | $953.20            | Agency Mortgage-Backed Securities  |
| GNII SF CX6094 C     | 2053-11-20      | 7.5000%  | N/A     | $1000.00           | $745.85            | Agency Mortgage-Backed Securities  |
| GNII SF CX6599 C     | 2053-10-20      | 7.0000%  | N/A     | $1000.00           | $604.27            | Agency Mortgage-Backed Securities  |
| GNII SF CX8471 C     | 2053-10-20      | 6.5000%  | N/A     | $1000.00           | $681.83            | Agency Mortgage-Backed Securities  |
| GNII SF CX8670 C     | 2053-10-20      | 6.5000%  | N/A     | $1000.00           | $503.09            | Agency Mortgage-Backed Securities  |
| GNII SF CZ8933 C     | 2054-01-20      | 8.0000%  | N/A     | $1000.00           | $484.01            | Agency Mortgage-Backed Securities  |
| GNII SF DF7613 C     | 2055-03-20      | 7.0000%  | N/A     | $5349817.00        | $5629634.29        | Agency Mortgage-Backed Securities  |
| GNII SF DF7617 C     | 2055-03-20      | 7.0000%  | N/A     | $2785966.00        | $2931966.95        | Agency Mortgage-Backed Securities  |
| GNII SF DH8947 C     | 2055-03-20      | 7.5000%  | N/A     | $3848704.00        | $3722993.19        | Agency Mortgage-Backed Securities  |
| GNII SF DJ4219 C     | 2055-07-20      | 7.0000%  | N/A     | $8823383.00        | $9317759.12        | Agency Mortgage-Backed Securities  |
| GNII SF DJ4872 C     | 2055-05-20      | 7.0000%  | N/A     | $1000.00           | $1056.02           | Agency Mortgage-Backed Securities  |
| GNII SF DK7884 C     | 2055-09-20      | 7.0000%  | N/A     | $6121058.00        | $6518421.37        | Agency Mortgage-Backed Securities  |
| GNII SF DL7326 C     | 2055-08-20      | 7.5000%  | N/A     | $7698304.00        | $8289412.50        | Agency Mortgage-Backed Securities  |
| GNII SF DL8227 C     | 2055-09-20      | 6.5000%  | N/A     | $1000.00           | $1060.64           | Agency Mortgage-Backed Securities  |
| GNII SF DM0811 C     | 2055-09-20      | 7.5000%  | N/A     | $23715738.00       | $24948897.86       | Agency Mortgage-Backed Securities  |
| GNII SF DM6291 C     | 2055-09-20      | 7.5000%  | N/A     | $2338513.00        | $2520425.77        | Agency Mortgage-Backed Securities  |
| GNII SF DN5621 C     | 2055-10-20      | 7.0000%  | N/A     | $1000.00           | $1048.97           | Agency Mortgage-Backed Securities  |
| GNII SF DN9439 C     | 2055-12-20      | 7.5000%  | N/A     | $3047093.00        | $3290351.06        | Agency Mortgage-Backed Securities  |
| GNII SF DN9459 C     | 2055-11-20      | 7.0000%  | N/A     | $14093938.00       | $14923688.18       | Agency Mortgage-Backed Securities  |
| GNII SF DO3180 C     | 2055-12-20      | 6.5000%  | N/A     | $61042.00          | $63786.17          | Agency Mortgage-Backed Securities  |
| GNII SF DP0260 C     | 2056-01-20      | 7.0000%  | N/A     | $4001478.00        | $4273698.47        | Agency Mortgage-Backed Securities  |
| GNII SF DP3937 C     | 2056-01-20      | 6.5000%  | N/A     | $4273427.00        | $4607717.15        | Agency Mortgage-Backed Securities  |
| GNII SF DP8130 C     | 2056-02-20      | 6.5000%  | N/A     | $1000.00           | $1073.59           | Agency Mortgage-Backed Securities  |
| GNII SF DP9618 C     | 2056-03-20      | 5.5000%  | N/A     | $1000.00           | $1006.62           | Agency Mortgage-Backed Securities  |
| GNII SF DQ0336 C     | 2056-03-20      | 5.5000%  | N/A     | $5210311.00        | $5406947.62        | Agency Mortgage-Backed Securities  |
| GNII SF DQ1177 C     | 2056-02-20      | 6.5000%  | N/A     | $1000.00           | $1058.15           | Agency Mortgage-Backed Securities  |
| GNII SF DQ2271 C     | 2056-03-20      | 5.5000%  | N/A     | $4980425.00        | $5167088.87        | Agency Mortgage-Backed Securities  |
| GNII SF DQ2961 C     | 2056-02-20      | 6.5000%  | N/A     | $1008.00           | $1075.84           | Agency Mortgage-Backed Securities  |
| GNII SF DQ9695 C     | 2056-04-20      | 6.5000%  | N/A     | $5720853.00        | $6116879.68        | Agency Mortgage-Backed Securities  |
| GNII SF DR1664 C     | 2056-04-20      | 7.0000%  | N/A     | $1000.00           | $1065.52           | Agency Mortgage-Backed Securities  |
| GNII SF DR8273 C     | 2056-04-20      | 6.0000%  | N/A     | $1000.00           | $1037.23           | Agency Mortgage-Backed Securities  |
| GNII SF DR8274 C     | 2056-04-20      | 6.5000%  | N/A     | $1000.00           | $1060.17           | Agency Mortgage-Backed Securities  |
| GNII SF MA4321 M     | 2047-02-20      | 3.5000%  | N/A     | $1024.00           | $112.99            | Agency Mortgage-Backed Securities  |
| GNII SF MA4778 M     | 2047-10-20      | 3.5000%  | N/A     | $66728832.00       | $7590370.85        | Agency Mortgage-Backed Securities  |
| GNII SF MA5398 M     | 2048-08-20      | 4.0000%  | N/A     | $100000000.00      | $8911264.49        | Agency Mortgage-Backed Securities  |
| GNII SF MA5528 M     | 2048-10-20      | 4.0000%  | N/A     | $2048.00           | $178.24            | Agency Mortgage-Backed Securities  |
| GNII SF MA6338 M     | 2049-12-20      | 3.0000%  | N/A     | $2064.00           | $336.85            | Agency Mortgage-Backed Securities  |
| GNII SF MA7193 M     | 2051-02-20      | 2.5000%  | N/A     | $2000.00           | $861.23            | Agency Mortgage-Backed Securities  |
| GNII SF MA7312 M     | 2051-04-20      | 2.5000%  | N/A     | $10952532.00       | $5298732.21        | Agency Mortgage-Backed Securities  |
| GNII SF MA7473 M     | 2051-07-20      | 3.0000%  | N/A     | $2048.00           | $1040.21           | Agency Mortgage-Backed Securities  |
| GNII SF MA7766 M     | 2051-12-20      | 2.0000%  | N/A     | $36225898.00       | $20988091.12       | Agency Mortgage-Backed Securities  |
| GNII SF MA7937 M     | 2052-03-20      | 3.0000%  | N/A     | $16973312.00       | $10485363.25       | Agency Mortgage-Backed Securities  |
| GNII SF MA7988 M     | 2052-04-20      | 3.0000%  | N/A     | $2000.00           | $1270.76           | Agency Mortgage-Backed Securities  |
| GNII SF MA7989 M     | 2052-04-20      | 3.5000%  | N/A     | $3016.00           | $1990.11           | Agency Mortgage-Backed Securities  |
| GNII SF MA8201 M     | 2052-08-20      | 4.5000%  | N/A     | $1000.00           | $706.58            | Agency Mortgage-Backed Securities  |
| GNII SF MA8345 M     | 2052-10-20      | 3.5000%  | N/A     | $3024.00           | $2116.06           | Agency Mortgage-Backed Securities  |
| GNII SF MA8725 M     | 2053-03-20      | 5.0000%  | N/A     | $1015.00           | $744.79            | Agency Mortgage-Backed Securities  |
| GNII SF MA9601 M     | 2054-04-20      | 3.5000%  | N/A     | $1024.00           | $730.15            | Agency Mortgage-Backed Securities  |
| GNII SF MA9606 M     | 2054-02-20      | 6.0000%  | N/A     | $1024.00           | $543.59            | Agency Mortgage-Backed Securities  |
| GNII SF MA9728 M     | 2054-05-20      | 7.0000%  | N/A     | $1644.00           | $518.58            | Agency Mortgage-Backed Securities  |
| GNII SF MA9779 M     | 2054-07-20      | 5.5000%  | N/A     | $103381000.00      | $75530455.30       | Agency Mortgage-Backed Securities  |
| GNII SF MA9904 M     | 2053-05-20      | 4.5000%  | N/A     | $1008.00           | $906.80            | Agency Mortgage-Backed Securities  |
| GNII SF MB0148 M     | 2055-01-20      | 6.0000%  | N/A     | $1000.00           | $566.21            | Agency Mortgage-Backed Securities  |
| GNII SF MB0366 M     | 2055-05-20      | 5.5000%  | N/A     | $83301.00          | $68947.97          | Agency Mortgage-Backed Securities  |
| GNII SF MB0481 M     | 2055-07-20      | 3.5000%  | N/A     | $2400.00           | $2132.72           | Agency Mortgage-Backed Securities  |
| GNII SF MB0555 M     | 2055-08-20      | 5.0000%  | N/A     | $1000.00           | $975.39            | Agency Mortgage-Backed Securities  |
| GNII SF MB0556 M     | 2055-06-20      | 5.5000%  | N/A     | $13008616.00       | $12525956.32       | Agency Mortgage-Backed Securities  |
| GNII SF MB0624 M     | 2055-08-20      | 6.0000%  | N/A     | $2000.00           | $1964.55           | Agency Mortgage-Backed Securities  |
| GNII SF MB0685 M     | 2055-09-20      | 5.0000%  | N/A     | $1000.00           | $983.09            | Agency Mortgage-Backed Securities  |
| GNII SF MB0687 M     | 2055-10-20      | 6.0000%  | N/A     | $1024.00           | $1021.94           | Agency Mortgage-Backed Securities  |
| GNII SF MB0744 M     | 2055-11-20      | 4.5000%  | N/A     | $73950600.00       | $70895244.01       | Agency Mortgage-Backed Securities  |
| GNII SF MB0874 M     | 2056-01-20      | 6.5000%  | N/A     | $40366848.00       | $42079321.84       | Agency Mortgage-Backed Securities  |
| GNII SF MB0933 M     | 2056-01-20      | 3.5000%  | N/A     | $30807100.00       | $27803037.63       | Agency Mortgage-Backed Securities  |
| GNII SF MB0935 M     | 2056-02-20      | 4.5000%  | N/A     | $2008.00           | $1933.95           | Agency Mortgage-Backed Securities  |
| GNII SF MB0936 M     | 2056-02-20      | 5.0000%  | N/A     | $367965.00         | $365127.39         | Agency Mortgage-Backed Securities  |
| GNII SF MB0996 M     | 2056-03-20      | 5.0000%  | N/A     | $1362138.00        | $1355409.27        | Agency Mortgage-Backed Securities  |
| GNII SP 788377 C     | 2055-12-20      | 6.5000%  | N/A     | $7217000.00        | $7393732.65        | Agency Mortgage-Backed Securities  |
| GNMI SF 737796 X     | 2040-12-15      | 3.5000%  | N/A     | $1024.00           | $43.92             | Agency Mortgage-Backed Securities  |
| GNMI SF AF5046 X     | 2028-08-15      | 3.0000%  | N/A     | $5825372.00        | $110904.51         | Agency Mortgage-Backed Securities  |
| GNMI SP 783252 X     | 2040-09-15      | 5.0000%  | N/A     | $1024.00           | $53.33             | Agency Mortgage-Backed Securities  |
| GNMI SP 783279 X     | 2039-07-15      | 5.5000%  | N/A     | $4124.00           | $356.73            | Agency Mortgage-Backed Securities  |
| GNMI SP 783685 X     | 2042-10-15      | 3.0000%  | N/A     | $8415960.00        | $697343.09         | Agency Mortgage-Backed Securities  |
| TINT 02/15/42        | 2042-02-15      | 0.0000%  | N/A     | $1.00              | $0.45              | U.S. Treasuries (including strips) |
| TINT 08/15/40        | 2040-08-15      | 0.0000%  | N/A     | $271869.60         | $134005.07         | U.S. Treasuries (including strips) |
| TINT 08/15/41        | 2041-08-15      | 0.0000%  | N/A     | $0.32              | $0.15              | U.S. Treasuries (including strips) |

### Security 27: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYJ3GBCZ7
- **C.18 - Value (incl. sponsor support):** $1150000000.00
- **C.18.a - Value (excl. sponsor support):** $1150000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2052-02-15      | 0.0000%  | N/A     | $11.00             | $2.86              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 6.5000%  | N/A     | $48.00             | $50.04             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-12-31      | 3.8750%  | N/A     | $4456.00           | $4424.01           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 0.0000%  | N/A     | $33537734.00       | $29385326.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 0.0000%  | N/A     | $85196.00          | $38519.00          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 0.0000%  | N/A     | $2.00              | $0.74              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-30      | 0.0000%  | N/A     | $575.00            | $569.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 0.0000%  | N/A     | $1.00              | $0.92              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | N/A     | $64746342.00       | $61129829.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-11-15      | 0.0000%  | N/A     | $7.00              | $4.45              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | N/A     | $96.00             | $91.20             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 3.5000%  | N/A     | $2050833.00        | $2040998.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 0.0000%  | N/A     | $1221877.00        | $500811.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 0.0000%  | N/A     | $96.00             | $22.23             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 0.0000%  | N/A     | $240.00            | $78.36             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | N/A     | $192.00            | $146.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | N/A     | $33015925.00       | $32425222.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 0.0000%  | N/A     | $0.00              | $0.30              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | N/A     | $48.00             | $47.92             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 0.0000%  | N/A     | $61.00             | $42.69             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | N/A     | $17933004.00       | $18318714.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 0.0000%  | N/A     | $335.00            | $105.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | N/A     | $48.00             | $48.61             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 0.0000%  | N/A     | $11.00             | $11.04             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | N/A     | $96.00             | $96.93             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | N/A     | $48.00             | $42.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-15      | 3.5000%  | N/A     | $48.00             | $48.01             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 0.0000%  | N/A     | $48.00             | $45.57             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 0.0000%  | N/A     | $2.00              | $0.81              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | N/A     | $48.00             | $48.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | N/A     | $192.00            | $184.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 0.0000%  | N/A     | $16.00             | $3.97              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | N/A     | $48.00             | $54.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | N/A     | $47607988.00       | $65746810.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 0.0000%  | N/A     | $0.00              | $0.46              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 0.0000%  | N/A     | $12.00             | $9.73              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | N/A     | $192.00            | $184.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 0.0000%  | N/A     | $495.00            | $268.19            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 0.0000%  | N/A     | $2779.00           | $733.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 0.0000%  | N/A     | $32535.00          | $10786.14          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | N/A     | $1725.00           | $1680.06           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 0.0000%  | N/A     | $1.00              | $0.28              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 0.0000%  | N/A     | $624948.00         | $228406.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2056-02-15      | 2.3750%  | N/A     | $48.00             | $45.08             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 0.0000%  | N/A     | $0.00              | $0.23              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 0.0000%  | N/A     | $24.00             | $17.75             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | N/A     | $6851844.00        | $7902953.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | N/A     | $102877.00         | $84937.39          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-01      | 0.0000%  | N/A     | $240.00            | $235.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 0.0000%  | N/A     | $48.00             | $33.46             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | N/A     | $17689156.00       | $18743616.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-08-15      | 0.0000%  | N/A     | $0.00              | $0.50              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | N/A     | $192.00            | $191.86            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | N/A     | $3800319.00        | $3965883.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 0.0000%  | N/A     | $48.00             | $35.99             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-15      | 0.1250%  | N/A     | $96.00             | $116.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 0.0000%  | N/A     | $3306.00           | $2199.32           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | N/A     | $48.00             | $47.89             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 0.0000%  | N/A     | $0.00              | $0.18              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | N/A     | $48.00             | $49.53             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-08-15      | 0.0000%  | N/A     | $29.00             | $17.02             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | N/A     | $815.00            | $820.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 0.0000%  | N/A     | $0.00              | $0.12              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 0.0000%  | N/A     | $1.00              | $0.64              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | N/A     | $431.00            | $442.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | N/A     | $11979167.00       | $11771708.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 0.0000%  | N/A     | $3.00              | $2.02              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 0.0000%  | N/A     | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | N/A     | $192.00            | $137.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | N/A     | $96.00             | $98.11             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | N/A     | $34954873.00       | $35000488.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | N/A     | $16578113.00       | $16857320.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | N/A     | $40956292.00       | $39507829.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | N/A     | $41563827.00       | $40181837.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | N/A     | $3651538.00        | $3838755.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-11-15      | 0.0000%  | N/A     | $0.00              | $0.30              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 0.0000%  | N/A     | $383.00            | $170.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | N/A     | $1533.00           | $1542.86           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | N/A     | $479.00            | $475.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 0.0000%  | N/A     | $95.00             | $39.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 0.0000%  | N/A     | $96.00             | $40.09             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 0.0000%  | N/A     | $144.00            | $78.29             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.0000%  | N/A     | $2.00              | $0.76              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | N/A     | $21922450.00       | $26028500.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 0.0000%  | N/A     | $0.00              | $0.17              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 0.0000%  | N/A     | $7187500.00        | $4810953.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 0.0000%  | N/A     | $61.00             | $21.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | N/A     | $2540.00           | $1650.40           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 0.0000%  | N/A     | $130273.00         | $56758.39          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 0.0000%  | N/A     | $4.00              | $3.44              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | N/A     | $28030052.00       | $33871476.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 0.0000%  | N/A     | $17.00             | $4.50              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | N/A     | $3066571.00        | $3064209.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | N/A     | $48.00             | $33.49             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.0000%  | N/A     | $95881.00          | $26874.55          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 0.0000%  | N/A     | $48.00             | $42.49             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | N/A     | $1342.00           | $1338.02           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-06      | 0.0000%  | N/A     | $192.00            | $189.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 0.0000%  | N/A     | $3.00              | $1.69              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.0000%  | N/A     | $130247.00         | $55039.35          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.0000%  | N/A     | $1.00              | $0.33              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 0.0000%  | N/A     | $2300.00           | $550.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 0.0000%  | N/A     | $3.00              | $0.89              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | N/A     | $479.00            | $454.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.0000%  | N/A     | $0.00              | $0.13              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | N/A     | $527.00            | $556.19            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 0.0000%  | N/A     | $0.00              | $0.05              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | N/A     | $50041723.00       | $49409138.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | N/A     | $192.00            | $142.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 0.0000%  | N/A     | $17.00             | $10.16             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | N/A     | $479.00            | $365.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 0.0000%  | N/A     | $4.00              | $1.98              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 1.7500%  | N/A     | $240.00            | $381.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 0.0000%  | N/A     | $478.00            | $371.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 0.0000%  | N/A     | $1.00              | $0.28              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | N/A     | $22668177.00       | $28301815.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | N/A     | $186730772.00      | $183126868.23      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.8332%  | N/A     | $144.00            | $143.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 0.0000%  | N/A     | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | N/A     | $48.00             | $40.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | N/A     | $10605444.00       | $6798629.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 0.0000%  | N/A     | $9.00              | $3.01              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | N/A     | $288.00            | $289.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 0.0000%  | N/A     | $24.00             | $5.88              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-28      | 3.7500%  | N/A     | $48.00             | $46.86             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 3.5000%  | N/A     | $1102.00           | $1091.99           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 4.6250%  | N/A     | $575.00            | $561.41            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 0.0000%  | N/A     | $48.00             | $12.09             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 0.0000%  | N/A     | $11.00             | $9.94              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 0.0000%  | N/A     | $192.00            | $99.37             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 0.0000%  | N/A     | $0.00              | $0.09              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | N/A     | $47595482.00       | $46825447.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.0000%  | N/A     | $910.00            | $774.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 0.0000%  | N/A     | $0.00              | $0.03              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 0.0000%  | N/A     | $4.00              | $2.63              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | N/A     | $20804458.00       | $18599973.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | N/A     | $527.00            | $507.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | N/A     | $479.00            | $492.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-09      | 0.0000%  | N/A     | $48.00             | $47.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 0.0000%  | N/A     | $48.00             | $35.57             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 0.0000%  | N/A     | $0.00              | $0.20              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 0.0000%  | N/A     | $0.00              | $0.19              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-07      | 0.0000%  | N/A     | $288.00            | $287.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | N/A     | $48.00             | $47.25             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | N/A     | $144.00            | $104.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-11-15      | 0.0000%  | N/A     | $4.00              | $2.09              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | N/A     | $144.00            | $152.51            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | N/A     | $44355309.00       | $45439447.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.0000%  | N/A     | $1.00              | $0.50              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | N/A     | $71765750.00       | $67747134.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | N/A     | $48.00             | $48.38             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 0.0000%  | N/A     | $2.00              | $1.91              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 0.0000%  | N/A     | $48.00             | $11.61             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 0.0000%  | N/A     | $0.00              | $0.21              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-14      | 0.0000%  | N/A     | $70757105.00       | $70658044.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | N/A     | $144.00            | $138.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 0.0000%  | N/A     | $35.00             | $21.15             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | N/A     | $6810540.00        | $6693874.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 0.0000%  | N/A     | $1.00              | $0.13              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 0.0000%  | N/A     | $48.00             | $46.96             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 0.0000%  | N/A     | $0.00              | $0.35              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 0.0000%  | N/A     | $2.00              | $0.48              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 0.0000%  | N/A     | $3067.00           | $1612.47           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 5.3750%  | N/A     | $335.00            | $358.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | N/A     | $34248773.00       | $34309011.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-04      | 0.0000%  | N/A     | $479023.00         | $474409.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.0000%  | N/A     | $17.00             | $5.08              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 0.0000%  | N/A     | $5.00              | $3.62              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 0.0000%  | N/A     | $0.00              | $0.19              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 6.7500%  | N/A     | $335.00            | $342.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 0.0000%  | N/A     | $45090.00          | $37136.59          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 0.0000%  | N/A     | $14439.00          | $5505.67           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | N/A     | $288.00            | $211.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 1.0000%  | N/A     | $26017265.00       | $24840778.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 0.0000%  | N/A     | $40.00             | $40.08             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 0.0000%  | N/A     | $2.00              | $0.70              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | N/A     | $48.00             | $47.54             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | N/A     | $48.00             | $48.05             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | N/A     | $144.00            | $141.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | N/A     | $48.00             | $48.00             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 0.0000%  | N/A     | $240.00            | $56.11             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | N/A     | $671.00            | $585.85            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | N/A     | $192.00            | $172.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 0.0000%  | N/A     | $192.00            | $67.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.8022%  | N/A     | $48.00             | $47.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | N/A     | $1054.00           | $1065.65           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | N/A     | $96.00             | $96.63             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 0.0000%  | N/A     | $0.00              | $0.03              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 0.0000%  | N/A     | $48.00             | $11.98             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | N/A     | $192.00            | $189.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | N/A     | $25753867.00       | $15451018.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | N/A     | $48.00             | $26.49             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 0.0000%  | N/A     | $96.00             | $34.43             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | N/A     | $192.00            | $196.85            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 0.0000%  | N/A     | $2.00              | $0.63              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | N/A     | $48.00             | $52.14             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | N/A     | $48.00             | $46.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 0.0000%  | N/A     | $431.00            | $204.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 1.0000%  | N/A     | $42126657.00       | $38827210.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 0.0000%  | N/A     | $1.00              | $0.68              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 0.0000%  | N/A     | $10.00             | $6.27              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | N/A     | $48.00             | $53.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 0.0000%  | N/A     | $0.00              | $0.19              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 0.0000%  | N/A     | $0.00              | $0.18              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | N/A     | $96.00             | $83.16             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 0.0000%  | N/A     | $0.00              | $0.17              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | N/A     | $96.00             | $128.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | N/A     | $25242356.00       | $24730657.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 0.0000%  | N/A     | $0.00              | $0.19              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 0.0000%  | N/A     | $0.00              | $0.47              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | N/A     | $383.00            | $325.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 0.0000%  | N/A     | $24.00             | $22.10             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | N/A     | $575.00            | $576.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 0.0000%  | N/A     | $42.00             | $28.03             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 0.0000%  | N/A     | $0.00              | $0.14              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 0.0000%  | N/A     | $1.00              | $0.35              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 6.3750%  | N/A     | $96.00             | $100.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 0.0000%  | N/A     | $96.00             | $62.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 1.0000%  | N/A     | $39648646.00       | $40695423.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 0.0000%  | N/A     | $82.00             | $23.34             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | N/A     | $192.00            | $118.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | N/A     | $14165844.00       | $14398515.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | N/A     | $48.00             | $51.42             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | N/A     | $48.00             | $50.90             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 4.6250%  | N/A     | $48.00             | $48.20             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 0.0000%  | N/A     | $48.00             | $43.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.0000%  | N/A     | $48.00             | $39.88             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 0.0000%  | N/A     | $177.00            | $115.42            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-16      | 0.0000%  | N/A     | $383.00            | $381.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-08-15      | 0.0000%  | N/A     | $33.00             | $21.05             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | N/A     | $383.00            | $358.44            | U.S. Treasuries (including strips) |

### Security 28: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYJ3GBD11
- **C.18 - Value (incl. sponsor support):** $55000000.00
- **C.18.a - Value (excl. sponsor support):** $55000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-08-15      | 0.0000%  | N/A     | $300.00            | $296.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 0.0000%  | N/A     | $100.00            | $98.01             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 0.0000%  | N/A     | $60400.00          | $15100.60          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.0000%  | N/A     | $271738.97         | $102118.15         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | N/A     | $73700.00          | $100163.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 0.0000%  | N/A     | $18636.85          | $12151.23          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | N/A     | $50969000.00       | $55870105.36       | U.S. Treasuries (including strips) |

### Security 29: Deutsche Bank AG

- **C.1 - Title:** Deutsche Bank AG
- **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: N/A, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: BYJ3DN0D6
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2032-12-31      | 3.8750%  | N/A     | $13000000.00       | $12905948.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | N/A     | $25000000.00       | $21761131.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.0000%  | N/A     | $557000.00         | $553600.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | N/A     | $4000.00           | $3975.15           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | N/A     | $25000000.00       | $25329700.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-31      | 4.0000%  | N/A     | $1000000.00        | $996594.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | N/A     | $5000.00           | $5073.87           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | N/A     | $5000.00           | $5034.32           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | N/A     | $156521600.00      | $141981106.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | N/A     | $2700.00           | $2561.18           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | N/A     | $20000.00          | $20190.95          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-04      | 0.0000%  | N/A     | $115000.00         | $114597.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-24      | 0.0000%  | N/A     | $713900.00         | $696980.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 3.8750%  | N/A     | $7000000.00        | $6940360.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | N/A     | $17000000.00       | $17157751.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.5000%  | N/A     | $44000.00          | $44224.83          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | N/A     | $7000000.00        | $6920012.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-04      | 0.0000%  | N/A     | $152000.00         | $150536.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-11      | 0.0000%  | N/A     | $600300.00         | $597784.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | N/A     | $400.00            | $375.73            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | N/A     | $2700.00           | $2569.34           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-15      | 1.2500%  | N/A     | $50000000.00       | $49816474.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | N/A     | $8000000.00        | $8132416.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | N/A     | $8000.00           | $7724.87           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | N/A     | $12000.00          | $12266.83          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | N/A     | $1000000.00        | $1381003.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 4.8750%  | N/A     | $5000.00           | $5104.67           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | N/A     | $4000.00           | $3957.70           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | N/A     | $5000.00           | $5156.20           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | N/A     | $37621100.00       | $29451231.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | N/A     | $16000.00          | $15987.68          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | N/A     | $25000000.00       | $25839000.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | N/A     | $40000000.00       | $39448452.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.3750%  | N/A     | $25000000.00       | $25138017.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 2.5000%  | N/A     | $77900.00          | $124082.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.1250%  | N/A     | $1000000.00        | $985462.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | N/A     | $19900.00          | $20176.12          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | N/A     | $3800.00           | $3598.88           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-15      | 3.5000%  | N/A     | $45281100.00       | $45363825.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | N/A     | $7000.00           | $7152.64           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | N/A     | $20000.00          | $20410.21          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.6250%  | N/A     | $3000000.00        | $2981569.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.0000%  | N/A     | $97800.00          | $94373.09          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | N/A     | $23000000.00       | $23387364.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | N/A     | $137778000.00      | $130056281.47      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | N/A     | $7100.00           | $6993.40           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | N/A     | $7000000.00        | $7018610.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | N/A     | $24000000.00       | $23930839.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-19      | 0.0000%  | N/A     | $190000.00         | $189640.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-21      | 0.0000%  | N/A     | $4649800.00        | $4526998.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 4.6250%  | N/A     | $4000.00           | $4024.03           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-29      | 0.0000%  | N/A     | $100.00            | $98.18             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | N/A     | $50000.00          | $49691.50          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | N/A     | $31000000.00       | $31686290.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | N/A     | $2000.00           | $1967.64           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | N/A     | $2400.00           | $2253.88           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-06      | 0.0000%  | N/A     | $4360100.00        | $4317458.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | N/A     | $4500.00           | $4313.28           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | N/A     | $52700000.00       | $53354478.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-18      | 0.0000%  | N/A     | $31000.00          | $30657.14          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-09      | 0.0000%  | N/A     | $199900.00         | $199100.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | N/A     | $38000.00          | $38427.92          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | N/A     | $2100.00           | $1972.19           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 4.0000%  | N/A     | $11000000.00       | $10856257.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | N/A     | $45000000.00       | $43928008.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-16      | 0.0000%  | N/A     | $7853300.00        | $7792751.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 3.8750%  | N/A     | $6616000.00        | $6581174.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-01      | 0.0000%  | N/A     | $390000.00         | $383986.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | N/A     | $32000000.00       | $33394116.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-21      | 0.0000%  | N/A     | $643600.00         | $642254.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-18      | 0.0000%  | N/A     | $1013000.00        | $980482.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | N/A     | $26610400.00       | $26703261.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | N/A     | $2000.00           | $1977.97           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-12      | 0.0000%  | N/A     | $100.00            | $99.88             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | N/A     | $2700.00           | $2571.77           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | N/A     | $142814100.00      | $144878042.31      | U.S. Treasuries (including strips) |

### Security 30: Deutsche Bank AG

- **C.1 - Title:** Deutsche Bank AG
- **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: N/A, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: BYJ3GBDD5
- **C.18 - Value (incl. sponsor support):** $2250000000.00
- **C.18.a - Value (excl. sponsor support):** $2250000000.00
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| 1 1/4 BOND 50        | 2050-05-15      | 1.2500%  | N/A     | $20374000.00       | $9675043.03        | U.S. Treasuries (including strips)        |
| 1 1/8 BOND 40        | 2040-08-15      | 1.1250%  | N/A     | $100.00            | $62.08             | U.S. Treasuries (including strips)        |
| 1 3/4 BOND 41        | 2041-08-15      | 1.7500%  | N/A     | $125600.00         | $83757.28          | U.S. Treasuries (including strips)        |
| 1 3/8 BOND 40        | 2040-11-15      | 1.3750%  | N/A     | $162000.00         | $104534.43         | U.S. Treasuries (including strips)        |
| 1 3/8 BOND 50        | 2050-08-15      | 1.3750%  | N/A     | $13074100.00       | $6355722.35        | U.S. Treasuries (including strips)        |
| 2 1/2 BOND 45        | 2045-02-15      | 2.5000%  | N/A     | $21008300.00       | $14687543.23       | U.S. Treasuries (including strips)        |
| 2 1/2 BOND 46        | 2046-02-15      | 2.5000%  | N/A     | $195500.00         | $134459.13         | U.S. Treasuries (including strips)        |
| 2 1/2 BOND 46        | 2046-05-15      | 2.5000%  | N/A     | $32653200.00       | $22578515.17       | U.S. Treasuries (including strips)        |
| 2 1/4 BOND 41        | 2041-05-15      | 2.2500%  | N/A     | $499900.00         | $366530.52         | U.S. Treasuries (including strips)        |
| 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  | N/A     | $7730600.00        | $5023880.75        | U.S. Treasuries (including strips)        |
| 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  | N/A     | $3899500.00        | $2416595.99        | U.S. Treasuries (including strips)        |
| 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  | N/A     | $100.00            | $76.67             | U.S. Treasuries (including strips)        |
| 2 3/4 BOND 47        | 2047-08-15      | 2.7500%  | N/A     | $365800.00         | $258288.29         | U.S. Treasuries (including strips)        |
| 2 3/4 BOND 47        | 2047-11-15      | 2.7500%  | N/A     | $100.00            | $71.07             | U.S. Treasuries (including strips)        |
| 2 3/8 BOND 42        | 2042-02-15      | 2.3750%  | N/A     | $4626900.00        | $3368128.59        | U.S. Treasuries (including strips)        |
| 2 3/8 BOND 49        | 2049-11-15      | 2.3750%  | N/A     | $15337800.00       | $9832310.25        | U.S. Treasuries (including strips)        |
| 2 3/8 BOND 51        | 2051-05-15      | 2.3750%  | N/A     | $100.00            | $62.95             | U.S. Treasuries (including strips)        |
| 2 7/8 BOND 45        | 2045-08-15      | 2.8750%  | N/A     | $2742400.00        | $2032220.07        | U.S. Treasuries (including strips)        |
| 2 7/8 BOND 46        | 2046-11-15      | 2.8750%  | N/A     | $1995700.00        | $1470379.28        | U.S. Treasuries (including strips)        |
| 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  | N/A     | $21651800.00       | $15513594.85       | U.S. Treasuries (including strips)        |
| 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  | N/A     | $17098000.00       | $11939596.69       | U.S. Treasuries (including strips)        |
| 3 1/2 NOTE B 33      | 2033-02-15      | 3.5000%  | N/A     | $408914400.00      | $394350789.39      | U.S. Treasuries (including strips)        |
| 3 1/8 BOND 41        | 2041-11-15      | 3.1250%  | N/A     | $399800.00         | $330082.92         | U.S. Treasuries (including strips)        |
| 3 1/8 BOND 44        | 2044-08-15      | 3.1250%  | N/A     | $104144000.00      | $81527893.33       | U.S. Treasuries (including strips)        |
| 3 1/8 BOND 48        | 2048-05-15      | 3.1250%  | N/A     | $60979000.00       | $46272091.52       | U.S. Treasuries (including strips)        |
| 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  | N/A     | $5199700.00        | $4344917.01        | U.S. Treasuries (including strips)        |
| 3 5/8 BOND 43        | 2043-08-15      | 3.6250%  | N/A     | $37220200.00       | $31766332.32       | U.S. Treasuries (including strips)        |
| 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  | N/A     | $37981300.00       | $30724324.22       | U.S. Treasuries (including strips)        |
| 3 7/8 BOND 40        | 2040-08-15      | 3.8750%  | N/A     | $200.00            | $183.25            | U.S. Treasuries (including strips)        |
| 3 7/8 BOND 43        | 2043-05-15      | 3.8750%  | N/A     | $22012800.00       | $19728076.89       | U.S. Treasuries (including strips)        |
| 3 7/8 BOND 43        | 2043-02-15      | 3.8750%  | N/A     | $100000.00         | $88878.13          | U.S. Treasuries (including strips)        |
| 3 BOND 42            | 2042-05-15      | 3.0000%  | N/A     | $78736800.00       | $63303356.23       | U.S. Treasuries (including strips)        |
| 3 BOND 44            | 2044-11-15      | 3.0000%  | N/A     | $25780600.00       | $19903574.66       | U.S. Treasuries (including strips)        |
| 3 BOND 45            | 2045-05-15      | 3.0000%  | N/A     | $926100.00         | $710352.88         | U.S. Treasuries (including strips)        |
| 3 BOND 48            | 2048-02-15      | 3.0000%  | N/A     | $5269100.00        | $3876069.02        | U.S. Treasuries (including strips)        |
| 3 BOND 49            | 2049-02-15      | 3.0000%  | N/A     | $161800.00         | $117836.12         | U.S. Treasuries (including strips)        |
| 3 BOND 52            | 2052-08-15      | 3.0000%  | N/A     | $50430900.00       | $35728910.68       | U.S. Treasuries (including strips)        |
| 4 1/2 BOND 38        | 2038-05-15      | 4.5000%  | N/A     | $4990700.00        | $5088794.00        | U.S. Treasuries (including strips)        |
| 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  | N/A     | $100.00            | $95.63             | U.S. Treasuries (including strips)        |
| 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  | N/A     | $100.00            | $96.46             | U.S. Treasuries (including strips)        |
| 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  | N/A     | $67688400.00       | $60515991.29       | U.S. Treasuries (including strips)        |
| 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  | N/A     | $277500.00         | $248073.30         | U.S. Treasuries (including strips)        |
| 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  | N/A     | $1789900.00        | $1566721.52        | U.S. Treasuries (including strips)        |
| 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  | N/A     | $7371200.00        | $7374530.07        | U.S. Treasuries (including strips)        |
| 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  | N/A     | $63200.00          | $62117.38          | U.S. Treasuries (including strips)        |
| 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  | N/A     | $1527500.00        | $1501046.40        | U.S. Treasuries (including strips)        |
| 4 3/4 BOND 55        | 2055-08-15      | 4.7500%  | N/A     | $29828600.00       | $29004434.13       | U.S. Treasuries (including strips)        |
| 4 3/4 BOND 56        | 2056-02-15      | 4.7500%  | N/A     | $9478500.00        | $9224001.75        | U.S. Treasuries (including strips)        |
| 4 3/8 BOND 38        | 2038-02-15      | 4.3750%  | N/A     | $535900.00         | $535564.19         | U.S. Treasuries (including strips)        |
| 4 3/8 BOND 41        | 2041-05-15      | 4.3750%  | N/A     | $4096100.00        | $3992026.92        | U.S. Treasuries (including strips)        |
| 4 5/8 BOND 40        | 2040-02-15      | 4.6250%  | N/A     | $1204200.00        | $1204903.76        | U.S. Treasuries (including strips)        |
| 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  | N/A     | $59957800.00       | $58885068.83       | U.S. Treasuries (including strips)        |
| 4 5/8 BOND 45        | 2045-11-15      | 4.6250%  | N/A     | $5752700.00        | $5616755.44        | U.S. Treasuries (including strips)        |
| 4 5/8 BOND 46        | 2046-02-15      | 4.6250%  | N/A     | $2746400.00        | $2647486.81        | U.S. Treasuries (including strips)        |
| 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  | N/A     | $6000000.00        | $5780871.38        | U.S. Treasuries (including strips)        |
| 4 5/8 BOND 55        | 2055-11-15      | 4.6250%  | N/A     | $23980600.00       | $23144122.22       | U.S. Treasuries (including strips)        |
| 4 5/8 BOND 55        | 2055-02-15      | 4.6250%  | N/A     | $44913000.00       | $42758721.90       | U.S. Treasuries (including strips)        |
| 4 7/8 BOND 45        | 2045-08-15      | 4.8750%  | N/A     | $826300.00         | $823949.56         | U.S. Treasuries (including strips)        |
| 4 BOND 42            | 2042-11-15      | 4.0000%  | N/A     | $5001000.00        | $4580728.67        | U.S. Treasuries (including strips)        |
| 4 BOND 52            | 2052-11-15      | 4.0000%  | N/A     | $12700600.00       | $11021993.98       | U.S. Treasuries (including strips)        |
| 4 NOTE Z 30          | 2030-05-31      | 4.0000%  | N/A     | $22417100.00       | $22768003.98       | U.S. Treasuries (including strips)        |
| 5 1/2 BOND 28        | 2028-08-15      | 5.5000%  | N/A     | $586300.00         | $612736.32         | U.S. Treasuries (including strips)        |
| 5 1/4 BOND 28        | 2028-11-15      | 5.2500%  | N/A     | $2603600.00        | $2747400.96        | U.S. Treasuries (including strips)        |
| 5 3/8 BOND 31        | 2031-02-15      | 5.3750%  | N/A     | $130700.00         | $139522.85         | U.S. Treasuries (including strips)        |
| 5 BOND 45            | 2045-05-15      | 5.0000%  | N/A     | $15265000.00       | $15670410.57       | U.S. Treasuries (including strips)        |
| 6 3/4 BOND 26        | 2026-08-15      | 6.7500%  | N/A     | $38000.00          | $38845.06          | U.S. Treasuries (including strips)        |
| 6 5/8 BOND 27        | 2027-02-15      | 6.6250%  | N/A     | $85000.00          | $88103.59          | U.S. Treasuries (including strips)        |
| FEPC 02.500 CLQE5290 | 2052-04-01      | 2.5000%  | N/A     | $25540.00          | $19688.52          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA3660 | 2050-10-01      | 2.5000%  | N/A     | $6695000.00        | $3425688.44        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIRR0045 | 2040-12-01      | 3.5000%  | N/A     | $72262.00          | $67365.20          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRQ0032 | 2055-07-01      | 3.5000%  | N/A     | $4313880.00        | $3776904.99        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRQ0036 | 2055-07-01      | 3.5000%  | N/A     | $336362.00         | $287772.06         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRQ0045 | 2055-08-01      | 3.5000%  | N/A     | $75809.00          | $67890.89          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRQ0068 | 2055-10-01      | 3.5000%  | N/A     | $3087696.00        | $2711378.10        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRQ0099 | 2056-03-01      | 3.5000%  | N/A     | $4940728.00        | $4468626.16        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRQ0107 | 2056-04-01      | 3.5000%  | N/A     | $1406740.00        | $1282097.66        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRQ0115 | 2056-04-01      | 3.5000%  | N/A     | $4053928.00        | $3698558.42        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM4723 | 2047-11-01      | 3.5000%  | N/A     | $139618.00         | $24779.21          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRJ6331 | 2056-03-01      | 4.5000%  | N/A     | $5901840.00        | $5688955.44        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRJ6391 | 2056-04-01      | 4.5000%  | N/A     | $18308192.00       | $17813962.36       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTRB5399 | 2046-04-01      | 4.5000%  | N/A     | $953364.00         | $931160.15         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ6013 | 2056-03-01      | 5.0000%  | N/A     | $22113268.00       | $21851146.21       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ6123 | 2056-02-01      | 5.0000%  | N/A     | $11544752.00       | $11448126.28       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRQ0094 | 2056-02-01      | 5.0000%  | N/A     | $2023432.00        | $1968529.94        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL4195 | 2055-12-01      | 5.0000%  | N/A     | $19163192.00       | $18390040.09       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA1962 | 2055-11-01      | 5.0000%  | N/A     | $1008444.00        | $1000572.68        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTB1263 | 2056-01-01      | 5.0000%  | N/A     | $4026224.00        | $4013117.75        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTB1461 | 2056-05-01      | 5.0000%  | N/A     | $3917720.00        | $3906173.61        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ1960 | 2054-07-01      | 5.5000%  | N/A     | $3000.00           | $2576.16           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ5837 | 2056-01-01      | 5.5000%  | N/A     | $3072.00           | $2901.63           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ6333 | 2056-03-01      | 5.5000%  | N/A     | $9561712.00        | $9640652.19        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL4462 | 2053-10-01      | 5.5000%  | N/A     | $42130584.00       | $42557928.08       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL4465 | 2056-02-01      | 5.5000%  | N/A     | $22865930.00       | $23059177.51       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL4517 | 2056-01-01      | 5.5000%  | N/A     | $39961920.00       | $40994968.53       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL4518 | 2056-03-01      | 5.5000%  | N/A     | $3000.00           | $3028.86           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA3687 | 2056-01-01      | 5.5000%  | N/A     | $6327512.00        | $6315995.82        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA5974 | 2056-02-01      | 5.5000%  | N/A     | $1983712.00        | $2000141.88        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ5286 | 2055-11-01      | 6.0000%  | N/A     | $3360.00           | $3026.23           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ5784 | 2056-01-01      | 6.0000%  | N/A     | $3024.00           | $3087.90           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ5787 | 2056-01-01      | 6.0000%  | N/A     | $3072.00           | $2977.40           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ6096 | 2056-03-01      | 6.0000%  | N/A     | $21502400.00       | $22039920.59       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0120 | 2056-04-01      | 6.0000%  | N/A     | $3415404.00        | $3509851.30        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL3391 | 2055-11-01      | 6.0000%  | N/A     | $5426104.00        | $4727431.98        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL4466 | 2055-08-01      | 6.0000%  | N/A     | $29679584.00       | $30761751.91       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL4519 | 2053-10-01      | 6.0000%  | N/A     | $3000.00           | $3058.74           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLTA2316 | 2055-11-01      | 6.0000%  | N/A     | $7721888.00        | $7437848.92        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLTA3651 | 2056-01-01      | 6.0000%  | N/A     | $991360.00         | $1030640.40        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ4710 | 2055-08-01      | 6.5000%  | N/A     | $3072.00           | $2405.96           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ5118 | 2055-10-01      | 6.5000%  | N/A     | $3072.00           | $2832.25           | Agency Mortgage-Backed Securities         |
| FHDN 05/27/26        | 2026-05-27      | 0.0000%  | N/A     | $6615000.00        | $6596478.00        | Agency Debentures and Agency Strips       |
| FHDN 06/08/26        | 2026-06-08      | 0.0000%  | N/A     | $25670000.00       | $25567576.70       | Agency Debentures and Agency Strips       |
| FHDN 06/26/26        | 2026-06-26      | 0.0000%  | N/A     | $1542000.00        | $1533071.82        | Agency Debentures and Agency Strips       |
| FHDN 06/30/26        | 2026-06-30      | 0.0000%  | N/A     | $4146000.00        | $4120336.26        | Agency Debentures and Agency Strips       |
| FHDN 07/24/26        | 2026-07-24      | 0.0000%  | N/A     | $4470000.00        | $4431513.30        | Agency Debentures and Agency Strips       |
| FHDN 08/03/26        | 2026-08-03      | 0.0000%  | N/A     | $1786000.00        | $1768872.26        | Agency Debentures and Agency Strips       |
| FKAR 03.500 WAWA1645 | 2035-01-01      | 3.5000%  | N/A     | $200000.00         | $182286.46         | Agency Mortgage-Backed Securities         |
| FKAR 04.000 WNWN5398 | 2031-01-01      | 4.0000%  | N/A     | $11653000.00       | $11493531.28       | Agency Mortgage-Backed Securities         |
| FKAR 04.090 WNWN2436 | 2030-05-01      | 4.0900%  | N/A     | $29000000.00       | $28653731.94       | Agency Mortgage-Backed Securities         |
| FKAR 04.100 WAWA3343 | 2030-12-01      | 4.1000%  | N/A     | $25100281.00       | $24882329.69       | Agency Mortgage-Backed Securities         |
| FKAR 04.150 WNWN1789 | 2032-12-01      | 4.1500%  | N/A     | $5175000.00        | $5068431.51        | Agency Mortgage-Backed Securities         |
| FKAR 04.200 WNWN1740 | 2032-11-01      | 4.2000%  | N/A     | $11100000.00       | $10917408.70       | Agency Mortgage-Backed Securities         |
| FKAR 04.250 WDWD0036 | 2032-12-01      | 4.2500%  | N/A     | $19750000.00       | $19416276.57       | Agency Mortgage-Backed Securities         |
| FKAR 04.250 WDWD0042 | 2032-11-01      | 4.2500%  | N/A     | $58012000.00       | $57326855.71       | Agency Mortgage-Backed Securities         |
| FKAR 04.290 WAWA4472 | 2030-04-01      | 4.2900%  | N/A     | $32837745.00       | $32468876.85       | Agency Mortgage-Backed Securities         |
| FKAR 04.300 WDWD0029 | 2035-10-01      | 4.3000%  | N/A     | $8680000.00        | $8490271.60        | Agency Mortgage-Backed Securities         |
| FKAR 04.350 WAWA3342 | 2030-12-01      | 4.3500%  | N/A     | $2133291.00        | $2123542.22        | Agency Mortgage-Backed Securities         |
| FKAR 04.400 WNWN1752 | 2035-10-01      | 4.4000%  | N/A     | $35267000.00       | $34558572.16       | Agency Mortgage-Backed Securities         |
| FKAR 04.400 WNWN5396 | 2030-12-01      | 4.4000%  | N/A     | $22575000.00       | $22532004.65       | Agency Mortgage-Backed Securities         |
| FKAR 04.450 WAWA4871 | 2035-07-01      | 4.4500%  | N/A     | $14856739.00       | $14627410.51       | Agency Mortgage-Backed Securities         |
| FKAR 04.500 WRWR1004 | 2034-04-01      | 4.5000%  | N/A     | $75000000.00       | $74865375.00       | Agency Mortgage-Backed Securities         |
| FKAR 04.850 WRWR0001 | 2040-06-01      | 4.8500%  | N/A     | $3995000.00        | $3943212.59        | Agency Mortgage-Backed Securities         |
| FKAR WV9004          | 2065-12-01      | 4.2550%  | N/A     | $19253000.00       | $19251452.81       | Agency Mortgage-Backed Securities         |
| FKAR WV9008          | 2035-08-01      | 4.1950%  | N/A     | $31775000.00       | $31829408.52       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM7159 | 2051-02-01      | 2.5000%  | N/A     | $31000000.00       | $16766434.89       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBV7920 | 2052-08-01      | 3.5000%  | N/A     | $27684.00          | $23441.07          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM9835 | 2048-11-01      | 3.5000%  | N/A     | $1224975.00        | $678017.02         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL0160 | 2041-05-01      | 4.5000%  | N/A     | $5855.00           | $211.92            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDG8921 | 2056-05-01      | 5.0000%  | N/A     | $6949090.00        | $6909068.65        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA6053 | 2056-04-01      | 5.0000%  | N/A     | $23685942.00       | $23426291.45       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA6064 | 2046-04-01      | 5.0000%  | N/A     | $711500.00         | $709950.91         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9326 | 2054-10-01      | 5.5000%  | N/A     | $865000.00         | $781904.45         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDG9371 | 2056-05-01      | 5.5000%  | N/A     | $1459928.00        | $1488673.33        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA1990 | 2055-04-01      | 6.0000%  | N/A     | $600000.00         | $553248.69         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS9404 | 2054-10-01      | 6.0000%  | N/A     | $400000.00         | $339501.66         | Agency Mortgage-Backed Securities         |
| GNII SF MB0686 M     | 2055-09-20      | 5.5000%  | N/A     | $17368230.00       | $17259260.67       | Agency Mortgage-Backed Securities         |
| GNII SF MB0746 M     | 2055-11-20      | 5.5000%  | N/A     | $15072830.00       | $15052182.97       | Agency Mortgage-Backed Securities         |
| GNII SF MB0997 M     | 2056-02-20      | 5.5000%  | N/A     | $118810354.00      | $119956119.06      | Agency Mortgage-Backed Securities         |
| GNPL PN DJ4969       | 2060-04-15      | 5.7500%  | N/A     | $100000.00         | $104011.67         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBS5038 | 2029-03-01      | 2.4000%  | N/A     | $940000.00         | $895860.73         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBS6907 | 2029-11-01      | 4.5300%  | N/A     | $175000.00         | $176524.10         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBS8814 | 2029-09-01      | 4.4200%  | N/A     | $180000.00         | $180919.36         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ2378 | 2031-11-01      | 4.4300%  | N/A     | $1000000.00        | $1001496.61        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ3944 | 2030-05-01      | 4.3900%  | N/A     | $16611000.00       | $16665241.38       | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ4627 | 2030-08-01      | 4.3100%  | N/A     | $16000000.00       | $16050863.10       | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL6317 | 2035-04-01      | 2.3200%  | N/A     | $99500000.00       | $84287035.96       | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ0540 | 2034-02-01      | 5.0400%  | N/A     | $1400000.00        | $1438026.80        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ3173 | 2035-02-01      | 4.6600%  | N/A     | $45146000.00       | $44659562.04       | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX XXBM7579 | 2031-11-01      | 4.2016%  | N/A     | $30000000.00       | $30098668.32       | Agency Mortgage-Backed Securities         |
| MNRA CL006A2 R24M006 | 2027-07-25      | 2.9994%  | N/A     | $937213.00         | $901773.42         | Agency Collateralized Mortgage Obligation |

### Security 31: Deutsche Bank AG

- **C.1 - Title:** Deutsche Bank AG
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: BYJ3GBDF0
- **C.18 - Value (incl. sponsor support):** $166000000.00
- **C.18.a - Value (excl. sponsor support):** $166000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | N/A     | $97885200.00       | $96165364.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | N/A     | $73540100.00       | $73154663.95       | U.S. Treasuries (including strips) |

### Security 32: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETX36, C.4 - ISIN: US3133ETX369, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79997337.60
- **C.18.a - Value (excl. sponsor support):** $79997337.60
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-19
- **C.13 - Final Legal Maturity Date:** 2027-04-19
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5N3, C.4 - ISIN: US3133ET5N36, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $250239887.49
- **C.18.a - Value (excl. sponsor support):** $250239887.49
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-05-24
- **C.13 - Final Legal Maturity Date:** 2027-05-24
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETX69, C.4 - ISIN: US3133ETX690, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $186791661.34
- **C.18.a - Value (excl. sponsor support):** $186791661.34
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-11-19
- **C.13 - Final Legal Maturity Date:** 2027-11-19
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETR33, C.4 - ISIN: US3133ETR338, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $48010651.68
- **C.18.a - Value (excl. sponsor support):** $48010651.68
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-05
- **C.13 - Final Legal Maturity Date:** 2027-03-05
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5D5, C.4 - ISIN: US3133ET5D53, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $57952367.29
- **C.18.a - Value (excl. sponsor support):** $57952367.29
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-11-23
- **C.13 - Final Legal Maturity Date:** 2027-11-23
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETX28, C.4 - ISIN: US3133ETX286, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $151281497.71
- **C.18.a - Value (excl. sponsor support):** $151281497.71
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-19
- **C.13 - Final Legal Maturity Date:** 2026-11-19
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERP21, C.4 - ISIN: US3133ERP211, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $114953144.70
- **C.18.a - Value (excl. sponsor support):** $114953144.70
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5A1, C.4 - ISIN: US3133ET5A15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $80208338.85
- **C.18.a - Value (excl. sponsor support):** $80208338.85
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-19
- **C.13 - Final Legal Maturity Date:** 2027-04-19
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJN2, C.4 - ISIN: US3133ERJN27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $230551445.83
- **C.18.a - Value (excl. sponsor support):** $230551445.83
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETZZ3, C.4 - ISIN: US3133ETZZ39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $74995395.75
- **C.18.a - Value (excl. sponsor support):** $74995395.75
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWMR8, C.4 - ISIN: US3133EWMR88, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $146979325.36
- **C.18.a - Value (excl. sponsor support):** $146979325.36
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-07-23
- **C.13 - Final Legal Maturity Date:** 2027-07-23
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3G4, C.4 - ISIN: US3133ER3G49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $430193543.00
- **C.18.a - Value (excl. sponsor support):** $430193543.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-02-10
- **C.13 - Final Legal Maturity Date:** 2027-02-10
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNT0, C.4 - ISIN: US3133ETNT07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $422338708.02
- **C.18.a - Value (excl. sponsor support):** $422338708.02
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-02-01
- **C.13 - Final Legal Maturity Date:** 2027-02-01
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET4C8, C.4 - ISIN: US3133ET4C89, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $280446504.56
- **C.18.a - Value (excl. sponsor support):** $280446504.56
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-15
- **C.13 - Final Legal Maturity Date:** 2027-03-15
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHZ7, C.4 - ISIN: US3133ERHZ74, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $95305646.53
- **C.18.a - Value (excl. sponsor support):** $95305646.53
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWHQ6, C.4 - ISIN: US3133EWHQ60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $213838097.02
- **C.18.a - Value (excl. sponsor support):** $213838097.02
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-03-16
- **C.13 - Final Legal Maturity Date:** 2028-03-16
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET3F2, C.4 - ISIN: US3133ET3F20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $117598399.46
- **C.18.a - Value (excl. sponsor support):** $117598399.46
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR94, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99610295.75
- **C.18.a - Value (excl. sponsor support):** $99610295.75
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETW94, C.4 - ISIN: US3133ETW940, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $39999646.00
- **C.18.a - Value (excl. sponsor support):** $39999646.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWLG3, C.4 - ISIN: US3133EWLG33, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $439992901.22
- **C.18.a - Value (excl. sponsor support):** $439992901.22
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-05-10
- **C.13 - Final Legal Maturity Date:** 2027-05-10
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWLF5, C.4 - ISIN: US3133EWLF59, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $116391126.16
- **C.18.a - Value (excl. sponsor support):** $116391126.16
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-04-10
- **C.13 - Final Legal Maturity Date:** 2028-04-10
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETUZ8, C.4 - ISIN: US3133ETUZ83, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $164933698.44
- **C.18.a - Value (excl. sponsor support):** $164933698.44
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-01-27
- **C.13 - Final Legal Maturity Date:** 2027-01-27
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETY35, C.4 - ISIN: US3133ETY359, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $520347193.94
- **C.18.a - Value (excl. sponsor support):** $520347193.94
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-01-20
- **C.13 - Final Legal Maturity Date:** 2027-01-20
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3C3, C.4 - ISIN: US3133ER3C35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $85016733.95
- **C.18.a - Value (excl. sponsor support):** $85016733.95
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETR66, C.4 - ISIN: US3133ETR668, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $343197788.59
- **C.18.a - Value (excl. sponsor support):** $343197788.59
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCE8, C.4 - ISIN: US3133EWCE85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $125110538.05
- **C.18.a - Value (excl. sponsor support):** $125110538.05
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-09
- **C.13 - Final Legal Maturity Date:** 2028-02-09
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4V0, C.4 - ISIN: US3133ER4V07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79994594.40
- **C.18.a - Value (excl. sponsor support):** $79994594.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-02-24
- **C.13 - Final Legal Maturity Date:** 2027-02-24
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **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):** $245248721.55
- **C.18.a - Value (excl. sponsor support):** $245248721.55
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-09-24
- **C.13 - Final Legal Maturity Date:** 2027-09-24
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **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):** $93858049.03
- **C.18.a - Value (excl. sponsor support):** $93858049.03
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2E6, C.4 - ISIN: US3133ET2E63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $109994629.80
- **C.18.a - Value (excl. sponsor support):** $109994629.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-01
- **C.13 - Final Legal Maturity Date:** 2027-03-01
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **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):** $110341866.57
- **C.18.a - Value (excl. sponsor support):** $110341866.57
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **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):** $157274360.73
- **C.18.a - Value (excl. sponsor support):** $157274360.73
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-26
- **C.13 - Final Legal Maturity Date:** 2027-03-26
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWMT4, C.4 - ISIN: US3133EWMT45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $213784493.33
- **C.18.a - Value (excl. sponsor support):** $213784493.33
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-26
- **C.12 - Maturity Date (WAL):** 2027-05-24
- **C.13 - Final Legal Maturity Date:** 2027-05-24
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWMV9, C.4 - ISIN: US3133EWMV90, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $89999505.00
- **C.18.a - Value (excl. sponsor support):** $89999505.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-28
- **C.13 - Final Legal Maturity Date:** 2027-10-28
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB48, C.4 - ISIN: US3133ETB480, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $170093098.80
- **C.18.a - Value (excl. sponsor support):** $170093098.80
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Home Loan Bank Bonds

- **C.1 - Title:** Federal Home Loan Bank Bonds
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA5E3, C.4 - ISIN: US3130BA5E39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $445383284.14
- **C.18.a - Value (excl. sponsor support):** $445383284.14
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-09-25
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Home Loan Bank Bonds

- **C.1 - Title:** Federal Home Loan Bank Bonds
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9WN6, C.4 - ISIN: US3130B9WN60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $895105200.64
- **C.18.a - Value (excl. sponsor support):** $895105200.64
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2027-04-09
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal Home Loan Bank Bonds

- **C.1 - Title:** Federal Home Loan Bank Bonds
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8WC2, C.4 - ISIN: US3130B8WC23, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1336593253.61
- **C.18.a - Value (excl. sponsor support):** $1336593253.61
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2027-01-11
- **C.12 - Maturity Date (WAL):** 2027-01-11
- **C.13 - Final Legal Maturity Date:** 2027-01-11
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385F76, C.4 - ISIN: US313385F763, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $658577922.66
- **C.18.a - Value (excl. sponsor support):** $658577922.66
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-09-14
- **C.12 - Maturity Date (WAL):** 2026-09-14
- **C.13 - Final Legal Maturity Date:** 2026-09-14
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D60, C.4 - ISIN: US313385D602, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $101074105.34
- **C.18.a - Value (excl. sponsor support):** $101074105.34
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-28
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YM2, C.4 - ISIN: US313385YM24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $691734420.00
- **C.18.a - Value (excl. sponsor support):** $691734420.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-24
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 73: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385A22, C.4 - ISIN: US313385A228, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $64551452.62
- **C.18.a - Value (excl. sponsor support):** $64551452.62
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313384AX7, C.4 - ISIN: US313384AX79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $195663114.33
- **C.18.a - Value (excl. sponsor support):** $195663114.33
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2027-01-22
- **C.12 - Maturity Date (WAL):** 2027-01-22
- **C.13 - Final Legal Maturity Date:** 2027-01-22
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZB5, C.4 - ISIN: US313385ZB59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $222655167.84
- **C.18.a - Value (excl. sponsor support):** $222655167.84
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-07-08
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385V37, C.4 - ISIN: US313385V372, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $644079788.89
- **C.18.a - Value (excl. sponsor support):** $644079788.89
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Fitch: Agency; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZD1, C.4 - ISIN: US313385ZD16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $854488296.42
- **C.18.a - Value (excl. sponsor support):** $854488296.42
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-07-10
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C79, C.4 - ISIN: US313385C794, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $76328851.27
- **C.18.a - Value (excl. sponsor support):** $76328851.27
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-21
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZL3, C.4 - ISIN: US313385ZL32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $978592736.36
- **C.18.a - Value (excl. sponsor support):** $978592736.36
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385Q90, C.4 - ISIN: US313385Q901, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $194661958.01
- **C.18.a - Value (excl. sponsor support):** $194661958.01
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **C.10 - Ratings:** Fitch: Agency; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZG4, C.4 - ISIN: US313385ZG47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $676950284.86
- **C.18.a - Value (excl. sponsor support):** $676950284.86
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4WF4, C.4 - ISIN: US3130B4WF40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $318201443.46
- **C.18.a - Value (excl. sponsor support):** $318201443.46
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-02-05
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5LU0, C.4 - ISIN: US3130B5LU01, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100002519.00
- **C.18.a - Value (excl. sponsor support):** $100002519.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84H2, C.4 - ISIN: US3130B84H22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $399957460.00
- **C.18.a - Value (excl. sponsor support):** $399957460.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-15
- **C.13 - Final Legal Maturity Date:** 2027-10-15
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9EK2, C.4 - ISIN: US3130B9EK24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $486195118.55
- **C.18.a - Value (excl. sponsor support):** $486195118.55
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8QF2, C.4 - ISIN: US3130B8QF28, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $446957041.12
- **C.18.a - Value (excl. sponsor support):** $446957041.12
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZK1, C.4 - ISIN: US3130B8ZK12, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $122223526.69
- **C.18.a - Value (excl. sponsor support):** $122223526.69
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9QZ6, C.4 - ISIN: US3130B9QZ64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $670600891.90
- **C.18.a - Value (excl. sponsor support):** $670600891.90
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7TB0, C.4 - ISIN: US3130B7TB04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $480833220.16
- **C.18.a - Value (excl. sponsor support):** $480833220.16
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EX6, C.4 - ISIN: US3130B8EX61, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $222216371.15
- **C.18.a - Value (excl. sponsor support):** $222216371.15
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9H45, C.4 - ISIN: US3130B9H456, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $108149090.46
- **C.18.a - Value (excl. sponsor support):** $108149090.46
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8PH9, C.4 - ISIN: US3130B8PH92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $671195824.63
- **C.18.a - Value (excl. sponsor support):** $671195824.63
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JK7, C.4 - ISIN: US3130B9JK78, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $665695346.76
- **C.18.a - Value (excl. sponsor support):** $665695346.76
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-18
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZV7, C.4 - ISIN: US3130B8ZV76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $216674797.79
- **C.18.a - Value (excl. sponsor support):** $216674797.79
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8NY4, C.4 - ISIN: US3130B8NY44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $222366579.95
- **C.18.a - Value (excl. sponsor support):** $222366579.95
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA4E4, C.4 - ISIN: US3130BA4E48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $222597348.83
- **C.18.a - Value (excl. sponsor support):** $222597348.83
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8LF7, C.4 - ISIN: US3130B8LF72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $287482183.47
- **C.18.a - Value (excl. sponsor support):** $287482183.47
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-05-17
- **C.13 - Final Legal Maturity Date:** 2027-05-17
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9GT1, C.4 - ISIN: US3130B9GT15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $445196251.42
- **C.18.a - Value (excl. sponsor support):** $445196251.42
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAFT9, C.4 - ISIN: US3130BAFT95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $227919892.88
- **C.18.a - Value (excl. sponsor support):** $227919892.88
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Q84, C.4 - ISIN: US3130B5Q844, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $344120984.29
- **C.18.a - Value (excl. sponsor support):** $344120984.29
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8F64, C.4 - ISIN: US3130B8F643, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $444394489.44
- **C.18.a - Value (excl. sponsor support):** $444394489.44
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA4B0, C.4 - ISIN: US3130BA4B09, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $222600730.13
- **C.18.a - Value (excl. sponsor support):** $222600730.13
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8M74, C.4 - ISIN: US3130B8M748, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $445253650.59
- **C.18.a - Value (excl. sponsor support):** $445253650.59
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZJ4, C.4 - ISIN: US3130B8ZJ49, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $163088396.38
- **C.18.a - Value (excl. sponsor support):** $163088396.38
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ME9, C.4 - ISIN: US3130B8ME98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $445256268.72
- **C.18.a - Value (excl. sponsor support):** $445256268.72
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAHE0, C.4 - ISIN: US3130BAHE09, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $349999300.00
- **C.18.a - Value (excl. sponsor support):** $349999300.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8QE5, C.4 - ISIN: US3130B8QE52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $223476831.05
- **C.18.a - Value (excl. sponsor support):** $223476831.05
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7YQ1, C.4 - ISIN: US3130B7YQ18, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $399974056.00
- **C.18.a - Value (excl. sponsor support):** $399974056.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B54R6, C.4 - ISIN: US3130B54R67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $400152596.00
- **C.18.a - Value (excl. sponsor support):** $400152596.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAG84, C.4 - ISIN: US3130BAG846, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $353078510.00
- **C.18.a - Value (excl. sponsor support):** $353078510.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-07-22
- **C.12 - Maturity Date (WAL):** 2026-07-22
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9P95, C.4 - ISIN: US3130B9P954, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $442494955.50
- **C.18.a - Value (excl. sponsor support):** $442494955.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8S94, C.4 - ISIN: US3130B8S943, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $446759316.46
- **C.18.a - Value (excl. sponsor support):** $446759316.46
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 113: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ZS4, C.4 - ISIN: US3130B8ZS48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $224995376.25
- **C.18.a - Value (excl. sponsor support):** $224995376.25
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BALJ4, C.4 - ISIN: US3130BALJ40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $446970000.00
- **C.18.a - Value (excl. sponsor support):** $446970000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-08-04
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8NG3, C.4 - ISIN: US3130B8NG38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $221998190.70
- **C.18.a - Value (excl. sponsor support):** $221998190.70
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-22
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 116: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAGR2, C.4 - ISIN: US3130BAGR21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $156547219.67
- **C.18.a - Value (excl. sponsor support):** $156547219.67
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-24
- **C.13 - Final Legal Maturity Date:** 2028-01-24
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 117: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JL5, C.4 - ISIN: US3130B9JL51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $443896772.85
- **C.18.a - Value (excl. sponsor support):** $443896772.85
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 118: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VS4, C.4 - ISIN: US3130B5VS45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $185706793.27
- **C.18.a - Value (excl. sponsor support):** $185706793.27
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8PK2, C.4 - ISIN: US3130B8PK22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $446691538.11
- **C.18.a - Value (excl. sponsor support):** $446691538.11
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 120: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8Q88, C.4 - ISIN: US3130B8Q889, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $223475794.11
- **C.18.a - Value (excl. sponsor support):** $223475794.11
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 121: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BALV7, C.4 - ISIN: US3130BALV77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $446970000.00
- **C.18.a - Value (excl. sponsor support):** $446970000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 122: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EY4, C.4 - ISIN: US3130B8EY45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $222797346.45
- **C.18.a - Value (excl. sponsor support):** $222797346.45
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 123: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9KM1, C.4 - ISIN: US3130B9KM16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $443921692.76
- **C.18.a - Value (excl. sponsor support):** $443921692.76
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 124: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9RK8, C.4 - ISIN: US3130B9RK86, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $446802234.00
- **C.18.a - Value (excl. sponsor support):** $446802234.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-03
- **C.13 - Final Legal Maturity Date:** 2026-11-03
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 125: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8F56, C.4 - ISIN: US3130B8F569, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $489166517.71
- **C.18.a - Value (excl. sponsor support):** $489166517.71
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 126: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4XY2, C.4 - ISIN: US3130B4XY20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99790438.65
- **C.18.a - Value (excl. sponsor support):** $99790438.65
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-02-10
- **C.13 - Final Legal Maturity Date:** 2027-02-10
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 127: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8PW6, C.4 - ISIN: US3130B8PW69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $492498282.23
- **C.18.a - Value (excl. sponsor support):** $492498282.23
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 128: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9R28, C.4 - ISIN: US3130B9R281, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $670600308.48
- **C.18.a - Value (excl. sponsor support):** $670600308.48
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 129: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1TL1, C.4 - ISIN: US3130B1TL16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $631356530.90
- **C.18.a - Value (excl. sponsor support):** $631356530.90
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 130: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9NE6, C.4 - ISIN: US3130B9NE62, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $448846799.70
- **C.18.a - Value (excl. sponsor support):** $448846799.70
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 131: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAFP7, C.4 - ISIN: US3130BAFP73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $444295159.95
- **C.18.a - Value (excl. sponsor support):** $444295159.95
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 132: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SD5, C.4 - ISIN: US3130B8SD51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $460634131.45
- **C.18.a - Value (excl. sponsor support):** $460634131.45
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 133: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8NE8, C.4 - ISIN: US3130B8NE89, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $221998095.24
- **C.18.a - Value (excl. sponsor support):** $221998095.24
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 134: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8NZ1, C.4 - ISIN: US3130B8NZ19, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $462446985.65
- **C.18.a - Value (excl. sponsor support):** $462446985.65
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 135: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8A51, C.4 - ISIN: US3130B8A511, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $194398378.70
- **C.18.a - Value (excl. sponsor support):** $194398378.70
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 136: Federal Home Loan Mortgage Corp. Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Variable Rate Notes
- **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):** $344704217.38
- **C.18.a - Value (excl. sponsor support):** $344704217.38
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 137: Federal Home Loan Mortgage Corp. Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAMW0, C.4 - ISIN: US3134HAMW00, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $418485896.70
- **C.18.a - Value (excl. sponsor support):** $418485896.70
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 138: Federal Home Loan Mortgage Corp. Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBPD7, C.4 - ISIN: US3134HBPD74, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $266695746.14
- **C.18.a - Value (excl. sponsor support):** $266695746.14
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 139: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $542428951.95
- **C.18.a - Value (excl. sponsor support):** $542428951.95
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 140: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AE1, C.4 - ISIN: US3135G1AE14, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $303528236.71
- **C.18.a - Value (excl. sponsor support):** $303528236.71
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 141: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AD3, C.4 - ISIN: US3135G1AD31, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $1099384724.89
- **C.18.a - Value (excl. sponsor support):** $1099384724.89
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 142: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **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):** $669455037.84
- **C.18.a - Value (excl. sponsor support):** $669455037.84
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 143: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **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):** $427652190.00
- **C.18.a - Value (excl. sponsor support):** $427652190.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 144: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AH4, C.4 - ISIN: US3135G1AH45, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $851488496.24
- **C.18.a - Value (excl. sponsor support):** $851488496.24
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-04-06
- **C.13 - Final Legal Maturity Date:** 2028-04-06
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 145: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **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):** $570180749.96
- **C.18.a - Value (excl. sponsor support):** $570180749.96
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 146: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AG6, C.4 - ISIN: US3135G1AG61, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $222020046.60
- **C.18.a - Value (excl. sponsor support):** $222020046.60
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-03-06
- **C.13 - Final Legal Maturity Date:** 2028-03-06
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 147: Fixed Income Clearing Corporation - BNP

- **C.1 - Title:** Fixed Income Clearing Corporation - BNP
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ3GBDJ2
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 5/8 NOTE E 30 | 2030-08-15      | 0.6250%  | N/A     | $149413000.00      | $129852092.73      | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40   | 2040-05-15      | 1.1250%  | N/A     | $273168900.00      | $172551189.45      | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41   | 2041-08-15      | 1.7500%  | N/A     | $9600.00           | $6412.76           | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41   | 2041-02-15      | 1.8750%  | N/A     | $400.00            | $276.89            | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45   | 2045-02-15      | 2.5000%  | N/A     | $2094200.00        | $1466674.01        | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42   | 2042-11-15      | 2.7500%  | N/A     | $1579800.00        | $1212825.88        | U.S. Treasuries (including strips) |
| 2 3/4 NOTE L 29 | 2029-05-31      | 2.7500%  | N/A     | $49999000.00       | $48865921.01       | U.S. Treasuries (including strips) |
| 2 BOND 50       | 2050-02-15      | 2.0000%  | N/A     | $100.00            | $58.04             | U.S. Treasuries (including strips) |
| 3 1/8 BOND 44   | 2044-08-15      | 3.1250%  | N/A     | $100.00            | $78.39             | U.S. Treasuries (including strips) |
| 3 3/4 NOTE H 33 | 2033-02-28      | 3.7500%  | N/A     | $200.00            | $195.94            | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33 | 2033-05-15      | 3.3750%  | N/A     | $1000.00           | $964.43            | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53   | 2053-02-15      | 3.6250%  | N/A     | $58220700.00       | $46635433.99       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31 | 2031-09-30      | 3.6250%  | N/A     | $24597300.00       | $24134927.62       | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43   | 2043-02-15      | 3.8750%  | N/A     | $800.00            | $711.95            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE P 32 | 2032-08-31      | 3.8750%  | N/A     | $300.00            | $297.14            | U.S. Treasuries (including strips) |
| 4 1/2 BOND 36   | 2036-02-15      | 4.5000%  | N/A     | $287500.00         | $294112.18         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34 | 2034-11-15      | 4.2500%  | N/A     | $1000.00           | $1014.46           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32 | 2032-05-31      | 4.1250%  | N/A     | $8994600.00        | $9140177.16        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53   | 2053-11-15      | 4.7500%  | N/A     | $17802800.00       | $17512040.54       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55   | 2055-05-15      | 4.7500%  | N/A     | $100.00            | $98.45             | U.S. Treasuries (including strips) |
| 4 3/8 BOND 39   | 2039-11-15      | 4.3750%  | N/A     | $2738700.00        | $2707939.35        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32 | 2032-01-31      | 4.3750%  | N/A     | $100.00            | $102.39            | U.S. Treasuries (including strips) |
| 4 NOTE AB 29    | 2029-07-31      | 4.0000%  | N/A     | $1826000.00        | $1847455.96        | U.S. Treasuries (including strips) |
| 4 NOTE G 33     | 2033-01-31      | 4.0000%  | N/A     | $600.00            | $599.02            | U.S. Treasuries (including strips) |
| 4 NOTE K 32     | 2032-04-30      | 4.0000%  | N/A     | $57135900.00       | $56726635.55       | U.S. Treasuries (including strips) |
| 4 NOTE M 32     | 2032-06-30      | 4.0000%  | N/A     | $2214300.00        | $2225893.34        | U.S. Treasuries (including strips) |
| 4 NOTE N 32     | 2032-07-31      | 4.0000%  | N/A     | $96698800.00       | $96815926.82       | U.S. Treasuries (including strips) |

### Security 148: Fixed Income Clearing Corporation - BNP

- **C.1 - Title:** Fixed Income Clearing Corporation - BNP
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ3GBDM5
- **C.18 - Value (incl. sponsor support):** $4500000000.00
- **C.18.a - Value (excl. sponsor support):** $4500000000.00
- **C.19 - Percentage of Net Assets:** 2.3500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | N/A     | $200.00            | $190.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | N/A     | $2000.00           | $1751.84           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | N/A     | $135224200.00      | $88017086.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 3.8482%  | N/A     | $200.00            | $200.15            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | N/A     | $8973700.00        | $4963863.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | N/A     | $1600.00           | $1120.56           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | N/A     | $212108000.00      | $204563640.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | N/A     | $31269000.00       | $26171157.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | N/A     | $563905900.00      | $578545461.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 3.8750%  | N/A     | $12800.00          | $12710.78          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | N/A     | $39099000.00       | $39252451.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | N/A     | $12852800.00       | $9965504.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | N/A     | $11116800.00       | $10947604.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | N/A     | $2000.00           | $2073.47           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | N/A     | $100.00            | $76.83             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | N/A     | $318115000.00      | $318314756.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | N/A     | $1000.00           | $1013.18           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 4.6250%  | N/A     | $22667000.00       | $21878696.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | N/A     | $94347700.00       | $75573566.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | N/A     | $200.00            | $173.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | N/A     | $107244400.00      | $85907388.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | N/A     | $21949000.00       | $17206613.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | N/A     | $738600.00         | $428705.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | N/A     | $253157000.00      | $193642206.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | N/A     | $17510900.00       | $16601847.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | N/A     | $403672000.00      | $359240335.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | N/A     | $302463100.00      | $306835794.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | N/A     | $1900.00           | $1885.31           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | N/A     | $475001600.00      | $450623100.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | N/A     | $50213600.00       | $32447388.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | N/A     | $1009000.00        | $1032358.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | N/A     | $156009600.00      | $156746110.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | N/A     | $600.00            | $586.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | N/A     | $797948300.00      | $797858008.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | N/A     | $300600000.00      | $213134296.76      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 4.6250%  | N/A     | $100.00            | $97.77             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | N/A     | $243149700.00      | $243492837.96      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | N/A     | $329999000.00      | $336580135.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | N/A     | $1000.00           | $947.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | N/A     | $100.00            | $94.05             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2056-02-15      | 4.7500%  | N/A     | $6400.00           | $6231.16           | U.S. Treasuries (including strips) |

### Security 149: Fixed Income Clearing Corporation - BNY

- **C.1 - Title:** Fixed Income Clearing Corporation - BNY
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ3GBDK9
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.5700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | N/A     | $463478500.00      | $476030778.11      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | N/A     | $2555195400.00     | $2583969300.11     | U.S. Treasuries (including strips) |

### Security 150: Fixed Income Clearing Corporation - BNY

- **C.1 - Title:** Fixed Income Clearing Corporation - BNY
- **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: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ3GBE36
- **C.18 - Value (incl. sponsor support):** $3750000000.00
- **C.18.a - Value (excl. sponsor support):** $3750000000.00
- **C.19 - Percentage of Net Assets:** 1.9600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | N/A     | $44200268.00       | $32256697.30       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 5.5000%  | N/A     | $47596704.00       | $34235329.58       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | N/A     | $30948288.00       | $31614144.14       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.5000%  | N/A     | $35399000.00       | $26708412.09       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-04-01      | 5.0000%  | N/A     | $28126400.00       | $27879763.21       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.5000%  | N/A     | $34704920.00       | $28460806.21       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.0000%  | N/A     | $34297280.00       | $29585121.62       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | N/A     | $28872512.00       | $27286581.56       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | N/A     | $31496556.00       | $27051826.56       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | N/A     | $29761216.00       | $26620495.95       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 4.5000%  | N/A     | $33203533.00       | $31906535.10       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | N/A     | $34553419.00       | $33825990.97       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | N/A     | $53622637.00       | $33661832.24       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | N/A     | $43055850.00       | $31634587.63       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | N/A     | $1542800.00        | $1527659.19        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 5.5000%  | N/A     | $44186600.00       | $33394650.07       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 6.0000%  | N/A     | $40979000.00       | $28946457.12       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 6.0000%  | N/A     | $39211220.00       | $29087531.95       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 6.0000%  | N/A     | $48405000.00       | $33515939.34       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.0000%  | N/A     | $29526739.00       | $27172787.47       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | N/A     | $38978624.00       | $34022106.34       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 4.5000%  | N/A     | $46838404.00       | $32228966.92       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.5000%  | N/A     | $42482386.00       | $27998938.64       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 5.5000%  | N/A     | $43857386.00       | $32561026.37       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 4.5000%  | N/A     | $28478020.00       | $27371627.26       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | N/A     | $50000000.00       | $31354507.39       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 5.5000%  | N/A     | $47198120.00       | $41984728.89       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.0000%  | N/A     | $34468389.00       | $32976211.86       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 5.5000%  | N/A     | $30945001.00       | $27602151.50       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | N/A     | $31861736.00       | $29479285.51       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.0000%  | N/A     | $46642063.00       | $29045753.13       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | N/A     | $40429105.00       | $33162779.03       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.0000%  | N/A     | $40054245.00       | $30563214.95       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 5.5000%  | N/A     | $1935126.00        | $1651892.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.0000%  | N/A     | $28708960.00       | $27690017.21       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 4.0000%  | N/A     | $33346816.00       | $29831197.28       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | N/A     | $37721408.00       | $29933903.80       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 3.0000%  | N/A     | $221511424.00      | $27116832.09       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | N/A     | $39521655.00       | $29108233.95       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 4.0000%  | N/A     | $55130397.00       | $28803287.42       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-12-01      | 3.5000%  | N/A     | $248056982.00      | $33123130.98       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 3.5000%  | N/A     | $245480960.00      | $27086718.89       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.5000%  | N/A     | $32344176.00       | $31188489.66       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 3.5000%  | N/A     | $174945280.00      | $29903236.82       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 3.0000%  | N/A     | $36251939.00       | $31438665.54       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2064-06-01      | 4.5000%  | N/A     | $36165086.00       | $31932254.50       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.0000%  | N/A     | $35780827.00       | $33800867.10       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | N/A     | $37301267.00       | $28505288.92       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.0000%  | N/A     | $82822144.00       | $33765363.65       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | N/A     | $61562540.00       | $28758016.32       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | N/A     | $47915712.00       | $32023105.02       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 3.5000%  | N/A     | $331045888.00      | $31539637.98       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | N/A     | $35111424.00       | $33191694.93       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.5000%  | N/A     | $42661224.00       | $29873748.06       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.0000%  | N/A     | $39503116.00       | $31649047.09       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | N/A     | $34988360.00       | $34340371.37       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | N/A     | $36551344.00       | $29268687.38       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | N/A     | $48989248.00       | $33565109.61       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | N/A     | $46088504.00       | $33115346.61       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 3.5000%  | N/A     | $31972478.00       | $26721002.67       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.0000%  | N/A     | $41352684.00       | $33712410.05       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 4.0000%  | N/A     | $45511932.00       | $31048661.59       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | N/A     | $31503984.00       | $29646237.10       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.5000%  | N/A     | $39019242.00       | $33027130.71       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | N/A     | $43235253.00       | $33423501.40       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | N/A     | $28125371.00       | $28444440.85       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 3.5000%  | N/A     | $31892744.00       | $29073234.15       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 3.5000%  | N/A     | $98657015.00       | $27239069.57       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.0000%  | N/A     | $37000000.00       | $30887580.31       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.5000%  | N/A     | $44185272.00       | $33303957.81       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 4.5000%  | N/A     | $31691209.00       | $28656223.22       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | N/A     | $35794245.00       | $28795878.85       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.0000%  | N/A     | $29539916.00       | $30399389.69       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.5000%  | N/A     | $40888244.00       | $30119222.86       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | N/A     | $164438272.00      | $32988928.63       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | N/A     | $216068864.00      | $33118012.90       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | N/A     | $36299392.00       | $29152693.60       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.5000%  | N/A     | $51941582.00       | $33962204.12       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | N/A     | $30207478.00       | $26949606.28       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.0000%  | N/A     | $43724992.00       | $29351323.15       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.5000%  | N/A     | $38022528.00       | $33285660.92       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 4.5000%  | N/A     | $34857200.00       | $26747383.16       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | N/A     | $30322752.00       | $29219899.21       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-09-01      | 3.5000%  | N/A     | $200061440.00      | $27956884.09       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.5000%  | N/A     | $35373111.00       | $33875881.15       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | N/A     | $50000000.00       | $33664293.58       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 3.5000%  | N/A     | $209108480.00      | $28804506.20       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | N/A     | $38075520.00       | $34104826.67       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | N/A     | $149988352.00      | $33385100.78       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.5000%  | N/A     | $42586861.00       | $31724560.13       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | N/A     | $28252888.00       | $27269449.05       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.0000%  | N/A     | $117210765.00      | $29609575.80       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | N/A     | $231309056.00      | $33329512.59       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | N/A     | $41017034.00       | $33567416.94       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 3.0000%  | N/A     | $262070272.00      | $29875191.68       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | N/A     | $35355698.00       | $28984604.85       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.0000%  | N/A     | $34719340.00       | $28689014.82       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.5000%  | N/A     | $120330848.00      | $29363711.11       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | N/A     | $32144720.00       | $28427118.89       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-10-01      | 3.5000%  | N/A     | $194073856.00      | $27985389.08       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.5000%  | N/A     | $43852585.00       | $27275507.68       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.0000%  | N/A     | $196261176.00      | $32181344.43       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 3.0000%  | N/A     | $36718840.00       | $32014178.07       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.5000%  | N/A     | $43494656.00       | $32114913.99       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.5000%  | N/A     | $40872144.00       | $30364015.32       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.5000%  | N/A     | $240889856.00      | $32823661.20       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-04-01      | 3.5000%  | N/A     | $49625680.00       | $32882791.51       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | N/A     | $38362341.00       | $29143428.73       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 5.5000%  | N/A     | $37904060.00       | $29027224.67       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.0000%  | N/A     | $27980992.00       | $27650722.32       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | N/A     | $26482121.00       | $26526038.87       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 7.0000%  | N/A     | $48640968.00       | $27436900.48       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 2.5000%  | N/A     | $63942633.00       | $27636056.07       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | N/A     | $30165486.00       | $27068623.37       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.5000%  | N/A     | $50317745.00       | $26732340.83       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.0000%  | N/A     | $53088856.00       | $43599413.81       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | N/A     | $34125342.00       | $32115610.98       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 4.0000%  | N/A     | $193883596.00      | $32621769.07       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-03-01      | 3.5000%  | N/A     | $447960288.00      | $31399917.36       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2062-12-01      | 2.5000%  | N/A     | $43591392.00       | $28550852.23       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | N/A     | $33446272.00       | $30530701.29       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 5.5000%  | N/A     | $42552520.00       | $31897968.63       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.5000%  | N/A     | $48846640.00       | $30116485.54       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 3.5000%  | N/A     | $6214538.00        | $2169277.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | N/A     | $31206452.00       | $28195914.67       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | N/A     | $41719245.00       | $30752541.01       | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-09-01      | 4.5000%  | N/A     | $191290489.00      | $30029203.27       | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2044-12-01      | 4.0000%  | N/A     | $467366660.00      | $33395086.86       | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-06-01      | 4.0000%  | N/A     | $205950177.00      | $27428229.54       | Agency Mortgage-Backed Securities |

### Security 151: Fixed Income Clearing Corporation - BOFA

- **C.1 - Title:** Fixed Income Clearing Corporation - BOFA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ3GBDN3
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 1/2 NOTE K 27  | 2027-04-30      | 0.5000%  | N/A     | $300.00            | $290.39            | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28  | 2028-01-31      | 0.7500%  | N/A     | $100.00            | $94.90             | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  | N/A     | $5100.00           | $4432.32           | U.S. Treasuries (including strips) |
| 0 5/8 NOTE T 27  | 2027-12-31      | 0.6250%  | N/A     | $10900.00          | $10353.04          | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AA 26 | 2026-06-30      | 0.8750%  | N/A     | $1000.00           | $998.10            | U.S. Treasuries (including strips) |
| 1 1/2 NOTE E 26  | 2026-08-15      | 1.5000%  | N/A     | $7100.00           | $7075.68           | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27  | 2027-01-31      | 1.5000%  | N/A     | $1000.00           | $987.17            | U.S. Treasuries (including strips) |
| 1 1/4 NOTE K 28  | 2028-04-30      | 1.2500%  | N/A     | $39300200.00       | $37317583.51       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  | N/A     | $100000000.00      | $95257843.96       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28  | 2028-08-31      | 1.1250%  | N/A     | $2000.00           | $1880.41           | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29  | 2029-01-31      | 1.7500%  | N/A     | $500.00            | $474.04            | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  | N/A     | $4200.00           | $2043.76           | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 26  | 2026-05-15      | 1.6250%  | N/A     | $104500.00         | $105179.63         | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29  | 2029-08-15      | 1.6250%  | N/A     | $31900.00          | $29758.32          | U.S. Treasuries (including strips) |
| 1 5/8 NOTE S 26  | 2026-11-30      | 1.6250%  | N/A     | $18900.00          | $18799.83          | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51    | 2051-02-15      | 1.8750%  | N/A     | $20765800.00       | $11486744.99       | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  | N/A     | $18894800.00       | $10424583.62       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  | N/A     | $200.00            | $177.71            | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46    | 2046-05-15      | 2.5000%  | N/A     | $100.00            | $69.25             | U.S. Treasuries (including strips) |
| 2 1/2 NOTE W 27  | 2027-03-31      | 2.5000%  | N/A     | $6800.00           | $6736.90           | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49    | 2049-08-15      | 2.2500%  | N/A     | $1200.00           | $744.41            | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52    | 2052-02-15      | 2.2500%  | N/A     | $200.00            | $120.11            | U.S. Treasuries (including strips) |
| 2 1/8 NOTE L 26  | 2026-05-31      | 2.1250%  | N/A     | $300.00            | $302.18            | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47    | 2047-11-15      | 2.7500%  | N/A     | $3550100.00        | $2526231.62        | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47    | 2047-08-15      | 2.7500%  | N/A     | $10002400.00       | $7071232.16        | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42    | 2042-02-15      | 2.3750%  | N/A     | $201500000.00      | $146912233.93      | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49    | 2049-11-15      | 2.3750%  | N/A     | $1300.00           | $834.01            | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  | N/A     | $5700.00           | $5510.78           | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32  | 2032-05-15      | 2.8750%  | N/A     | $96989000.00       | $91712575.49       | U.S. Treasuries (including strips) |
| 2 NOTE F 26      | 2026-11-15      | 2.0000%  | N/A     | $2300.00           | $2299.89           | U.S. Treasuries (including strips) |
| 3 1/8 BOND 43    | 2043-02-15      | 3.1250%  | N/A     | $1300.00           | $1041.36           | U.S. Treasuries (including strips) |
| 3 1/8 NOTE F 28  | 2028-11-15      | 3.1250%  | N/A     | $200.00            | $199.06            | U.S. Treasuries (including strips) |
| 3 3/4 BOND 41    | 2041-08-15      | 3.7500%  | N/A     | $48164200.00       | $43018324.63       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  | N/A     | $42802500.00       | $43302473.40       | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42    | 2042-08-15      | 3.3750%  | N/A     | $100.00            | $83.70             | U.S. Treasuries (including strips) |
| 3 3/8 BOND 44    | 2044-05-15      | 3.3750%  | N/A     | $300.00            | $247.79            | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53    | 2053-02-15      | 3.6250%  | N/A     | $30685900.00       | $24579750.23       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AR 28 | 2028-08-15      | 3.6250%  | N/A     | $11466400.00       | $11482581.62       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Z 28  | 2028-05-31      | 3.6250%  | N/A     | $25000000.00       | $25239369.37       | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43    | 2043-05-15      | 3.8750%  | N/A     | $248159800.00      | $222702658.71      | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43    | 2043-02-15      | 3.8750%  | N/A     | $400.00            | $355.97            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 32  | 2032-09-30      | 3.8750%  | N/A     | $2242000.00        | $2211594.51        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 29  | 2029-12-31      | 3.8750%  | N/A     | $1000.00           | $1009.66           | U.S. Treasuries (including strips) |
| 3 BOND 44        | 2044-11-15      | 3.0000%  | N/A     | $24599900.00       | $19023001.96       | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-02-15      | 3.0000%  | N/A     | $100.00            | $73.65             | U.S. Treasuries (including strips) |
| 3 BOND 52        | 2052-08-15      | 3.0000%  | N/A     | $280051200.00      | $198564589.39      | U.S. Treasuries (including strips) |
| 4  NOTE R 29     | 2029-10-31      | 4.0000%  | N/A     | $2000.00           | $2002.40           | U.S. Treasuries (including strips) |
| 4 1/2 BOND 38    | 2038-05-15      | 4.5000%  | N/A     | $200.00            | $204.24            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AL 27 | 2027-03-15      | 4.2500%  | N/A     | $25000000.00       | $25234837.50       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE H 31  | 2031-02-28      | 4.2500%  | N/A     | $7392000.00        | $7513405.00        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE V 29  | 2029-02-28      | 4.2500%  | N/A     | $15493000.00       | $15736330.53       | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53    | 2053-08-15      | 4.1250%  | N/A     | $400.00            | $350.37            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AK 27 | 2027-02-15      | 4.1250%  | N/A     | $6100.00           | $6168.23           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AU 27 | 2027-11-15      | 4.1250%  | N/A     | $1000000.00        | $1022452.75        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  | N/A     | $16000.00          | $16247.50          | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 31  | 2031-03-31      | 4.1250%  | N/A     | $14879500.00       | $14983614.06       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43    | 2043-11-15      | 4.7500%  | N/A     | $7028000.00        | $7042440.91        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  | N/A     | $72200.00          | $71076.93          | U.S. Treasuries (including strips) |
| 4 3/8 BOND 38    | 2038-02-15      | 4.3750%  | N/A     | $267100.00         | $267319.92         | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  | N/A     | $20505000.00       | $20862054.35       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AR 26 | 2026-08-15      | 4.3750%  | N/A     | $50000000.00       | $50534718.51       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE BE 26 | 2026-07-31      | 4.3750%  | N/A     | $25884000.00       | $26208254.45       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AS 26 | 2026-09-15      | 4.6250%  | N/A     | $42200.00          | $42582.43          | U.S. Treasuries (including strips) |
| 4 5/8 NOTE K 31  | 2031-04-30      | 4.6250%  | N/A     | $4000000.00        | $4103844.00        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29  | 2029-04-30      | 4.6250%  | N/A     | $89791000.00       | $91551621.93       | U.S. Treasuries (including strips) |
| 4 NOTE H 30      | 2030-02-28      | 4.0000%  | N/A     | $699100.00         | $704323.28         | U.S. Treasuries (including strips) |
| 4 NOTE Z 30      | 2030-05-31      | 4.0000%  | N/A     | $15787200.00       | $16055573.03       | U.S. Treasuries (including strips) |
| 5 3/8 BOND 31    | 2031-02-15      | 5.3750%  | N/A     | $100.00            | $106.91            | U.S. Treasuries (including strips) |
| 6 3/8 BOND 27    | 2027-08-15      | 6.3750%  | N/A     | $700.00            | $731.30            | U.S. Treasuries (including strips) |
| BILL 06/04/26    | 2026-06-04      | 0.0000%  | N/A     | $2500.00           | $2491.51           | U.S. Treasuries (including strips) |
| BILL 07/07/26    | 2026-07-07      | 0.0000%  | N/A     | $500.00            | $496.66            | U.S. Treasuries (including strips) |
| BILL 08/11/26    | 2026-08-11      | 0.0000%  | N/A     | $300.00            | $296.94            | U.S. Treasuries (including strips) |
| BILL 09/10/26    | 2026-09-10      | 0.0000%  | N/A     | $1000.00           | $986.87            | U.S. Treasuries (including strips) |

### Security 152: Fixed Income Clearing Corporation - Barclays

- **C.1 - Title:** Fixed Income Clearing Corporation - Barclays
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ3EERR5
- **C.18 - Value (incl. sponsor support):** $609000000.00
- **C.18.a - Value (excl. sponsor support):** $609000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 BOND 51     | 2051-08-15      | 2.0000%  | N/A     | $1095278600.00     | $621180026.73      | U.S. Treasuries (including strips) |

### Security 153: Fixed Income Clearing Corporation - Barclays

- **C.1 - Title:** Fixed Income Clearing Corporation - Barclays
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ3GBDL7
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 NOTE N 28      | 2028-07-31      | 1.0000%  | N/A     | $787788800.00      | $740845697.14      | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29  | 2029-02-15      | 2.6250%  | N/A     | $220914000.00      | $214590562.55      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AL 29 | 2029-03-15      | 3.5000%  | N/A     | $1027200.00        | $1020217.09        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE M 30  | 2030-06-30      | 3.7500%  | N/A     | $63353100.00       | $63543788.98       | U.S. Treasuries (including strips) |

### Security 154: Fixed Income Clearing Corporation - CITI

- **C.1 - Title:** Fixed Income Clearing Corporation - CITI
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ3GBDS2
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 1/2 BOND 46 | 2046-05-15      | 2.5000%  | N/A     | $2086400.00        | $1444754.99        | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47 | 2047-08-15      | 2.7500%  | N/A     | $11350500.00       | $8024276.23        | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42 | 2042-02-15      | 2.3750%  | N/A     | $1000.00           | $729.09            | U.S. Treasuries (including strips) |
| 2 7/8 BOND 46 | 2046-11-15      | 2.8750%  | N/A     | $23000.00          | $16971.14          | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42 | 2042-05-15      | 3.2500%  | N/A     | $1000.00           | $834.24            | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48 | 2048-05-15      | 3.1250%  | N/A     | $800.00            | $607.75            | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43 | 2043-11-15      | 3.7500%  | N/A     | $1000.00           | $877.11            | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42 | 2042-08-15      | 3.3750%  | N/A     | $3000.00           | $2510.90           | U.S. Treasuries (including strips) |
| 3 3/8 BOND 44 | 2044-05-15      | 3.3750%  | N/A     | $18000.00          | $14867.40          | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53 | 2053-02-15      | 3.6250%  | N/A     | $8300.00           | $6648.39           | U.S. Treasuries (including strips) |
| 4 1/2 BOND 39 | 2039-08-15      | 4.5000%  | N/A     | $100.00            | $99.36             | U.S. Treasuries (including strips) |
| 4 1/4 BOND 39 | 2039-05-15      | 4.2500%  | N/A     | $100.00            | $98.32             | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54 | 2054-02-15      | 4.2500%  | N/A     | $85769500.00       | $76727408.73       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54 | 2054-08-15      | 4.2500%  | N/A     | $16913100.00       | $15131200.82       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45 | 2045-02-15      | 4.7500%  | N/A     | $100.00            | $98.44             | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43 | 2043-08-15      | 4.3750%  | N/A     | $100.00            | $94.56             | U.S. Treasuries (including strips) |
| 4 5/8 BOND 40 | 2040-02-15      | 4.6250%  | N/A     | $626600.00         | $627790.18         | U.S. Treasuries (including strips) |
| 4 5/8 BOND 46 | 2046-02-15      | 4.6250%  | N/A     | $100.00            | $96.52             | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55 | 2055-02-15      | 4.6250%  | N/A     | $100.00            | $95.27             | U.S. Treasuries (including strips) |

### Security 155: Fixed Income Clearing Corporation - GS

- **C.1 - Title:** Fixed Income Clearing Corporation - GS
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ3GBDP8
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | N/A     | $2538018200.00     | $2550000015.65     | U.S. Treasuries (including strips) |

### Security 156: Fixed Income Clearing Corporation - GS

- **C.1 - Title:** Fixed Income Clearing Corporation - GS
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ3GBDR4
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.5700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-10-31      | 3.8482%  | N/A     | $13291400.00       | $13301514.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | N/A     | $741880000.00      | $734849051.58      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | N/A     | $1326998400.00     | $1316740665.71     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.7422%  | N/A     | $263588300.00      | $263647607.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | N/A     | $777809700.00      | $731461236.11      | U.S. Treasuries (including strips) |

### Security 157: Fixed Income Clearing Corporation - HSBC

- **C.1 - Title:** Fixed Income Clearing Corporation - HSBC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ3GBE28
- **C.18 - Value (incl. sponsor support):** $4500000000.00
- **C.18.a - Value (excl. sponsor support):** $4500000000.00
- **C.19 - Percentage of Net Assets:** 2.3500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 1/2 NOTE K 27  | 2027-04-30      | 0.5000%  | N/A     | $25217900.00       | $24410195.88       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE R 27  | 2027-10-31      | 0.5000%  | N/A     | $3600.00           | $3424.73           | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28  | 2028-01-31      | 0.7500%  | N/A     | $900.00            | $854.13            | U.S. Treasuries (including strips) |
| 0 5/8 NOTE J 27  | 2027-03-31      | 0.6250%  | N/A     | $700.00            | $680.81            | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30  | 2030-02-15      | 1.5000%  | N/A     | $18186700.00       | $16680301.06       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27  | 2027-01-31      | 1.5000%  | N/A     | $20547900.00       | $20284205.62       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AG 26 | 2026-11-30      | 1.2500%  | N/A     | $500.00            | $495.45            | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AH 26 | 2026-12-31      | 1.2500%  | N/A     | $301400.00         | $297759.89         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31  | 2031-08-15      | 1.2500%  | N/A     | $8808700.00        | $7654498.23        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28  | 2028-06-30      | 1.2500%  | N/A     | $135841200.00      | $128987827.59      | U.S. Treasuries (including strips) |
| 1 1/4 NOTE Q 28  | 2028-09-30      | 1.2500%  | N/A     | $748600.00         | $703713.64         | U.S. Treasuries (including strips) |
| 1 1/8 NOTE AF 26 | 2026-10-31      | 1.1250%  | N/A     | $3400.00           | $3355.81           | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 28  | 2028-02-29      | 1.1250%  | N/A     | $63600.00          | $60635.72          | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  | N/A     | $8973100.00        | $7823136.65        | U.S. Treasuries (including strips) |
| 1 3/8 NOTE P 26  | 2026-08-31      | 1.3750%  | N/A     | $84800.00          | $84334.21          | U.S. Treasuries (including strips) |
| 1 5/8 NOTE Q 26  | 2026-09-30      | 1.6250%  | N/A     | $4800.00           | $4764.73           | U.S. Treasuries (including strips) |
| 1 5/8 NOTE R 26  | 2026-10-31      | 1.6250%  | N/A     | $4800.00           | $4749.20           | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  | N/A     | $154155600.00      | $136974013.86      | U.S. Treasuries (including strips) |
| 1 7/8 NOTE M 26  | 2026-06-30      | 1.8750%  | N/A     | $400.00            | $401.25            | U.S. Treasuries (including strips) |
| 1 7/8 NOTE N 26  | 2026-07-31      | 1.8750%  | N/A     | $8100.00           | $8100.10           | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  | N/A     | $15770200.00       | $15577141.47       | U.S. Treasuries (including strips) |
| 1 NOTE N 28      | 2028-07-31      | 1.0000%  | N/A     | $12800.00          | $12037.27          | U.S. Treasuries (including strips) |
| 2 1/2 NOTE W 27  | 2027-03-31      | 2.5000%  | N/A     | $11400700.00       | $11294903.56       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  | N/A     | $14907400.00       | $13830244.15       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  | N/A     | $3120700.00        | $3017101.76        | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29  | 2029-03-31      | 2.3750%  | N/A     | $93306300.00       | $89532407.39       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29  | 2029-02-15      | 2.6250%  | N/A     | $17581000.00       | $17077761.84       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE N 29  | 2029-07-31      | 2.6250%  | N/A     | $15200.00          | $14690.29          | U.S. Treasuries (including strips) |
| 2 5/8 NOTE Z 27  | 2027-05-31      | 2.6250%  | N/A     | $149219400.00      | $148968923.76      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AG 30 | 2030-11-30      | 3.5000%  | N/A     | $96542300.00       | $95879849.02       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AL 29 | 2029-03-15      | 3.5000%  | N/A     | $15291200.00       | $15187250.42       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AU 28 | 2028-11-15      | 3.5000%  | N/A     | $22284100.00       | $22419180.06       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  | N/A     | $16307500.00       | $15752355.13       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE V 31  | 2031-02-28      | 3.5000%  | N/A     | $937900.00         | $922213.28         | U.S. Treasuries (including strips) |
| 3 1/4 NOTE M 29  | 2029-06-30      | 3.2500%  | N/A     | $155266400.00      | $153820323.38      | U.S. Treasuries (including strips) |
| 3 1/8 NOTE F 28  | 2028-11-15      | 3.1250%  | N/A     | $50991200.00       | $50750680.14       | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  | N/A     | $50229000.00       | $49202320.60       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  | N/A     | $24934400.00       | $25225657.21       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BG 26 | 2026-08-31      | 3.7500%  | N/A     | $61500.00          | $61879.40          | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30  | 2030-05-31      | 3.7500%  | N/A     | $17977300.00       | $18092989.65       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27 | 2027-09-15      | 3.3750%  | N/A     | $23663900.00       | $23611360.23       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE BM 27 | 2027-12-31      | 3.3750%  | N/A     | $55859200.00       | $56024646.31       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AD 30 | 2030-09-30      | 3.6250%  | N/A     | $532353600.00      | $525777069.44      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AH 30 | 2030-12-31      | 3.6250%  | N/A     | $92700.00          | $92276.14          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27 | 2027-12-31      | 3.8750%  | N/A     | $43333200.00       | $43874878.17       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 28 | 2028-03-31      | 3.8750%  | N/A     | $2502900.00        | $2510063.87        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  | N/A     | $20174700.00       | $19884774.85       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 29  | 2029-09-30      | 3.8750%  | N/A     | $7664400.00        | $7668272.28        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 32  | 2032-12-31      | 3.8750%  | N/A     | $4700.00           | $4674.10           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 31  | 2031-04-30      | 3.8750%  | N/A     | $547984000.00      | $544164551.52      | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AM 27 | 2027-04-15      | 4.5000%  | N/A     | $1400.00           | $1412.06           | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AN 27 | 2027-05-15      | 4.5000%  | N/A     | $98973000.00       | $101707164.67      | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AQ 26 | 2026-07-15      | 4.5000%  | N/A     | $1501000.00        | $1522853.79        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  | N/A     | $155199000.00      | $160641298.52      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AL 27 | 2027-03-15      | 4.2500%  | N/A     | $90868700.00       | $91722275.13       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE C 35  | 2035-05-15      | 4.2500%  | N/A     | $224619200.00      | $227286766.45      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE H 31  | 2031-02-28      | 4.2500%  | N/A     | $115751200.00      | $117652278.84      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30  | 2030-01-31      | 4.2500%  | N/A     | $12404900.00       | $12652289.62       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27 | 2027-09-30      | 4.1250%  | N/A     | $137609000.00      | $138543110.19      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29 | 2029-10-31      | 4.1250%  | N/A     | $21569500.00       | $21685716.47       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AW 27 | 2027-01-31      | 4.1250%  | N/A     | $581200.00         | $588786.74         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE B 36  | 2036-02-15      | 4.1250%  | N/A     | $293500.00         | $289738.30         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31  | 2031-11-30      | 4.1250%  | N/A     | $2600.00           | $2648.30           | U.S. Treasuries (including strips) |
| 4 3/8 NOTE BE 26 | 2026-07-31      | 4.3750%  | N/A     | $10001100.00       | $10126385.93       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AS 26 | 2026-09-15      | 4.6250%  | N/A     | $254000.00         | $256301.81         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26 | 2026-11-15      | 4.6250%  | N/A     | $800300.00         | $820961.00         | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BC 26 | 2026-05-31      | 4.8750%  | N/A     | $800.00            | $816.75            | U.S. Treasuries (including strips) |
| 4 7/8 NOTE R 30  | 2030-10-31      | 4.8750%  | N/A     | $29351200.00       | $30376202.61       | U.S. Treasuries (including strips) |
| 4 NOTE F 35      | 2035-11-15      | 4.0000%  | N/A     | $441431200.00      | $436431347.80      | U.S. Treasuries (including strips) |
| 4 NOTE G 33      | 2033-01-31      | 4.0000%  | N/A     | $136015200.00      | $135793121.75      | U.S. Treasuries (including strips) |
| 4 NOTE H 30      | 2030-02-28      | 4.0000%  | N/A     | $742566400.00      | $748114436.43      | U.S. Treasuries (including strips) |
| 4 NOTE K 32      | 2032-04-30      | 4.0000%  | N/A     | $17500200.00       | $17374846.07       | U.S. Treasuries (including strips) |
| 4 NOTE N 32      | 2032-07-31      | 4.0000%  | N/A     | $22093400.00       | $22120160.72       | U.S. Treasuries (including strips) |
| BILL 05/07/26    | 2026-05-07      | 0.0000%  | N/A     | $1200.00           | $1199.28           | U.S. Treasuries (including strips) |
| BILL 07/28/26    | 2026-07-28      | 0.0000%  | N/A     | $1000.00           | $991.26            | U.S. Treasuries (including strips) |
| TRFR BB 04/30/27 | 2027-04-30      | 3.8032%  | N/A     | $47000.00          | $47051.42          | U.S. Treasuries (including strips) |

### Security 158: Fixed Income Clearing Corporation - JPM

- **C.1 - Title:** Fixed Income Clearing Corporation - JPM
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ3GBE51
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-02-18      | 0.0000%  | N/A     | $432500.00         | $419999.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-22      | 0.0000%  | N/A     | $259080000.00      | $254580039.48      | U.S. Treasuries (including strips) |

### Security 159: Fixed Income Clearing Corporation - NOMU

- **C.1 - Title:** Fixed Income Clearing Corporation - NOMU
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ3GBDW3
- **C.18 - Value (incl. sponsor support):** $3836000000.00
- **C.18.a - Value (excl. sponsor support):** $3836000000.00
- **C.19 - Percentage of Net Assets:** 2.0000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | N/A     | $78530700.00       | $74404345.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.5000%  | N/A     | $30675200.00       | $30861144.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | N/A     | $200.00            | $192.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | N/A     | $400.00            | $405.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | N/A     | $6867300.00        | $6982353.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | N/A     | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | N/A     | $574261000.00      | $582563062.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | N/A     | $63756500.00       | $63148979.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 3.5000%  | N/A     | $65478200.00       | $65228053.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | N/A     | $400.00            | $383.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | N/A     | $80509800.00       | $79352815.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 3.8750%  | N/A     | $501692000.00      | $498195206.76      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 4.5000%  | N/A     | $28999900.00       | $29422123.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | N/A     | $31593200.00       | $32180073.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | N/A     | $199453600.00      | $195704333.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | N/A     | $78618500.00       | $79205893.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | N/A     | $100.00            | $100.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | N/A     | $232573800.00      | $238697038.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 3.7500%  | N/A     | $10931300.00       | $10904437.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | N/A     | $14520200.00       | $14003738.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | N/A     | $200.00            | $198.73            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-23      | 0.0000%  | N/A     | $301360700.00      | $298859406.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | N/A     | $280780100.00      | $289342607.04      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | N/A     | $395171500.00      | $397037078.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | N/A     | $100.00            | $99.38             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-19      | 0.0000%  | N/A     | $86527500.00       | $86372442.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 3.5000%  | N/A     | $82271400.00       | $81601499.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | N/A     | $767418300.00      | $758651967.54      | U.S. Treasuries (including strips) |

### Security 160: Fixed Income Clearing Corporation - SSB

- **C.1 - Title:** Fixed Income Clearing Corporation - SSB
- **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: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ3GBDX1
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 03.500 FGPC G08788 G | 2047-11-01      | 3.5000%  | N/A     | $4964912.00        | $576335.79         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G61430 G | 2044-02-01      | 3.5000%  | N/A     | $69327881.00       | $18653938.90       | Agency Mortgage-Backed Securities  |
| 03.500 FGPC T65257 G | 2044-12-01      | 3.5000%  | N/A     | $2993206.00        | $121390.12         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC U90828 G | 2043-02-01      | 3.5000%  | N/A     | $1000.00           | $178.35            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC U99124 G | 2045-03-01      | 3.5000%  | N/A     | $972839.00         | $143802.83         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G08618 G | 2044-12-01      | 4.0000%  | N/A     | $4552.00           | $325.26            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q42605 G | 2046-08-01      | 4.0000%  | N/A     | $17307200.00       | $2576261.31        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC U99117 G | 2045-02-01      | 4.0000%  | N/A     | $5112985.00        | $1078564.12        | Agency Mortgage-Backed Securities  |
| 05.875 FRPC G80376 G | 2038-12-20      | 5.8750%  | N/A     | $2018710.00        | $194473.41         | Agency Mortgage-Backed Securities  |
| 06.500 FGPC G60503 G | 2039-09-01      | 6.5000%  | N/A     | $2570811.00        | $360970.67         | Agency Mortgage-Backed Securities  |
| 1 1/4 BOND 50        | 2050-05-15      | 1.2500%  | N/A     | $214500.00         | $101978.24         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE G 30      | 2030-01-31      | 3.5000%  | N/A     | $11204600.00       | $11117988.13       | U.S. Treasuries (including strips) |
| 3 1/4 NOTE AA 27     | 2027-06-30      | 3.2500%  | N/A     | $8144100.00        | $8178252.13        | U.S. Treasuries (including strips) |
| FEPC 02.000 CIRC2391 | 2036-12-01      | 2.0000%  | N/A     | $213999.00         | $117938.94         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8511 | 2036-05-01      | 2.0000%  | N/A     | $14967.00          | $6884.86           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA5258 | 2051-05-01      | 2.0000%  | N/A     | $129205.00         | $73165.70          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD0856 | 2052-01-01      | 2.0000%  | N/A     | $28000.00          | $17695.28          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD7549 | 2052-01-01      | 2.0000%  | N/A     | $5010840.00        | $2964765.45        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8121 | 2050-12-01      | 2.0000%  | N/A     | $1012.00           | $528.39            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8188 | 2052-01-01      | 2.0000%  | N/A     | $4000.00           | $2479.39           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8199 | 2052-03-01      | 2.0000%  | N/A     | $5000.00           | $3153.70           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8218 | 2052-06-01      | 2.0000%  | N/A     | $1000.00           | $657.86            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0732 | 2037-06-01      | 2.5000%  | N/A     | $1000.00           | $644.14            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0762 | 2037-04-01      | 2.5000%  | N/A     | $1001.00           | $582.18            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB1241 | 2035-01-01      | 2.5000%  | N/A     | $306446.00         | $182756.24         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQE1356 | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $622.00            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4070 | 2050-11-01      | 2.5000%  | N/A     | $574000.00         | $261589.18         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0578 | 2051-03-01      | 2.5000%  | N/A     | $2000.00           | $1064.56           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0625 | 2051-05-01      | 2.5000%  | N/A     | $1396000.00        | $782362.83         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD1151 | 2051-01-01      | 2.5000%  | N/A     | $1000.00           | $655.64            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD3478 | 2052-04-01      | 2.5000%  | N/A     | $2000.00           | $1423.11           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD3632 | 2052-07-01      | 2.5000%  | N/A     | $1000.00           | $724.91            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD5368 | 2052-07-01      | 2.5000%  | N/A     | $1000.00           | $750.21            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  | N/A     | $1105.00           | $652.67            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8089 | 2050-07-01      | 2.5000%  | N/A     | $19000.00          | $6477.78           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8107 | 2050-11-01      | 2.5000%  | N/A     | $4000.00           | $1660.37           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8151 | 2051-06-01      | 2.5000%  | N/A     | $4000.00           | $2221.89           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8167 | 2051-09-01      | 2.5000%  | N/A     | $1000.00           | $584.82            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSL5006 | 2052-05-01      | 2.5000%  | N/A     | $1008.00           | $856.81            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 ZLSI2107 | 2051-07-25      | 2.5000%  | N/A     | $5618076.00        | $4107027.97        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3UZM9919 | 2028-04-01      | 3.0000%  | N/A     | $2735.00           | $56.59             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB0712 | 2037-07-01      | 3.0000%  | N/A     | $1000.00           | $549.60            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA1790 | 2049-08-01      | 3.0000%  | N/A     | $1000.00           | $156.87            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA2579 | 2050-05-01      | 3.0000%  | N/A     | $1000.00           | $367.27            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0999 | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $670.89            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD4422 | 2052-02-01      | 3.0000%  | N/A     | $2000.00           | $1412.55           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7507 | 2049-11-01      | 3.0000%  | N/A     | $23001.00          | $7929.59           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7556 | 2052-08-01      | 3.0000%  | N/A     | $1024.00           | $668.22            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8030 | 2049-12-01      | 3.0000%  | N/A     | $1000.00           | $166.39            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8213 | 2052-05-01      | 3.0000%  | N/A     | $3000.00           | $2055.50           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8235 | 2052-08-01      | 3.0000%  | N/A     | $58999.00          | $41148.48          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8254 | 2052-10-01      | 3.0000%  | N/A     | $2000.00           | $1445.14           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8272 | 2052-12-01      | 3.0000%  | N/A     | $1000.00           | $710.68            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSL4397 | 2052-05-01      | 3.0000%  | N/A     | $1949.00           | $1714.79           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSL5143 | 2050-02-01      | 3.0000%  | N/A     | $4563740.00        | $4090606.43        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTQK0071 | 2039-10-01      | 3.0000%  | N/A     | $1000.00           | $433.67            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PRE6008 | 2049-11-01      | 3.5000%  | N/A     | $1000.00           | $69.46             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZT1100 | 2042-12-01      | 3.5000%  | N/A     | $1024.00           | $125.24            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZT1104 | 2043-02-01      | 3.5000%  | N/A     | $1040.00           | $160.38            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQD8778 | 2052-03-01      | 3.5000%  | N/A     | $39490.00          | $25674.26          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7378 | 2052-05-01      | 3.5000%  | N/A     | $97999.00          | $70519.60          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7380 | 2052-05-01      | 3.5000%  | N/A     | $2000.00           | $1289.20           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0958 | 2052-04-01      | 3.5000%  | N/A     | $601874.00         | $375314.12         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1352 | 2052-07-01      | 3.5000%  | N/A     | $2000.00           | $1333.84           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1549 | 2052-04-01      | 3.5000%  | N/A     | $40000.00          | $26651.43          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2254 | 2052-07-01      | 3.5000%  | N/A     | $3000.00           | $2197.85           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD7502 | 2049-07-01      | 3.5000%  | N/A     | $12399.00          | $2318.50           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD7504 | 2049-08-01      | 3.5000%  | N/A     | $2000.00           | $350.20            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD7513 | 2050-04-01      | 3.5000%  | N/A     | $11551.00          | $3853.79           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8001 | 2049-07-01      | 3.5000%  | N/A     | $3017.00           | $258.18            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8164 | 2051-07-01      | 3.5000%  | N/A     | $1694550.00        | $595805.32         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8169 | 2051-09-01      | 3.5000%  | N/A     | $3000.00           | $1329.45           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8185 | 2051-12-01      | 3.5000%  | N/A     | $1000.00           | $585.87            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8236 | 2052-08-01      | 3.5000%  | N/A     | $4000.00           | $2901.97           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8264 | 2052-11-01      | 3.5000%  | N/A     | $7000.00           | $5143.37           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL2862 | 2042-03-01      | 3.5000%  | N/A     | $5127.00           | $510.31            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL3774 | 2042-09-01      | 3.5000%  | N/A     | $1003.00           | $110.96            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS3504 | 2042-06-01      | 3.5000%  | N/A     | $1000.00           | $120.66            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4689 | 2046-11-01      | 3.5000%  | N/A     | $319759.00         | $40529.09          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4739 | 2047-10-01      | 3.5000%  | N/A     | $1004.00           | $118.17            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZT0528 | 2046-08-01      | 3.5000%  | N/A     | $260994.00         | $53119.31          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZT1502 | 2048-11-01      | 3.5000%  | N/A     | $3450.00           | $879.29            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3VZN0668 | 2043-04-01      | 4.0000%  | N/A     | $1000.00           | $138.88            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CISB8232 | 2038-06-01      | 4.0000%  | N/A     | $40000.00          | $25910.16          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7559 | 2052-06-01      | 4.0000%  | N/A     | $96000.00          | $63948.00          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD7560 | 2053-02-01      | 4.0000%  | N/A     | $1200.00           | $839.51            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8256 | 2052-10-01      | 4.0000%  | N/A     | $5000.00           | $3749.08           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL2747 | 2042-02-01      | 4.0000%  | N/A     | $2065.00           | $138.52            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CISB1742 | 2040-12-01      | 4.5000%  | N/A     | $1000.00           | $958.36            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQA6444 | 2050-01-01      | 4.5000%  | N/A     | $1000.00           | $564.54            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE6679 | 2052-08-01      | 4.5000%  | N/A     | $1033.00           | $701.67            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE7747 | 2052-08-01      | 4.5000%  | N/A     | $1008.00           | $727.78            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE8596 | 2052-09-01      | 4.5000%  | N/A     | $3024.00           | $2356.71           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQI1181 | 2054-03-01      | 4.5000%  | N/A     | $6000.00           | $5155.96           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7500 | 2052-07-01      | 4.5000%  | N/A     | $1023.00           | $691.28            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7557 | 2052-06-01      | 4.5000%  | N/A     | $1000.00           | $742.37            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7929 | 2052-09-01      | 4.5000%  | N/A     | $2034200.00        | $1429603.48        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA8714 | 2053-04-01      | 4.5000%  | N/A     | $1000.00           | $814.29            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD4837 | 2053-05-01      | 4.5000%  | N/A     | $1007.00           | $812.76            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD6706 | 2054-01-01      | 4.5000%  | N/A     | $65905.00          | $57190.90          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8245 | 2052-09-01      | 4.5000%  | N/A     | $1127371.00        | $835113.90         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  | N/A     | $67000.00          | $49893.49          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8393 | 2054-01-01      | 4.5000%  | N/A     | $4000.00           | $3393.51           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZA5438 | 2048-06-01      | 4.5000%  | N/A     | $12763894.00       | $2172433.63        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3155 | 2047-05-01      | 4.5000%  | N/A     | $1000.00           | $150.20            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3524 | 2047-06-01      | 4.5000%  | N/A     | $1491.00           | $362.86            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN6139 | 2049-05-01      | 4.5000%  | N/A     | $18206530.00       | $4966607.21        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0343 | 2048-06-01      | 4.5000%  | N/A     | $32575360.00       | $7166569.80        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0543 | 2048-08-01      | 4.5000%  | N/A     | $1025.00           | $205.65            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CISB8334 | 2039-10-01      | 5.0000%  | N/A     | $40000.00          | $26467.36          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CISB8384 | 2040-05-01      | 5.0000%  | N/A     | $1200875.00        | $829560.81         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9083 | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $721.93            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9219 | 2052-09-01      | 5.0000%  | N/A     | $1024.00           | $667.08            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9955 | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $643.39            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9973 | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $715.10            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF2390 | 2052-10-01      | 5.0000%  | N/A     | $41000000.00       | $28875883.41       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF7094 | 2053-02-01      | 5.0000%  | N/A     | $2000.00           | $1504.77           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG6313 | 2053-07-01      | 5.0000%  | N/A     | $2000.00           | $1615.78           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQI2213 | 2054-03-01      | 5.0000%  | N/A     | $54620.00          | $49536.84          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQJ9979 | 2054-12-01      | 5.0000%  | N/A     | $1000.00           | $907.10            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9056 | 2053-05-01      | 5.0000%  | N/A     | $4000.00           | $3177.18           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ2843 | 2054-11-01      | 5.0000%  | N/A     | $4445870.00        | $4093047.92        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ3880 | 2055-03-01      | 5.0000%  | N/A     | $22218952.00       | $19675247.91       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ5075 | 2055-10-01      | 5.0000%  | N/A     | $1024.00           | $948.43            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ5140 | 2055-11-01      | 5.0000%  | N/A     | $1096.00           | $1044.13           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1664 | 2052-09-01      | 5.0000%  | N/A     | $1009.00           | $714.70            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1882 | 2052-11-01      | 5.0000%  | N/A     | $99000.00          | $71877.26          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2390 | 2053-03-01      | 5.0000%  | N/A     | $32022.00          | $24254.53          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3977 | 2053-04-01      | 5.0000%  | N/A     | $1000.00           | $823.88            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD4279 | 2053-10-01      | 5.0000%  | N/A     | $1001.00           | $744.14            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD4997 | 2053-10-01      | 5.0000%  | N/A     | $118765.00         | $100905.22         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD7558 | 2053-02-01      | 5.0000%  | N/A     | $696011.00         | $505670.14         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8233 | 2052-07-01      | 5.0000%  | N/A     | $88001.00          | $60943.11          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8246 | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $729.80            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8267 | 2052-11-01      | 5.0000%  | N/A     | $2029.00           | $1542.47           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8276 | 2052-12-01      | 5.0000%  | N/A     | $4000.00           | $3054.75           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8315 | 2053-04-01      | 5.0000%  | N/A     | $3000.00           | $2340.48           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8341 | 2053-07-01      | 5.0000%  | N/A     | $1359990.00        | $1084862.61        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8394 | 2054-01-01      | 5.0000%  | N/A     | $95000.00          | $81052.91          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8474 | 2054-11-01      | 5.0000%  | N/A     | $6002.00           | $5223.45           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8491 | 2054-12-01      | 5.0000%  | N/A     | $4664712.00        | $4091640.48        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8532 | 2055-05-01      | 5.0000%  | N/A     | $2000.00           | $1840.92           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1236 | 2055-05-01      | 5.0000%  | N/A     | $6423084.00        | $5951984.53        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL3731 | 2056-01-01      | 5.0000%  | N/A     | $50743040.00       | $49766090.65       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTRB5374 | 2045-11-01      | 5.0000%  | N/A     | $2000.00           | $1919.65           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTRB5378 | 2045-12-01      | 5.0000%  | N/A     | $14037051.00       | $13491800.45       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTRB5384 | 2046-01-01      | 5.0000%  | N/A     | $12099476.00       | $11699134.69       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF3828 | 2052-11-01      | 5.5000%  | N/A     | $10381.00          | $7168.63           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF5439 | 2052-12-01      | 5.5000%  | N/A     | $1000.00           | $779.66            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6698 | 2053-02-01      | 5.5000%  | N/A     | $1008.00           | $787.11            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG6607 | 2053-07-01      | 5.5000%  | N/A     | $399236.00         | $363162.40         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG7311 | 2053-07-01      | 5.5000%  | N/A     | $200000.00         | $148723.08         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG8617 | 2053-08-01      | 5.5000%  | N/A     | $1024.00           | $783.15            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ5599 | 2054-10-01      | 5.5000%  | N/A     | $18114544.00       | $16125293.16       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX2509 | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $913.78            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX5507 | 2055-02-01      | 5.5000%  | N/A     | $1000.00           | $926.45            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY2426 | 2055-05-01      | 5.5000%  | N/A     | $4065484.00        | $3772817.33        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY5550 | 2055-06-01      | 5.5000%  | N/A     | $2043189.00        | $1983082.35        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9357 | 2053-07-01      | 5.5000%  | N/A     | $15281869.00       | $12130572.23       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9575 | 2053-08-01      | 5.5000%  | N/A     | $2008.00           | $1491.10           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1262 | 2054-04-01      | 5.5000%  | N/A     | $62565852.00       | $51187368.34       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ2907 | 2054-11-01      | 5.5000%  | N/A     | $3497337.00        | $3050859.90        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ2909 | 2054-12-01      | 5.5000%  | N/A     | $1000.00           | $896.73            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3266 | 2055-02-01      | 5.5000%  | N/A     | $3253423.00        | $3059128.69        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4008 | 2055-04-01      | 5.5000%  | N/A     | $64638773.00       | $54933236.92       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4151 | 2055-05-01      | 5.5000%  | N/A     | $76162320.00       | $75953365.71       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4152 | 2055-05-01      | 5.5000%  | N/A     | $78569600.00       | $67424360.90       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4300 | 2055-06-01      | 5.5000%  | N/A     | $4284896.00        | $4113802.19        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4836 | 2055-09-01      | 5.5000%  | N/A     | $2080.00           | $2064.64           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ5136 | 2055-10-01      | 5.5000%  | N/A     | $39776747.00       | $38732093.25       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ6225 | 2056-03-01      | 5.5000%  | N/A     | $21915290.00       | $21697534.90       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3173 | 2053-07-01      | 5.5000%  | N/A     | $16961760.00       | $12891400.01       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD4507 | 2053-12-01      | 5.5000%  | N/A     | $4598924.00        | $3621885.13        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD4782 | 2053-11-01      | 5.5000%  | N/A     | $100000.00         | $72960.25          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5384 | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $818.59            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7466 | 2055-01-01      | 5.5000%  | N/A     | $4476209.00        | $4076196.54        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7562 | 2053-04-01      | 5.5000%  | N/A     | $96558.00          | $71986.94          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7567 | 2054-02-01      | 5.5000%  | N/A     | $6563898.00        | $5274577.06        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7568 | 2054-02-01      | 5.5000%  | N/A     | $562015.00         | $457455.62         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8277 | 2052-12-01      | 5.5000%  | N/A     | $1024.00           | $745.06            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $746.14            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  | N/A     | $723798.00         | $532626.62         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  | N/A     | $51000.00          | $38345.08          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8372 | 2053-11-01      | 5.5000%  | N/A     | $112000.00         | $84670.50          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8408 | 2054-03-01      | 5.5000%  | N/A     | $1000.00           | $719.28            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  | N/A     | $30789021.00       | $22637519.85       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8462 | 2054-09-01      | 5.5000%  | N/A     | $2413.00           | $1824.63           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8469 | 2054-10-01      | 5.5000%  | N/A     | $18000.00          | $13923.41          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8524 | 2055-04-01      | 5.5000%  | N/A     | $16906.00          | $13663.87          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1119 | 2055-05-01      | 5.5000%  | N/A     | $81746304.00       | $72163463.56       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1121 | 2055-05-01      | 5.5000%  | N/A     | $56327844.00       | $53064289.68       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL2515 | 2055-04-01      | 5.5000%  | N/A     | $62036992.00       | $61531352.10       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL2830 | 2055-10-01      | 5.5000%  | N/A     | $1964694.00        | $1913633.58        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3425 | 2055-11-01      | 5.5000%  | N/A     | $73739058.00       | $71535534.32       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3435 | 2055-11-01      | 5.5000%  | N/A     | $50000000.00       | $49264499.31       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL4090 | 2056-02-01      | 5.5000%  | N/A     | $62883735.00       | $63170000.03       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL4394 | 2056-01-01      | 5.5000%  | N/A     | $1000.00           | $1010.11           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA9492 | 2056-04-01      | 5.5000%  | N/A     | $1000.00           | $1019.10           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTA9493 | 2056-03-01      | 5.5000%  | N/A     | $1000.00           | $1018.56           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CNRD5241 | 2035-04-01      | 5.5000%  | N/A     | $40014.00          | $26585.71          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB1215 | 2039-07-01      | 6.0000%  | N/A     | $3000.00           | $1497.99           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF6696 | 2053-02-01      | 6.0000%  | N/A     | $1015.00           | $511.04            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG2360 | 2053-05-01      | 6.0000%  | N/A     | $22710680.00       | $11210430.58       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG5225 | 2053-06-01      | 6.0000%  | N/A     | $1000.00           | $712.66            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH5013 | 2053-11-01      | 6.0000%  | N/A     | $2000.00           | $1318.93           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI6376 | 2054-06-01      | 6.0000%  | N/A     | $871092.00         | $750581.22         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ5892 | 2055-10-01      | 6.0000%  | N/A     | $3004.00           | $3135.72           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9992 | 2053-10-01      | 6.0000%  | N/A     | $1057.00           | $784.10            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9994 | 2053-10-01      | 6.0000%  | N/A     | $1000.00           | $753.40            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ2918 | 2054-11-01      | 6.0000%  | N/A     | $1024.00           | $920.09            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4387 | 2055-06-01      | 6.0000%  | N/A     | $79343395.00       | $70178582.26       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4781 | 2055-09-01      | 6.0000%  | N/A     | $4074347.00        | $4075361.49        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4800 | 2055-09-01      | 6.0000%  | N/A     | $18024640.00       | $17758304.51       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4978 | 2055-06-01      | 6.0000%  | N/A     | $5498271.00        | $4583400.28        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ5275 | 2055-11-01      | 6.0000%  | N/A     | $59250794.00       | $55145824.10       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2171 | 2053-01-01      | 6.0000%  | N/A     | $1024.00           | $623.48            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2284 | 2052-12-01      | 6.0000%  | N/A     | $10000.00          | $6877.55           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2578 | 2053-03-01      | 6.0000%  | N/A     | $1000.00           | $669.93            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4266 | 2053-11-01      | 6.0000%  | N/A     | $1000.00           | $815.60            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4336 | 2053-11-01      | 6.0000%  | N/A     | $1051.00           | $832.02            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5661 | 2054-05-01      | 6.0000%  | N/A     | $1072.00           | $864.86            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD6861 | 2054-10-01      | 6.0000%  | N/A     | $32219853.00       | $25605528.95       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7483 | 2055-01-01      | 6.0000%  | N/A     | $1024.00           | $894.85            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7569 | 2054-04-01      | 6.0000%  | N/A     | $4075485.00        | $3319678.91        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8317 | 2053-04-01      | 6.0000%  | N/A     | $1025.00           | $622.20            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8432 | 2054-05-01      | 6.0000%  | N/A     | $1008.00           | $605.18            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8454 | 2054-08-01      | 6.0000%  | N/A     | $2048.00           | $1245.38           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8507 | 2055-02-01      | 6.0000%  | N/A     | $1220.00           | $821.87            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0375 | 2054-12-01      | 6.0000%  | N/A     | $29074571.00       | $24758209.91       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1115 | 2055-05-01      | 6.0000%  | N/A     | $71311488.00       | $57691207.67       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1210 | 2055-05-01      | 6.0000%  | N/A     | $21920000.00       | $20826548.38       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2141 | 2055-09-01      | 6.0000%  | N/A     | $27434634.00       | $26658331.35       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2155 | 2055-07-01      | 6.0000%  | N/A     | $16469671.00       | $15269046.10       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2683 | 2054-07-01      | 6.0000%  | N/A     | $30669530.00       | $24711763.00       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZI5046 | 2036-07-01      | 6.0000%  | N/A     | $14666.00          | $44.50             | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI4750 | 2054-05-01      | 6.5000%  | N/A     | $1024.00           | $793.82            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ5685 | 2054-10-01      | 6.5000%  | N/A     | $1000.00           | $685.81            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX2604 | 2055-01-01      | 6.5000%  | N/A     | $29717720.00       | $22250219.30       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX8572 | 2055-02-01      | 6.5000%  | N/A     | $1000.00           | $742.77            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY0157 | 2055-04-01      | 6.5000%  | N/A     | $4656291.00        | $3958919.33        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY3314 | 2055-05-01      | 6.5000%  | N/A     | $1082315.00        | $1127560.76        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ8374 | 2055-10-01      | 6.5000%  | N/A     | $5057816.00        | $5298951.71        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0852 | 2054-02-01      | 6.5000%  | N/A     | $1008.00           | $771.10            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ1538 | 2054-05-01      | 6.5000%  | N/A     | $74874624.00       | $48362465.52       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4403 | 2055-06-01      | 6.5000%  | N/A     | $1026.00           | $706.11            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4599 | 2055-08-01      | 6.5000%  | N/A     | $4363950.00        | $4002477.53        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ5811 | 2056-01-01      | 6.5000%  | N/A     | $12989039.00       | $12736305.05       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD7566 | 2054-01-01      | 6.5000%  | N/A     | $1312702.00        | $976440.97         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8455 | 2054-08-01      | 6.5000%  | N/A     | $1024.00           | $498.59            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL1882 | 2055-05-01      | 6.5000%  | N/A     | $2451092.00        | $1785144.28        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQX6512 | 2055-02-01      | 7.0000%  | N/A     | $973214.00         | $684960.43         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIBQ6871 | 2036-12-01      | 1.5000%  | N/A     | $22380800.00       | $12579382.27       | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CNMA4367 | 2031-06-01      | 1.5000%  | N/A     | $1000.00           | $343.83            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICA0052 | 2032-07-01      | 2.0000%  | N/A     | $217714.00         | $41485.50          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB2966 | 2037-03-01      | 2.0000%  | N/A     | $2000.00           | $1115.50           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4470 | 2036-11-01      | 2.0000%  | N/A     | $1002.00           | $533.03            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBN9004 | 2051-03-01      | 2.0000%  | N/A     | $160707.00         | $90808.36          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ1254 | 2050-09-01      | 2.0000%  | N/A     | $1024.00           | $552.00            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ2479 | 2050-09-01      | 2.0000%  | N/A     | $138000.00         | $67737.52          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ4516 | 2051-02-01      | 2.0000%  | N/A     | $1000.00           | $556.91            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR6617 | 2051-03-01      | 2.0000%  | N/A     | $1000.00           | $517.49            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR8478 | 2051-04-01      | 2.0000%  | N/A     | $99000.00          | $54394.05          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU1030 | 2051-11-01      | 2.0000%  | N/A     | $198000.00         | $111110.25         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU1450 | 2052-01-01      | 2.0000%  | N/A     | $47001.00          | $30015.61          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU1842 | 2052-01-01      | 2.0000%  | N/A     | $44599.00          | $25493.77          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6799 | 2050-08-01      | 2.0000%  | N/A     | $868680.00         | $384331.12         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6901 | 2050-09-01      | 2.0000%  | N/A     | $1000.00           | $498.77            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7200 | 2050-10-01      | 2.0000%  | N/A     | $5700032.00        | $2727319.26        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8450 | 2051-01-01      | 2.0000%  | N/A     | $11000.00          | $6065.33           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9220 | 2051-02-01      | 2.0000%  | N/A     | $73980.00          | $40779.46          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB1020 | 2051-07-01      | 2.0000%  | N/A     | $156225.00         | $88776.14          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB1113 | 2051-07-01      | 2.0000%  | N/A     | $1000.00           | $603.19            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB1273 | 2051-08-01      | 2.0000%  | N/A     | $1099000.00        | $648861.31         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2848 | 2052-02-01      | 2.0000%  | N/A     | $66049.00          | $38506.91          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFA5539 | 2052-03-01      | 2.0000%  | N/A     | $1000.00           | $817.16            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS0211 | 2051-12-01      | 2.0000%  | N/A     | $1008.00           | $608.05            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4325 | 2051-05-01      | 2.0000%  | N/A     | $1000.00           | $569.28            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAS4860 | 2030-05-01      | 2.5000%  | N/A     | $984000.00         | $71698.19          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIBO2231 | 2034-09-01      | 2.5000%  | N/A     | $138000.00         | $30983.97          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA6522 | 2035-07-01      | 2.5000%  | N/A     | $177000.00         | $68981.55          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP5570 | 2050-06-01      | 2.5000%  | N/A     | $1024.00           | $378.23            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP6618 | 2050-08-01      | 2.5000%  | N/A     | $1000.00           | $463.78            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBQ5882 | 2050-11-01      | 2.5000%  | N/A     | $332716.00         | $177292.34         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBQ8435 | 2050-12-01      | 2.5000%  | N/A     | $99001.00          | $40246.47          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR0980 | 2051-05-01      | 2.5000%  | N/A     | $56987260.00       | $28847659.09       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR2227 | 2051-08-01      | 2.5000%  | N/A     | $1024.00           | $612.58            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT2176 | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $623.17            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT7713 | 2051-09-01      | 2.5000%  | N/A     | $1000.00           | $771.80            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU8884 | 2052-03-01      | 2.5000%  | N/A     | $2481813.00        | $1593807.25        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBV3042 | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $607.20            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBV3214 | 2052-02-01      | 2.5000%  | N/A     | $201400.00         | $127704.73         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBV4119 | 2052-03-01      | 2.5000%  | N/A     | $613356.00         | $396543.71         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6017 | 2050-06-01      | 2.5000%  | N/A     | $1024.00           | $394.98            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6081 | 2050-06-01      | 2.5000%  | N/A     | $1026.00           | $402.60            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6407 | 2050-07-01      | 2.5000%  | N/A     | $19358423.00       | $6849997.18        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6578 | 2050-08-01      | 2.5000%  | N/A     | $5622.00           | $2253.70           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7131 | 2050-09-01      | 2.5000%  | N/A     | $1024.00           | $430.85            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8256 | 2050-12-01      | 2.5000%  | N/A     | $1000.00           | $515.16            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0610 | 2051-05-01      | 2.5000%  | N/A     | $49000.00          | $27543.17          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1024 | 2051-07-01      | 2.5000%  | N/A     | $1093966.00        | $641438.03         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1250 | 2051-07-01      | 2.5000%  | N/A     | $63811.00          | $38221.59          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1867 | 2051-10-01      | 2.5000%  | N/A     | $62000.00          | $39531.20          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2408 | 2051-12-01      | 2.5000%  | N/A     | $94004.00          | $61024.46          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2804 | 2052-02-01      | 2.5000%  | N/A     | $199000.00         | $122211.91         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2863 | 2052-02-01      | 2.5000%  | N/A     | $135000.00         | $77648.37          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3050 | 2052-03-01      | 2.5000%  | N/A     | $19000.00          | $12844.76          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4326 | 2051-05-01      | 2.5000%  | N/A     | $1000.00           | $532.95            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTCB2113 | 2041-11-01      | 2.5000%  | N/A     | $1039000.00        | $631346.56         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CWAQ8454 | 2027-12-01      | 2.5000%  | N/A     | $2418000.00        | $48792.10          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CWAS6715 | 2031-02-01      | 2.5000%  | N/A     | $1000.00           | $125.57            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 I4BF0822 | 2062-10-01      | 2.5000%  | N/A     | $1000.00           | $764.35            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 R3BF0408 | 2046-08-01      | 2.5000%  | N/A     | $1000.00           | $353.69            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 RIBH9343 | 2032-09-01      | 2.5000%  | N/A     | $1499000.00        | $99717.87          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAW0938 | 2029-04-01      | 3.0000%  | N/A     | $7107995.00        | $259995.23         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA4584 | 2037-04-01      | 3.0000%  | N/A     | $2000.00           | $1062.31           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAQ7185 | 2043-06-01      | 3.0000%  | N/A     | $7081488.00        | $603807.89         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS5165 | 2045-06-01      | 3.0000%  | N/A     | $402000.00         | $88172.96          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7003 | 2046-04-01      | 3.0000%  | N/A     | $1000.00           | $131.17            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7343 | 2046-06-01      | 3.0000%  | N/A     | $36129664.00       | $4960522.88        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7730 | 2046-08-01      | 3.0000%  | N/A     | $283617792.00      | $60863141.10       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7882 | 2046-09-01      | 3.0000%  | N/A     | $1024.00           | $227.37            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7904 | 2046-09-01      | 3.0000%  | N/A     | $2370596.00        | $379244.64         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8109 | 2046-10-01      | 3.0000%  | N/A     | $136992320.00      | $28543517.89       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8116 | 2046-10-01      | 3.0000%  | N/A     | $1985.00           | $293.23            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8419 | 2046-12-01      | 3.0000%  | N/A     | $1000.00           | $290.25            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8483 | 2046-12-01      | 3.0000%  | N/A     | $10514524.00       | $1961390.93        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8784 | 2047-02-01      | 3.0000%  | N/A     | $30756000.00       | $6087463.33        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAX9648 | 2045-04-01      | 3.0000%  | N/A     | $22126126.00       | $2984501.20        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAY2259 | 2045-04-01      | 3.0000%  | N/A     | $10996900.00       | $1846344.60        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBC1493 | 2046-08-01      | 3.0000%  | N/A     | $47205622.00       | $8532421.69        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBD6249 | 2046-11-01      | 3.0000%  | N/A     | $1000.00           | $289.32            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBD8064 | 2046-10-01      | 3.0000%  | N/A     | $1024.00           | $196.38            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBH8154 | 2047-11-01      | 3.0000%  | N/A     | $301485.00         | $66784.80          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO4645 | 2049-11-01      | 3.0000%  | N/A     | $1280.00           | $434.85            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO7245 | 2050-01-01      | 3.0000%  | N/A     | $1000.00           | $244.81            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP5487 | 2050-06-01      | 3.0000%  | N/A     | $398000.00         | $95861.00          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP6345 | 2050-06-01      | 3.0000%  | N/A     | $1000.00           | $435.08            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV7616 | 2052-03-01      | 3.0000%  | N/A     | $67764.00          | $45834.83          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV8477 | 2052-05-01      | 3.0000%  | N/A     | $223000.00         | $136689.37         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV8515 | 2052-05-01      | 3.0000%  | N/A     | $664868.00         | $451182.10         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB0397 | 2051-05-01      | 3.0000%  | N/A     | $1000.00           | $509.86            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1150 | 2051-07-01      | 3.0000%  | N/A     | $2000.00           | $1186.86           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1409 | 2051-08-01      | 3.0000%  | N/A     | $1024.00           | $705.75            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2160 | 2051-11-01      | 3.0000%  | N/A     | $697810.00         | $436830.33         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2899 | 2052-02-01      | 3.0000%  | N/A     | $478000.00         | $270641.90         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3237 | 2052-03-01      | 3.0000%  | N/A     | $70929.00          | $45537.21          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3996 | 2052-06-01      | 3.0000%  | N/A     | $1000.00           | $691.85            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA4609 | 2052-08-01      | 3.0000%  | N/A     | $1024.00           | $902.95            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA4799 | 2052-05-01      | 3.0000%  | N/A     | $17349248.00       | $15373875.54       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM9365 | 2051-11-01      | 3.0000%  | N/A     | $1001.00           | $565.91            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4653 | 2052-07-01      | 3.0000%  | N/A     | $424236.00         | $301021.78         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CQAY5608 | 2035-06-01      | 3.0000%  | N/A     | $1422188.00        | $405389.79         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTBJ2544 | 2037-12-01      | 3.0000%  | N/A     | $1000.00           | $153.56            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 U3BF0307 | 2043-01-01      | 3.0000%  | N/A     | $675000.00         | $183474.75         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAV2078 | 2028-11-01      | 3.5000%  | N/A     | $862857.00         | $32905.19          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CICA3278 | 2034-04-01      | 3.5000%  | N/A     | $193999.00         | $27144.42          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAK9435 | 2042-03-01      | 3.5000%  | N/A     | $24529861.00       | $1939418.72        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL6954 | 2045-06-01      | 3.5000%  | N/A     | $1000.00           | $158.09            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL9565 | 2046-09-01      | 3.5000%  | N/A     | $1024.00           | $249.27            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR8866 | 2043-06-01      | 3.5000%  | N/A     | $663428.00         | $145280.20         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4770 | 2045-04-01      | 3.5000%  | N/A     | $84735488.00       | $7134421.52        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4996 | 2045-05-01      | 3.5000%  | N/A     | $43782272.00       | $3620025.46        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6339 | 2045-12-01      | 3.5000%  | N/A     | $22633327.00       | $4288415.55        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8089 | 2046-10-01      | 3.5000%  | N/A     | $1040.00           | $247.95            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8583 | 2047-01-01      | 3.5000%  | N/A     | $1024.00           | $138.97            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8689 | 2047-01-01      | 3.5000%  | N/A     | $3000.00           | $651.51            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8922 | 2047-03-01      | 3.5000%  | N/A     | $2972868.00        | $584737.95         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAY4198 | 2045-05-01      | 3.5000%  | N/A     | $2650280.00        | $236226.03         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAY5612 | 2045-06-01      | 3.5000%  | N/A     | $1000.00           | $188.14            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ2078 | 2045-09-01      | 3.5000%  | N/A     | $29363680.00       | $9203565.15        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ2108 | 2045-10-01      | 3.5000%  | N/A     | $1008.00           | $261.47            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBD3833 | 2046-07-01      | 3.5000%  | N/A     | $7550280.00        | $2797206.27        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH2620 | 2047-08-01      | 3.5000%  | N/A     | $1023.00           | $148.22            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBJ3775 | 2048-01-01      | 3.5000%  | N/A     | $1000.00           | $143.02            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM1959 | 2047-10-01      | 3.5000%  | N/A     | $8000.00           | $2113.67           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM2000 | 2047-05-01      | 3.5000%  | N/A     | $72962713.00       | $9486260.57        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM4897 | 2046-12-01      | 3.5000%  | N/A     | $98991.00          | $25376.27          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM5833 | 2047-05-01      | 3.5000%  | N/A     | $385000.00         | $132119.71         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN0508 | 2048-09-01      | 3.5000%  | N/A     | $1000.00           | $86.56             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN5409 | 2049-04-01      | 3.5000%  | N/A     | $1000.00           | $180.26            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0687 | 2042-11-01      | 3.5000%  | N/A     | $638088.00         | $60691.94          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA3797 | 2049-07-01      | 3.5000%  | N/A     | $2123840.00        | $759742.80         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA3866 | 2049-07-01      | 3.5000%  | N/A     | $377003.00         | $41789.88          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA3872 | 2049-07-01      | 3.5000%  | N/A     | $274000.00         | $25596.09          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA4429 | 2049-10-01      | 3.5000%  | N/A     | $2055000.00        | $503890.17         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA5354 | 2050-03-01      | 3.5000%  | N/A     | $475000.00         | $219226.56         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA5847 | 2049-12-01      | 3.5000%  | N/A     | $1008.00           | $364.09            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA7390 | 2050-10-01      | 3.5000%  | N/A     | $1000.00           | $492.23            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3175 | 2052-03-01      | 3.5000%  | N/A     | $1100034.00        | $698812.52         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3253 | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $632.00            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3259 | 2052-04-01      | 3.5000%  | N/A     | $5879274.00        | $4106232.58        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3841 | 2052-06-01      | 3.5000%  | N/A     | $17000.00          | $11767.05          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB4053 | 2052-07-01      | 3.5000%  | N/A     | $939800.00         | $746929.88         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB4112 | 2052-07-01      | 3.5000%  | N/A     | $102803.00         | $71426.88          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB4113 | 2052-07-01      | 3.5000%  | N/A     | $42000.00          | $29297.58          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB4115 | 2052-07-01      | 3.5000%  | N/A     | $33000.00          | $23348.11          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB4361 | 2052-08-01      | 3.5000%  | N/A     | $2000.00           | $1464.76           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB4598 | 2052-09-01      | 3.5000%  | N/A     | $396000.00         | $267709.18         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS7561 | 2047-04-01      | 3.5000%  | N/A     | $1000.00           | $759.25            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3305 | 2048-03-01      | 3.5000%  | N/A     | $1025.00           | $127.97            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAL6348 | 2045-02-01      | 3.5000%  | N/A     | $1604376.00        | $263191.68         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAT6319 | 2043-06-01      | 3.5000%  | N/A     | $1000.00           | $170.25            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CWAL3441 | 2028-04-01      | 3.5000%  | N/A     | $1001.00           | $17.70             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0179 | 2057-01-01      | 3.5000%  | N/A     | $7818608.00        | $2544988.23        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIBJ6881 | 2033-06-01      | 4.0000%  | N/A     | $2206584.00        | $251040.34         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIBM4787 | 2033-10-01      | 4.0000%  | N/A     | $498000.00         | $76309.92          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CICA2527 | 2033-10-01      | 4.0000%  | N/A     | $923835.00         | $162883.89         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CICA4070 | 2034-08-01      | 4.0000%  | N/A     | $1633334.00        | $258370.21         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAE7720 | 2040-11-01      | 4.0000%  | N/A     | $1022.00           | $72.80             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAK9847 | 2042-05-01      | 4.0000%  | N/A     | $4087549.00        | $210918.65         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL8191 | 2045-12-01      | 4.0000%  | N/A     | $1000.00           | $172.93            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS5314 | 2045-07-01      | 4.0000%  | N/A     | $394000.00         | $78418.84          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBD7081 | 2047-03-01      | 4.0000%  | N/A     | $3872956.00        | $407709.39         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ9215 | 2048-06-01      | 4.0000%  | N/A     | $1280.00           | $123.99            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBK4772 | 2048-08-01      | 4.0000%  | N/A     | $575000.00         | $45752.38          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM2007 | 2048-09-01      | 4.0000%  | N/A     | $1231997.00        | $101930.94         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4341 | 2048-02-01      | 4.0000%  | N/A     | $1024.00           | $289.38            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4484 | 2047-05-01      | 4.0000%  | N/A     | $1024.00           | $188.32            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4857 | 2048-03-01      | 4.0000%  | N/A     | $12246.00          | $3886.11           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5482 | 2049-02-01      | 4.0000%  | N/A     | $4001.00           | $348.51            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA1692 | 2048-05-01      | 4.0000%  | N/A     | $1501999.00        | $252717.95         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA3336 | 2049-04-01      | 4.0000%  | N/A     | $4503969.00        | $999064.83         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA3828 | 2049-07-01      | 4.0000%  | N/A     | $1000.00           | $189.94            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3320 | 2052-04-01      | 4.0000%  | N/A     | $16029.00          | $11106.70          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3510 | 2052-05-01      | 4.0000%  | N/A     | $11884199.00       | $8101565.81        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3909 | 2052-06-01      | 4.0000%  | N/A     | $44117.00          | $32151.14          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3910 | 2052-06-01      | 4.0000%  | N/A     | $3310000.00        | $2551806.27        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3914 | 2052-06-01      | 4.0000%  | N/A     | $57000.00          | $39608.00          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4156 | 2047-07-01      | 4.0000%  | N/A     | $225000.00         | $134854.47         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4666 | 2052-09-01      | 4.0000%  | N/A     | $25988384.00       | $18651438.17       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3592 | 2049-02-01      | 4.0000%  | N/A     | $1000.00           | $53.77             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQBM7117 | 2045-09-01      | 4.0000%  | N/A     | $1000.00           | $663.08            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTAL6041 | 2033-08-01      | 4.0000%  | N/A     | $365998.00         | $29221.00          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTCA1343 | 2038-03-01      | 4.0000%  | N/A     | $1009.00           | $137.16            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I3BF0319 | 2048-07-01      | 4.0000%  | N/A     | $1606000.00        | $490167.37         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0104 | 2056-02-01      | 4.0000%  | N/A     | $272959.00         | $77153.02          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0656 | 2062-06-01      | 4.0000%  | N/A     | $1024.00           | $697.68            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 U4BF0195 | 2051-05-01      | 4.0000%  | N/A     | $1000.00           | $288.29            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CICB4514 | 2037-09-01      | 4.5000%  | N/A     | $364946.00         | $182168.28         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CICB4990 | 2037-11-01      | 4.5000%  | N/A     | $110823.00         | $61228.78          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CICB4991 | 2037-10-01      | 4.5000%  | N/A     | $169837.00         | $83861.63          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL7936 | 2045-09-01      | 4.5000%  | N/A     | $65227.00          | $10605.36          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS4354 | 2045-01-01      | 4.5000%  | N/A     | $1000.00           | $150.18            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH9284 | 2048-02-01      | 4.5000%  | N/A     | $1000.00           | $248.10            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM4468 | 2048-09-01      | 4.5000%  | N/A     | $1000.00           | $255.27            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM5935 | 2049-03-01      | 4.5000%  | N/A     | $1024.00           | $252.24            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBO1766 | 2049-07-01      | 4.5000%  | N/A     | $1000.00           | $134.52            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBV2615 | 2052-07-01      | 4.5000%  | N/A     | $43000.00          | $26873.56          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBV2623 | 2052-07-01      | 4.5000%  | N/A     | $99000.00          | $67273.45          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW0035 | 2052-07-01      | 4.5000%  | N/A     | $74000.00          | $43604.53          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1442 | 2052-06-01      | 4.5000%  | N/A     | $7776408.00        | $5221109.89        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW8935 | 2052-09-01      | 4.5000%  | N/A     | $2000.00           | $1341.37           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW9774 | 2053-06-01      | 4.5000%  | N/A     | $149981.00         | $138200.80         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX6417 | 2053-02-01      | 4.5000%  | N/A     | $2000.00           | $1479.88           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA1558 | 2048-04-01      | 4.5000%  | N/A     | $187504384.00      | $34915665.60       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA3685 | 2049-06-01      | 4.5000%  | N/A     | $1000.00           | $322.10            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4386 | 2052-08-01      | 4.5000%  | N/A     | $3000.00           | $2087.17           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  | N/A     | $47000.00          | $35937.85          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF3808 | 2055-12-01      | 4.5000%  | N/A     | $1000.00           | $963.04            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF6429 | 2055-12-01      | 4.5000%  | N/A     | $2000.00           | $1930.82           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA4517 | 2055-02-01      | 4.5000%  | N/A     | $32156640.00       | $30261178.96       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2157 | 2052-06-01      | 4.5000%  | N/A     | $25045.00          | $16469.62          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2587 | 2052-08-01      | 4.5000%  | N/A     | $5979.00           | $4340.70           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3043 | 2052-10-01      | 4.5000%  | N/A     | $1000.00           | $717.37            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS9507 | 2054-02-01      | 4.5000%  | N/A     | $25962000.00       | $22344040.76       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 GLBM6653 | 2040-07-01      | 4.5000%  | N/A     | $483091.00         | $182842.09         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 ZL310167 | 2044-02-01      | 4.5000%  | N/A     | $1000.00           | $103.33            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL190377 | 2036-11-01      | 5.0000%  | N/A     | $1022.00           | $9.38              | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBM5098 | 2048-12-01      | 5.0000%  | N/A     | $329000.00         | $58918.10          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBM5508 | 2049-02-01      | 5.0000%  | N/A     | $7000.00           | $1474.28           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN4303 | 2048-12-01      | 5.0000%  | N/A     | $1642000.00        | $256906.93         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBP1925 | 2050-04-01      | 5.0000%  | N/A     | $1724558.00        | $287374.11         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBP9142 | 2050-07-01      | 5.0000%  | N/A     | $1000.00           | $341.56            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBP9186 | 2050-08-01      | 5.0000%  | N/A     | $1777942.00        | $364302.09         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBT7909 | 2052-10-01      | 5.0000%  | N/A     | $9858512.00        | $8705633.86        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBU4913 | 2054-08-01      | 5.0000%  | N/A     | $65345.00          | $53751.41          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV9527 | 2052-07-01      | 5.0000%  | N/A     | $1024.00           | $815.96            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW0048 | 2052-07-01      | 5.0000%  | N/A     | $231000.00         | $144694.20         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW4925 | 2053-04-01      | 5.0000%  | N/A     | $267472.00         | $199930.44         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6307 | 2052-08-01      | 5.0000%  | N/A     | $290000.00         | $173775.97         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9389 | 2052-09-01      | 5.0000%  | N/A     | $1032.00           | $736.82            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9916 | 2052-10-01      | 5.0000%  | N/A     | $393000.00         | $259714.31         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX6086 | 2053-03-01      | 5.0000%  | N/A     | $159428.00         | $92382.92          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX7581 | 2053-03-01      | 5.0000%  | N/A     | $117613.00         | $83310.27          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX9135 | 2053-04-01      | 5.0000%  | N/A     | $1000.00           | $722.45            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX9144 | 2053-04-01      | 5.0000%  | N/A     | $31727.00          | $29830.60          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0545 | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $765.26            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0945 | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $776.16            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY2247 | 2053-05-01      | 5.0000%  | N/A     | $430774.00         | $337971.42         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY2251 | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $713.61            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY4181 | 2053-06-01      | 5.0000%  | N/A     | $386859.00         | $290231.38         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCA2652 | 2048-11-01      | 5.0000%  | N/A     | $1000.00           | $109.00            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCA3985 | 2049-08-01      | 5.0000%  | N/A     | $1000.00           | $145.77            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB3929 | 2052-06-01      | 5.0000%  | N/A     | $1000.00           | $658.43            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4621 | 2052-09-01      | 5.0000%  | N/A     | $330260.00         | $244536.34         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4834 | 2052-10-01      | 5.0000%  | N/A     | $50893.00          | $38876.76          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5276 | 2052-12-01      | 5.0000%  | N/A     | $11373136.00       | $7930048.39        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5450 | 2053-01-01      | 5.0000%  | N/A     | $5000.00           | $4021.11           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6177 | 2053-05-01      | 5.0000%  | N/A     | $2112.00           | $1729.50           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6691 | 2053-07-01      | 5.0000%  | N/A     | $39618112.00       | $28198791.56       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8972 | 2054-08-01      | 5.0000%  | N/A     | $2000.00           | $1803.53           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9610 | 2054-12-01      | 5.0000%  | N/A     | $4033.00           | $3806.15           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC1824 | 2056-01-01      | 5.0000%  | N/A     | $1000.00           | $988.75            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDB0804 | 2054-04-01      | 5.0000%  | N/A     | $1000.00           | $923.32            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5602 | 2054-10-01      | 5.0000%  | N/A     | $1704070.00        | $1621016.89        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD3220 | 2055-02-01      | 5.0000%  | N/A     | $684079.00         | $675660.59         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF0421 | 2055-10-01      | 5.0000%  | N/A     | $1000.00           | $926.89            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF1881 | 2055-10-01      | 5.0000%  | N/A     | $1009.00           | $986.36            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF2432 | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $993.62            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF3740 | 2055-11-01      | 5.0000%  | N/A     | $26187214.00       | $25501056.67       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF5129 | 2055-12-01      | 5.0000%  | N/A     | $4144376.00        | $4090514.19        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF5367 | 2055-12-01      | 5.0000%  | N/A     | $1000.00           | $996.08            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF6316 | 2055-12-01      | 5.0000%  | N/A     | $1000.00           | $986.72            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDG6402 | 2056-04-01      | 5.0000%  | N/A     | $4057656.00        | $4041271.21        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1828 | 2055-05-01      | 5.0000%  | N/A     | $26262.00          | $24442.00          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4637 | 2056-02-01      | 5.0000%  | N/A     | $16694018.00       | $16623440.72       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4710 | 2054-04-01      | 5.0000%  | N/A     | $51453579.00       | $50465985.21       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4741 | 2055-02-01      | 5.0000%  | N/A     | $1000.00           | $981.50            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA5611 | 2056-04-01      | 5.0000%  | N/A     | $55747144.00       | $55239999.84       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5009 | 2053-05-01      | 5.0000%  | N/A     | $2048.00           | $1605.70           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5245 | 2054-01-01      | 5.0000%  | N/A     | $1000.00           | $860.64            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5759 | 2055-07-01      | 5.0000%  | N/A     | $2204255.00        | $2057118.50        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5971 | 2056-02-01      | 5.0000%  | N/A     | $28245534.00       | $27527734.34       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CNCB5952 | 2033-03-01      | 5.0000%  | N/A     | $1253406.00        | $519266.63         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 REBX9387 | 2053-04-01      | 5.0000%  | N/A     | $123878.00         | $74200.48          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBM4422 | 2048-08-01      | 5.5000%  | N/A     | $1105002.00        | $102542.36         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV6028 | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $1002.95           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV6516 | 2055-12-01      | 5.5000%  | N/A     | $1003.00           | $1021.21           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX0553 | 2052-10-01      | 5.5000%  | N/A     | $99000.00          | $63809.34          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX3447 | 2052-11-01      | 5.5000%  | N/A     | $4032.00           | $3224.61           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX4219 | 2053-01-01      | 5.5000%  | N/A     | $136920.00         | $91210.06          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX6880 | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $679.54            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX8626 | 2053-04-01      | 5.5000%  | N/A     | $199000.00         | $141916.11         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY0630 | 2053-04-01      | 5.5000%  | N/A     | $63423.00          | $62112.97          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY2603 | 2053-08-01      | 5.5000%  | N/A     | $211944.00         | $152367.03         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY3269 | 2053-06-01      | 5.5000%  | N/A     | $48250.00          | $33697.58          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY9175 | 2053-09-01      | 5.5000%  | N/A     | $1000.00           | $861.71            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4418 | 2052-08-01      | 5.5000%  | N/A     | $1000.00           | $619.37            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4911 | 2052-10-01      | 5.5000%  | N/A     | $12000004.00       | $8331875.98        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5137 | 2052-11-01      | 5.5000%  | N/A     | $35516288.00       | $26310002.25       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5462 | 2053-01-01      | 5.5000%  | N/A     | $392168.00         | $256619.17         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5468 | 2053-01-01      | 5.5000%  | N/A     | $7551873.00        | $6073832.14        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6849 | 2053-08-01      | 5.5000%  | N/A     | $1024.00           | $835.83            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6867 | 2053-08-01      | 5.5000%  | N/A     | $37000.00          | $29018.10          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6946 | 2053-06-01      | 5.5000%  | N/A     | $1024.00           | $802.25            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7237 | 2053-10-01      | 5.5000%  | N/A     | $525669.00         | $448313.95         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1006 | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $985.06            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB0430 | 2054-04-01      | 5.5000%  | N/A     | $1000.00           | $926.56            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB3709 | 2054-07-01      | 5.5000%  | N/A     | $2000.00           | $1688.94           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB5276 | 2054-06-01      | 5.5000%  | N/A     | $941608.00         | $735918.13         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC0900 | 2054-08-01      | 5.5000%  | N/A     | $4562745.00        | $4132401.38        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD5429 | 2055-05-01      | 5.5000%  | N/A     | $2000.00           | $1850.80           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF0775 | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1003.67           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF4646 | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $967.30            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF5787 | 2055-12-01      | 5.5000%  | N/A     | $1000.00           | $1017.34           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF5952 | 2055-12-01      | 5.5000%  | N/A     | $2000.00           | $2037.59           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF6090 | 2056-01-01      | 5.5000%  | N/A     | $1007.00           | $964.95            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF6418 | 2055-12-01      | 5.5000%  | N/A     | $1003.00           | $1015.25           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF6439 | 2055-12-01      | 5.5000%  | N/A     | $7247650.00        | $7329990.33        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF6916 | 2055-12-01      | 5.5000%  | N/A     | $1015.00           | $1028.20           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF7410 | 2055-12-01      | 5.5000%  | N/A     | $1009.00           | $1002.24           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF8205 | 2056-01-01      | 5.5000%  | N/A     | $1073.00           | $1089.84           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF9155 | 2056-01-01      | 5.5000%  | N/A     | $1000.00           | $1015.77           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG3346 | 2056-03-01      | 5.5000%  | N/A     | $114450.00         | $116526.57         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG5881 | 2056-03-01      | 5.5000%  | N/A     | $1000.00           | $1017.10           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1138 | 2055-01-01      | 5.5000%  | N/A     | $4600560.00        | $4102860.94        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2124 | 2055-06-01      | 5.5000%  | N/A     | $72611584.00       | $66982361.17       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3150 | 2055-11-01      | 5.5000%  | N/A     | $48980000.00       | $48052541.07       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3410 | 2055-10-01      | 5.5000%  | N/A     | $4227322.00        | $4112565.39        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4807 | 2052-11-01      | 5.5000%  | N/A     | $1000.00           | $716.02            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5010 | 2053-05-01      | 5.5000%  | N/A     | $95273244.00       | $66705631.50       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5470 | 2054-09-01      | 5.5000%  | N/A     | $1024.00           | $774.90            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA6054 | 2056-04-01      | 5.5000%  | N/A     | $4059196.00        | $4102672.25        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIDC1082 | 2039-08-01      | 6.0000%  | N/A     | $1000.00           | $130.69            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL735502 | 2035-04-01      | 6.0000%  | N/A     | $1143.00           | $7.75              | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL745256 | 2036-02-01      | 6.0000%  | N/A     | $8602000.00        | $81298.90          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL796097 | 2034-10-01      | 6.0000%  | N/A     | $24405175.00       | $463610.92         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL852448 | 2035-12-01      | 6.0000%  | N/A     | $1879439.00        | $29813.51          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL865885 | 2036-03-01      | 6.0000%  | N/A     | $7016.00           | $59.08             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLAL3598 | 2039-07-01      | 6.0000%  | N/A     | $1000.00           | $64.23             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBV5991 | 2055-08-01      | 6.0000%  | N/A     | $732000.00         | $603799.52         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBV6086 | 2055-09-01      | 6.0000%  | N/A     | $1057.00           | $1018.22           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX2116 | 2052-12-01      | 6.0000%  | N/A     | $2000.00           | $1701.63           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY0716 | 2053-04-01      | 6.0000%  | N/A     | $1001.00           | $625.95            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY5839 | 2053-07-01      | 6.0000%  | N/A     | $1024.00           | $611.86            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY6343 | 2053-07-01      | 6.0000%  | N/A     | $143765.00         | $129272.72         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5304 | 2052-12-01      | 6.0000%  | N/A     | $13880416.00       | $9339880.31        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5315 | 2052-12-01      | 6.0000%  | N/A     | $1813300.00        | $1251636.99        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5777 | 2053-02-01      | 6.0000%  | N/A     | $50192001.00       | $35375161.91       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6327 | 2053-05-01      | 6.0000%  | N/A     | $31261272.00       | $22285137.33       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6540 | 2053-06-01      | 6.0000%  | N/A     | $1000.00           | $735.43            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6753 | 2053-07-01      | 6.0000%  | N/A     | $400000.00         | $287022.21         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6873 | 2053-08-01      | 6.0000%  | N/A     | $9625721.00        | $7052597.34        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7127 | 2053-09-01      | 6.0000%  | N/A     | $1024.00           | $789.99            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7271 | 2053-10-01      | 6.0000%  | N/A     | $1120.00           | $894.41            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8005 | 2054-02-01      | 6.0000%  | N/A     | $3704511.00        | $2600641.12        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8540 | 2054-05-01      | 6.0000%  | N/A     | $48997128.00       | $40631422.27       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8544 | 2054-05-01      | 6.0000%  | N/A     | $1001.00           | $810.73            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0728 | 2055-07-01      | 6.0000%  | N/A     | $31388534.00       | $25931425.69       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA0022 | 2053-09-01      | 6.0000%  | N/A     | $411000.00         | $249663.68         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA1723 | 2053-10-01      | 6.0000%  | N/A     | $7832712.00        | $6869398.96        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA5151 | 2053-12-01      | 6.0000%  | N/A     | $1000.00           | $745.23            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC2271 | 2054-09-01      | 6.0000%  | N/A     | $1279000.00        | $524295.65         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD0837 | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $836.67            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD2425 | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $854.71            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE0099 | 2055-06-01      | 6.0000%  | N/A     | $2016.00           | $2104.35           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE3965 | 2055-08-01      | 6.0000%  | N/A     | $1024.00           | $852.73            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE5892 | 2055-08-01      | 6.0000%  | N/A     | $1008.00           | $942.34            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8967 | 2055-10-01      | 6.0000%  | N/A     | $12057856.00       | $11597401.14       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF5415 | 2055-11-01      | 6.0000%  | N/A     | $1000.00           | $1037.15           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF5514 | 2055-11-01      | 6.0000%  | N/A     | $2191500.00        | $2254757.66        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF6053 | 2055-12-01      | 6.0000%  | N/A     | $1001.00           | $1035.62           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS7538 | 2054-03-01      | 6.0000%  | N/A     | $1023.00           | $818.44            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5166 | 2053-10-01      | 6.0000%  | N/A     | $6659017.00        | $3988062.92        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5354 | 2054-05-01      | 6.0000%  | N/A     | $1000.00           | $607.74            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5674 | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $692.78            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CIBY1327 | 2039-01-01      | 6.5000%  | N/A     | $118753.00         | $43424.00          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX3002 | 2052-12-01      | 6.5000%  | N/A     | $1000.00           | $899.96            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY2372 | 2053-05-01      | 6.5000%  | N/A     | $2000.00           | $1630.53           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY6131 | 2053-09-01      | 6.5000%  | N/A     | $622223.00         | $631742.03         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY8601 | 2053-08-01      | 6.5000%  | N/A     | $2000.00           | $1294.39           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB5330 | 2052-12-01      | 6.5000%  | N/A     | $16499456.00       | $12658069.06       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7278 | 2053-10-01      | 6.5000%  | N/A     | $1024.00           | $665.42            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7810 | 2054-01-01      | 6.5000%  | N/A     | $1054.00           | $517.65            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB2623 | 2054-03-01      | 6.5000%  | N/A     | $55329.00          | $25877.14          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB4821 | 2054-06-01      | 6.5000%  | N/A     | $749793.00         | $772992.73         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB7737 | 2054-06-01      | 6.5000%  | N/A     | $4000.00           | $3293.53           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD2519 | 2055-02-01      | 6.5000%  | N/A     | $968376.00         | $511902.22         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD3013 | 2055-02-01      | 6.5000%  | N/A     | $1000.00           | $641.93            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE1166 | 2055-06-01      | 6.5000%  | N/A     | $1024.00           | $840.33            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE7252 | 2055-09-01      | 6.5000%  | N/A     | $1000.00           | $934.94            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF1072 | 2055-10-01      | 6.5000%  | N/A     | $1006.00           | $905.84            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF4681 | 2055-11-01      | 6.5000%  | N/A     | $3059010.00        | $2972199.72        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF5512 | 2055-11-01      | 6.5000%  | N/A     | $1086000.00        | $1141846.14        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF7683 | 2055-12-01      | 6.5000%  | N/A     | $1000.00           | $1038.60           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA5298 | 2056-05-01      | 6.5000%  | N/A     | $3286904.00        | $3459249.89        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS4732 | 2053-02-01      | 6.5000%  | N/A     | $1000.00           | $692.31            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5881 | 2055-11-01      | 6.5000%  | N/A     | $44595723.00       | $39420650.55       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLBJ1391 | 2053-09-01      | 7.0000%  | N/A     | $1078894.00        | $894336.30         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB8030 | 2054-02-01      | 7.0000%  | N/A     | $1000.00           | $660.76            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD8848 | 2055-08-01      | 7.0000%  | N/A     | $1000.00           | $1092.18           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDG9966 | 2056-05-01      | 7.0000%  | N/A     | $1504950.00        | $1609370.79        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLFS7411 | 2054-02-01      | 7.0000%  | N/A     | $1024.00           | $736.05            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLMA5703 | 2055-05-01      | 7.0000%  | N/A     | $54373766.00       | $33366516.72       | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLBU4787 | 2054-06-01      | 7.5000%  | N/A     | $3000.00           | $1096.85           | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDB6729 | 2054-06-01      | 7.5000%  | N/A     | $1203898.00        | $487988.79         | Agency Mortgage-Backed Securities  |

### Security 161: Fixed Income Clearing Corporation - SSB

- **C.1 - Title:** Fixed Income Clearing Corporation - SSB
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ3GBDY9
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-04-15      | 0.0000%  | N/A     | $35081400.00       | $33866460.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | N/A     | $100.00            | $94.05             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | N/A     | $100.00            | $76.83             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | N/A     | $4698300.00        | $4668460.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.0000%  | N/A     | $6100.00           | $6063.23           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | N/A     | $18867200.00       | $18439630.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | N/A     | $23951100.00       | $13583708.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | N/A     | $200.00            | $192.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | N/A     | $30851000.00       | $31864363.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | N/A     | $57096600.00       | $49779285.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | N/A     | $2546200.00        | $2425292.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 3.8750%  | N/A     | $9659300.00        | $9663242.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-23      | 0.0000%  | N/A     | $2464000.00        | $2450886.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | N/A     | $31439000.00       | $30879354.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 3.5000%  | N/A     | $300000.00         | $299863.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | N/A     | $4005800.00        | $4071590.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | N/A     | $330000.00         | $312660.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | N/A     | $486300.00         | $479704.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | N/A     | $200.00            | $128.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | N/A     | $44480200.00       | $43206999.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | N/A     | $8110000.00        | $8323521.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | N/A     | $15381900.00       | $8054588.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | N/A     | $25200.00          | $25250.40          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | N/A     | $6089300.00        | $5955580.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-12      | 0.0000%  | N/A     | $100.00            | $99.89             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | N/A     | $100.00            | $100.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | N/A     | $56959100.00       | $56563331.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | N/A     | $1222700.00        | $734312.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | N/A     | $1410000.00        | $1388116.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | N/A     | $26668400.00       | $27100026.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | N/A     | $7455800.00        | $7386638.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | N/A     | $2314100.00        | $2032251.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-15      | 3.5000%  | N/A     | $4648700.00        | $4617098.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | N/A     | $100.00            | $100.19            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | N/A     | $1521200.00        | $1524249.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | N/A     | $1097600.00        | $860448.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | N/A     | $1579700.00        | $1615168.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | N/A     | $28899900.00       | $27913602.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | N/A     | $347600.00         | $342676.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | N/A     | $37905200.00       | $37532035.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | N/A     | $2611300.00        | $2479556.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | N/A     | $30821100.00       | $22103219.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | N/A     | $7608900.00        | $6608272.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | N/A     | $8488700.00        | $8199725.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-15      | 4.1250%  | N/A     | $49400.00          | $50180.97          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | N/A     | $1593000.00        | $1166808.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | N/A     | $11190400.00       | $10660919.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | N/A     | $288300.00         | $291085.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | N/A     | $143405800.00      | $142297269.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | N/A     | $1193700.00        | $1217772.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 4.0000%  | N/A     | $100000.00         | $98867.35          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | N/A     | $667600.00         | $662817.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | N/A     | $77982000.00       | $76708379.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | N/A     | $30000.00          | $30054.72          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 4.6250%  | N/A     | $528000.00         | $516253.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | N/A     | $200400.00         | $148726.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | N/A     | $11820300.00       | $7332622.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | N/A     | $532100.00         | $500195.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | N/A     | $2709400.00        | $2696620.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | N/A     | $21940000.00       | $22185412.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | N/A     | $43100.00          | $43900.63          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | N/A     | $2148400.00        | $1867134.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | N/A     | $900.00            | $851.04            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | N/A     | $73629500.00       | $65423041.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | N/A     | $14760900.00       | $14864184.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | N/A     | $7000000.00        | $7057350.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 3.5000%  | N/A     | $450700.00         | $447030.15         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | N/A     | $27547800.00       | $27725078.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | N/A     | $28062400.00       | $28503143.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | N/A     | $44220100.00       | $44273208.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | N/A     | $12700.00          | $11124.21          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | N/A     | $4099000.00        | $4035239.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-11      | 0.0000%  | N/A     | $16725000.00       | $16554221.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | N/A     | $6134800.00        | $6056071.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | N/A     | $23303500.00       | $23608096.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | N/A     | $400.00            | $406.19            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | N/A     | $18667500.00       | $18643577.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-09      | 0.0000%  | N/A     | $100.00            | $99.61             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | N/A     | $6620500.00        | $6607082.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | N/A     | $14256700.00       | $14397655.05       | U.S. Treasuries (including strips) |

### Security 162: Fixed Income Clearing Corporation - WF

- **C.1 - Title:** Fixed Income Clearing Corporation - WF
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ3GBE02
- **C.18 - Value (incl. sponsor support):** $78000000.00
- **C.18.a - Value (excl. sponsor support):** $78000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 7/8 NOTE C 32  | 2032-05-15      | 2.8750%  | N/A     | $8493400.00        | $8031339.52        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE G 30  | 2030-01-31      | 3.5000%  | N/A     | $24500000.00       | $24310614.32       | U.S. Treasuries (including strips) |
| 3 1/4 NOTE M 29  | 2029-06-30      | 3.2500%  | N/A     | $24798100.00       | $24567142.42       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 30 | 2030-08-31      | 3.6250%  | N/A     | $22863000.00       | $22650918.96       | U.S. Treasuries (including strips) |

### Security 163: Fixed Income Clearing Corporation - WF

- **C.1 - Title:** Fixed Income Clearing Corporation - WF
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ3GCAL8
- **C.18 - Value (incl. sponsor support):** $362000000.00
- **C.18.a - Value (excl. sponsor support):** $362000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | N/A     | $134782800.00      | $136467625.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | N/A     | $12948400.00       | $13240631.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | N/A     | $220000000.00      | $219531807.54      | U.S. Treasuries (including strips) |

### Security 164: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC
- **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: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BRWP0DCM0
- **C.18 - Value (incl. sponsor support):** $1114500000.00
- **C.18.a - Value (excl. sponsor support):** $1114500000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch: F1; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2058-04-15      | 4.5200%  | N/A     | $26458.00          | $24746.62          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2057-05-15      | 2.9900%  | N/A     | $5926056.00        | $5079368.10        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2063-08-15      | 2.5300%  | N/A     | $128087.00         | $106782.18         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2043-08-15      | 3.0000%  | N/A     | $7537808.00        | $692398.55         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2062-10-15      | 2.9000%  | N/A     | $826811.00         | $710758.31         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2048-01-15      | 4.0000%  | N/A     | $99999.00          | $43015.73          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-12-15      | 4.7000%  | N/A     | $15981900.00       | $15609343.03       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-07-15      | 5.7000%  | N/A     | $167041.00         | $173749.03         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2058-05-15      | 4.5500%  | N/A     | $8388.00           | $8006.40           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2061-02-15      | 5.0000%  | N/A     | $65330.00          | $64550.64          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-07-15      | 5.9800%  | N/A     | $701199.00         | $735933.05         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-08-15      | 4.0000%  | N/A     | $760000.00         | $80641.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2042-04-15      | 2.9900%  | N/A     | $995620.00         | $185176.33         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-08-15      | 5.0000%  | N/A     | $175378.00         | $15065.37          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2048-01-15      | 4.0000%  | N/A     | $50000.00          | $22551.97          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-01-15      | 4.0000%  | N/A     | $928728.00         | $89257.99          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2063-03-15      | 5.2000%  | N/A     | $830000.00         | $830848.68         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-07-15      | 5.5000%  | N/A     | $5794536.00        | $170254.02         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-12-15      | 5.5000%  | N/A     | $4162200.00        | $68975.28          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2055-02-15      | 5.7100%  | N/A     | $500000.00         | $519360.33         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-12-15      | 4.0000%  | N/A     | $64077.00          | $9895.16           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-09-15      | 4.5300%  | N/A     | $498998.00         | $481819.15         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-04-15      | 5.0000%  | N/A     | $90000.00          | $8300.18           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2061-03-15      | 5.7100%  | N/A     | $5792000.00        | $6016378.42        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-11-15      | 4.0000%  | N/A     | $634989.00         | $117617.05         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-11-15      | 5.0000%  | N/A     | $3370556.00        | $583669.49         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-04-15      | 3.5000%  | N/A     | $1014472.00        | $364781.91         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-07-15      | 4.4400%  | N/A     | $493000.00         | $471436.61         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2066-12-15      | 5.4500%  | N/A     | $4908968.00        | $5069998.24        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2057-07-15      | 2.9500%  | N/A     | $16130300.00       | $13789773.67       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2055-04-15      | 5.5500%  | N/A     | $357349.00         | $367409.15         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-12-15      | 4.0000%  | N/A     | $166491.00         | $17066.73          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2050-08-15      | 2.5000%  | N/A     | $1052850.00        | $593290.53         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-01-15      | 6.0000%  | N/A     | $1266438.00        | $5073.35           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2048-08-15      | 4.0000%  | N/A     | $5000944.00        | $2950789.22        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-12-15      | 5.2500%  | N/A     | $385750.00         | $392763.81         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2066-11-15      | 5.7300%  | N/A     | $100000.00         | $100294.18         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 6.0000%  | N/A     | $6842152.00        | $7071891.98        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 5.5000%  | N/A     | $1051360.00        | $1092200.66        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 6.5000%  | N/A     | $1635764.00        | $1739039.71        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-07-20      | 5.5000%  | N/A     | $6246352.00        | $3685611.26        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 6.0000%  | N/A     | $2042900.00        | $2127470.58        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 5.5000%  | N/A     | $14513936.00       | $14796370.75       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 6.5000%  | N/A     | $788329.00         | $834213.09         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-07-20      | 3.0000%  | N/A     | $3018008.00        | $2106256.79        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 6.0000%  | N/A     | $1099892.00        | $1158426.65        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 6.0000%  | N/A     | $1373048.00        | $1433037.61        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-03-20      | 4.0000%  | N/A     | $3196676.00        | $242799.60         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 6.0000%  | N/A     | $4163424.00        | $4397791.67        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-11-20      | 4.0000%  | N/A     | $41000.00          | $13345.84          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 6.0000%  | N/A     | $1698786.00        | $1774066.88        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2064-04-20      | 3.0000%  | N/A     | $147934.00         | $127974.59         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-06-20      | 4.0000%  | N/A     | $497000.00         | $329535.94         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-08-20      | 3.0000%  | N/A     | $289000.00         | $175290.56         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-02-20      | 2.0000%  | N/A     | $100000.00         | $62645.99          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.5000%  | N/A     | $652820.00         | $573372.03         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 6.5000%  | N/A     | $1431516.00        | $1503639.08        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.0000%  | N/A     | $20320320.00       | $20131406.74       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.5000%  | N/A     | $556753.00         | $588934.77         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2064-07-20      | 2.5000%  | N/A     | $309699.00         | $250708.17         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 6.5000%  | N/A     | $11849760.00       | $6991180.98        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 5.5000%  | N/A     | $20000000.00       | $15020106.85       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.5000%  | N/A     | $617529.00         | $435472.29         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 6.0000%  | N/A     | $1806720.00        | $1872254.64        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.0000%  | N/A     | $25371328.00       | $26133654.50       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-10-20      | 4.0000%  | N/A     | $1045400.00        | $710185.09         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-11-20      | 2.5000%  | N/A     | $1326952.00        | $930691.78         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 5.5000%  | N/A     | $1102694.00        | $1110789.65        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.0000%  | N/A     | $1735180.00        | $1815300.97        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-03-20      | 3.0000%  | N/A     | $100000000.00      | $61775587.76       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-10-20      | 4.0000%  | N/A     | $7437000.00        | $519128.81         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 6.0000%  | N/A     | $3760820.00        | $3880156.86        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-05-20      | 2.5000%  | N/A     | $140000.00         | $86785.59          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-01-20      | 3.0000%  | N/A     | $1356928.00        | $229315.50         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-12-20      | 3.5000%  | N/A     | $1289786.00        | $415998.50         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 5.5000%  | N/A     | $2377980.00        | $2462554.56        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 5.5000%  | N/A     | $12104832.00       | $12285960.16       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.0000%  | N/A     | $5177272.00        | $4758236.18        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 5.0000%  | N/A     | $1757024.00        | $1754861.32        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 6.5000%  | N/A     | $741273.00         | $781358.67         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.5000%  | N/A     | $660251.00         | $692921.18         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-06-20      | 5.5000%  | N/A     | $30000000.00       | $20766138.50       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.5000%  | N/A     | $2365588.00        | $1848134.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 6.5000%  | N/A     | $179488768.00      | $187103180.20      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 6.5000%  | N/A     | $1091028.00        | $1156679.64        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-02-20      | 4.0000%  | N/A     | $15000000.00       | $271580.44         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 6.5000%  | N/A     | $2129436.00        | $2316544.32        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 6.5000%  | N/A     | $944394.00         | $1000110.02        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 6.5000%  | N/A     | $1196156.00        | $840300.67         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 5.5000%  | N/A     | $34872600.00       | $28161376.78       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 6.5000%  | N/A     | $1040824.00        | $1098698.15        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-10-20      | 3.0000%  | N/A     | $58770.00          | $32799.66          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-02-20      | 3.0000%  | N/A     | $127278976.00      | $44841669.47       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.5000%  | N/A     | $161000.00         | $105557.41         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 6.5000%  | N/A     | $528893.00         | $558113.57         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | N/A     | $936291.00         | $973522.48         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 6.0000%  | N/A     | $30043424.00       | $31132501.10       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 5.0000%  | N/A     | $7000.00           | $7051.68           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 6.0000%  | N/A     | $4273536.00        | $4428347.17        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 5.0000%  | N/A     | $20000000.00       | $17807223.32       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-08-20      | 4.5000%  | N/A     | $45588.00          | $37539.03          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-07-20      | 7.0000%  | N/A     | $191382.00         | $147008.58         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 6.0000%  | N/A     | $4836672.00        | $5000426.53        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 5.5000%  | N/A     | $1014700.00        | $1031467.47        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.5000%  | N/A     | $691163.00         | $724643.60         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.5000%  | N/A     | $1416460.00        | $1537167.81        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 7.5000%  | N/A     | $622302.00         | $657585.44         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.5000%  | N/A     | $1666462.00        | $1247530.90        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $1121656.00        | $1180234.31        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 6.0000%  | N/A     | $1424616.00        | $1480105.92        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.0000%  | N/A     | $3594680.00        | $3726295.69        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 5.5000%  | N/A     | $2125752.00        | $2206570.73        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.0000%  | N/A     | $50000000.00       | $31644347.84       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 6.0000%  | N/A     | $1255366.00        | $1321574.89        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 6.5000%  | N/A     | $606164.00         | $642552.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 6.0000%  | N/A     | $1182802.00        | $1223971.33        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 6.0000%  | N/A     | $3805756.00        | $3944559.79        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $465597.00         | $491894.12         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 6.5000%  | N/A     | $1287280.00        | $1377036.80        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 6.5000%  | N/A     | $1005138.00        | $1062737.44        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 6.5000%  | N/A     | $1319018.00        | $905561.55         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-08-20      | 3.5000%  | N/A     | $60005.00          | $40015.95          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-06-20      | 5.0000%  | N/A     | $14072.00          | $11105.25          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 6.5000%  | N/A     | $1131550.00        | $1203411.77        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 6.0000%  | N/A     | $1140668.00        | $1177455.25        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 5.0000%  | N/A     | $617881.00         | $605525.85         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-02-20      | 4.5000%  | N/A     | $429421.00         | $375506.39         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 6.0000%  | N/A     | $3657528.00        | $3790143.11        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 6.5000%  | N/A     | $2336428.00        | $2534473.43        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 6.0000%  | N/A     | $102000000.00      | $59184190.91       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 5.0000%  | N/A     | $4753290.00        | $4744806.35        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 5.5000%  | N/A     | $1158604.00        | $1197373.85        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2035-10-20      | 2.5000%  | N/A     | $1000000.00        | $294041.52         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-10-20      | 4.0000%  | N/A     | $3300000.00        | $281663.51         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 5.5000%  | N/A     | $2120076.00        | $2192357.25        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 6.5000%  | N/A     | $1470492.00        | $1566042.33        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.5000%  | N/A     | $620159.00         | $546884.57         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.5000%  | N/A     | $326067.00         | $249863.24         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 6.0000%  | N/A     | $96459136.00       | $99823370.84       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 6.5000%  | N/A     | $917108.00         | $969482.61         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 6.5000%  | N/A     | $1683382.00        | $1815149.08        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 6.0000%  | N/A     | $3732184.00        | $3650815.35        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 6.0000%  | N/A     | $1563472.00        | $1638088.39        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-08-20      | 2.0000%  | N/A     | $246976.00         | $189658.04         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 6.5000%  | N/A     | $1135640.00        | $1214388.53        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 6.5000%  | N/A     | $1218106.00        | $1290340.48        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 6.0000%  | N/A     | $3637044.00        | $3766849.24        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2064-04-20      | 3.5000%  | N/A     | $473697.00         | $339916.96         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $396982.00         | $419549.76         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.5000%  | N/A     | $814865.00         | $854843.42         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 6.5000%  | N/A     | $5051.00           | $5354.67           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 6.0000%  | N/A     | $1549492.00        | $1619892.80        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.5000%  | N/A     | $398223.00         | $417925.90         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-06-20      | 3.5000%  | N/A     | $1212482.00        | $252790.63         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-03-20      | 4.0000%  | N/A     | $2734440.00        | $372034.46         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-07-20      | 4.0000%  | N/A     | $244000.00         | $175511.98         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 5.0000%  | N/A     | $7403580.00        | $7363611.41        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.5000%  | N/A     | $1015456.00        | $463197.51         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 6.0000%  | N/A     | $6959040.00        | $7236625.68        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2064-06-20      | 2.5000%  | N/A     | $638064.00         | $438042.07         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.5000%  | N/A     | $902934.00         | $657808.84         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-02-20      | 3.5000%  | N/A     | $1414098.00        | $50903.26          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 6.0000%  | N/A     | $10130032.00       | $10419430.42       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-01-20      | 5.5000%  | N/A     | $100000000.00      | $72558133.07       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 6.0000%  | N/A     | $3738380.00        | $3859916.34        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-08-20      | 4.0000%  | N/A     | $1130000.00        | $87643.86          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 6.0000%  | N/A     | $3038184.00        | $3118992.20        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-05-20      | 5.0000%  | N/A     | $400000.00         | $41238.45          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.0000%  | N/A     | $1514312.00        | $1586131.91        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.0000%  | N/A     | $3174436.00        | $3309929.54        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 6.5000%  | N/A     | $1505490.00        | $1293853.21        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 6.5000%  | N/A     | $339897.00         | $287021.93         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-04-20      | 5.5000%  | N/A     | $274000.00         | $159817.73         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 5.0000%  | N/A     | $999676.00         | $994808.39         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-05-20      | 4.0000%  | N/A     | $14500000.00       | $1435158.76        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-07-20      | 6.0000%  | N/A     | $1131278.00        | $881560.78         | Agency Mortgage-Backed Securities  |
| SHELL: GNMA GNPL PN CJ8131                 | 2049-12-31      | 0.0000%  | N/A     | $19604960.00       | $16570690.13       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2051-02-15      | 1.8750%  | N/A     | $238203200.00      | $131674649.24      | U.S. Treasuries (including strips) |

### Security 165: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC
- **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: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BYJ3B5YA6
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch: F1; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-07-15      | 5.0000%  | N/A     | $50203.00          | $10334.51          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2057-08-15      | 3.1800%  | N/A     | $5935800.00        | $5161447.94        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-12-15      | 5.0000%  | N/A     | $173475.00         | $16503.53          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2057-04-15      | 2.8300%  | N/A     | $3178000.00        | $2694453.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2057-09-15      | 3.4300%  | N/A     | $24585000.00       | $21718873.62       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2045-08-15      | 4.0000%  | N/A     | $1116226.00        | $235897.45         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2057-03-15      | 2.6900%  | N/A     | $164598.00         | $138776.92         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-02-15      | 4.0000%  | N/A     | $2500000.00        | $107923.08         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2035-01-15      | 4.0000%  | N/A     | $4471832.00        | $379096.20         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2052-03-15      | 4.0000%  | N/A     | $191068.00         | $166361.72         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-11-15      | 6.0000%  | N/A     | $3219464.00        | $114960.90         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-09-15      | 4.0000%  | N/A     | $981050.00         | $58198.88          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2044-09-15      | 4.0000%  | N/A     | $1057000.00        | $133870.52         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2050-05-15      | 3.5000%  | N/A     | $100000.00         | $26189.62          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2062-06-15      | 3.1800%  | N/A     | $11277700.00       | $9928084.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2045-01-15      | 6.0000%  | N/A     | $300000.00         | $30942.39          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2057-06-15      | 3.9000%  | N/A     | $3496188.00        | $3188629.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2035-04-15      | 5.5000%  | N/A     | $10960000.00       | $258556.05         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-10-15      | 4.0000%  | N/A     | $3670000.00        | $222636.97         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2057-07-15      | 3.7200%  | N/A     | $5166224.00        | $4654621.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2057-04-15      | 2.8500%  | N/A     | $186122.00         | $158016.70         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-02-15      | 5.0000%  | N/A     | $190000.00         | $13859.95          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-08-15      | 5.0000%  | N/A     | $6883608.00        | $79758.42          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2042-01-15      | 3.1000%  | N/A     | $370243.00         | $62068.67          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-01-15      | 4.0000%  | N/A     | $89842.00          | $10876.44          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-12-15      | 4.0000%  | N/A     | $2000000.00        | $185324.94         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-06-15      | 5.4500%  | N/A     | $4729940.00        | $4841011.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-12-15      | 6.0000%  | N/A     | $4000000.00        | $31269.82          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-04-15      | 5.0000%  | N/A     | $5000000.00        | $213153.25         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 6.0000%  | N/A     | $3224660.00        | $3366003.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-06-20      | 2.5000%  | N/A     | $1831264.00        | $904838.32         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 6.5000%  | N/A     | $1259614.00        | $1335412.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 6.0000%  | N/A     | $2435390.00        | $2523573.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 6.5000%  | N/A     | $11235728.00       | $12126064.82       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | N/A     | $425253.00         | $447197.40         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $815538.00         | $865797.65         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-10-20      | 5.0000%  | N/A     | $90346000.00       | $64068542.80       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-04-20      | 4.0000%  | N/A     | $294730.00         | $32323.96          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-05-20      | 4.0000%  | N/A     | $2737092.00        | $568680.24         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-08-20      | 6.5000%  | N/A     | $30000000.00       | $12290522.79       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 6.5000%  | N/A     | $1536022.00        | $1614576.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-07-20      | 4.0000%  | N/A     | $12650512.00       | $176704.13         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-01-20      | 5.0000%  | N/A     | $5245000.00        | $710978.64         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 5.5000%  | N/A     | $504257.00         | $509119.88         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-05-20      | 2.5000%  | N/A     | $126515328.00      | $78426483.79       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 6.0000%  | N/A     | $2762736.00        | $2889368.69        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 5.5000%  | N/A     | $4337192.00        | $4396901.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 6.0000%  | N/A     | $2273104.00        | $2357716.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-10-20      | 3.5000%  | N/A     | $137488384.00      | $81174904.56       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-01-20      | 3.0000%  | N/A     | $50000000.00       | $6653242.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-07-20      | 3.5000%  | N/A     | $386363.00         | $346386.27         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2035-09-20      | 5.0000%  | N/A     | $3397436.00        | $140328.60         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-09-20      | 2.0000%  | N/A     | $374740.00         | $287040.43         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.5000%  | N/A     | $2372720.00        | $2574869.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 6.0000%  | N/A     | $1002656.00        | $1042708.62        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 6.5000%  | N/A     | $2827292.00        | $2349451.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 6.5000%  | N/A     | $1331230.00        | $1409021.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.5000%  | N/A     | $1544478.00        | $975512.96         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 6.0000%  | N/A     | $5776520.00        | $5981051.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 6.0000%  | N/A     | $1070238.00        | $1114590.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 5.5000%  | N/A     | $398469120.00      | $311991005.71      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.5000%  | N/A     | $925520.00         | $802085.78         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.5000%  | N/A     | $2615216.00        | $2106032.69        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | N/A     | $7591048.00        | $5687341.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 6.5000%  | N/A     | $1215884.00        | $1289120.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 5.5000%  | N/A     | $21000000.00       | $20971233.82       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $379397.00         | $302127.31         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 6.0000%  | N/A     | $3341092.00        | $3462227.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 6.0000%  | N/A     | $32525248.00       | $33592939.80       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 6.0000%  | N/A     | $541894.00         | $559756.18         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 6.0000%  | N/A     | $3574980.00        | $3727008.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-10-20      | 4.0000%  | N/A     | $14545964.00       | $210597.16         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-05-20      | 6.0000%  | N/A     | $11331620.00       | $7082134.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 5.5000%  | N/A     | $1170856.00        | $1191992.94        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 6.5000%  | N/A     | $1442410.00        | $1527955.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 6.0000%  | N/A     | $1058680.00        | $1105968.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-07-20      | 5.5000%  | N/A     | $438399.00         | $53015.41          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-07-20      | 2.5000%  | N/A     | $1792322.00        | $848909.47         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 6.5000%  | N/A     | $4023960.00        | $4376712.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 6.5000%  | N/A     | $1099340.00        | $1165491.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-07-20      | 6.0000%  | N/A     | $20000000.00       | $10609974.54       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 6.0000%  | N/A     | $1199446.00        | $1247005.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 6.5000%  | N/A     | $819921.00         | $868239.39         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 6.0000%  | N/A     | $2390628.00        | $2492340.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-07-20      | 2.5000%  | N/A     | $1005646.00        | $757596.62         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-07-20      | 2.5000%  | N/A     | $933687.00         | $505859.87         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-12-20      | 3.0000%  | N/A     | $4994050.00        | $533622.49         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | N/A     | $3808176.00        | $3670159.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 5.5000%  | N/A     | $1461894.00        | $1498513.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 6.0000%  | N/A     | $3048916.00        | $3160930.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-05-20      | 3.5000%  | N/A     | $196603.00         | $175923.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2063-07-20      | 3.0000%  | N/A     | $275092.00         | $237885.87         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 6.0000%  | N/A     | $1086044.00        | $1124355.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-01-20      | 6.5000%  | N/A     | $1229000.00        | $448050.40         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.0000%  | N/A     | $5529256.00        | $5806318.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-10-20      | 3.0000%  | N/A     | $10000000.00       | $755542.20         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2063-12-20      | 7.5000%  | N/A     | $341951.00         | $130809.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 6.0000%  | N/A     | $2012068.00        | $2090411.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 5.5000%  | N/A     | $5775448.00        | $5898912.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-11-20      | 3.5000%  | N/A     | $6576344.00        | $4043434.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 5.5000%  | N/A     | $1157150.00        | $1201046.01        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 5.5000%  | N/A     | $44644032.00       | $45351091.63       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $1301460.00        | $1405812.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-06-20      | 6.5000%  | N/A     | $417605632.00      | $175397850.98      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-12-20      | 3.5000%  | N/A     | $250000.00         | $33039.89          | Agency Mortgage-Backed Securities |

### Security 166: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC
- **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: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BYJ3GBE77
- **C.18 - Value (incl. sponsor support):** $18000000.00
- **C.18.a - Value (excl. sponsor support):** $18000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: F1; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-10-20      | 6.0000%  | N/A     | $43477.00          | $21658.35          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-07-20      | 6.5000%  | N/A     | $41600555.00       | $18338341.96       | Agency Mortgage-Backed Securities |

### Security 167: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BYJ3GBE93
- **C.18 - Value (incl. sponsor support):** $3000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: F1; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | N/A     | $4319200.00        | $3060034.84        | U.S. Treasuries (including strips) |

### Security 168: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BYJ3GD1M4
- **C.18 - Value (incl. sponsor support):** $1207000000.00
- **C.18.a - Value (excl. sponsor support):** $1207000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch: F1; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2033-03-31      | 4.2500%  | N/A     | $937686400.00      | $941684325.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | N/A     | $289581900.00      | $289455715.89      | U.S. Treasuries (including strips) |

### Security 169: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: BYJ3GBEB8
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 1/8 TRIB 52   | 2052-02-15      | 0.1250%  | N/A     | $22550800.00       | $13778066.60       | U.S. Treasuries (including strips) |
| 1 TRIB 49       | 2049-02-15      | 1.0000%  | N/A     | $67956600.00       | $62669301.60       | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 27 | 2027-11-15      | 2.2500%  | N/A     | $37691900.00       | $37164088.25       | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 40   | 2040-02-15      | 2.1250%  | N/A     | $8552100.00        | $12768973.07       | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41   | 2041-11-15      | 3.1250%  | N/A     | $461900.00         | $381924.38         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 31 | 2031-04-30      | 3.8750%  | N/A     | $456633500.00      | $453450764.50      | U.S. Treasuries (including strips) |
| 4 3/8 TPRN 41   | 2041-05-15      | 0.0000%  | N/A     | $59508500.00       | $28638287.10       | U.S. Treasuries (including strips) |
| TINT 02/15/32   | 2032-02-15      | 0.0000%  | N/A     | $51661619.20       | $40634653.23       | U.S. Treasuries (including strips) |
| TINT 08/15/28   | 2028-08-15      | 0.0000%  | N/A     | $53950791.68       | $49322892.77       | U.S. Treasuries (including strips) |
| TINT 08/15/31   | 2031-08-15      | 0.0000%  | N/A     | $51539148.80       | $41480974.68       | U.S. Treasuries (including strips) |
| TINT 11/15/45   | 2045-11-15      | 0.0000%  | N/A     | $36702248.96       | $13234427.25       | U.S. Treasuries (including strips) |
| TINT 11/15/51   | 2051-11-15      | 0.0000%  | N/A     | $43151769.60       | $11475652.15       | U.S. Treasuries (including strips) |

### Security 170: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYXTQ6Z9
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.5700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | N/A     | $493432800.00      | $407997432.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | N/A     | $657969600.00      | $669426849.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | N/A     | $1986804000.00     | $1982575787.95     | U.S. Treasuries (including strips) |

### Security 171: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **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: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYD20CSR1
- **C.18 - Value (incl. sponsor support):** $1845000000.00
- **C.18.a - Value (excl. sponsor support):** $1845000000.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2061-01-15      | 5.4400%  | N/A     | $275600.00         | $284589.05         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2052-02-15      | 4.0000%  | N/A     | $2346440.00        | $1438735.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-12-15      | 4.3400%  | N/A     | $375478.00         | $358648.48         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $886266.00         | $933333.60         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-04-20      | 3.0000%  | N/A     | $838789120.00      | $532947925.16      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-02-20      | 3.5000%  | N/A     | $3000000.00        | $1808317.93        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-08-20      | 5.0000%  | N/A     | $816000.00         | $655788.50         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 4.5000%  | N/A     | $1288168.00        | $1242334.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.5000%  | N/A     | $1577208.00        | $1396270.07        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-05-20      | 6.0000%  | N/A     | $1257492.00        | $575787.90         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 6.5000%  | N/A     | $1783102.00        | $1871345.93        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | N/A     | $1397946.00        | $1471810.14        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 6.5000%  | N/A     | $3296020.00        | $3459671.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-07-20      | 3.0000%  | N/A     | $1446578.00        | $1066369.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2035-03-20      | 6.5000%  | N/A     | $1277172.00        | $650593.43         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-03-20      | 3.5000%  | N/A     | $4143400.00        | $379342.29         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-08-20      | 4.5000%  | N/A     | $163580.00         | $157059.69         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-01-20      | 3.5000%  | N/A     | $1739228.00        | $48547.30          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 7.0000%  | N/A     | $2366016.00        | $2516530.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $1263098.00        | $1329204.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-08-20      | 4.0000%  | N/A     | $387834.00         | $359637.79         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-08-20      | 2.0000%  | N/A     | $315038.00         | $240682.42         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-07-20      | 3.5000%  | N/A     | $1610138.00        | $443180.82         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | N/A     | $1568775.00        | $1640950.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $1448610.00        | $1523680.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 5.0000%  | N/A     | $8411552.00        | $8371644.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 6.0000%  | N/A     | $253896192.00      | $257013488.30      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-07-20      | 6.5000%  | N/A     | $1270380.00        | $1333782.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 4.5000%  | N/A     | $2418916.00        | $2288933.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-12-20      | 2.5000%  | N/A     | $365000.00         | $134117.71         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 5.5000%  | N/A     | $358968320.00      | $281479295.16      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-09-20      | 6.5000%  | N/A     | $1581898.00        | $1319965.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 6.0000%  | N/A     | $671094784.00      | $676504209.31      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-04-20      | 6.0000%  | N/A     | $240000.00         | $121040.97         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 5.0000%  | N/A     | $6294568.00        | $6229662.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-05-20      | 3.0000%  | N/A     | $198408.00         | $173822.82         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $1322714.00        | $1245655.32        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 6.5000%  | N/A     | $1805944.00        | $1863183.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.5000%  | N/A     | $4241864.00        | $3911318.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-10-20      | 5.5000%  | N/A     | $431664.00         | $405294.46         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-02-20      | 3.5000%  | N/A     | $386727.00         | $165262.05         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-05-20      | 3.5000%  | N/A     | $3554540.00        | $354779.04         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-12-20      | 5.5000%  | N/A     | $765834.00         | $772550.19         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 6.5000%  | N/A     | $1087762.00        | $1151968.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-02-20      | 2.5000%  | N/A     | $10686800.00       | $5104452.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-10-20      | 6.5000%  | N/A     | $6000000.00        | $976707.86         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-11-20      | 5.0000%  | N/A     | $500000.00         | $426682.11         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 6.5000%  | N/A     | $1715952.00        | $1805819.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2066-02-20      | 6.0000%  | N/A     | $280416.00         | $288694.42         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-03-20      | 6.5000%  | N/A     | $35277440.00       | $24233361.68       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 5.0000%  | N/A     | $1258346.00        | $1255271.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-01-20      | 6.5000%  | N/A     | $5084280.00        | $2326181.92        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2066-02-20      | 6.5000%  | N/A     | $35793728.00       | $37356031.02       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $1031316.00        | $1085355.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-06-20      | 4.0000%  | N/A     | $714470.00         | $666910.78         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 6.5000%  | N/A     | $1245520.00        | $1108729.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 5.5000%  | N/A     | $1618352.00        | $1625489.96        | Agency Mortgage-Backed Securities |

### Security 172: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **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: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDVZ7785
- **C.18 - Value (incl. sponsor support):** $2181800000.00
- **C.18.a - Value (excl. sponsor support):** $2181800000.00
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE ACES FNMA_17-M13                                   | 2027-09-25      | 3.0320%  | N/A     | $3500000.00        | $2276399.40        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE ACES FNMA_17-M4                                    | 2026-12-25      | 2.6350%  | N/A     | $37350000.00       | $19801406.03       | Agency Collateralized Mortgage Obligation |
| FANNIE MAE ACES FNMA_17-M5                                    | 2029-04-25      | 3.1200%  | N/A     | $355000.00         | $152000.24         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE ACES FNMA_17-M8                                    | 2027-05-25      | 3.0610%  | N/A     | $1500000.00        | $899394.35         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_10-23                                         | 2040-03-25      | 5.0000%  | N/A     | $1164604.00        | $188152.37         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_13-17                                         | 2043-03-25      | 3.0000%  | N/A     | $3000000.00        | $2602097.00        | Agency Collateralized Mortgage Obligation |
| FANNIEMAE-ACES FNMA_16-M7                                     | 2026-09-25      | 2.4994%  | N/A     | $1640000.00        | $488626.40         | Agency Collateralized Mortgage Obligation |
| FANNIEMAE-ACES FNMA_17-M1                                     | 2026-10-25      | 2.5000%  | N/A     | $5890000.00        | $3614741.18        | Agency Collateralized Mortgage Obligation |
| FANNIEMAE-ACES FNMA_18-M7                                     | 2028-03-25      | 3.1300%  | N/A     | $25000000.00       | $20576861.44       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_20-39              | 2040-06-25      | 1.5000%  | N/A     | $45269440.00       | $16127714.74       | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED FHMS_24-K528                     | 2029-07-25      | 4.5080%  | N/A     | $500000.00         | $504654.22         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PAS                              | 2032-01-25      | 3.7800%  | N/A     | $29000.00          | $8009.46           | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PAS                              | 2044-12-25      | 1.9411%  | N/A     | $18835000.00       | $224296.38         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHLMC_18-K076 | 2028-04-25      | 3.9000%  | N/A     | $50000000.00       | $49806633.35       | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K137     | 2049-01-25      | 2.9759%  | N/A     | $2623000.00        | $354294.58         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K143     | 2032-03-25      | 2.3500%  | N/A     | $7185000.00        | $6435101.96        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K070          | 2044-12-25      | 2.1121%  | N/A     | $14642000.00       | $472253.94         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K110          | 2053-06-25      | 1.2360%  | N/A     | $13950000.00       | $12397667.25       | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K118           | 2030-09-25      | 1.4930%  | N/A     | $31600000.00       | $28158434.36       | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K515           | 2029-01-25      | 5.4000%  | N/A     | $650000.00         | $669467.50         | Agency Collateralized Mortgage Obligation |
| FHLMC-5104                                                    | 2047-12-15      | 1.0000%  | N/A     | $46480576.00       | $12164804.15       | Agency Collateralized Mortgage Obligation |
| FHLMC_1992B                                                   | 2027-09-20      | 7.5000%  | N/A     | $3000000.00        | $11646.16          | Agency Collateralized Mortgage Obligation |
| FHLMC_3006                                                    | 2035-07-15      | 9.3829%  | N/A     | $1899718.00        | $36435.03          | Agency Collateralized Mortgage Obligation |
| FHLMC_3042                                                    | 2035-08-15      | 7.4893%  | N/A     | $2150000.00        | $17155.41          | Agency Collateralized Mortgage Obligation |
| FHLMC_3184                                                    | 2036-07-15      | 6.0000%  | N/A     | $12085000.00       | $2281404.49        | Agency Collateralized Mortgage Obligation |
| FHLMC_32-10                                                   | 2036-09-15      | 6.0000%  | N/A     | $14400000.00       | $1683478.54        | Agency Collateralized Mortgage Obligation |
| FHLMC_3242                                                    | 2036-11-15      | 5.7500%  | N/A     | $8261664.00        | $2878874.99        | Agency Collateralized Mortgage Obligation |
| FHLMC_34-10                                                   | 2038-02-15      | 3.2457%  | N/A     | $50000000.00       | $92244.43          | Agency Collateralized Mortgage Obligation |
| FHLMC_34-17                                                   | 2037-11-15      | 5.7543%  | N/A     | $3887036.00        | $43368.46          | Agency Collateralized Mortgage Obligation |
| FHLMC_3598A                                                   | 2039-11-15      | 4.5000%  | N/A     | $17400000.00       | $1122110.52        | Agency Collateralized Mortgage Obligation |
| FHLMC_38-35                                                   | 2041-04-15      | 4.0000%  | N/A     | $10000000.00       | $3061968.83        | Agency Collateralized Mortgage Obligation |
| FHLMC_3957B                                                   | 2041-11-15      | 4.0000%  | N/A     | $1921346.00        | $296970.95         | Agency Collateralized Mortgage Obligation |
| FHLMC_40-96                                                   | 2042-08-15      | 2.2457%  | N/A     | $37174976.00       | $475192.68         | Agency Collateralized Mortgage Obligation |
| FHLMC_4074C                                                   | 2042-07-15      | 2.8457%  | N/A     | $55904128.00       | $383549.42         | Agency Collateralized Mortgage Obligation |
| FHLMC_4091                                                    | 2042-08-15      | 2.8457%  | N/A     | $48358400.00       | $1058467.22        | Agency Collateralized Mortgage Obligation |
| FHLMC_4151C                                                   | 2033-01-15      | 3.0000%  | N/A     | $26735552.00       | $158543.90         | Agency Collateralized Mortgage Obligation |
| FHLMC_4157B                                                   | 2043-01-15      | 4.7543%  | N/A     | $3403780.00        | $40452.85          | Agency Collateralized Mortgage Obligation |
| FHLMC_4170F                                                   | 2033-01-15      | 4.7043%  | N/A     | $1440000.00        | $90037.10          | Agency Collateralized Mortgage Obligation |
| FHLMC_4291A                                                   | 2040-12-15      | 1.7013%  | N/A     | $9503232.00        | $521630.27         | Agency Collateralized Mortgage Obligation |
| FHLMC_43-95                                                   | 2037-04-15      | 2.5000%  | N/A     | $1100000.00        | $65283.64          | Agency Collateralized Mortgage Obligation |
| FHLMC_44-44                                                   | 2036-12-15      | 3.3957%  | N/A     | $47236960.00       | $356417.26         | Agency Collateralized Mortgage Obligation |
| FHLMC_4435D                                                   | 2041-01-15      | 2.3914%  | N/A     | $1276254.00        | $670111.64         | Agency Collateralized Mortgage Obligation |
| FHLMC_45-55                                                   | 2046-02-15      | 3.0000%  | N/A     | $4236000.00        | $3609290.86        | Agency Collateralized Mortgage Obligation |
| FHLMC_4508                                                    | 2045-09-15      | 2.3457%  | N/A     | $185693952.00      | $1812566.27        | Agency Collateralized Mortgage Obligation |
| FHLMC_4545B                                                   | 2046-01-15      | 2.3457%  | N/A     | $187089664.00      | $2226563.49        | Agency Collateralized Mortgage Obligation |
| FHLMC_4607                                                    | 2046-08-15      | 3.0000%  | N/A     | $8407000.00        | $5156069.40        | Agency Collateralized Mortgage Obligation |
| FHLMC_4615E                                                   | 2042-10-15      | 0.0000%  | N/A     | $753845.00         | $196678.48         | Agency Collateralized Mortgage Obligation |
| FHLMC_4739B                                                   | 2038-09-15      | 5.0000%  | N/A     | $12014272.00       | $301669.91         | Agency Collateralized Mortgage Obligation |
| FHLMC_4793C                                                   | 2048-05-15      | 2.4457%  | N/A     | $97046080.00       | $1328917.20        | Agency Collateralized Mortgage Obligation |
| FHLMC_4793C                                                   | 2048-06-15      | 2.4457%  | N/A     | $56250000.00       | $634935.51         | Agency Collateralized Mortgage Obligation |
| FHLMC_4860A                                                   | 2036-01-15      | 6.0000%  | N/A     | $26603424.00       | $1092871.99        | Agency Collateralized Mortgage Obligation |
| FHLMC_4913D                                                   | 2041-04-15      | 6.0000%  | N/A     | $10570000.00       | $606045.22         | Agency Collateralized Mortgage Obligation |
| FHLMC_4999D                                                   | 2043-03-15      | 0.3733%  | N/A     | $39666304.00       | $196178.15         | Agency Collateralized Mortgage Obligation |
| FHLMC_4999F                                                   | 2042-02-15      | 0.6500%  | N/A     | $10428416.00       | $6300.94           | Agency Collateralized Mortgage Obligation |
| FHLMC_5031C                                                   | 2043-08-15      | 0.0800%  | N/A     | $459177984.00      | $394072.95         | Agency Collateralized Mortgage Obligation |
| FHLMC_5140                                                    | 2051-09-25      | 2.0000%  | N/A     | $12169060.00       | $7595079.13        | Agency Collateralized Mortgage Obligation |
| FHLMC_5159                                                    | 2051-08-25      | 2.5000%  | N/A     | $1776000.00        | $1317873.60        | Agency Collateralized Mortgage Obligation |
| FHLMC_5267B                                                   | 2052-10-25      | 5.0000%  | N/A     | $7000000.00        | $7811989.64        | Agency Collateralized Mortgage Obligation |
| FHLMC_5417A                                                   | 2054-06-25      | 2.0548%  | N/A     | $50000000.00       | $1040062.38        | Agency Collateralized Mortgage Obligation |
| FHLMC_5428B                                                   | 2054-07-25      | 2.1048%  | N/A     | $30000000.00       | $648582.65         | Agency Collateralized Mortgage Obligation |
| FHLMC_5539A                                                   | 2055-05-25      | 5.0000%  | N/A     | $2110176.00        | $2110587.55        | Agency Collateralized Mortgage Obligation |
| FHLMC_5648D                                                   | 2055-02-25      | 4.7500%  | N/A     | $302000.00         | $229385.94         | Agency Collateralized Mortgage Obligation |
| FHMS_K083                                                     | 2028-10-25      | 2.3697%  | N/A     | $16102460.00       | $898161.37         | Agency Collateralized Mortgage Obligation |
| FHMS_K125                                                     | 2049-02-25      | 2.7425%  | N/A     | $9230000.00        | $999583.29         | Agency Collateralized Mortgage Obligation |
| FHMS_KG02                                                     | 2029-08-25      | 2.4120%  | N/A     | $2000000.00        | $1893822.00        | Agency Collateralized Mortgage Obligation |
| FHSTR_30-4                                                    | 2042-02-15      | 3.5000%  | N/A     | $47477440.00       | $493672.07         | Agency Collateralized Mortgage Obligation |
| FNMA_00-14                                                    | 2031-05-04      | 0.6100%  | N/A     | $32500000.00       | $394319.76         | Agency Collateralized Mortgage Obligation |
| FNMA_03-128                                                   | 2034-01-25      | 10.9211% | N/A     | $7128000.00        | $145572.80         | Agency Collateralized Mortgage Obligation |
| FNMA_05-18                                                    | 2035-03-25      | 2.8491%  | N/A     | $6022664.00        | $160315.56         | Agency Collateralized Mortgage Obligation |
| FNMA_05-95                                                    | 2035-11-25      | 8.9614%  | N/A     | $2235324.00        | $265148.93         | Agency Collateralized Mortgage Obligation |
| FNMA_07-1                                                     | 2037-02-25      | 0.0000%  | N/A     | $3424936.00        | $61728.28          | Agency Collateralized Mortgage Obligation |
| FNMA_09-30                                                    | 2039-05-25      | 6.5000%  | N/A     | $1000000.00        | $335598.22         | Agency Collateralized Mortgage Obligation |
| FNMA_12-137H                                                  | 2042-12-25      | 1.7500%  | N/A     | $29743296.00       | $3112372.37        | Agency Collateralized Mortgage Obligation |
| FNMA_12-140                                                   | 2042-12-25      | 2.0000%  | N/A     | $448750.00         | $28429.38          | Agency Collateralized Mortgage Obligation |
| FNMA_12-54                                                    | 2042-05-25      | 3.5000%  | N/A     | $4905000.00        | $2992743.55        | Agency Collateralized Mortgage Obligation |
| FNMA_12-67                                                    | 2042-07-25      | 3.5000%  | N/A     | $2987744.00        | $2077510.99        | Agency Collateralized Mortgage Obligation |
| FNMA_12-84                                                    | 2042-03-25      | 2.8904%  | N/A     | $8333328.00        | $112956.51         | Agency Collateralized Mortgage Obligation |
| FNMA_12-86A                                                   | 2042-08-25      | 1.7404%  | N/A     | $119725312.00      | $683528.30         | Agency Collateralized Mortgage Obligation |
| FNMA_13-105                                                   | 2043-10-25      | 0.0000%  | N/A     | $4640000.00        | $98767.01          | Agency Collateralized Mortgage Obligation |
| FNMA_13-106C                                                  | 2033-10-25      | 3.0000%  | N/A     | $8777000.00        | $3772425.02        | Agency Collateralized Mortgage Obligation |
| FNMA_13-3B                                                    | 2043-01-25      | 4.0000%  | N/A     | $15762496.00       | $363110.80         | Agency Collateralized Mortgage Obligation |
| FNMA_13-42                                                    | 2043-05-25      | 4.0000%  | N/A     | $62488576.00       | $11045.29          | Agency Collateralized Mortgage Obligation |
| FNMA_13-9                                                     | 2043-02-25      | 2.3904%  | N/A     | $16516512.00       | $386950.36         | Agency Collateralized Mortgage Obligation |
| FNMA_14-87                                                    | 2045-01-25      | 2.4904%  | N/A     | $134349000.00      | $1157692.52        | Agency Collateralized Mortgage Obligation |
| FNMA_15-16                                                    | 2045-04-25      | 2.0000%  | N/A     | $28680000.00       | $1181025.84        | Agency Collateralized Mortgage Obligation |
| FNMA_15-41                                                    | 2035-06-25      | 3.5000%  | N/A     | $14000000.00       | $123496.78         | Agency Collateralized Mortgage Obligation |
| FNMA_15-47                                                    | 2045-07-25      | 3.0000%  | N/A     | $8448000.00        | $2191395.43        | Agency Collateralized Mortgage Obligation |
| FNMA_15-5                                                     | 2045-02-25      | 2.3404%  | N/A     | $64500000.00       | $1450872.66        | Agency Collateralized Mortgage Obligation |
| FNMA_15-53E                                                   | 2045-07-25      | 6.0000%  | N/A     | $38904896.00       | $782476.80         | Agency Collateralized Mortgage Obligation |
| FNMA_16-77A                                                   | 2046-10-25      | 2.2404%  | N/A     | $23365792.00       | $425309.34         | Agency Collateralized Mortgage Obligation |
| FNMA_17-106                                                   | 2048-01-25      | 3.0000%  | N/A     | $8832000.00        | $7786994.81        | Agency Collateralized Mortgage Obligation |
| FNMA_17-26B                                                   | 2047-04-25      | 6.0000%  | N/A     | $18688928.00       | $512896.12         | Agency Collateralized Mortgage Obligation |
| FNMA_18-16A                                                   | 2047-05-25      | 3.0000%  | N/A     | $22500000.00       | $2794030.72        | Agency Collateralized Mortgage Obligation |
| FNMA_18-2B                                                    | 2048-02-25      | 2.3904%  | N/A     | $43627776.00       | $1092244.16        | Agency Collateralized Mortgage Obligation |
| FNMA_18-61B                                                   | 2048-08-25      | 2.4404%  | N/A     | $34494080.00       | $401560.50         | Agency Collateralized Mortgage Obligation |
| FNMA_18-84                                                    | 2048-11-25      | 3.5000%  | N/A     | $6500000.00        | $4217000.07        | Agency Collateralized Mortgage Obligation |
| FNMA_19-15C                                                   | 2049-04-25      | 4.2596%  | N/A     | $24000000.00       | $6451766.04        | Agency Collateralized Mortgage Obligation |
| FNMA_19-57                                                    | 2049-10-25      | 2.5000%  | N/A     | $31544440.00       | $6725555.69        | Agency Collateralized Mortgage Obligation |
| FNMA_19-67J                                                   | 2044-04-25      | 0.4802%  | N/A     | $108516096.00      | $289941.14         | Agency Collateralized Mortgage Obligation |
| FNMA_21-17                                                    | 2051-04-25      | 0.0000%  | N/A     | $5378000.00        | $27836.86          | Agency Collateralized Mortgage Obligation |
| FNMA_21-69                                                    | 2051-10-25      | 2.0000%  | N/A     | $40346.00          | $22997.63          | Agency Collateralized Mortgage Obligation |
| FNMA_22-3C                                                    | 2052-02-25      | 0.0000%  | N/A     | $99790000.00       | $136727.52         | Agency Collateralized Mortgage Obligation |
| FNMA_22-43E                                                   | 2046-11-25      | 0.3759%  | N/A     | $26071488.00       | $109697.06         | Agency Collateralized Mortgage Obligation |
| FNMA_22-60A                                                   | 2052-09-25      | 4.3452%  | N/A     | $38190464.00       | $24616644.77       | Agency Collateralized Mortgage Obligation |
| FNMA_22-70A                                                   | 2052-10-25      | 4.5052%  | N/A     | $30000000.00       | $19132228.34       | Agency Collateralized Mortgage Obligation |
| FNMA_24-21F                                                   | 2035-04-25      | 5.5000%  | N/A     | $11730000.00       | $10134730.08       | Agency Collateralized Mortgage Obligation |
| FNMA_24-39C                                                   | 2047-11-25      | 3.0000%  | N/A     | $6000000.00        | $5120700.12        | Agency Collateralized Mortgage Obligation |
| FNMA_24-52G                                                   | 2054-08-25      | 1.5548%  | N/A     | $50000000.00       | $548227.70         | Agency Collateralized Mortgage Obligation |
| FNMA_24-90G                                                   | 2051-04-25      | 5.0000%  | N/A     | $20888384.00       | $15679772.13       | Agency Collateralized Mortgage Obligation |
| FNMA_25-40B                                                   | 2036-06-25      | 5.0000%  | N/A     | $20078880.00       | $18936590.08       | Agency Collateralized Mortgage Obligation |
| FNMA_26-21C                                                   | 2049-11-25      | 1.5000%  | N/A     | $69926400.00       | $59009540.48       | Agency Collateralized Mortgage Obligation |
| FNMA_26-21G                                                   | 2055-04-25      | 2.5048%  | N/A     | $100000000.00      | $5459011.95        | Agency Collateralized Mortgage Obligation |
| FNMA_26-21G                                                   | 2055-04-25      | 5.0000%  | N/A     | $11053328.00       | $10673389.50       | Agency Collateralized Mortgage Obligation |
| FNMA_26-21G                                                   | 2055-04-25      | 4.5000%  | N/A     | $15645680.00       | $13762947.98       | Agency Collateralized Mortgage Obligation |
| FNMA_26-21G                                                   | 2037-05-25      | 4.5000%  | N/A     | $5000000.00        | $4950010.88        | Agency Collateralized Mortgage Obligation |
| FNMA_26-37A                                                   | 2055-03-25      | 4.4419%  | N/A     | $76367616.00       | $76343096.70       | Agency Collateralized Mortgage Obligation |
| FNW_03-W18                                                    | 2043-08-25      | 5.8070%  | N/A     | $28500000.00       | $5999668.75        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3621                                        | 2040-01-15      | 5.0000%  | N/A     | $6000000.00        | $913135.97         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3883                                        | 2041-05-15      | 3.0000%  | N/A     | $560125.00         | $15654.57          | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_KJ49     | 2034-06-25      | 4.8500%  | N/A     | $2327000.00        | $2363626.85        | Agency Collateralized Mortgage Obligation |
| FREMF MORTGAGE TRUST FREMF_K-512                              | 2028-11-25      | 5.0000%  | N/A     | $275000.00         | $258489.19         | Agency Collateralized Mortgage Obligation |
| FREMF_19-K89                                                  | 2051-01-25      | 0.1000%  | N/A     | $262379520.00      | $686268.06         | Agency Collateralized Mortgage Obligation |
| FREMF_19-K95                                                  | 2030-01-25      | 0.1000%  | N/A     | $234310912.00      | $677757.43         | Agency Collateralized Mortgage Obligation |
| FREMF_19-K97                                                  | 2051-09-25      | 0.1000%  | N/A     | $202808320.00      | $586026.00         | Agency Collateralized Mortgage Obligation |
| FREMF_19-KF64                                                 | 2026-06-25      | 9.7667%  | N/A     | $57814976.00       | $27867058.78       | Agency Collateralized Mortgage Obligation |
| FREMF_19-KG02                                                 | 2029-08-25      | 0.1000%  | N/A     | $489726000.00      | $1182899.56        | Agency Collateralized Mortgage Obligation |
| FREMF_21-SB83                                                 | 2041-01-25      | 1.2453%  | N/A     | $8022000.00        | $136382.89         | Agency Collateralized Mortgage Obligation |
| FREMF_22-K141                                                 | 2055-04-25      | 3.0760%  | N/A     | $7677000.00        | $1084544.32        | Agency Collateralized Mortgage Obligation |
| FREMF_K-064                                                   | 2027-05-25      | 2.2174%  | N/A     | $11760000.00       | $254606.63         | Agency Collateralized Mortgage Obligation |
| FREMF_K-082                                                   | 2028-10-25      | 2.2876%  | N/A     | $14982528.00       | $795404.18         | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TRUST FRESB_21-SB91                            | 2031-08-25      | 1.6400%  | N/A     | $9250000.00        | $6972267.21        | Agency Collateralized Mortgage Obligation |
| FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_18-SB46         | 2027-12-25      | 3.3000%  | N/A     | $2000000.00        | $766961.42         | Agency Collateralized Mortgage Obligation |
| GNMA GNII JP 788355 M                                         | 2040-09-20      | 0.0000%  | N/A     | $74210816.00       | $66338378.36       | Agency Mortgage-Backed Securities         |
| GNMA_03-71A                                                   | 2033-08-20      | 5.0000%  | N/A     | $9501056.00        | $1348737.70        | Agency Collateralized Mortgage Obligation |
| GNMA_06-42                                                    | 2048-02-16      | 1.2500%  | N/A     | $166592506.00      | $5473.06           | Agency Collateralized Mortgage Obligation |
| GNMA_09-111                                                   | 2051-09-16      | 0.0000%  | N/A     | $155099136.00      | $58055.87          | Agency Collateralized Mortgage Obligation |
| GNMA_09-33H                                                   | 2038-02-20      | 5.5000%  | N/A     | $40000000.00       | $2516171.23        | Agency Collateralized Mortgage Obligation |
| GNMA_10-113                                                   | 2040-09-16      | 2.8211%  | N/A     | $54710960.00       | $385386.10         | Agency Collateralized Mortgage Obligation |
| GNMA_12-103                                                   | 2042-08-16      | 3.5000%  | N/A     | $5042000.00        | $178565.82         | Agency Collateralized Mortgage Obligation |
| GNMA_12-112                                                   | 2053-02-16      | 2.0870%  | N/A     | $1000000.00        | $96834.58          | Agency Collateralized Mortgage Obligation |
| GNMA_12-17C                                                   | 2040-08-20      | 5.0000%  | N/A     | $21703072.00       | $124965.35         | Agency Collateralized Mortgage Obligation |
| GNMA_12-6E                                                    | 2040-02-20      | 2.3245%  | N/A     | $24395776.00       | $5976.27           | Agency Collateralized Mortgage Obligation |
| GNMA_13-055                                                   | 2054-10-16      | 0.2405%  | N/A     | $123456512.00      | $342670.60         | Agency Collateralized Mortgage Obligation |
| GNMA_13-152                                                   | 2043-06-20      | 2.3745%  | N/A     | $64075000.00       | $448038.46         | Agency Collateralized Mortgage Obligation |
| GNMA_13-155                                                   | 2053-09-16      | 2.9000%  | N/A     | $5500000.00        | $260025.50         | Agency Collateralized Mortgage Obligation |
| GNMA_13-175                                                   | 2055-05-16      | 0.1247%  | N/A     | $155451392.00      | $11736.73          | Agency Collateralized Mortgage Obligation |
| GNMA_13-26                                                    | 2043-02-16      | 1.7711%  | N/A     | $35091584.00       | $144661.59         | Agency Collateralized Mortgage Obligation |
| GNMA_13-37                                                    | 2043-03-20      | 2.4545%  | N/A     | $37714240.00       | $210794.93         | Agency Collateralized Mortgage Obligation |
| GNMA_14-120                                                   | 2056-04-16      | 0.3790%  | N/A     | $157089792.00      | $110716.38         | Agency Collateralized Mortgage Obligation |
| GNMA_14-148                                                   | 2056-10-16      | 0.3960%  | N/A     | $112730752.00      | $225825.45         | Agency Collateralized Mortgage Obligation |
| GNMA_14-169                                                   | 2056-10-16      | 0.5836%  | N/A     | $186330000.00      | $895332.79         | Agency Collateralized Mortgage Obligation |
| GNMA_14-3D                                                    | 2044-01-16      | 1.7911%  | N/A     | $63160320.00       | $561185.67         | Agency Collateralized Mortgage Obligation |
| GNMA_14-55                                                    | 2044-04-16      | 2.4211%  | N/A     | $314560960.00      | $2021441.99        | Agency Collateralized Mortgage Obligation |
| GNMA_14-68J                                                   | 2044-05-20      | 2.4245%  | N/A     | $27092256.00       | $154206.75         | Agency Collateralized Mortgage Obligation |
| GNMA_15-021                                                   | 2056-07-16      | 0.6599%  | N/A     | $110895104.00      | $374948.66         | Agency Collateralized Mortgage Obligation |
| GNMA_15-115                                                   | 2057-07-16      | 0.4607%  | N/A     | $97075840.00       | $724306.85         | Agency Collateralized Mortgage Obligation |
| GNMA_15-124J                                                  | 2045-09-20      | 2.1207%  | N/A     | $17018360.00       | $66743.80          | Agency Collateralized Mortgage Obligation |
| GNMA_15-13E                                                   | 2045-01-20      | 3.5000%  | N/A     | $2922000.00        | $1293214.40        | Agency Collateralized Mortgage Obligation |
| GNMA_15-145                                                   | 2057-07-16      | 0.7182%  | N/A     | $185404480.00      | $1715186.94        | Agency Collateralized Mortgage Obligation |
| GNMA_15-163                                                   | 2057-12-16      | 0.7263%  | N/A     | $200046000.00      | $1897045.52        | Agency Collateralized Mortgage Obligation |
| GNMA_15-167J                                                  | 2045-11-20      | 2.1207%  | N/A     | $17885152.00       | $56563.41          | Agency Collateralized Mortgage Obligation |
| GNMA_15-2                                                     | 2056-06-16      | 0.4033%  | N/A     | $112581376.00      | $185723.46         | Agency Collateralized Mortgage Obligation |
| GNMA_15-83C                                                   | 2043-09-20      | 6.0000%  | N/A     | $35697088.00       | $579612.50         | Agency Collateralized Mortgage Obligation |
| GNMA_16-126E                                                  | 2046-09-20      | 2.3245%  | N/A     | $20257568.00       | $490828.20         | Agency Collateralized Mortgage Obligation |
| GNMA_16-127                                                   | 2058-05-16      | 0.8764%  | N/A     | $151204000.00      | $1572277.65        | Agency Collateralized Mortgage Obligation |
| GNMA_16-12C                                                   | 2046-01-20      | 1.8645%  | N/A     | $30193344.00       | $263841.78         | Agency Collateralized Mortgage Obligation |
| GNMA_16-149B                                                  | 2046-11-16      | 5.0000%  | N/A     | $26428840.00       | $570224.61         | Agency Collateralized Mortgage Obligation |
| GNMA_16-19                                                    | 2046-02-20      | 3.0000%  | N/A     | $1551000.00        | $1302788.30        | Agency Collateralized Mortgage Obligation |
| GNMA_17-180                                                   | 2047-10-20      | 3.0000%  | N/A     | $4600000.00        | $872770.45         | Agency Collateralized Mortgage Obligation |
| GNMA_17-192E                                                  | 2045-11-20      | 3.0000%  | N/A     | $47883200.00       | $111023.38         | Agency Collateralized Mortgage Obligation |
| GNMA_17-77                                                    | 2047-05-20      | 3.5000%  | N/A     | $3434000.00        | $1182159.87        | Agency Collateralized Mortgage Obligation |
| GNMA_17-93E                                                   | 2047-06-20      | 2.1207%  | N/A     | $14301500.00       | $175980.61         | Agency Collateralized Mortgage Obligation |
| GNMA_18-105B                                                  | 2048-08-20      | 2.4245%  | N/A     | $11563344.00       | $151736.33         | Agency Collateralized Mortgage Obligation |
| GNMA_18-11                                                    | 2047-12-20      | 2.7500%  | N/A     | $40000000.00       | $4799683.95        | Agency Collateralized Mortgage Obligation |
| GNMA_18-146C                                                  | 2048-01-20      | 3.5000%  | N/A     | $15661680.00       | $36260.05          | Agency Collateralized Mortgage Obligation |
| GNMA_18-160D                                                  | 2048-11-20      | 2.4207%  | N/A     | $41600000.00       | $1102004.59        | Agency Collateralized Mortgage Obligation |
| GNMA_18-168G                                                  | 2048-12-20      | 2.2707%  | N/A     | $72000000.00       | $1852226.00        | Agency Collateralized Mortgage Obligation |
| GNMA_18-169                                                   | 2061-04-16      | 0.7082%  | N/A     | $85128960.00       | $820232.52         | Agency Collateralized Mortgage Obligation |
| GNMA_18-4                                                     | 2059-10-16      | 0.5673%  | N/A     | $134004992.00      | $1789530.22        | Agency Collateralized Mortgage Obligation |
| GNMA_18-91H                                                   | 2048-07-20      | 2.4207%  | N/A     | $22667328.00       | $493403.97         | Agency Collateralized Mortgage Obligation |
| GNMA_19-125                                                   | 2049-05-20      | 2.5000%  | N/A     | $50000000.00       | $16263620.48       | Agency Collateralized Mortgage Obligation |
| GNMA_19-128M                                                  | 2040-04-16      | 0.2521%  | N/A     | $35232384.00       | $74773.24          | Agency Collateralized Mortgage Obligation |
| GNMA_19-151B                                                  | 2045-12-20      | 3.0000%  | N/A     | $914710.00         | $11314.49          | Agency Collateralized Mortgage Obligation |
| GNMA_19-15B                                                   | 2049-02-20      | 2.2745%  | N/A     | $39560000.00       | $599491.48         | Agency Collateralized Mortgage Obligation |
| GNMA_19-17                                                    | 2060-12-16      | 0.6433%  | N/A     | $100017664.00      | $1051470.98        | Agency Collateralized Mortgage Obligation |
| GNMA_19-1D                                                    | 2049-01-20      | 2.2745%  | N/A     | $61600000.00       | $593134.60         | Agency Collateralized Mortgage Obligation |
| GNMA_19-20A                                                   | 2049-02-20      | 5.5000%  | N/A     | $63392448.00       | $1339100.37        | Agency Collateralized Mortgage Obligation |
| GNMA_19-20G                                                   | 2049-02-20      | 2.3245%  | N/A     | $9800999.00        | $180446.90         | Agency Collateralized Mortgage Obligation |
| GNMA_19-26                                                    | 2060-11-16      | 0.6525%  | N/A     | $137614336.00      | $1104912.45        | Agency Collateralized Mortgage Obligation |
| GNMA_19-45A                                                   | 2049-03-20      | 0.0300%  | N/A     | $27295744.00       | $7703.31           | Agency Collateralized Mortgage Obligation |
| GNMA_19-87                                                    | 2061-06-16      | 0.7692%  | N/A     | $100514048.00      | $1707459.33        | Agency Collateralized Mortgage Obligation |
| GNMA_19-97A                                                   | 2049-08-20      | 0.0200%  | N/A     | $99991552.00       | $18614.85          | Agency Collateralized Mortgage Obligation |
| GNMA_19-99P                                                   | 2049-08-20      | 2.5000%  | N/A     | $34485504.00       | $6702081.60        | Agency Collateralized Mortgage Obligation |
| GNMA_20-104E                                                  | 2046-04-20      | 0.1500%  | N/A     | $11690240.00       | $26076.94          | Agency Collateralized Mortgage Obligation |
| GNMA_20-104G                                                  | 2043-07-20      | 0.0887%  | N/A     | $11841936.00       | $13511.65          | Agency Collateralized Mortgage Obligation |
| GNMA_20-118                                                   | 2062-06-16      | 0.8868%  | N/A     | $8500000.00        | $288301.85         | Agency Collateralized Mortgage Obligation |
| GNMA_20-134T                                                  | 2050-09-20      | 0.0000%  | N/A     | $41515456.00       | $281264.66         | Agency Collateralized Mortgage Obligation |
| GNMA_20-146B                                                  | 2050-10-20      | 0.0000%  | N/A     | $7000000.00        | $50137.21          | Agency Collateralized Mortgage Obligation |
| GNMA_20-148D                                                  | 2050-10-20      | 0.0000%  | N/A     | $105656576.00      | $214474.18         | Agency Collateralized Mortgage Obligation |
| GNMA_20-149D                                                  | 2050-10-20      | 0.0000%  | N/A     | $33333312.00       | $231175.92         | Agency Collateralized Mortgage Obligation |
| GNMA_20-155                                                   | 2060-09-16      | 1.2710%  | N/A     | $121710336.00      | $9119444.37        | Agency Collateralized Mortgage Obligation |
| GNMA_20-187K                                                  | 2050-12-20      | 0.4745%  | N/A     | $24127296.00       | $109438.55         | Agency Collateralized Mortgage Obligation |
| GNMA_20-31B                                                   | 2050-03-20      | 0.1000%  | N/A     | $14208624.00       | $19677.95          | Agency Collateralized Mortgage Obligation |
| GNMA_20-34G                                                   | 2050-03-20      | 0.0000%  | N/A     | $169996288.00      | $133609.59         | Agency Collateralized Mortgage Obligation |
| GNMA_20-40                                                    | 2062-01-16      | 0.8751%  | N/A     | $17000000.00       | $452520.59         | Agency Collateralized Mortgage Obligation |
| GNMA_20-47                                                    | 2049-02-20      | 0.0725%  | N/A     | $247779328.00      | $218776.51         | Agency Collateralized Mortgage Obligation |
| GNMA_20-5L                                                    | 2049-01-20      | 3.5000%  | N/A     | $1516974.00        | $500344.20         | Agency Collateralized Mortgage Obligation |
| GNMA_20-63J                                                   | 2038-04-20      | 3.5000%  | N/A     | $22360416.00       | $94022.00          | Agency Collateralized Mortgage Obligation |
| GNMA_20-7B                                                    | 2050-01-20      | 3.5000%  | N/A     | $317333.00         | $21835.92          | Agency Collateralized Mortgage Obligation |
| GNMA_20-95H                                                   | 2050-07-20      | 2.5000%  | N/A     | $26240672.00       | $11513517.05       | Agency Collateralized Mortgage Obligation |
| GNMA_21-110                                                   | 2063-11-16      | 0.8760%  | N/A     | $16300000.00       | $966244.64         | Agency Collateralized Mortgage Obligation |
| GNMA_21-136N                                                  | 2051-01-20      | 2.0000%  | N/A     | $9700000.00        | $5670864.93        | Agency Collateralized Mortgage Obligation |
| GNMA_21-139D                                                  | 2051-08-20      | 0.0000%  | N/A     | $9000000.00        | $40856.74          | Agency Collateralized Mortgage Obligation |
| GNMA_21-140                                                   | 2051-08-20      | 2.0000%  | N/A     | $6794632.00        | $3628137.20        | Agency Collateralized Mortgage Obligation |
| GNMA_21-175C                                                  | 2051-10-20      | 0.0000%  | N/A     | $44953600.00       | $43428.56          | Agency Collateralized Mortgage Obligation |
| GNMA_21-193C                                                  | 2051-11-20      | 0.0000%  | N/A     | $60000000.00       | $128072.35         | Agency Collateralized Mortgage Obligation |
| GNMA_21-194D                                                  | 2051-11-20      | 0.0000%  | N/A     | $50000000.00       | $198573.30         | Agency Collateralized Mortgage Obligation |
| GNMA_21-2                                                     | 2063-06-16      | 1.2500%  | N/A     | $140000.00         | $73531.99          | Agency Collateralized Mortgage Obligation |
| GNMA_21-213F                                                  | 2051-12-20      | 0.0000%  | N/A     | $334381056.00      | $79173.57          | Agency Collateralized Mortgage Obligation |
| GNMA_21-22                                                    | 2063-05-16      | 0.9730%  | N/A     | $14450000.00       | $796894.17         | Agency Collateralized Mortgage Obligation |
| GNMA_21-227C                                                  | 2051-12-20      | 3.0000%  | N/A     | $7000000.00        | $4151526.29        | Agency Collateralized Mortgage Obligation |
| GNMA_21-43                                                    | 2062-09-16      | 2.0000%  | N/A     | $130000.00         | $81764.15          | Agency Collateralized Mortgage Obligation |
| GNMA_21-77                                                    | 2051-05-20      | 0.0000%  | N/A     | $10000000.00       | $31639.00          | Agency Collateralized Mortgage Obligation |
| GNMA_21-77E                                                   | 2051-05-20      | 0.0000%  | N/A     | $18870600.00       | $74701.20          | Agency Collateralized Mortgage Obligation |
| GNMA_21-77F                                                   | 2051-05-20      | 0.0000%  | N/A     | $51310592.00       | $29374.27          | Agency Collateralized Mortgage Obligation |
| GNMA_21-86G                                                   | 2051-05-20      | 1.2500%  | N/A     | $12000000.00       | $4485286.21        | Agency Collateralized Mortgage Obligation |
| GNMA_22-103A                                                  | 2052-05-20      | 0.0000%  | N/A     | $53074624.00       | $232570.84         | Agency Collateralized Mortgage Obligation |
| GNMA_22-120D                                                  | 2052-07-20      | 2.4399%  | N/A     | $30500000.00       | $1989073.14        | Agency Collateralized Mortgage Obligation |
| GNMA_22-162                                                   | 2054-04-16      | 2.5000%  | N/A     | $5809344.00        | $4662296.72        | Agency Collateralized Mortgage Obligation |
| GNMA_22-180A                                                  | 2052-10-20      | 4.6901%  | N/A     | $30000000.00       | $14468076.10       | Agency Collateralized Mortgage Obligation |
| GNMA_22-213A                                                  | 2052-01-20      | 5.0000%  | N/A     | $6000000.00        | $1788375.05        | Agency Collateralized Mortgage Obligation |
| GNMA_22-216A                                                  | 2065-07-16      | 0.7504%  | N/A     | $3066000.00        | $162896.51         | Agency Collateralized Mortgage Obligation |
| GNMA_22-63R                                                   | 2050-03-20      | 0.7099%  | N/A     | $25000000.00       | $385837.93         | Agency Collateralized Mortgage Obligation |
| GNMA_22-64C                                                   | 2051-08-20      | 2.5000%  | N/A     | $1525808.00        | $1031456.67        | Agency Collateralized Mortgage Obligation |
| GNMA_22-66L                                                   | 2052-01-20      | 3.6265%  | N/A     | $3853524.00        | $2795077.68        | Agency Collateralized Mortgage Obligation |
| GNMA_22-81E                                                   | 2052-05-20      | 0.0000%  | N/A     | $49999872.00       | $31715.01          | Agency Collateralized Mortgage Obligation |
| GNMA_22-81P                                                   | 2048-03-20      | 5.5000%  | N/A     | $46903424.00       | $3300428.90        | Agency Collateralized Mortgage Obligation |
| GNMA_23-107A                                                  | 2053-07-20      | 2.3099%  | N/A     | $100000000.00      | $1726176.00        | Agency Collateralized Mortgage Obligation |
| GNMA_23-115C                                                  | 2053-08-20      | 4.6901%  | N/A     | $100000000.00      | $39086878.64       | Agency Collateralized Mortgage Obligation |
| GNMA_23-115J                                                  | 2053-08-20      | 2.9599%  | N/A     | $32691776.00       | $1145923.30        | Agency Collateralized Mortgage Obligation |
| GNMA_23-133L                                                  | 2053-09-20      | 2.0599%  | N/A     | $25514784.00       | $994726.73         | Agency Collateralized Mortgage Obligation |
| GNMA_23-164B                                                  | 2053-11-20      | 4.8401%  | N/A     | $50000000.00       | $19531984.21       | Agency Collateralized Mortgage Obligation |
| GNMA_23-169C                                                  | 2053-11-20      | 2.7599%  | N/A     | $50000000.00       | $1116406.84        | Agency Collateralized Mortgage Obligation |
| GNMA_23-178                                                   | 2065-06-16      | 0.7673%  | N/A     | $100000000.00      | $6282138.19        | Agency Collateralized Mortgage Obligation |
| GNMA_23-182A                                                  | 2053-12-20      | 2.0599%  | N/A     | $40000000.00       | $439767.30         | Agency Collateralized Mortgage Obligation |
| GNMA_23-182C                                                  | 2053-12-20      | 5.5000%  | N/A     | $4054664.00        | $4160497.03        | Agency Collateralized Mortgage Obligation |
| GNMA_23-1D                                                    | 2053-01-20      | 4.6401%  | N/A     | $50000000.00       | $29523608.61       | Agency Collateralized Mortgage Obligation |
| GNMA_23-20E                                                   | 2053-02-20      | 0.0500%  | N/A     | $112956160.00      | $114313.90         | Agency Collateralized Mortgage Obligation |
| GNMA_23-20H                                                   | 2053-02-20      | 0.1100%  | N/A     | $4999920.00        | $7510.04           | Agency Collateralized Mortgage Obligation |
| GNMA_23-50                                                    | 2064-06-16      | 0.7015%  | N/A     | $125925888.00      | $6716832.80        | Agency Collateralized Mortgage Obligation |
| GNMA_23-53P                                                   | 2053-04-20      | 4.4201%  | N/A     | $26000000.00       | $19452646.72       | Agency Collateralized Mortgage Obligation |
| GNMA_23-63A                                                   | 2053-05-20      | 4.5901%  | N/A     | $100000000.00      | $49543892.60       | Agency Collateralized Mortgage Obligation |
| GNMA_23-71A                                                   | 2065-02-16      | 0.7784%  | N/A     | $116691712.00      | $7102568.32        | Agency Collateralized Mortgage Obligation |
| GNMA_23-98B                                                   | 2035-03-20      | 5.5000%  | N/A     | $3608876.00        | $891914.00         | Agency Collateralized Mortgage Obligation |
| GNMA_24-108L                                                  | 2054-07-20      | 3.0099%  | N/A     | $282167296.00      | $4714034.73        | Agency Collateralized Mortgage Obligation |
| GNMA_24-125A                                                  | 2064-08-20      | 2.2599%  | N/A     | $120000000.00      | $1489916.82        | Agency Collateralized Mortgage Obligation |
| GNMA_24-146N                                                  | 2054-09-20      | 2.3599%  | N/A     | $101984896.00      | $2676900.77        | Agency Collateralized Mortgage Obligation |
| GNMA_24-160L                                                  | 2054-10-20      | 4.8401%  | N/A     | $100000000.00      | $80678920.26       | Agency Collateralized Mortgage Obligation |
| GNMA_24-181A                                                  | 2054-11-20      | 1.0599%  | N/A     | $100000000.00      | $2164113.64        | Agency Collateralized Mortgage Obligation |
| GNMA_24-181B                                                  | 2054-11-20      | 1.6599%  | N/A     | $82806528.00       | $1520011.78        | Agency Collateralized Mortgage Obligation |
| GNMA_24-196A                                                  | 2054-08-20      | 3.4599%  | N/A     | $50670000.00       | $1461954.03        | Agency Collateralized Mortgage Obligation |
| GNMA_24-196K                                                  | 2054-02-20      | 0.1000%  | N/A     | $32644360.00       | $33543.27          | Agency Collateralized Mortgage Obligation |
| GNMA_24-196M                                                  | 2054-01-20      | 2.4399%  | N/A     | $100000000.00      | $2327265.77        | Agency Collateralized Mortgage Obligation |
| GNMA_24-19B                                                   | 2054-02-20      | 3.3099%  | N/A     | $55696240.00       | $2647011.55        | Agency Collateralized Mortgage Obligation |
| GNMA_24-19H                                                   | 2064-01-20      | 2.6099%  | N/A     | $138083584.00      | $1127851.99        | Agency Collateralized Mortgage Obligation |
| GNMA_24-19J                                                   | 2054-02-20      | 2.4599%  | N/A     | $30749952.00       | $1276276.95        | Agency Collateralized Mortgage Obligation |
| GNMA_24-19K                                                   | 2054-02-20      | 3.3599%  | N/A     | $25000000.00       | $1658966.45        | Agency Collateralized Mortgage Obligation |
| GNMA_24-1B                                                    | 2054-01-20      | 4.7901%  | N/A     | $100000000.00      | $34800068.40       | Agency Collateralized Mortgage Obligation |
| GNMA_24-1E                                                    | 2054-01-20      | 4.7901%  | N/A     | $16229200.00       | $7984786.76        | Agency Collateralized Mortgage Obligation |
| GNMA_24-25E                                                   | 2049-02-20      | 4.1684%  | N/A     | $7230880.00        | $5476320.52        | Agency Collateralized Mortgage Obligation |
| GNMA_24-30S                                                   | 2054-02-20      | 7.0000%  | N/A     | $714286.00         | $57077.40          | Agency Collateralized Mortgage Obligation |
| GNMA_24-44E                                                   | 2054-03-20      | 1.6599%  | N/A     | $35000000.00       | $521835.52         | Agency Collateralized Mortgage Obligation |
| GNMA_24-51F                                                   | 2054-03-20      | 1.5599%  | N/A     | $170000000.00      | $4530808.05        | Agency Collateralized Mortgage Obligation |
| GNMA_24-52                                                    | 2066-02-16      | 0.4339%  | N/A     | $100000000.00      | $4850341.56        | Agency Collateralized Mortgage Obligation |
| GNMA_24-59B                                                   | 2054-04-20      | 0.0500%  | N/A     | $19996672.00       | $19726.18          | Agency Collateralized Mortgage Obligation |
| GNMA_24-59F                                                   | 2054-04-20      | 2.3599%  | N/A     | $190106880.00      | $3949446.39        | Agency Collateralized Mortgage Obligation |
| GNMA_24-59K                                                   | 2054-04-20      | 3.5599%  | N/A     | $25955520.00       | $1630822.40        | Agency Collateralized Mortgage Obligation |
| GNMA_24-69D                                                   | 2054-04-20      | 5.5000%  | N/A     | $2000000.00        | $2038263.11        | Agency Collateralized Mortgage Obligation |
| GNMA_24-78B                                                   | 2064-04-20      | 2.3099%  | N/A     | $50000000.00       | $621380.00         | Agency Collateralized Mortgage Obligation |
| GNMA_24-78E                                                   | 2054-05-20      | 0.1000%  | N/A     | $44600000.00       | $64994.20          | Agency Collateralized Mortgage Obligation |
| GNMA_24-78E                                                   | 2054-05-20      | 4.8401%  | N/A     | $30000000.00       | $18920249.18       | Agency Collateralized Mortgage Obligation |
| GNMA_24-88B                                                   | 2066-02-16      | 0.7700%  | N/A     | $75000000.00       | $3979821.76        | Agency Collateralized Mortgage Obligation |
| GNMA_24-95D                                                   | 2054-06-20      | 1.6099%  | N/A     | $100000000.00      | $943192.84         | Agency Collateralized Mortgage Obligation |
| GNMA_24-95D                                                   | 2054-06-20      | 4.8901%  | N/A     | $100000000.00      | $28300529.01       | Agency Collateralized Mortgage Obligation |
| GNMA_24-95H                                                   | 2054-06-20      | 3.0099%  | N/A     | $50000000.00       | $865831.34         | Agency Collateralized Mortgage Obligation |
| GNMA_24-95L                                                   | 2054-06-20      | 1.7599%  | N/A     | $15259632.00       | $529403.10         | Agency Collateralized Mortgage Obligation |
| GNMA_25-114K                                                  | 2051-06-20      | 4.5000%  | N/A     | $30677344.00       | $26388461.32       | Agency Collateralized Mortgage Obligation |
| GNMA_25-131R                                                  | 2055-08-20      | 5.0000%  | N/A     | $3958000.00        | $3771390.91        | Agency Collateralized Mortgage Obligation |
| GNMA_25-131R                                                  | 2055-08-20      | 5.0000%  | N/A     | $10472144.00       | $5969188.57        | Agency Collateralized Mortgage Obligation |
| GNMA_25-131R                                                  | 2051-10-20      | 3.0000%  | N/A     | $46904768.00       | $42456821.61       | Agency Collateralized Mortgage Obligation |
| GNMA_25-145                                                   | 2067-05-16      | 5.5940%  | N/A     | $100000.00         | $103095.66         | Agency Collateralized Mortgage Obligation |
| GNMA_25-145                                                   | 2067-05-16      | 0.5939%  | N/A     | $91400000.00       | $5681728.55        | Agency Collateralized Mortgage Obligation |
| GNMA_25-150B                                                  | 2055-09-20      | 3.5599%  | N/A     | $87500000.00       | $8238320.40        | Agency Collateralized Mortgage Obligation |
| GNMA_25-150C                                                  | 2055-09-20      | 2.9099%  | N/A     | $81741952.00       | $6556972.29        | Agency Collateralized Mortgage Obligation |
| GNMA_25-150H                                                  | 2055-09-20      | 2.3599%  | N/A     | $50000000.00       | $3124371.11        | Agency Collateralized Mortgage Obligation |
| GNMA_25-150J                                                  | 2065-08-20      | 5.0000%  | N/A     | $1434022.00        | $321423.83         | Agency Collateralized Mortgage Obligation |
| GNMA_25-152C                                                  | 2055-09-20      | 4.8901%  | N/A     | $45000000.00       | $42007997.62       | Agency Collateralized Mortgage Obligation |
| GNMA_25-172J                                                  | 2055-10-20      | 2.3599%  | N/A     | $129552640.00      | $6466770.05        | Agency Collateralized Mortgage Obligation |
| GNMA_25-174B                                                  | 2055-09-20      | 4.6401%  | N/A     | $9535952.00        | $9482732.39        | Agency Collateralized Mortgage Obligation |
| GNMA_25-174F                                                  | 2055-10-20      | 1.0599%  | N/A     | $100000000.00      | $2372351.75        | Agency Collateralized Mortgage Obligation |
| GNMA_25-190C                                                  | 2055-11-20      | 4.5901%  | N/A     | $13699056.00       | $12930137.60       | Agency Collateralized Mortgage Obligation |
| GNMA_25-205B                                                  | 2055-12-20      | 4.5000%  | N/A     | $66307680.00       | $64748553.81       | Agency Collateralized Mortgage Obligation |
| GNMA_25-28A                                                   | 2054-07-20      | 0.0500%  | N/A     | $99999744.00       | $39682.76          | Agency Collateralized Mortgage Obligation |
| GNMA_25-28A                                                   | 2055-02-20      | 0.1000%  | N/A     | $99999744.00       | $78967.50          | Agency Collateralized Mortgage Obligation |
| GNMA_25-28D                                                   | 2055-02-20      | 1.6099%  | N/A     | $40000000.00       | $619439.30         | Agency Collateralized Mortgage Obligation |
| GNMA_25-28G                                                   | 2055-02-20      | 2.3599%  | N/A     | $30000000.00       | $758672.94         | Agency Collateralized Mortgage Obligation |
| GNMA_25-28H                                                   | 2055-02-20      | 2.3599%  | N/A     | $67652480.00       | $3017362.22        | Agency Collateralized Mortgage Obligation |
| GNMA_25-2B                                                    | 2054-12-20      | 2.3099%  | N/A     | $50000000.00       | $1233435.06        | Agency Collateralized Mortgage Obligation |
| GNMA_25-2J                                                    | 2055-01-20      | 1.6099%  | N/A     | $50000000.00       | $564397.09         | Agency Collateralized Mortgage Obligation |
| GNMA_25-2J                                                    | 2055-01-20      | 4.8901%  | N/A     | $30000000.00       | $13460604.81       | Agency Collateralized Mortgage Obligation |
| GNMA_25-2R                                                    | 2048-04-20      | 2.0000%  | N/A     | $14650000.00       | $10910004.57       | Agency Collateralized Mortgage Obligation |
| GNMA_25-32C                                                   | 2055-02-20      | 1.7099%  | N/A     | $139664128.00      | $2869076.98        | Agency Collateralized Mortgage Obligation |
| GNMA_25-39C                                                   | 2054-07-20      | 5.0000%  | N/A     | $9024000.00        | $4375774.34        | Agency Collateralized Mortgage Obligation |
| GNMA_25-39K                                                   | 2053-02-20      | 5.0000%  | N/A     | $1500000.00        | $1321893.46        | Agency Collateralized Mortgage Obligation |
| GNMA_25-41U                                                   | 2055-03-20      | 0.8599%  | N/A     | $116666624.00      | $1000980.01        | Agency Collateralized Mortgage Obligation |
| GNMA_25-51C                                                   | 2055-03-20      | 4.6901%  | N/A     | $13867000.00       | $11001421.48       | Agency Collateralized Mortgage Obligation |
| GNMA_25-61D                                                   | 2055-04-20      | 4.6901%  | N/A     | $42548000.00       | $34663277.26       | Agency Collateralized Mortgage Obligation |
| GNMA_25-69H                                                   | 2055-04-20      | 5.3401%  | N/A     | $20000000.00       | $12459224.48       | Agency Collateralized Mortgage Obligation |
| GNMA_25-83B                                                   | 2055-04-20      | 5.4001%  | N/A     | $100000000.00      | $62515216.90       | Agency Collateralized Mortgage Obligation |
| GNMA_25-83J                                                   | 2055-05-20      | 0.6099%  | N/A     | $200000000.00      | $1352897.13        | Agency Collateralized Mortgage Obligation |
| GNMA_25-83K                                                   | 2055-05-20      | 0.5599%  | N/A     | $200000000.00      | $1262580.08        | Agency Collateralized Mortgage Obligation |
| GNMA_25-92                                                    | 2067-05-16      | 5.5516%  | N/A     | $74999.00          | $77367.24          | Agency Collateralized Mortgage Obligation |
| GNMA_25-98K                                                   | 2055-06-20      | 0.0500%  | N/A     | $25665536.00       | $18693.10          | Agency Collateralized Mortgage Obligation |
| GNMA_26-28D                                                   | 2056-02-20      | 5.5000%  | N/A     | $7553440.00        | $2170410.20        | Agency Collateralized Mortgage Obligation |
| GNMA_26-28J                                                   | 2056-02-20      | 0.6719%  | N/A     | $125000000.00      | $1623391.29        | Agency Collateralized Mortgage Obligation |
| GNMA_26-44D                                                   | 2056-02-20      | 4.5901%  | N/A     | $53269760.00       | $52947109.66       | Agency Collateralized Mortgage Obligation |
| GNMA_26-44E                                                   | 2054-11-20      | 0.6599%  | N/A     | $175000000.00      | $2221552.84        | Agency Collateralized Mortgage Obligation |
| GNMA_26-44K                                                   | 2055-06-20      | 0.6099%  | N/A     | $100000000.00      | $1117843.72        | Agency Collateralized Mortgage Obligation |
| GNMA_26-5B                                                    | 2051-07-20      | 5.2500%  | N/A     | $195165440.00      | $187946325.72      | Agency Collateralized Mortgage Obligation |
| GNMA_26-63A                                                   | 2054-05-20      | 4.0000%  | N/A     | $7173608.00        | $6964147.42        | Agency Collateralized Mortgage Obligation |
| GNMA_26-63A                                                   | 2056-04-20      | 2.0565%  | N/A     | $33762176.00       | $2771579.33        | Agency Collateralized Mortgage Obligation |
| GNMA_26-63C                                                   | 2056-04-20      | 1.9267%  | N/A     | $86094720.00       | $5679428.09        | Agency Collateralized Mortgage Obligation |
| GNMA_26-63G                                                   | 2056-04-20      | 1.3565%  | N/A     | $203305728.00      | $5421718.18        | Agency Collateralized Mortgage Obligation |
| GNMA_26-74                                                    | 2068-12-16      | 4.5000%  | N/A     | $3000000.00        | $2692707.00        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                              | 2060-04-16      | 0.6588%  | N/A     | $90340096.00       | $962677.78         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                              | 2059-05-16      | 0.6294%  | N/A     | $119626240.00      | $1021663.73        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                              | 2059-08-16      | 0.7656%  | N/A     | $150000000.00      | $2090607.14        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                              | 2054-01-16      | 0.6944%  | N/A     | $6855000.00        | $27124.44          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                    | 2028-02-15      | 2.5000%  | N/A     | $1201152.00        | $72041.23          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                    | 2048-01-15      | 5.0000%  | N/A     | $1257250.00        | $69822.63          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                    | 2060-11-15      | 5.3700%  | N/A     | $324622.00         | $333142.84         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                    | 2032-06-15      | 6.5000%  | N/A     | $7869888.00        | $15397.71          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                    | 2043-03-15      | 3.5000%  | N/A     | $558879.00         | $97307.38          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                    | 2060-09-15      | 4.5300%  | N/A     | $480120.00         | $463591.05         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                    | 2035-02-15      | 6.5000%  | N/A     | $55948224.00       | $458052.66         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                    | 2047-08-15      | 4.0000%  | N/A     | $678180.00         | $89940.67          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                    | 2049-05-15      | 5.0000%  | N/A     | $555203.00         | $315819.06         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                    | 2067-09-15      | 5.6000%  | N/A     | $1085176.00        | $1117468.79        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                    | 2047-04-15      | 4.0000%  | N/A     | $456615.00         | $81507.93          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                    | 2047-09-15      | 5.0000%  | N/A     | $1177452.00        | $104748.97         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                    | 2047-10-15      | 4.0000%  | N/A     | $93000.00          | $29911.22          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                    | 2048-02-15      | 5.0000%  | N/A     | $685293.00         | $103718.93         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                    | 2060-12-15      | 5.2900%  | N/A     | $463825.00         | $472201.22         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                    | 2041-02-15      | 4.0000%  | N/A     | $600000.00         | $40450.98          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                    | 2048-03-15      | 3.5000%  | N/A     | $220422.00         | $17153.22          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                    | 2060-12-15      | 5.4000%  | N/A     | $352462.00         | $363094.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                    | 2048-10-15      | 5.5000%  | N/A     | $2518204.00        | $161755.93         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                    | 2042-01-15      | 3.5000%  | N/A     | $9500050.00        | $1220565.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                    | 2059-04-15      | 5.5000%  | N/A     | $56625.00          | $57605.22          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                    | 2065-04-15      | 4.7600%  | N/A     | $61909.00          | $60136.27          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                    | 2039-01-15      | 5.0000%  | N/A     | $3779000.00        | $30817.26          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                    | 2046-06-15      | 3.0000%  | N/A     | $405000.00         | $197664.65         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                    | 2060-11-15      | 5.4000%  | N/A     | $231340.00         | $237926.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                    | 2050-03-15      | 3.5000%  | N/A     | $26107872.00       | $21943769.56       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                    | 2047-06-15      | 4.0000%  | N/A     | $71978.00          | $9022.73           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                    | 2043-05-15      | 3.5000%  | N/A     | $461471.00         | $56917.18          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                    | 2068-12-15      | 5.3800%  | N/A     | $434296.00         | $431277.59         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                    | 2060-12-15      | 5.2500%  | N/A     | $243948.00         | $248383.53         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                    | 2047-01-15      | 4.0000%  | N/A     | $354245.00         | $26735.38          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                    | 2047-02-15      | 3.0000%  | N/A     | $560000.00         | $178176.10         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                    | 2032-12-15      | 5.5000%  | N/A     | $1392440.00        | $17191.93          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                    | 2050-07-15      | 2.5000%  | N/A     | $8796784.00        | $3604204.42        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                    | 2042-09-15      | 3.0000%  | N/A     | $1700000.00        | $211515.69         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                    | 2042-09-15      | 3.0000%  | N/A     | $300000.00         | $33695.43          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                    | 2039-11-15      | 5.5000%  | N/A     | $200000.00         | $10321.56          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                    | 2043-06-15      | 3.0000%  | N/A     | $458344.00         | $55400.58          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                    | 2061-01-15      | 3.7800%  | N/A     | $2000000.00        | $1832531.97        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                    | 2043-04-15      | 3.5000%  | N/A     | $475000.00         | $47007.80          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                    | 2047-09-15      | 3.0000%  | N/A     | $228383.00         | $118233.80         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                    | 2059-04-15      | 5.6300%  | N/A     | $29073.00          | $29819.31          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                    | 2047-11-15      | 3.0000%  | N/A     | $906000.00         | $579182.43         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-12-20      | 6.5000%  | N/A     | $1133484.00        | $1197466.75        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2051-02-20      | 2.0000%  | N/A     | $533751.00         | $330168.68         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2056-04-20      | 5.5000%  | N/A     | $1275128.00        | $1296276.71        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-11-20      | 6.0000%  | N/A     | $3748392.00        | $3936757.15        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2049-06-20      | 4.5000%  | N/A     | $2008244.00        | $134608.65         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2050-03-20      | 4.5000%  | N/A     | $612464.00         | $82400.47          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2065-07-20      | 3.5000%  | N/A     | $499759.00         | $447312.32         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2030-12-20      | 7.5000%  | N/A     | $96666.00          | $13756.47          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2046-05-20      | 3.5000%  | N/A     | $1000876.00        | $119153.07         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2045-02-20      | 3.5000%  | N/A     | $670000.00         | $45004.02          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2052-11-20      | 3.5000%  | N/A     | $1524848.00        | $502583.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2049-09-20      | 3.5000%  | N/A     | $1308058.00        | $55130.30          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2066-04-20      | 5.0000%  | N/A     | $863102.00         | $862640.91         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-08-20      | 6.0000%  | N/A     | $1306476.00        | $1331130.94        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2050-09-20      | 2.5000%  | N/A     | $327000.00         | $143997.59         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-05-20      | 7.0000%  | N/A     | $1123488.00        | $1174356.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-11-20      | 6.5000%  | N/A     | $1887528.00        | $1981970.64        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-09-20      | 6.5000%  | N/A     | $2179764.00        | $2278806.20        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2041-05-20      | 5.0000%  | N/A     | $307496.00         | $10065.46          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-04-20      | 7.0000%  | N/A     | $1337704.00        | $451293.39         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2053-04-20      | 6.5000%  | N/A     | $28165.00          | $10840.37          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2051-02-20      | 2.5000%  | N/A     | $250000.00         | $121983.30         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2056-01-20      | 4.5000%  | N/A     | $4305760.00        | $4134877.30        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2066-01-20      | 4.0000%  | N/A     | $776677.00         | $729069.14         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2056-04-20      | 5.5000%  | N/A     | $1774694.00        | $1806728.21        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2056-02-20      | 6.0000%  | N/A     | $2078696.00        | $2174487.36        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-09-20      | 6.5000%  | N/A     | $1421708.00        | $1504706.34        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2047-03-20      | 3.5000%  | N/A     | $1373724.00        | $102774.43         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2047-10-20      | 3.5000%  | N/A     | $508924.00         | $16384.86          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-12-20      | 6.5000%  | N/A     | $1276468.00        | $1348923.98        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2066-02-20      | 4.0000%  | N/A     | $332119.00         | $312006.30         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2034-11-20      | 3.0000%  | N/A     | $105411.00         | $80429.67          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2050-06-20      | 3.0000%  | N/A     | $6308112.00        | $2635999.72        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-08-20      | 6.5000%  | N/A     | $1005626.00        | $1056042.57        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2065-08-20      | 4.5000%  | N/A     | $258609.00         | $247953.23         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-08-20      | 7.0000%  | N/A     | $1619986.00        | $1538216.42        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-05-20      | 7.0000%  | N/A     | $2009796.00        | $982148.00         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-04-20      | 7.5000%  | N/A     | $3402864.00        | $3649547.69        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2053-02-20      | 3.0000%  | N/A     | $600000.00         | $387372.27         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2038-05-20      | 4.5000%  | N/A     | $234900.00         | $138442.73         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2050-01-20      | 5.0000%  | N/A     | $1000000.00        | $135553.60         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2056-04-20      | 6.0000%  | N/A     | $1603286.00        | $1671618.59        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2043-01-20      | 3.5000%  | N/A     | $925000.00         | $84241.45          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2044-11-20      | 4.0000%  | N/A     | $650000.00         | $40508.67          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2056-04-20      | 5.5000%  | N/A     | $1711146.00        | $1744129.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2054-04-20      | 6.5000%  | N/A     | $1267270.00        | $858579.32         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2046-02-20      | 3.5000%  | N/A     | $500000.00         | $90902.29          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2051-11-20      | 3.0000%  | N/A     | $3845836.00        | $2232404.34        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2032-10-20      | 3.0000%  | N/A     | $602904.00         | $44876.02          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2048-04-20      | 2.5000%  | N/A     | $1267510.00        | $314560.36         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-07-20      | 6.5000%  | N/A     | $1230102.00        | $1293902.30        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2056-03-20      | 5.0000%  | N/A     | $1298220.00        | $1308625.46        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-07-20      | 6.5000%  | N/A     | $806488.00         | $851519.00         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2032-04-20      | 7.5000%  | N/A     | $35255.00          | $8234.29           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2043-02-20      | 2.5000%  | N/A     | $3399000.00        | $433348.63         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-06-20      | 6.5000%  | N/A     | $927263.00         | $934877.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-09-20      | 6.5000%  | N/A     | $1460826.00        | $1531852.36        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-08-20      | 6.5000%  | N/A     | $1213686.00        | $1280350.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2047-10-20      | 3.5000%  | N/A     | $687066.00         | $307205.65         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2043-05-20      | 2.5000%  | N/A     | $2796910.00        | $420909.76         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2031-10-20      | 3.5000%  | N/A     | $88000.00          | $5589.31           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2052-10-20      | 2.5000%  | N/A     | $3726256.00        | $2248040.57        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2029-09-20      | 3.5000%  | N/A     | $1127130.00        | $35788.05          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2040-11-20      | 3.5000%  | N/A     | $2240000.00        | $84398.14          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-05-20      | 6.0000%  | N/A     | $1354902.00        | $891429.81         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2049-05-20      | 4.0000%  | N/A     | $400000.00         | $31230.60          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-08-20      | 6.5000%  | N/A     | $1246654.00        | $1304061.73        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2043-10-20      | 4.0000%  | N/A     | $11457184.00       | $799751.81         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2049-12-20      | 4.5000%  | N/A     | $2888040.00        | $102031.82         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2040-09-20      | 4.5000%  | N/A     | $434377.00         | $414790.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2054-12-20      | 7.0000%  | N/A     | $4725192.00        | $4417198.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2045-04-20      | 3.0000%  | N/A     | $1838076.00        | $313455.93         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2040-05-20      | 5.0000%  | N/A     | $2249132.00        | $72398.53          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2030-03-20      | 3.0000%  | N/A     | $2768000.00        | $106089.68         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-04-20      | 6.0000%  | N/A     | $142052.00         | $89902.86          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2051-01-20      | 3.0000%  | N/A     | $93925.00          | $62202.28          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2032-02-20      | 7.5000%  | N/A     | $99498.00          | $25559.36          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2046-01-20      | 3.0000%  | N/A     | $129000.00         | $13856.97          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-05-20      | 6.5000%  | N/A     | $378314.00         | $396777.61         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2050-11-20      | 2.5000%  | N/A     | $672782.00         | $344413.78         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-06-20      | 7.0000%  | N/A     | $2032728.00        | $1837210.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2046-02-20      | 3.5000%  | N/A     | $466402.00         | $43318.21          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2054-02-20      | 7.5000%  | N/A     | $144894.00         | $37730.63          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2054-04-20      | 4.5000%  | N/A     | $4465000.00        | $4030078.28        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2056-04-20      | 5.5000%  | N/A     | $1008902.00        | $1032051.82        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2048-02-20      | 3.5000%  | N/A     | $5929000.00        | $1503814.72        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2041-12-20      | 3.0000%  | N/A     | $148000.00         | $11145.36          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2045-10-20      | 2.5000%  | N/A     | $218309.00         | $108230.86         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2042-05-20      | 3.5000%  | N/A     | $4250000.00        | $111687.64         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2050-01-20      | 3.5000%  | N/A     | $1264210.00        | $431631.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2049-09-20      | 4.5000%  | N/A     | $12875584.00       | $413516.68         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2053-03-20      | 2.5000%  | N/A     | $640000.00         | $396331.24         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2052-06-20      | 2.0000%  | N/A     | $9435.00           | $5828.67           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2051-05-20      | 3.0000%  | N/A     | $117298.00         | $56357.55          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2045-11-20      | 4.0000%  | N/A     | $1912532.00        | $144577.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2052-12-20      | 5.5000%  | N/A     | $50046080.00       | $31119167.45       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2040-06-20      | 4.5000%  | N/A     | $895000.00         | $834916.06         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2050-03-20      | 3.0000%  | N/A     | $302721.00         | $87155.99          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2053-08-20      | 3.0000%  | N/A     | $568871.00         | $371821.11         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2050-10-20      | 2.0000%  | N/A     | $255068.00         | $141226.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2043-05-20      | 2.5000%  | N/A     | $1017304.00        | $505857.32         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-12-20      | 6.0000%  | N/A     | $182911.00         | $189017.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-04-20      | 7.0000%  | N/A     | $1226946.00        | $911102.61         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2034-08-20      | 6.5000%  | N/A     | $153047.00         | $26165.13          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2054-12-20      | 7.0000%  | N/A     | $1776856.00        | $1084458.62        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-09-20      | 6.0000%  | N/A     | $3082076.00        | $3107717.78        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-09-20      | 6.5000%  | N/A     | $1048844.00        | $1098829.64        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2054-08-20      | 7.0000%  | N/A     | $1947064.00        | $1277481.63        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2027-09-20      | 7.5000%  | N/A     | $28217.00          | $9745.14           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-08-20      | 6.5000%  | N/A     | $1601086.00        | $1685950.99        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2054-05-20      | 6.0000%  | N/A     | $844423.00         | $333253.20         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-09-20      | 7.0000%  | N/A     | $2577160.00        | $2155846.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2065-12-20      | 5.5000%  | N/A     | $937184.00         | $945740.16         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2053-05-20      | 6.0000%  | N/A     | $2724464.00        | $2193030.94        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2054-04-20      | 5.0000%  | N/A     | $638480.00         | $614146.77         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-09-20      | 6.5000%  | N/A     | $4535296.00        | $4754547.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2056-04-20      | 5.0000%  | N/A     | $1445664.00        | $1445503.21        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2056-04-20      | 5.5000%  | N/A     | $5660600.00        | $5788493.09        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2065-11-20      | 4.0000%  | N/A     | $686775.00         | $637764.61         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2053-12-20      | 7.5000%  | N/A     | $188860.00         | $33862.57          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2063-12-20      | 7.5000%  | N/A     | $583699.00         | $403885.59         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2064-06-20      | 7.5000%  | N/A     | $115265.00         | $118377.58         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2042-12-20      | 5.1250%  | N/A     | $3058524.00        | $97546.03          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-07-20      | 7.0000%  | N/A     | $1378546.00        | $706751.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2054-05-20      | 6.5000%  | N/A     | $1277192.00        | $1079020.68        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-01-20      | 7.0000%  | N/A     | $1970396.00        | $650034.99         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2044-09-20      | 4.0000%  | N/A     | $771429.00         | $48328.25          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-09-20      | 6.5000%  | N/A     | $1121576.00        | $1177851.93        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2040-12-20      | 5.6250%  | N/A     | $1771470.00        | $297227.10         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-03-20      | 6.0000%  | N/A     | $4038648.00        | $4137002.03        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2051-11-20      | 2.5000%  | N/A     | $3200000.00        | $1816351.90        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2038-04-20      | 4.5000%  | N/A     | $132765.00         | $67821.81          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2048-06-20      | 4.0000%  | N/A     | $300000.00         | $25336.46          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2053-03-20      | 2.0000%  | N/A     | $1003182.00        | $589764.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2040-08-20      | 5.5000%  | N/A     | $698778.00         | $621643.32         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-01-20      | 7.0000%  | N/A     | $1130128.00        | $562400.46         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2053-11-20      | 7.0000%  | N/A     | $800000.00         | $66496.84          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2042-09-20      | 3.5000%  | N/A     | $4412100.00        | $343392.93         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2038-09-20      | 4.5000%  | N/A     | $167684.00         | $107351.95         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2056-04-20      | 5.5000%  | N/A     | $1876358.00        | $1924919.19        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2043-10-20      | 2.5000%  | N/A     | $879142.00         | $149382.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-09-20      | 6.5000%  | N/A     | $1806252.00        | $1896574.07        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-09-20      | 6.0000%  | N/A     | $2658944.00        | $2624430.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2050-02-20      | 4.0000%  | N/A     | $640087.00         | $85795.06          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-10-20      | 6.5000%  | N/A     | $1433326.00        | $1505723.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-09-20      | 6.5000%  | N/A     | $3877876.00        | $4062334.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2065-08-20      | 4.0000%  | N/A     | $240652.00         | $224979.39         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2052-10-20      | 5.0000%  | N/A     | $535195.00         | $521317.67         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-09-20      | 6.5000%  | N/A     | $1160324.00        | $1223152.82        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2031-03-20      | 6.5000%  | N/A     | $24547328.00       | $20496.24          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2036-04-20      | 5.0000%  | N/A     | $2618556.00        | $983288.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2051-06-20      | 3.0000%  | N/A     | $110000.00         | $71552.68          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2050-02-20      | 5.0000%  | N/A     | $1139194.00        | $328464.25         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2052-01-20      | 2.5000%  | N/A     | $378613.00         | $238554.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-10-20      | 6.5000%  | N/A     | $1077838.00        | $1127122.17        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2054-05-20      | 6.5000%  | N/A     | $2949984.00        | $2699340.19        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-09-20      | 6.5000%  | N/A     | $1141768.00        | $1194128.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2034-06-20      | 4.5000%  | N/A     | $424399.00         | $104885.35         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2052-06-20      | 4.0000%  | N/A     | $799990.00         | $560189.77         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-09-20      | 6.5000%  | N/A     | $1524172.00        | $1606581.82        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2056-04-20      | 5.0000%  | N/A     | $2330524.00        | $2350290.98        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2049-05-20      | 5.5000%  | N/A     | $904000.00         | $75202.87          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-08-20      | 6.5000%  | N/A     | $827912.00         | $867148.11         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2041-05-20      | 4.0000%  | N/A     | $858076.00         | $34474.71          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2050-01-20      | 3.5000%  | N/A     | $650000.00         | $350635.67         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2066-04-20      | 6.0000%  | N/A     | $748116.00         | $770532.05         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2039-07-20      | 5.3750%  | N/A     | $10812464.00       | $109302.97         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2043-11-20      | 2.5000%  | N/A     | $1003976.00        | $155798.61         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2065-04-20      | 7.0000%  | N/A     | $30987360.00       | $15508135.63       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2032-01-20      | 2.5000%  | N/A     | $2500000.00        | $164842.45         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2064-12-20      | 6.0000%  | N/A     | $1768112.00        | $1144286.11        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2035-12-20      | 5.5000%  | N/A     | $4041144.00        | $1206706.66        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2040-08-20      | 5.0000%  | N/A     | $1739000.00        | $64259.94          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-09-20      | 6.5000%  | N/A     | $1975952.00        | $2019539.80        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2036-09-20      | 7.0000%  | N/A     | $57108.00          | $15864.00          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-10-20      | 5.5000%  | N/A     | $4878024.00        | $4916067.66        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-09-20      | 7.5000%  | N/A     | $338590.00         | $335444.73         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-07-20      | 7.0000%  | N/A     | $1467666.00        | $1526042.27        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2056-04-20      | 5.5000%  | N/A     | $4919768.00        | $5008582.39        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2039-11-20      | 7.5000%  | N/A     | $76312.00          | $18899.65          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2054-04-20      | 6.5000%  | N/A     | $5412648.00        | $382247.03         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2051-12-20      | 3.0000%  | N/A     | $1000000.00        | $684592.14         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2048-04-20      | 3.0000%  | N/A     | $374347.00         | $54699.27          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2035-06-20      | 5.5000%  | N/A     | $1578368.00        | $1037173.95        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-06-20      | 5.0000%  | N/A     | $3112248.00        | $3072928.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2050-10-20      | 3.0000%  | N/A     | $713031.00         | $314449.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2048-04-20      | 4.0000%  | N/A     | $4916000.00        | $370741.13         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2028-01-20      | 3.0000%  | N/A     | $34152.00          | $21869.63          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2030-06-20      | 8.5000%  | N/A     | $28894.00          | $14193.03          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-01-20      | 7.0000%  | N/A     | $4482288.00        | $2311213.36        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2048-06-20      | 3.5000%  | N/A     | $200000.00         | $78779.40          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2048-07-20      | 4.5000%  | N/A     | $199983.00         | $57986.59          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-11-20      | 6.5000%  | N/A     | $1497446.00        | $1577336.90        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-08-20      | 6.5000%  | N/A     | $1035602.00        | $1039042.71        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2065-11-20      | 4.5000%  | N/A     | $945861.00         | $909660.07         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2056-02-20      | 5.5000%  | N/A     | $2222584.00        | $2290240.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2042-12-20      | 3.5000%  | N/A     | $3810450.00        | $422809.68         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-03-20      | 6.0000%  | N/A     | $7681992.00        | $6929875.99        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2031-08-20      | 6.5000%  | N/A     | $146915067.00      | $171257.94         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2048-06-20      | 6.0000%  | N/A     | $1000000.00        | $101335.22         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2045-11-20      | 3.0000%  | N/A     | $16869600.00       | $2303441.35        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2053-09-20      | 6.5000%  | N/A     | $1985420.00        | $1842519.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-11-20      | 6.0000%  | N/A     | $1629934.00        | $1710513.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-07-20      | 6.5000%  | N/A     | $1944348.00        | $2045670.82        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2056-04-20      | 6.0000%  | N/A     | $1119688.00        | $1157974.98        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-07-20      | 7.0000%  | N/A     | $1102728.00        | $565455.41         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-07-20      | 7.0000%  | N/A     | $1658870.00        | $1271790.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2036-06-20      | 6.5000%  | N/A     | $1183072.00        | $684944.08         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2044-10-20      | 3.5000%  | N/A     | $520000.00         | $62520.88          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2048-09-20      | 3.5000%  | N/A     | $1800000.00        | $185501.30         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-09-20      | 6.5000%  | N/A     | $2640172.00        | $2812704.51        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-08-20      | 6.5000%  | N/A     | $1674454.00        | $1708480.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-01-20      | 7.0000%  | N/A     | $3878440.00        | $1104669.80        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-08-20      | 6.5000%  | N/A     | $48054.00          | $50564.31          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2050-01-20      | 3.0000%  | N/A     | $766090.00         | $111890.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2054-12-20      | 6.0000%  | N/A     | $1063108.00        | $985194.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2056-04-20      | 5.5000%  | N/A     | $12503968.00       | $12770221.94       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-09-20      | 6.5000%  | N/A     | $1682302.00        | $1764636.50        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-08-20      | 6.5000%  | N/A     | $1589274.00        | $1574855.38        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2055-10-20      | 6.5000%  | N/A     | $1796216.00        | $1892500.85        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2034-01-20      | 5.0000%  | N/A     | $490525.00         | $122092.54         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2040-06-20      | 5.0000%  | N/A     | $1500000.00        | $99887.10          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2065-03-20      | 7.0000%  | N/A     | $18632736.00       | $8401427.28        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2052-03-20      | 3.5000%  | N/A     | $37094.00          | $24278.97          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                    | 2040-07-20      | 4.5000%  | N/A     | $96459.00          | $90556.77          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_03-99           | 2033-11-16      | 5.5000%  | N/A     | $25374000.00       | $2960635.71        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_08-28           | 2049-10-16      | 2.6700%  | N/A     | $101561000.00      | $108679.20         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-115          | 2040-09-20      | 1.6245%  | N/A     | $106421600.00      | $306693.79         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-132          | 2052-11-16      | 0.4050%  | N/A     | $151298048.00      | $85604.34          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_11-51           | 2041-04-20      | 2.8245%  | N/A     | $25000000.00       | $78414.93          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-119          | 2059-10-16      | 0.7731%  | N/A     | $139356672.00      | $1604125.65        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-7            | 2048-01-20      | 1.9245%  | N/A     | $15961824.00       | $367110.05         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-81           | 2060-01-16      | 0.4868%  | N/A     | $58010112.00       | $948523.43         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-95           | 2060-01-16      | 0.3407%  | N/A     | $86608768.00       | $716259.21         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-92           | 2049-07-20      | 3.5000%  | N/A     | $150000000.00      | $37317955.75       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-173          | 2050-11-20      | 2.5000%  | N/A     | $64143200.00       | $5360059.17        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-181          | 2054-08-16      | 3.2500%  | N/A     | $5000000.00        | $4383392.12        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_25-54           | 2040-06-16      | 4.6500%  | N/A     | $5000000.00        | $4672951.97        | Agency Collateralized Mortgage Obligation |
| PMTLT_26-CNF2                                                 | 2057-02-26      | 5.0189%  | N/A     | $6623000.00        | $6562857.51        | Agency Collateralized Mortgage Obligation |

### Security 173: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDZ0X2C3
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | N/A     | $351231500.00      | $357000068.89      | U.S. Treasuries (including strips) |

### Security 174: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYJ3DMT88
- **C.18 - Value (incl. sponsor support):** $3047000000.00
- **C.18.a - Value (excl. sponsor support):** $3047000000.00
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | N/A     | $1137297600.00     | $1246778662.20     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | N/A     | $517837300.00      | $507252719.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | N/A     | $453052000.00      | $461467871.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | N/A     | $1016211200.00     | $892440763.15      | U.S. Treasuries (including strips) |

### Security 175: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **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: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYJ3GBEC6
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-04-15      | 5.0000%  | N/A     | $1025456.00        | $23519.06          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2046-04-15      | 3.0000%  | N/A     | $425000.00         | $194183.32         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2046-06-15      | 3.0000%  | N/A     | $90446.00          | $19366.06          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-01-15      | 5.0000%  | N/A     | $1273428.00        | $8236.44           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-06-15      | 6.0000%  | N/A     | $2469004.00        | $461537.88         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2052-07-15      | 5.0000%  | N/A     | $14241.00          | $9628.18           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2045-08-15      | 5.0000%  | N/A     | $962144.00         | $20440.58          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-01-15      | 2.5000%  | N/A     | $1057542.00        | $7107.89           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-05-15      | 6.5000%  | N/A     | $13621408.00       | $1728725.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-08-15      | 6.5000%  | N/A     | $766839.00         | $8217.50           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2035-03-20      | 3.0000%  | N/A     | $301008.00         | $120186.74         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-04-20      | 4.0000%  | N/A     | $196000.00         | $63141.20          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.5000%  | N/A     | $3714490.00        | $3900742.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 5.5000%  | N/A     | $1020382.00        | $1040050.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 7.0000%  | N/A     | $1830260.00        | $752421.04         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | N/A     | $1246878.00        | $1312155.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-12-20      | 3.0000%  | N/A     | $109000.00         | $71230.05          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-08-20      | 5.3750%  | N/A     | $15999392.00       | $194207.91         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-10-20      | 6.0000%  | N/A     | $166848.00         | $171692.68         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-05-20      | 5.0000%  | N/A     | $67124.00          | $29696.80          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-07-20      | 2.5000%  | N/A     | $400000.00         | $87782.78          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-03-20      | 3.0000%  | N/A     | $655000.00         | $101199.30         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2030-12-20      | 3.5000%  | N/A     | $482401.00         | $13376.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-01-20      | 6.5000%  | N/A     | $499978.00         | $172561.04         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-09-20      | 3.5000%  | N/A     | $850000.00         | $530063.09         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.5000%  | N/A     | $5547.00           | $5453.84           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-01-20      | 2.0000%  | N/A     | $346185.00         | $262875.18         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-04-20      | 7.0000%  | N/A     | $56000.00          | $16698.09          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-09-20      | 4.5000%  | N/A     | $1569114.00        | $1123181.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-12-20      | 5.1250%  | N/A     | $625000.00         | $17969.65          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-06-20      | 5.6250%  | N/A     | $8000000.00        | $123974.75         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-09-20      | 7.0000%  | N/A     | $988112.00         | $274972.08         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-11-20      | 3.5000%  | N/A     | $10000000.00       | $1704065.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 5.5000%  | N/A     | $2237755.00        | $2280888.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 5.5000%  | N/A     | $2992296.00        | $3046317.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.5000%  | N/A     | $1300120.00        | $911559.32         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-11-20      | 3.5000%  | N/A     | $3008250.00        | $234812.35         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-05-20      | 6.5000%  | N/A     | $1527570.00        | $814937.51         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-07-20      | 4.0000%  | N/A     | $108384.00         | $101300.98         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2064-01-20      | 7.5000%  | N/A     | $4812496.00        | $879874.66         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-07-20      | 5.5000%  | N/A     | $1000000.00        | $772964.56         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | N/A     | $1796526.00        | $1886683.60        | Agency Mortgage-Backed Securities |

### Security 176: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYJ3GBEE2
- **C.18 - Value (incl. sponsor support):** $910000000.00
- **C.18.a - Value (excl. sponsor support):** $910000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | N/A     | $923365600.00      | $928200036.20      | U.S. Treasuries (including strips) |

### Security 177: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYJ3GBEF9
- **C.18 - Value (incl. sponsor support):** $43000000.00
- **C.18.a - Value (excl. sponsor support):** $43000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TINT 11/15/28 | 2028-11-15      | 0.0000%  | N/A     | $48451185.93       | $43860000.00       | U.S. Treasuries (including strips) |

### Security 178: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc.
- **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: N/A, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BYJ3GBEK8
- **C.18 - Value (incl. sponsor support):** $411500000.00
- **C.18.a - Value (excl. sponsor support):** $411500000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: F1; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA_18-113D                                        | 2048-08-20      | 0.0000%  | N/A     | $100000000.00      | $129486.60         | Agency Collateralized Mortgage Obligation |
| GNMA_19-70K                                         | 2049-06-20      | 2.3245%  | N/A     | $67574912.00       | $1591372.82        | Agency Collateralized Mortgage Obligation |
| GNMA_20-129G                                        | 2050-09-20      | 2.5000%  | N/A     | $54105600.00       | $4137953.49        | Agency Collateralized Mortgage Obligation |
| GNMA_20-149J                                        | 2050-10-20      | 0.0000%  | N/A     | $25080384.00       | $212629.80         | Agency Collateralized Mortgage Obligation |
| GNMA_20-151                                         | 2050-10-20      | 3.0000%  | N/A     | $103333248.00      | $8528780.08        | Agency Collateralized Mortgage Obligation |
| GNMA_20-167G                                        | 2050-11-20      | 2.5000%  | N/A     | $74562944.00       | $6496434.15        | Agency Collateralized Mortgage Obligation |
| GNMA_20-183H                                        | 2050-12-20      | 0.0000%  | N/A     | $33213280.00       | $119668.97         | Agency Collateralized Mortgage Obligation |
| GNMA_20-187B                                        | 2050-12-20      | 3.0000%  | N/A     | $27957280.00       | $3022346.99        | Agency Collateralized Mortgage Obligation |
| GNMA_21-156C                                        | 2051-09-20      | 2.5245%  | N/A     | $74307200.00       | $3902063.30        | Agency Collateralized Mortgage Obligation |
| GNMA_21-199G                                        | 2051-11-20      | 3.0000%  | N/A     | $20976000.00       | $1883382.41        | Agency Collateralized Mortgage Obligation |
| GNMA_21-225G                                        | 2051-12-20      | 3.0000%  | N/A     | $48280384.00       | $4587271.62        | Agency Collateralized Mortgage Obligation |
| GNMA_21-228C                                        | 2051-12-20      | 3.0000%  | N/A     | $28000000.00       | $2116334.92        | Agency Collateralized Mortgage Obligation |
| GNMA_21-58A                                         | 2051-02-20      | 3.0000%  | N/A     | $66333312.00       | $4705137.13        | Agency Collateralized Mortgage Obligation |
| GNMA_22-136D                                        | 2052-08-20      | 2.3599%  | N/A     | $40000000.00       | $2544462.74        | Agency Collateralized Mortgage Obligation |
| GNMA_22-154C                                        | 2052-09-20      | 2.3099%  | N/A     | $13509072.00       | $891133.68         | Agency Collateralized Mortgage Obligation |
| GNMA_22-60K                                         | 2051-02-20      | 3.0000%  | N/A     | $45809600.00       | $5290866.45        | Agency Collateralized Mortgage Obligation |
| GNMA_23-57B                                         | 2053-04-20      | 2.5599%  | N/A     | $56262272.00       | $3544267.39        | Agency Collateralized Mortgage Obligation |
| GNMA_23-97A                                         | 2053-07-20      | 1.8099%  | N/A     | $149999871.00      | $3390663.46        | Agency Collateralized Mortgage Obligation |
| GNMA_24-108B                                        | 2054-07-20      | 2.3599%  | N/A     | $75000000.00       | $3168196.30        | Agency Collateralized Mortgage Obligation |
| GNMA_24-11A                                         | 2054-01-20      | 2.2599%  | N/A     | $50000000.00       | $1774957.49        | Agency Collateralized Mortgage Obligation |
| GNMA_24-125G                                        | 2054-08-20      | 2.3599%  | N/A     | $62421376.00       | $3915094.82        | Agency Collateralized Mortgage Obligation |
| GNMA_24-137B                                        | 2054-08-20      | 2.5599%  | N/A     | $70476160.00       | $3686749.81        | Agency Collateralized Mortgage Obligation |
| GNMA_24-142G                                        | 2054-09-20      | 2.4099%  | N/A     | $62415808.00       | $3825207.49        | Agency Collateralized Mortgage Obligation |
| GNMA_24-146G                                        | 2054-09-20      | 1.6899%  | N/A     | $18500000.00       | $679301.98         | Agency Collateralized Mortgage Obligation |
| GNMA_24-155C                                        | 2054-09-20      | 2.5099%  | N/A     | $53191488.00       | $2852195.11        | Agency Collateralized Mortgage Obligation |
| GNMA_24-159C                                        | 2054-10-20      | 1.8599%  | N/A     | $100000000.00      | $4886053.50        | Agency Collateralized Mortgage Obligation |
| GNMA_24-1D                                          | 2054-01-20      | 2.1599%  | N/A     | $90448512.00       | $1955924.51        | Agency Collateralized Mortgage Obligation |
| GNMA_24-1F                                          | 2054-01-20      | 2.8599%  | N/A     | $49500000.00       | $1851378.53        | Agency Collateralized Mortgage Obligation |
| GNMA_24-43D                                         | 2054-03-20      | 1.6799%  | N/A     | $75000000.00       | $1485346.49        | Agency Collateralized Mortgage Obligation |
| GNMA_24-44J                                         | 2054-03-20      | 3.0099%  | N/A     | $118750000.00      | $8468233.69        | Agency Collateralized Mortgage Obligation |
| GNMA_24-58J                                         | 2054-04-20      | 1.6799%  | N/A     | $18000000.00       | $379349.60         | Agency Collateralized Mortgage Obligation |
| GNMA_25-105M                                        | 2055-06-20      | 2.8099%  | N/A     | $25000000.00       | $2270670.43        | Agency Collateralized Mortgage Obligation |
| GNMA_25-114K                                        | 2055-07-20      | 1.5099%  | N/A     | $85547648.00       | $2303838.08        | Agency Collateralized Mortgage Obligation |
| GNMA_25-116Q                                        | 2055-07-20      | 2.2599%  | N/A     | $76237056.00       | $3903029.61        | Agency Collateralized Mortgage Obligation |
| GNMA_25-131R                                        | 2055-08-20      | 1.6599%  | N/A     | $4000000.00        | $172490.81         | Agency Collateralized Mortgage Obligation |
| GNMA_25-139Q                                        | 2055-08-20      | 2.3099%  | N/A     | $37500000.00       | $1926287.64        | Agency Collateralized Mortgage Obligation |
| GNMA_25-154H                                        | 2055-09-20      | 1.6599%  | N/A     | $50513536.00       | $2397828.42        | Agency Collateralized Mortgage Obligation |
| GNMA_25-155D                                        | 2055-09-20      | 2.4099%  | N/A     | $50000000.00       | $3900655.15        | Agency Collateralized Mortgage Obligation |
| GNMA_25-169E                                        | 2055-10-20      | 3.5599%  | N/A     | $168851968.00      | $18483554.75       | Agency Collateralized Mortgage Obligation |
| GNMA_25-1CC                                         | 2055-01-20      | 2.2799%  | N/A     | $24000000.00       | $2032406.35        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1Q                                          | 2055-01-20      | 2.3099%  | N/A     | $17000000.00       | $1275280.44        | Agency Collateralized Mortgage Obligation |
| GNMA_25-216J                                        | 2055-03-20      | 2.3599%  | N/A     | $39560576.00       | $2913428.79        | Agency Collateralized Mortgage Obligation |
| GNMA_25-33A                                         | 2055-02-20      | 2.9599%  | N/A     | $35514112.00       | $2431184.92        | Agency Collateralized Mortgage Obligation |
| GNMA_25-33B                                         | 2055-02-20      | 2.9599%  | N/A     | $41103296.00       | $2320003.92        | Agency Collateralized Mortgage Obligation |
| GNMA_25-60A                                         | 2055-03-20      | 2.3099%  | N/A     | $56307520.00       | $3941923.92        | Agency Collateralized Mortgage Obligation |
| GNMA_25-60A                                         | 2055-04-20      | 2.3099%  | N/A     | $13844352.00       | $1320633.06        | Agency Collateralized Mortgage Obligation |
| GNMA_25-71A                                         | 2055-04-20      | 1.5099%  | N/A     | $150000000.00      | $3989263.01        | Agency Collateralized Mortgage Obligation |
| GNMA_25-79A                                         | 2053-11-20      | 1.5599%  | N/A     | $50000000.00       | $1396123.90        | Agency Collateralized Mortgage Obligation |
| GNMA_25-83C                                         | 2055-05-20      | 2.1599%  | N/A     | $18000000.00       | $1092274.78        | Agency Collateralized Mortgage Obligation |
| GNMA_25-84G                                         | 2055-05-20      | 1.4599%  | N/A     | $70000000.00       | $2874221.14        | Agency Collateralized Mortgage Obligation |
| GNMA_26-10J                                         | 2056-01-20      | 5.5000%  | N/A     | $27619552.00       | $4844451.81        | Agency Collateralized Mortgage Obligation |
| GNMA_26-26K                                         | 2054-07-20      | 1.6599%  | N/A     | $118855040.00      | $4335008.76        | Agency Collateralized Mortgage Obligation |
| GNMA_26-2E                                          | 2056-01-20      | 6.0000%  | N/A     | $19214272.00       | $3234042.75        | Agency Collateralized Mortgage Obligation |
| GNMA_26-43A                                         | 2056-03-20      | 0.0000%  | N/A     | $235640635.00      | $320136.38         | Agency Collateralized Mortgage Obligation |
| GNMA_26-46N                                         | 2056-03-20      | 0.4699%  | N/A     | $1113000000.00     | $10602034.96       | Agency Collateralized Mortgage Obligation |
| GNMA_26-4K                                          | 2056-01-20      | 1.4599%  | N/A     | $100000000.00      | $3756161.86        | Agency Collateralized Mortgage Obligation |
| GNMA_26-5L                                          | 2055-12-20      | 2.0599%  | N/A     | $50000000.00       | $3473623.71        | Agency Collateralized Mortgage Obligation |
| GNMA_26-8H                                          | 2056-01-20      | 2.0599%  | N/A     | $62788880.00       | $3002434.58        | Agency Collateralized Mortgage Obligation |
| GNMA_51-71N                                         | 2055-10-20      | 1.0599%  | N/A     | $75000000.00       | $2045665.22        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1          | 2047-02-15      | 3.0000%  | N/A     | $825000.00         | $338776.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2052-09-20      | 5.0000%  | N/A     | $20000.00          | $14132.85          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2050-03-20      | 2.5000%  | N/A     | $3319052.00        | $274872.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-06-20      | 6.0000%  | N/A     | $20000000.00       | $14424576.14       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2054-04-20      | 5.0000%  | N/A     | $5500000.00        | $4246592.95        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2036-06-20      | 6.0000%  | N/A     | $40089.00          | $410.29            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2033-03-20      | 3.5000%  | N/A     | $472083.00         | $77351.07          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2049-11-20      | 2.5000%  | N/A     | $2712768.00        | $174166.76         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2054-08-20      | 5.5000%  | N/A     | $300000.00         | $219364.30         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-10-20      | 6.0000%  | N/A     | $201628999.00      | $201223052.39      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2050-10-20      | 4.0000%  | N/A     | $535106.00         | $62696.87          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2051-09-20      | 2.5000%  | N/A     | $7042000.00        | $3966405.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2051-02-20      | 2.5000%  | N/A     | $1746458.00        | $717246.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2036-01-20      | 1.5000%  | N/A     | $77525.00          | $32337.73          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-44 | 2048-03-20      | 0.0000%  | N/A     | $148500000.00      | $206195.45         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-83 | 2051-05-20      | 3.0000%  | N/A     | $92286592.00       | $6875566.37        | Agency Collateralized Mortgage Obligation |

### Security 179: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BYJ3GBEL6
- **C.18 - Value (incl. sponsor support):** $390000000.00
- **C.18.a - Value (excl. sponsor support):** $390000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: F1; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | N/A     | $229029000.00      | $164100126.29      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | N/A     | $42253200.00       | $41085741.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-02      | 0.0000%  | N/A     | $94336400.00       | $94025089.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-15      | 4.1250%  | N/A     | $10998200.00       | $11172170.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | N/A     | $91221000.00       | $86112961.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | N/A     | $1300000.00        | $1303959.11        | U.S. Treasuries (including strips) |

### Security 180: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC
- **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: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BRWXLLU75
- **C.18 - Value (incl. sponsor support):** $2100000000.00
- **C.18.a - Value (excl. sponsor support):** $2100000000.00
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FESB MTG TR 2018-SB56          X1-AR  20380825 FLT     | 2038-08-25      | 0.4826%  | N/A     | $68497124.00       | $129114.11         | Agency Collateralized Mortgage Obligation |
| FESB MTG TR 2018-SB56          X1-RC  20380825 FLT     | 2038-08-25      | 0.4516%  | N/A     | $76718426.00       | $360299.33         | Agency Collateralized Mortgage Obligation |
| FESB MTG TR 2018-SB56          X1-SA  20381125 FLT     | 2038-11-25      | 0.4593%  | N/A     | $143846917.00      | $295033.26         | Agency Collateralized Mortgage Obligation |
| FGRA 03451S 02/15/37                                   | 2037-02-15      | 2.2757%  | N/A     | $2000000.00        | $497.40            | Agency Collateralized Mortgage Obligation |
| FGRA 04104S 09/15/42                                   | 2042-09-15      | 2.3457%  | N/A     | $21428571.00       | $320918.83         | Agency Collateralized Mortgage Obligation |
| FGRA 3667SB 05/15/40                                   | 2040-05-15      | 2.6957%  | N/A     | $5000000.00        | $1527.83           | Agency Collateralized Mortgage Obligation |
| FGRA 3747SA 10/15/40                                   | 2040-10-15      | 2.7457%  | N/A     | $48956061.00       | $147880.74         | Agency Collateralized Mortgage Obligation |
| FGRA 3967SK 12/15/41                                   | 2041-12-15      | 2.6957%  | N/A     | $81740982.00       | $375856.62         | Agency Collateralized Mortgage Obligation |
| FGRA 4091ES 08/15/42                                   | 2042-08-15      | 2.7957%  | N/A     | $22372053.00       | $408586.17         | Agency Collateralized Mortgage Obligation |
| FGRA 4161SP 02/15/43                                   | 2043-02-15      | 2.3957%  | N/A     | $20500000.00       | $461227.23         | Agency Collateralized Mortgage Obligation |
| FGRA 4279SA 12/15/43                                   | 2043-12-15      | 2.3457%  | N/A     | $35692773.00       | $317159.57         | Agency Collateralized Mortgage Obligation |
| FGRA 4301SD 07/15/37                                   | 2037-07-15      | 2.3457%  | N/A     | $77000000.00       | $425829.22         | Agency Collateralized Mortgage Obligation |
| FGRA 4351AS 06/15/44                                   | 2044-06-15      | 2.4457%  | N/A     | $50000000.00       | $233834.07         | Agency Collateralized Mortgage Obligation |
| FGRA 4417NS 12/15/43                                   | 2043-12-15      | 0.7317%  | N/A     | $22473927.00       | $52715.69          | Agency Collateralized Mortgage Obligation |
| FGRA 4564SI 04/15/43                                   | 2043-04-15      | 0.2457%  | N/A     | $26456473.00       | $62871.33          | Agency Collateralized Mortgage Obligation |
| FGRA 4584SI 05/15/44                                   | 2044-05-15      | 0.7457%  | N/A     | $4814646.00        | $30820.22          | Agency Collateralized Mortgage Obligation |
| FGRA 4698ES 07/15/47                                   | 2047-07-15      | 0.1957%  | N/A     | $50000000.00       | $217758.69         | Agency Collateralized Mortgage Obligation |
| FGRA 4707SB 08/15/47                                   | 2047-08-15      | 0.1957%  | N/A     | $103816691.00      | $420704.96         | Agency Collateralized Mortgage Obligation |
| FGRA 4795WS 03/15/48                                   | 2048-03-15      | 2.3957%  | N/A     | $21176438.00       | $325582.23         | Agency Collateralized Mortgage Obligation |
| FGRA 4833IM 04/15/44                                   | 2044-04-15      | 0.0500%  | N/A     | $34129268.00       | $9756.63           | Agency Collateralized Mortgage Obligation |
| FGRA 4935AI 03/15/43                                   | 2043-03-15      | 0.0600%  | N/A     | $13906717.00       | $6974.05           | Agency Collateralized Mortgage Obligation |
| FGRA 4935BI 08/15/41                                   | 2041-08-15      | 0.5300%  | N/A     | $8997993.00        | $56478.59          | Agency Collateralized Mortgage Obligation |
| FGRA 4935CI 06/15/42                                   | 2042-06-15      | 0.6500%  | N/A     | $5451206.00        | $39398.41          | Agency Collateralized Mortgage Obligation |
| FGRA 5121TA 09/15/40                                   | 2042-04-15      | 0.4000%  | N/A     | $16135008.00       | $98866.49          | Agency Collateralized Mortgage Obligation |
| FGRA 5121TC 09/15/41                                   | 2044-03-15      | 0.0200%  | N/A     | $9834426.00        | $2491.55           | Agency Collateralized Mortgage Obligation |
| FGRA 5121TD 10/15/41                                   | 2044-08-15      | 0.0500%  | N/A     | $14302766.00       | $12328.20          | Agency Collateralized Mortgage Obligation |
| FGRA 5331TH 08/15/44                                   | 2044-08-15      | 0.0500%  | N/A     | $11538316.00       | $15889.55          | Agency Collateralized Mortgage Obligation |
| FGRA 5352LI 10/15/46                                   | 2046-10-15      | 2.5088%  | N/A     | $14260417.00       | $1032553.10        | Agency Collateralized Mortgage Obligation |
| FGRA 5444IT 11/15/48                                   | 2048-11-15      | 0.1000%  | N/A     | $6237243.00        | $23051.06          | Agency Collateralized Mortgage Obligation |
| FGRA 5444SJ 11/15/48                                   | 2048-11-15      | 2.2457%  | N/A     | $58554444.00       | $4259986.68        | Agency Collateralized Mortgage Obligation |
| FGRA 5444TI 08/15/44                                   | 2044-08-15      | 0.0500%  | N/A     | $29762511.00       | $37465.83          | Agency Collateralized Mortgage Obligation |
| FGRA S17020 11/15/52                                   | 2052-11-15      | 4.5611%  | N/A     | $2624331.00        | $350575.41         | Agency Collateralized Mortgage Obligation |
| FGRM 4010QI 01/15/42                                   | 2042-01-15      | 4.5000%  | N/A     | $92501111.00       | $289102.20         | Agency Collateralized Mortgage Obligation |
| FGRM 4046IM 05/15/42                                   | 2042-05-15      | 4.5000%  | N/A     | $33346994.00       | $268689.48         | Agency Collateralized Mortgage Obligation |
| FGRM 4121MI 10/15/42                                   | 2042-10-15      | 4.0000%  | N/A     | $42374111.00       | $731460.46         | Agency Collateralized Mortgage Obligation |
| FGRM 4215EI 07/15/32                                   | 2032-07-15      | 3.0000%  | N/A     | $62500000.00       | $41231.23          | Agency Collateralized Mortgage Obligation |
| FGRM 4299JI 07/15/43                                   | 2043-07-15      | 4.0000%  | N/A     | $28735375.00       | $23424.27          | Agency Collateralized Mortgage Obligation |
| FGRM 4472WI 05/15/45                                   | 2045-05-15      | 5.0000%  | N/A     | $45430594.00       | $504019.25         | Agency Collateralized Mortgage Obligation |
| FGRM 4524CI 05/15/41                                   | 2041-05-15      | 5.0000%  | N/A     | $33500000.00       | $445696.57         | Agency Collateralized Mortgage Obligation |
| FGRM 4533JI 12/15/45                                   | 2045-12-15      | 5.0000%  | N/A     | $28061628.00       | $552864.57         | Agency Collateralized Mortgage Obligation |
| FGRM 4544AI 11/15/44                                   | 2044-11-15      | 4.0000%  | N/A     | $10062114.00       | $1927518.13        | Agency Collateralized Mortgage Obligation |
| FGRM 4701DI 01/15/36                                   | 2036-01-15      | 5.0000%  | N/A     | $30122470.00       | $619951.15         | Agency Collateralized Mortgage Obligation |
| FGRM 4701EI 04/15/40                                   | 2040-04-15      | 5.0000%  | N/A     | $25803798.00       | $526790.52         | Agency Collateralized Mortgage Obligation |
| FGRM 4733GI 07/15/38                                   | 2038-07-15      | 5.5000%  | N/A     | $6761737.00        | $191502.86         | Agency Collateralized Mortgage Obligation |
| FGRM 4783JI 07/15/33                                   | 2033-07-15      | 3.5000%  | N/A     | $124269272.00      | $226000.36         | Agency Collateralized Mortgage Obligation |
| FGRM 5060DI 04/15/41                                   | 2041-04-15      | 5.0000%  | N/A     | $7685360.00        | $225281.08         | Agency Collateralized Mortgage Obligation |
| FGRM 5394PO 02/15/43                                   | 2043-02-15      | 0.0000%  | N/A     | $5454332.00        | $3060746.73        | Agency Collateralized Mortgage Obligation |
| FHLMC  MSCR TRUST MN3          M-2    20511127 FLT     | 2051-11-27      | 7.6452%  | N/A     | $11000000.00       | $11376652.07       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC  SERIES K-1516     X3     20381025 FLT     | 2038-10-25      | 3.5740%  | N/A     | $7800000.00        | $1888419.58        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC K-512              A-2    20281125 5.00000 | 2028-11-25      | 5.0000%  | N/A     | $10490000.00       | $9860187.37        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SEIRES K-142       X3     20490425 FLT     | 2049-04-25      | 3.2035%  | N/A     | $23700000.00       | $3571864.64        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SEIRES K-F110      AS     20310325 FLT     | 2031-03-25      | 3.8922%  | N/A     | $30000000.00       | $10394753.14       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SEREIES K-102      X3     20461225 FLT     | 2046-12-25      | 1.9563%  | N/A     | $25000000.00       | $1593147.30        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SEREIS K-114       X3     20480825 FLT     | 2048-08-25      | 2.8287%  | N/A     | $10500000.00       | $1021678.43        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES 5083        BX     20501125 FLT     | 2050-11-25      | 5.0033%  | N/A     | $4100000.00        | $2491289.23        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-070       X3     20271225 FLT     | 2027-12-25      | 2.1121%  | N/A     | $13000000.00       | $419293.90         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-094       A-2    20290625 2.90300 | 2029-06-25      | 2.9030%  | N/A     | $31717000.00       | $30553764.05       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-097       X3     20460925 FLT     | 2046-09-25      | 2.0876%  | N/A     | $17926832.00       | $1099483.03        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-105       X3     20480325 FLT     | 2048-03-25      | 2.0402%  | N/A     | $34625000.00       | $2412617.89        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-107       X1     20300125 FLT     | 2030-01-25      | 1.6996%  | N/A     | $65000000.00       | $3269187.35        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-108       A-2    20300325 1.51700 | 2030-03-25      | 1.5170%  | N/A     | $25500000.00       | $23120748.71       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-109       A-2    20300425 1.55800 | 2030-04-25      | 1.5580%  | N/A     | $11275000.00       | $10199715.16       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-109       X3     20480525 FLT     | 2048-05-25      | 3.4993%  | N/A     | $20000000.00       | $2398497.40        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-110       A-2    20300425 1.47700 | 2030-04-25      | 1.4770%  | N/A     | $15500000.00       | $13997659.49       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-110       X3     20480625 FLT     | 2048-06-25      | 3.4905%  | N/A     | $9600000.00        | $1147581.98        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-111       A-2    20300525 1.35000 | 2030-05-25      | 1.3500%  | N/A     | $27000000.00       | $24155347.50       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-112       A-2    20300525 1.31100 | 2030-05-25      | 1.3110%  | N/A     | $19750000.00       | $17621563.91       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-113       X3     20480525 FLT     | 2048-05-25      | 3.0774%  | N/A     | $108643404.00      | $12167955.21       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-117       A-2    20300825 1.40600 | 2030-08-25      | 1.4060%  | N/A     | $20890000.00       | $18582398.91       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-118       A-2    20300925 1.49300 | 2030-09-25      | 1.4930%  | N/A     | $15400000.00       | $13722781.30       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-122       X3     20490125 FLT     | 2049-01-25      | 2.7202%  | N/A     | $9700000.00        | $993981.16         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-128       X3     20490425 FLT     | 2049-04-25      | 2.8764%  | N/A     | $13400000.00       | $1548800.66        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-130       X-3    20480825 FLT     | 2048-08-25      | 3.2034%  | N/A     | $13487621.00       | $1868865.39        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-131       X3     20490925 FLT     | 2049-09-25      | 3.0480%  | N/A     | $20902000.00       | $2767850.34        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-138       X3     20500125 FLT     | 2050-01-25      | 3.0822%  | N/A     | $4493000.00        | $644762.83         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-143       X3     20500425 FLT     | 2050-04-25      | 3.2475%  | N/A     | $7000000.00        | $1074290.29        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-148       X3     20540825 FLT     | 2054-08-25      | 4.2877%  | N/A     | $5300000.00        | $1137226.22        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-150       X3     20541025 FLT     | 2054-10-25      | 4.5714%  | N/A     | $15000000.00       | $3461317.81        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-152       X3     20551125 FLT     | 2055-11-25      | 4.4820%  | N/A     | $9800000.00        | $2252260.25        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-154       X3     20560325 FLT     | 2056-03-25      | 5.2769%  | N/A     | $12000000.00       | $3305986.09        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-163       X3     20570225 FLT     | 2057-02-25      | 5.8801%  | N/A     | $15327418.00       | $5433810.70        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-164       X-3    20570525 FLT     | 2057-05-25      | 5.8612%  | N/A     | $15000000.00       | $5516588.24        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-518       A-2    20290125 FLT     | 2029-01-25      | 5.4000%  | N/A     | $7500000.00        | $7726605.00        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-743       X3     20490625 FLT     | 2049-06-25      | 3.0547%  | N/A     | $9500000.00        | $552897.21         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-748       X3     20500225 FLT     | 2050-02-25      | 2.7839%  | N/A     | $14432000.00       | $935504.64         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-756       X3     20570725 FLT     | 2057-07-25      | 5.8051%  | N/A     | $5000000.00        | $1238726.49        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-F101      AS     20310127 FLT     | 2031-01-27      | 3.8522%  | N/A     | $30000000.00       | $8315782.75        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-G03       X3     20330725 FLT     | 2033-07-25      | 3.0667%  | N/A     | $7733000.00        | $784345.92         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-G05       X3     20340125 FLT     | 2034-01-25      | 2.7016%  | N/A     | $1625000.00        | $166705.90         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-X04       X-FX   20340125 FLT     | 2034-01-25      | 1.4171%  | N/A     | $19940000.00       | $367575.87         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES Q-025       X      20340227 FLT     | 2034-02-27      | 0.3620%  | N/A     | $324636000.00      | $4165594.38        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES Q-033       X      20350325 FLT     | 2035-03-25      | 0.4421%  | N/A     | $373283616.00      | $6973463.90        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES Q-034       A-PT2  20540725 FLT     | 2054-07-25      | 2.9311%  | N/A     | $500000.00         | $450956.05         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES T-042       A6     20420225 9.50000 | 2042-02-25      | 9.5000%  | N/A     | $128000.00         | $3453.27           | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2018-2      MA     20571126 3.50000 | 2057-11-26      | 3.5000%  | N/A     | $1011000.00        | $184036.92         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-2      MA     20580826 3.50000 | 2058-08-26      | 3.5000%  | N/A     | $610000.00         | $185872.19         | Agency Collateralized Mortgage Obligation |
| FLMC REMIC SERIES K-085        X3     20451225 FLT     | 2045-12-25      | 2.3915%  | N/A     | $4265750.00        | $235066.12         | Agency Collateralized Mortgage Obligation |
| FNMA REMIC SERIES 2022-71      IO     20520525 4.50000 | 2052-05-25      | 4.5000%  | N/A     | $44556370.00       | $5407335.78        | Agency Collateralized Mortgage Obligation |
| FNMA REMIC TRUST 2002-26B      A1     20480125 7.00000 | 2048-01-25      | 7.0000%  | N/A     | $49841000.00       | $956762.37         | Agency Collateralized Mortgage Obligation |
| FNMA REMIC TRUST 2003-W1       2A     20421225 FLT     | 2042-12-25      | 5.0400%  | N/A     | $124273360.00      | $2831722.99        | Agency Collateralized Mortgage Obligation |
| FNMA REMIC TRUST 2014-2        AI     20440225 FLT     | 2044-02-25      | 6.0000%  | N/A     | $21709187.00       | $255938.56         | Agency Collateralized Mortgage Obligation |
| FNRA CL006BI R24F006                                   | 2043-07-25      | 2.9808%  | N/A     | $6098639.00        | $681546.72         | Agency Collateralized Mortgage Obligation |
| FNRA CL006SB R24F006                                   | 2054-03-25      | 3.3748%  | N/A     | $63668669.00       | $2756982.78        | Agency Collateralized Mortgage Obligation |
| FNRA CL006ST R24F006                                   | 2047-09-25      | 0.1000%  | N/A     | $17892014.00       | $62958.81          | Agency Collateralized Mortgage Obligation |
| FNRA CL006TS R24F006                                   | 2042-07-25      | 0.5000%  | N/A     | $15645496.00       | $229643.27         | Agency Collateralized Mortgage Obligation |
| FNRA CL015SC R13F015                                   | 2033-03-25      | 0.9380%  | N/A     | $18391622.00       | $3285195.83        | Agency Collateralized Mortgage Obligation |
| FNRA CL022S R21F022                                    | 2051-04-25      | 0.0000%  | N/A     | $10000000.00       | $1163.00           | Agency Collateralized Mortgage Obligation |
| FNRA CL023SC R13F023                                   | 2033-03-25      | 0.9380%  | N/A     | $7025000.00        | $1782893.65        | Agency Collateralized Mortgage Obligation |
| FNRA CL024JS R12F024                                   | 2042-03-25      | 2.6904%  | N/A     | $13150872.00       | $137648.02         | Agency Collateralized Mortgage Obligation |
| FNRA CL026TI R16F026                                   | 2043-01-25      | 0.0000%  | N/A     | $5220322.00        | $12379.71          | Agency Collateralized Mortgage Obligation |
| FNRA CL028SM R25F028                                   | 2055-04-25      | 1.6048%  | N/A     | $83947504.00       | $2052635.99        | Agency Collateralized Mortgage Obligation |
| FNRA CL030IE R07F030                                   | 2037-04-25      | 2.9804%  | N/A     | $48672317.00       | $363505.62         | Agency Collateralized Mortgage Obligation |
| FNRA CL030SA R25F030                                   | 2055-05-25      | 1.4048%  | N/A     | $200000000.00      | $3779286.59        | Agency Collateralized Mortgage Obligation |
| FNRA CL034LS R15F034                                   | 2045-06-25      | 2.3404%  | N/A     | $120580856.00      | $1580385.10        | Agency Collateralized Mortgage Obligation |
| FNRA CL037SA R24F037                                   | 2054-06-25      | 3.3748%  | N/A     | $50000000.00       | $2386941.04        | Agency Collateralized Mortgage Obligation |
| FNRA CL041SA R11F041                                   | 2041-05-25      | 2.8204%  | N/A     | $31387088.00       | $70836.73          | Agency Collateralized Mortgage Obligation |
| FNRA CL041T R22F041                                    | 2049-05-25      | 0.0500%  | N/A     | $7193861.00        | $6274.52           | Agency Collateralized Mortgage Obligation |
| FNRA CL042CS R24F042                                   | 2054-07-25      | 3.4348%  | N/A     | $30000000.00       | $1093760.51        | Agency Collateralized Mortgage Obligation |
| FNRA CL043FI R12F043                                   | 2041-07-25      | 3.7596%  | N/A     | $7000000.00        | $4436.26           | Agency Collateralized Mortgage Obligation |
| FNRA CL045SD R18F045                                   | 2044-05-25      | 2.1504%  | N/A     | $41331973.00       | $630534.96         | Agency Collateralized Mortgage Obligation |
| FNRA CL049SG R22F049                                   | 2052-08-25      | 1.6548%  | N/A     | $30000000.00       | $1317949.74        | Agency Collateralized Mortgage Obligation |
| FNRA CL050ST R23F050                                   | 2049-07-25      | 0.1000%  | N/A     | $20341106.00       | $51704.44          | Agency Collateralized Mortgage Obligation |
| FNRA CL050TS R23F050                                   | 2044-04-25      | 0.0500%  | N/A     | $1254090.00        | $1650.68           | Agency Collateralized Mortgage Obligation |
| FNRA CL052PS R12F052                                   | 2042-05-25      | 2.8204%  | N/A     | $104663303.00      | $954035.34         | Agency Collateralized Mortgage Obligation |
| FNRA CL055SB R21F055                                   | 2061-08-25      | 0.0000%  | N/A     | $184283299.00      | $934121.07         | Agency Collateralized Mortgage Obligation |
| FNRA CL055SG R18F055                                   | 2048-08-25      | 2.4904%  | N/A     | $58135875.00       | $998995.66         | Agency Collateralized Mortgage Obligation |
| FNRA CL059TA R20F059                                   | 2042-09-25      | 0.1000%  | N/A     | $10240264.00       | $10032.98          | Agency Collateralized Mortgage Obligation |
| FNRA CL059TB R20F059                                   | 2044-01-25      | 0.6000%  | N/A     | $10176126.00       | $67119.22          | Agency Collateralized Mortgage Obligation |
| FNRA CL061SA R19F061                                   | 2059-11-25      | 2.2904%  | N/A     | $14507222.00       | $596540.17         | Agency Collateralized Mortgage Obligation |
| FNRA CL062IA R24F062                                   | 2054-09-25      | 0.0200%  | N/A     | $92941546.00       | $26260.24          | Agency Collateralized Mortgage Obligation |
| FNRA CL062SQ R19F062                                   | 2059-11-25      | 2.2404%  | N/A     | $10012996.00       | $541197.71         | Agency Collateralized Mortgage Obligation |
| FNRA CL064SA R23F064                                   | 2048-07-25      | 2.3904%  | N/A     | $19429077.00       | $1435569.69        | Agency Collateralized Mortgage Obligation |
| FNRA CL064SA R25F064                                   | 2055-08-25      | 2.8548%  | N/A     | $97987347.00       | $7609942.35        | Agency Collateralized Mortgage Obligation |
| FNRA CL064TI R23F064                                   | 2048-07-25      | 0.0500%  | N/A     | $5118934.00        | $8408.28           | Agency Collateralized Mortgage Obligation |
| FNRA CL070DS R16F070                                   | 2046-10-25      | 2.3404%  | N/A     | $176880174.00      | $2493151.16        | Agency Collateralized Mortgage Obligation |
| FNRA CL071SA R25F071                                   | 2055-09-25      | 2.2548%  | N/A     | $50000000.00       | $2841633.28        | Agency Collateralized Mortgage Obligation |
| FNRA CL071SC R25F071                                   | 2055-09-25      | 1.5048%  | N/A     | $100000000.00      | $2237397.33        | Agency Collateralized Mortgage Obligation |
| FNRA CL084SA R24F084                                   | 2054-11-25      | 0.8548%  | N/A     | $226602094.00      | $2573515.40        | Agency Collateralized Mortgage Obligation |
| FNRA CL085SC R17F085                                   | 2047-11-25      | 2.4404%  | N/A     | $39003748.00       | $572952.42         | Agency Collateralized Mortgage Obligation |
| FNRA CL086IC R24F086                                   | 2054-12-25      | 0.0500%  | N/A     | $93100000.00       | $113463.40         | Agency Collateralized Mortgage Obligation |
| FNRA CL093SI R13F093                                   | 2043-09-25      | 1.4017%  | N/A     | $49800000.00       | $667801.03         | Agency Collateralized Mortgage Obligation |
| FNRA CL096SC R17F096                                   | 2057-12-25      | 2.3404%  | N/A     | $48519741.00       | $1461409.80        | Agency Collateralized Mortgage Obligation |
| FNRA CL096TD R24F096                                   | 2054-12-25      | 0.2500%  | N/A     | $100617472.00      | $410163.64         | Agency Collateralized Mortgage Obligation |
| FNRA CL099IA R24F099                                   | 2055-01-25      | 0.0700%  | N/A     | $41742981.00       | $65837.31          | Agency Collateralized Mortgage Obligation |
| FNRA CL103SD R12F103                                   | 2042-09-25      | 2.2904%  | N/A     | $82285920.00       | $971726.97         | Agency Collateralized Mortgage Obligation |
| FNRA RC042AS R22F042                                   | 2050-06-25      | 2.3548%  | N/A     | $26210120.00       | $1334674.60        | Agency Collateralized Mortgage Obligation |
| FNRA RC061SE R21F061                                   | 2051-09-25      | 0.0000%  | N/A     | $46500000.00       | $4417.65           | Agency Collateralized Mortgage Obligation |
| FNRA RC105SD R25F105                                   | 2055-12-25      | 1.9048%  | N/A     | $153656187.00      | $7812012.64        | Agency Collateralized Mortgage Obligation |
| FNRA RC109QS R10F109                                   | 2040-10-25      | 13.5481% | N/A     | $18305750.00       | $578440.13         | Agency Collateralized Mortgage Obligation |
| FNRA RC150SL R10F150                                   | 2040-10-25      | 2.6904%  | N/A     | $135801587.00      | $2518.32           | Agency Collateralized Mortgage Obligation |
| FNRM CL006PO R24F006                                   | 2045-04-25      | 0.0000%  | N/A     | $10816174.00       | $5761436.92        | Agency Collateralized Mortgage Obligation |
| FNRM CL009KZ R06F009                                   | 2036-03-25      | 6.0000%  | N/A     | $5000000.00        | $454883.94         | Agency Collateralized Mortgage Obligation |
| FNRM CL009PZ R16F009                                   | 2046-03-25      | 3.5000%  | N/A     | $580734.00         | $703803.41         | Agency Collateralized Mortgage Obligation |
| FNRM CL035IC R13F035                                   | 2033-04-25      | 3.0000%  | N/A     | $24015467.00       | $181182.37         | Agency Collateralized Mortgage Obligation |
| FNRM CL035IE R13F035                                   | 2033-04-25      | 3.0000%  | N/A     | $24874298.00       | $192530.05         | Agency Collateralized Mortgage Obligation |
| FNRM CL043PZ R14F043                                   | 2043-07-25      | 3.0000%  | N/A     | $4000000.00        | $1199821.08        | Agency Collateralized Mortgage Obligation |
| FNRM CL045GZ R10F045                                   | 2040-05-25      | 5.0000%  | N/A     | $220000.00         | $90467.43          | Agency Collateralized Mortgage Obligation |
| FNRM CL051PZ R01F051                                   | 2031-10-25      | 6.5000%  | N/A     | $500000.00         | $4151.37           | Agency Collateralized Mortgage Obligation |
| FNRM CL078KI R17F078                                   | 2047-10-25      | 3.5000%  | N/A     | $13304714.00       | $185463.87         | Agency Collateralized Mortgage Obligation |
| FNRM CL081UE R25F081                                   | 2055-10-25      | 5.0000%  | N/A     | $5104783.00        | $2869295.03        | Agency Collateralized Mortgage Obligation |
| FNRM CL096AI R17F096                                   | 2041-08-25      | 4.5000%  | N/A     | $44518053.00       | $618816.04         | Agency Collateralized Mortgage Obligation |
| FNRM CL099UI R12F099                                   | 2042-09-25      | 4.0000%  | N/A     | $23159229.00       | $167295.25         | Agency Collateralized Mortgage Obligation |
| FNRM RC002KO R07W002                                   | 2037-03-25      | 0.0000%  | N/A     | $19777901.00       | $226528.27         | Agency Collateralized Mortgage Obligation |
| FNRM RC006YI R13F006                                   | 2033-02-25      | 3.0000%  | N/A     | $27672262.00       | $143673.79         | Agency Collateralized Mortgage Obligation |
| FNRM RC075IO R21F075                                   | 2051-11-25      | 3.0000%  | N/A     | $78463000.00       | $7390071.74        | Agency Collateralized Mortgage Obligation |
| FNRM RC080EI R20F080                                   | 2050-11-25      | 4.0000%  | N/A     | $64192200.00       | $5539497.28        | Agency Collateralized Mortgage Obligation |
| FNRM RC091IK R20F091                                   | 2043-11-25      | 4.0000%  | N/A     | $22639231.00       | $665696.03         | Agency Collateralized Mortgage Obligation |
| FNRM RC105PO R25F105                                   | 2055-12-25      | 0.0000%  | N/A     | $12804684.00       | $9418887.75        | Agency Collateralized Mortgage Obligation |
| FNRM RC114TE R13F114                                   | 2043-07-25      | 2.2500%  | N/A     | $23062000.00       | $1248442.25        | Agency Collateralized Mortgage Obligation |
| FNRM WL003PO R07W003                                   | 2037-04-25      | 0.0000%  | N/A     | $8074073.00        | $68022.94          | Agency Collateralized Mortgage Obligation |
| FNST TR0427 C55 RC                                     | 2037-08-25      | 1.5000%  | N/A     | $139000000.00      | $4776238.37        | Agency Collateralized Mortgage Obligation |
| FNST TR0428 C27 RC                                     | 2037-11-01      | 1.5000%  | N/A     | $80158597.00       | $2603990.78        | Agency Collateralized Mortgage Obligation |
| FNST TR0440 C46 RC                                     | 2053-10-01      | 4.0000%  | N/A     | $35945000.00       | $6467849.28        | Agency Collateralized Mortgage Obligation |
| FNST TR0440 C56 RC                                     | 2053-11-01      | 5.5000%  | N/A     | $189204201.00      | $28800273.68       | Agency Collateralized Mortgage Obligation |
| FNST TR0440 C59 RC                                     | 2053-11-01      | 6.5000%  | N/A     | $49796960.00       | $5601378.80        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MSCR TR 2021-MN2   M-2    20410725 FLT     | 2041-07-25      | 6.9952%  | N/A     | $12250000.00       | $9892146.59        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MSCR TR 2022-MN4   M-2    20520528 FLT     | 2052-05-28      | 10.1452% | N/A     | $12000000.00       | $13179677.16       | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MSCR TR 2023-MN6   M-2    20430526 FLT     | 2043-05-26      | 10.3952% | N/A     | $11000000.00       | $12445325.89       | Agency Collateralized Mortgage Obligation |
| FREM MTG TR 2019-K101          D      20300125 0.00000 | 2030-01-25      | 0.0000%  | N/A     | $109477635.00      | $74482999.49       | Agency Collateralized Mortgage Obligation |
| FREMF 2022-KF140 MORTGAGE TR   CS     20290725 FLT     | 2029-07-25      | 8.9022%  | N/A     | $70488842.00       | $52422692.22       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2016-K56          D      20490625 0.00000 | 2049-06-25      | 0.0000%  | N/A     | $61470190.00       | $54229001.62       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2016-K59          D      20491125 0.00000 | 2049-11-25      | 0.0000%  | N/A     | $7000000.00        | $4366432.00        | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2019-K95          D      20520825 0.00000 | 2052-08-25      | 0.0000%  | N/A     | $94991142.00       | $71957499.91       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2019-KF65         C      20290725 FLT     | 2029-07-25      | 9.7667%  | N/A     | $62395000.00       | $28677054.36       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2019-KLU2         B-FX   20290825 0.00000 | 2029-08-25      | 0.0000%  | N/A     | $28913000.00       | $14022236.67       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2020-K117         D      20531025 0.00000 | 2053-10-25      | 0.0000%  | N/A     | $95364894.00       | $59884671.28       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2020-KF80         C      20300625 FLT     | 2030-06-25      | 12.7667% | N/A     | $75910000.00       | $15290727.45       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2020-KF81         C      20270625 FLT     | 2027-06-25      | 12.7667% | N/A     | $67165464.00       | $14491031.96       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2020-KX04         B-FL   20300325 FLT     | 2030-03-25      | 8.7667%  | N/A     | $19798253.00       | $5888861.28        | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2021-KF108        CS     20310225 FLT     | 2031-02-25      | 9.9022%  | N/A     | $76047000.00       | $12526453.74       | Agency Collateralized Mortgage Obligation |
| FRESB 2023-SB107 MTG TR        X1     20430625 FLT     | 2043-06-25      | 0.3318%  | N/A     | $242892125.00      | $4777853.33        | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TR 2019-SB64    B      20390625 FLT     | 2039-06-25      | 5.9558%  | N/A     | $44262383.00       | $19987997.68       | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TR 2019-SB64    XI     20390625 FLT     | 2039-06-25      | 2.0683%  | N/A     | $155000000.00      | $1042803.12        | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TRUST 2021-SB90 X1     20410625 FLT     | 2041-06-25      | 0.6572%  | N/A     | $145462875.00      | $2728204.85        | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TRUST 2021-SB91 X1     20410825 FLT     | 2041-08-25      | 0.6588%  | N/A     | $72000000.00       | $1596646.88        | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TRUST 2021-SB92 X1     20410825 FLT     | 2041-08-25      | 0.6380%  | N/A     | $171423843.00      | $3649323.27        | Agency Collateralized Mortgage Obligation |
| FRESB MTG 2018-SB54            X1     20380825 FLT     | 2038-08-25      | 0.0000%  | N/A     | $234440144.00      | $209392.81         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB45         B-RC   20371125 FLT     | 2037-11-25      | 11.5805% | N/A     | $5886000.00        | $1883016.96        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB45         X1-AR  20371225 FLT     | 2037-12-25      | 0.0000%  | N/A     | $108859383.00      | $49265.20          | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB45         X1-RC  20371125 FLT     | 2037-11-25      | 0.0000%  | N/A     | $66534907.00       | $56081.83          | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB48         X1     20380225 FLT     | 2038-02-25      | 0.3873%  | N/A     | $243903642.00      | $323553.70         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB49         X1-AR  20380325 FLT     | 2038-03-25      | 0.0918%  | N/A     | $168448788.00      | $297220.19         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB49         X1-SA  20380425 FLT     | 2038-04-25      | 0.6204%  | N/A     | $79334227.00       | $381178.25         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB50         X1     20380525 FLT     | 2038-05-25      | 0.0000%  | N/A     | $220277834.00      | $229190.17         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB52         B-RC   20380625 FLT     | 2038-06-25      | 11.5805% | N/A     | $33961065.00       | $15058966.25       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB52         X1-RC  20380625 FLT     | 2038-06-25      | 0.0000%  | N/A     | $148083821.00      | $226168.42         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB52         X1-SA  20380725 FLT     | 2038-07-25      | 0.0000%  | N/A     | $96789390.00       | $83395.74          | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB53         X1     20380625 FLT     | 2038-06-25      | 0.0000%  | N/A     | $256952913.00      | $249292.59         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB55         X1     20380825 FLT     | 2038-08-25      | 0.0000%  | N/A     | $177390777.00      | $383162.75         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB57         X1     20380925 FLT     | 2038-09-25      | 0.0000%  | N/A     | $251299455.00      | $361753.18         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB58         B      20381125 FLT     | 2038-11-25      | 5.2495%  | N/A     | $62248000.00       | $22467247.88       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB62         X1     20390325 FLT     | 2039-03-25      | 1.1701%  | N/A     | $623416713.00      | $6801316.35        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB67         X1     20390825 FLT     | 2039-08-25      | 0.0000%  | N/A     | $529411508.00      | $6195692.35        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB70         B      20391025 FLT     | 2039-10-25      | 9.6928%  | N/A     | $41272141.00       | $23929018.11       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB73         X1     20400225 FLT     | 2040-02-25      | 1.3031%  | N/A     | $299054265.00      | $13845447.45       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB75         X1     20400425 FLT     | 2040-04-25      | 0.5253%  | N/A     | $444201323.00      | $12528191.14       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB76         X1     20400425 FLT     | 2040-04-25      | 0.0000%  | N/A     | $50000000.00       | $677546.01         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB80         X1     20400925 FLT     | 2040-09-25      | 0.2886%  | N/A     | $144500000.00      | $4628130.49        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2021-SB85         X-1    20410225 FLT     | 2041-02-25      | 0.1504%  | N/A     | $150000000.00      | $3644086.91        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2021-SB87         B      20410425 FLT     | 2041-04-25      | 7.5000%  | N/A     | $42861096.00       | $28113959.84       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2021-SB87         X1     20410425 FLT     | 2041-04-25      | 0.8271%  | N/A     | $209249861.00      | $4371503.88        | Agency Collateralized Mortgage Obligation |
| GNRA 2009-008 SC                                       | 2039-02-16      | 2.3211%  | N/A     | $128571429.00      | $278435.49         | Agency Collateralized Mortgage Obligation |
| GNRA 2009-106 SC                                       | 2039-11-20      | 2.5745%  | N/A     | $142784000.00      | $370442.54         | Agency Collateralized Mortgage Obligation |
| GNRA 2011-069 SC                                       | 2041-05-20      | 1.6045%  | N/A     | $2855000.00        | $6513.40           | Agency Collateralized Mortgage Obligation |
| GNRA 2011-080 SK                                       | 2041-06-20      | 2.3045%  | N/A     | $167610000.00      | $402499.09         | Agency Collateralized Mortgage Obligation |
| GNRA 2012-084 SH                                       | 2042-07-16      | 2.2711%  | N/A     | $83772143.00       | $2377538.93        | Agency Collateralized Mortgage Obligation |
| GNRA 2012-113 SJ                                       | 2042-01-20      | 2.9745%  | N/A     | $22004881.00       | $1330.49           | Agency Collateralized Mortgage Obligation |
| GNRA 2012-134 PS                                       | 2042-11-20      | 1.2245%  | N/A     | $132412992.00      | $155936.17         | Agency Collateralized Mortgage Obligation |
| GNRA 2013-034 IA                                       | 2038-04-20      | 0.3500%  | N/A     | $22733674.00       | $639.97            | Agency Collateralized Mortgage Obligation |
| GNRA 2014-003 ST                                       | 2039-07-20      | 2.2245%  | N/A     | $41202319.00       | $74335.06          | Agency Collateralized Mortgage Obligation |
| GNRA 2014-027 SA                                       | 2044-02-16      | 2.3211%  | N/A     | $57270053.00       | $638769.77         | Agency Collateralized Mortgage Obligation |
| GNRA 2014-41 SG                                        | 2044-03-16      | 2.9711%  | N/A     | $30000000.00       | $233034.95         | Agency Collateralized Mortgage Obligation |
| GNRA 2015-020 PS                                       | 2045-02-20      | 1.8245%  | N/A     | $57578855.00       | $460745.26         | Agency Collateralized Mortgage Obligation |
| GNRA 2015-10 W                                         | 2039-07-20      | 6.3284%  | N/A     | $6195173.00        | $616343.60         | Agency Collateralized Mortgage Obligation |
| GNRA 2016-04 S                                         | 2046-01-20      | 1.8745%  | N/A     | $30081589.00       | $272957.76         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-38 AS                                        | 2049-03-20      | 2.2745%  | N/A     | $38282717.00       | $395745.32         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-055 SB                                       | 2050-04-20      | 0.0000%  | N/A     | $30000000.00       | $145342.47         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-086 KT                                       | 2050-06-20      | 1.1500%  | N/A     | $27169811.00       | $542798.05         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-101 SJ                                       | 2050-07-20      | 2.4245%  | N/A     | $75209809.00       | $3955751.03        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-130 GS                                       | 2051-07-20      | 0.0000%  | N/A     | $39142904.00       | $462780.53         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-215 IH                                       | 2051-12-20      | 3.0000%  | N/A     | $39646357.00       | $2573121.92        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-009 FA                                       | 2052-01-20      | 2.5000%  | N/A     | $100000000.00      | $61891893.43       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-009 FB                                       | 2052-01-20      | 2.5000%  | N/A     | $300000000.00      | $175265588.65      | Agency Collateralized Mortgage Obligation |
| GNRA 2022-009 FE                                       | 2052-01-20      | 2.5000%  | N/A     | $6677000.00        | $3900827.78        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-129 FB                                       | 2052-07-20      | 4.6401%  | N/A     | $20000000.00       | $13121336.86       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-059 LS                                       | 2052-01-20      | 0.0000%  | N/A     | $819363159.00      | $12578.23          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-140 ST                                       | 2053-09-20      | 0.0300%  | N/A     | $72401620.00       | $57156.37          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-140 TS                                       | 2053-09-20      | 0.0300%  | N/A     | $27598380.00       | $7294.36           | Agency Collateralized Mortgage Obligation |
| GNRA 2023-192 AF                                       | 2053-12-20      | 4.9401%  | N/A     | $100000000.00      | $39195322.77       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-022 BS                                       | 2051-07-20      | 2.5245%  | N/A     | $132338141.00      | $13859823.97       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-022 TI                                       | 2051-08-20      | 0.2500%  | N/A     | $31792013.00       | $292486.69         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-043 NZ                                       | 2053-11-20      | 6.0000%  | N/A     | $14101004.00       | $16506406.03       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 BS                                       | 2052-01-20      | 0.0000%  | N/A     | $98438929.00       | $199880.66         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 CS                                       | 2049-02-20      | 2.2745%  | N/A     | $32705658.00       | $2717732.74        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 IA                                       | 2054-03-20      | 0.0300%  | N/A     | $25000000.00       | $12001.82          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 TB                                       | 2051-05-20      | 0.0000%  | N/A     | $10766919.00       | $612.80            | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 TC                                       | 2048-12-20      | 0.1000%  | N/A     | $17641475.00       | $58721.83          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 TL                                       | 2052-04-20      | 0.0000%  | N/A     | $264071553.00      | $110127.07         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-069 BS                                       | 2054-04-20      | 0.0500%  | N/A     | $24744000.00       | $21841.00          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-069 CS                                       | 2054-04-20      | 0.0500%  | N/A     | $24744000.00       | $21841.00          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-081 SD                                       | 2054-05-20      | 1.9599%  | N/A     | $50000000.00       | $1364707.59        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-089 SA                                       | 2054-05-20      | 3.5599%  | N/A     | $68104006.00       | $4183937.21        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-094 DI                                       | 2054-06-20      | 0.0500%  | N/A     | $50000000.00       | $40238.71          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-094 YS                                       | 2054-06-20      | 1.7099%  | N/A     | $67567336.00       | $2115451.73        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-116 SB                                       | 2054-07-20      | 2.9599%  | N/A     | $90000000.00       | $4445678.94        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 IA                                       | 2054-02-20      | 0.0500%  | N/A     | $43135364.00       | $21922.98          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 IE                                       | 2053-12-20      | 0.0700%  | N/A     | $42683741.00       | $29910.50          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 IQ                                       | 2053-08-20      | 0.1500%  | N/A     | $64701191.00       | $108237.76         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 S                                        | 2054-08-20      | 2.2999%  | N/A     | $224379061.00      | $8474517.56        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 CI                                       | 2054-09-20      | 0.0500%  | N/A     | $5000000.00        | $2553.22           | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 FC                                       | 2054-09-20      | 4.8001%  | N/A     | $200000000.00      | $93993866.03       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 SD                                       | 2054-09-20      | 3.0099%  | N/A     | $80000000.00       | $4459382.20        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-167 HS                                       | 2051-06-20      | 3.0599%  | N/A     | $103667052.00      | $13340064.90       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-168 BS                                       | 2054-10-20      | 1.8099%  | N/A     | $50000000.00       | $2129091.72        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-168 IA                                       | 2054-10-20      | 0.0300%  | N/A     | $50000000.00       | $22905.95          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-185 FG                                       | 2054-11-20      | 5.1901%  | N/A     | $95462812.00       | $85105588.40       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-203 AS                                       | 2054-12-20      | 2.4599%  | N/A     | $50000000.00       | $2405980.22        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-005 CI                                       | 2054-04-20      | 0.1200%  | N/A     | $27306893.00       | $63282.02          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-005 SD                                       | 2055-01-20      | 2.3099%  | N/A     | $83109805.00       | $2384960.20        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-025 XC                                       | 2065-02-20      | 2.3099%  | N/A     | $300000000.00      | $6135699.41        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 FB                                       | 2055-02-20      | 5.3701%  | N/A     | $100000000.00      | $57470084.08       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 IB                                       | 2055-02-20      | 0.0200%  | N/A     | $100000000.00      | $15725.33          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 ID                                       | 2055-02-20      | 0.0700%  | N/A     | $50000000.00       | $27931.52          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 IE                                       | 2055-02-20      | 0.0200%  | N/A     | $100000000.00      | $15839.05          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-033 GS                                       | 2055-02-20      | 2.9599%  | N/A     | $23500000.00       | $1326416.55        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-060 SA                                       | 2055-03-20      | 2.3099%  | N/A     | $33000000.00       | $2274517.26        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-070 SL                                       | 2050-05-20      | 2.2745%  | N/A     | $83969990.00       | $8741885.70        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-071 SC                                       | 2055-04-20      | 1.6099%  | N/A     | $80000000.00       | $2101932.99        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-083 VS                                       | 2055-05-20      | 2.1099%  | N/A     | $20000000.00       | $1194002.47        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 DS                                       | 2055-05-20      | 0.6399%  | N/A     | $100000000.00      | $734610.31         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 FE                                       | 2055-05-20      | 5.4001%  | N/A     | $100000000.00      | $67519728.81       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 IB                                       | 2055-05-20      | 0.0500%  | N/A     | $35000000.00       | $17597.25          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 SC                                       | 2055-05-20      | 1.5099%  | N/A     | $163449087.00      | $4330621.58        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 SD                                       | 2055-05-20      | 0.6399%  | N/A     | $200000000.00      | $1429698.72        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-122 CS                                       | 2055-07-20      | 2.2099%  | N/A     | $50000000.00       | $2754077.08        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-122 FC                                       | 2055-07-20      | 5.1101%  | N/A     | $100000000.00      | $72433683.50       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-133 SJ                                       | 2065-08-20      | 1.5599%  | N/A     | $81770684.00       | $1866935.37        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-140 SB                                       | 2055-08-20      | 2.2799%  | N/A     | $100000000.00      | $5292641.34        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-149 SD                                       | 2065-09-20      | 2.3599%  | N/A     | $207707392.00      | $7511702.76        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-157 SC                                       | 2055-09-20      | 3.0099%  | N/A     | $57046000.00       | $4444862.39        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-178 BZ                                       | 2052-03-20      | 5.5000%  | N/A     | $30066834.00       | $11179194.56       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-178 SA                                       | 2055-10-20      | 1.7599%  | N/A     | $50000000.00       | $2165412.20        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-178 ZB                                       | 2055-10-20      | 6.0000%  | N/A     | $24164000.00       | $19092831.67       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-216 FP                                       | 2055-12-20      | 4.3901%  | N/A     | $45114125.00       | $44508788.43       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-216 SA                                       | 2055-12-20      | 0.5599%  | N/A     | $100000000.00      | $1497278.77        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-216 TB                                       | 2055-07-20      | 0.0800%  | N/A     | $98273824.00       | $134332.85         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-216 TD                                       | 2055-06-20      | 0.0500%  | N/A     | $97912195.00       | $78550.04          | Agency Collateralized Mortgage Obligation |
| GNRA 2026-008 SP                                       | 2056-01-20      | 3.7599%  | N/A     | $29993714.00       | $3838464.62        | Agency Collateralized Mortgage Obligation |
| GNRA 2026-035 CZ                                       | 2056-02-20      | 4.5000%  | N/A     | $4666334.00        | $4200170.25        | Agency Collateralized Mortgage Obligation |
| GNRA 2026-035 SB                                       | 2054-04-20      | 1.2099%  | N/A     | $66542407.00       | $2405639.95        | Agency Collateralized Mortgage Obligation |
| GNRA 2026-035 SD                                       | 2056-02-20      | 0.8599%  | N/A     | $100000000.00      | $1981582.75        | Agency Collateralized Mortgage Obligation |
| GNRA 2026-045 FL                                       | 2056-03-20      | 4.2401%  | N/A     | $64611000.00       | $64180216.91       | Agency Collateralized Mortgage Obligation |
| GNRA 2026-045 SL                                       | 2056-03-20      | 3.7599%  | N/A     | $64611000.00       | $6832089.25        | Agency Collateralized Mortgage Obligation |
| GNRA 2026-045 SP                                       | 2056-03-20      | 3.7599%  | N/A     | $30000000.00       | $4443653.40        | Agency Collateralized Mortgage Obligation |
| GNRA 2026-045 ZL                                       | 2056-03-20      | 6.0000%  | N/A     | $24475846.00       | $22607605.25       | Agency Collateralized Mortgage Obligation |
| GNRA 2026-045 ZP                                       | 2056-03-20      | 5.5000%  | N/A     | $10159000.00       | $9381570.29        | Agency Collateralized Mortgage Obligation |
| GNRA 2026-065 FA                                       | 2056-04-20      | 4.6488%  | N/A     | $100000000.00      | $101497034.17      | Agency Collateralized Mortgage Obligation |
| GNRA 2026-065 IB                                       | 2055-03-20      | 0.1500%  | N/A     | $31413582.00       | $40355.98          | Agency Collateralized Mortgage Obligation |
| GNRA 2026-065 ID                                       | 2055-01-20      | 0.1000%  | N/A     | $40397354.00       | $101751.96         | Agency Collateralized Mortgage Obligation |
| GNRA 2026-065 SA                                       | 2056-04-20      | 0.8512%  | N/A     | $100000000.00      | $1772743.61        | Agency Collateralized Mortgage Obligation |
| GNRA 2026-065 SB                                       | 2055-06-20      | 1.5599%  | N/A     | $85519246.00       | $2601777.20        | Agency Collateralized Mortgage Obligation |
| GNRA 2026-065 SC                                       | 2055-05-20      | 1.5599%  | N/A     | $136318690.00      | $5851656.23        | Agency Collateralized Mortgage Obligation |
| GNRA 2026-065 SD                                       | 2055-05-20      | 2.2599%  | N/A     | $84827456.00       | $5142642.37        | Agency Collateralized Mortgage Obligation |
| GNST 0764-GT PO                                        | 2034-07-20      | 0.0000%  | N/A     | $1671972.00        | $16903.21          | Agency Collateralized Mortgage Obligation |

### Security 181: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC
- **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: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BYJ26Y3U1
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                       | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5008 | 2046-12-15      | 2.2360%  | N/A     | $28367228.00       | $827419.02         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-M06 | 2028-10-25      | 1.2150%  | N/A     | $210926000.00      | $3789292.79        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                            | 2034-05-15      | 4.3750%  | N/A     | $150101300.00      | $153770099.19      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                            | 2027-09-30      | 4.1250%  | N/A     | $146832600.00      | $147745186.27      | U.S. Treasuries (including strips)        |

### Security 182: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC
- **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: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BYJ3GBEM4
- **C.18 - Value (incl. sponsor support):** $772000000.00
- **C.18.a - Value (excl. sponsor support):** $772000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4950    | 2048-03-25      | 0.1000%  | N/A     | $18495700.00       | $15365.13          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4989    | 2050-07-25      | 6.0000%  | N/A     | $23045957.00       | $1426996.77        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5007    | 2050-08-25      | 5.0000%  | N/A     | $80082979.00       | $4330509.63        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5138    | 2047-07-25      | 0.0500%  | N/A     | $15533447.00       | $17756.84          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5215    | 2052-04-25      | 0.0000%  | N/A     | $49872778.00       | $75801.17          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5337    | 2053-09-25      | 0.0500%  | N/A     | $36666667.00       | $21308.16          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-05-01      | 5.5000%  | N/A     | $1846347.00        | $1863410.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-04-01      | 4.5000%  | N/A     | $1498057.00        | $1449590.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-03-01      | 2.0000%  | N/A     | $3024.00           | $2406.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2041-07-01      | 6.0000%  | N/A     | $724000.00         | $149702.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2043-08-01      | 4.0000%  | N/A     | $300000.00         | $39061.12          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2040-09-01      | 4.5000%  | N/A     | $11114513.00       | $586218.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-03-01      | 5.5000%  | N/A     | $1025803.00        | $1048240.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2038-08-01      | 5.5000%  | N/A     | $9000.00           | $4520.22           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-09-01      | 3.0000%  | N/A     | $1000.00           | $741.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2049-04-01      | 4.0000%  | N/A     | $1000000.00        | $81264.09          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-11-01      | 3.5000%  | N/A     | $146000.00         | $105681.55         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-02-01      | 3.0000%  | N/A     | $499000.00         | $330539.36         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2049-06-01      | 4.0000%  | N/A     | $4022363.00        | $874553.95         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2037-08-01      | 6.0000%  | N/A     | $257000.00         | $2395.23           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-10-01      | 6.0000%  | N/A     | $12940.00          | $121.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-05-01      | 5.5000%  | N/A     | $1000.00           | $1022.54           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2046-05-01      | 2.5000%  | N/A     | $271000.00         | $170487.45         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2047-12-01      | 3.5000%  | N/A     | $33000.00          | $4460.03           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-07-01      | 3.5000%  | N/A     | $1000.00           | $717.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2047-02-01      | 4.0000%  | N/A     | $462876.00         | $92917.29          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-11-01      | 2.0000%  | N/A     | $434965.00         | $182295.84         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2043-01-01      | 2.5000%  | N/A     | $276115.00         | $53070.62          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-04-01      | 4.5000%  | N/A     | $1025371.00        | $993491.56         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-04-01      | 5.5000%  | N/A     | $5071693.00        | $5182634.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-12-01      | 6.5000%  | N/A     | $1866280.00        | $540900.38         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-02-01      | 4.5000%  | N/A     | $7000.00           | $5434.80           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-11-01      | 5.5000%  | N/A     | $1864000.00        | $1717641.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-04-01      | 2.5000%  | N/A     | $150000.00         | $84220.67          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-05-01      | 6.0000%  | N/A     | $2794859.00        | $2927632.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2046-10-01      | 3.0000%  | N/A     | $11574500.00       | $2692435.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2049-01-01      | 4.0000%  | N/A     | $261000.00         | $63974.35          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2050-03-01      | 3.0000%  | N/A     | $136000.00         | $41235.93          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-04-01      | 3.0000%  | N/A     | $1000.00           | $710.18            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-08-01      | 2.0000%  | N/A     | $100000.00         | $59041.06          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-10-01      | 6.0000%  | N/A     | $285000.00         | $1182.42           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2043-12-01      | 4.5000%  | N/A     | $800000.00         | $119088.86         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-06-01      | 6.0000%  | N/A     | $431475.00         | $5589.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2037-01-01      | 6.0000%  | N/A     | $1564.00           | $8.82              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-10-01      | 5.5000%  | N/A     | $2500000.00        | $2164534.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-03-01      | 2.0000%  | N/A     | $17000.00          | $6888.70           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2043-02-01      | 3.0000%  | N/A     | $1005101.00        | $263007.02         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-05-01      | 6.5000%  | N/A     | $960494.00         | $698464.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-03-01      | 2.0000%  | N/A     | $1000.00           | $458.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2050-07-01      | 2.0000%  | N/A     | $600000.00         | $272089.14         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-05-01      | 6.0000%  | N/A     | $1627700.00        | $1698490.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-02-01      | 5.0000%  | N/A     | $2968648.00        | $2957060.19        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-07-01      | 3.5000%  | N/A     | $72000.00          | $50025.15          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-05-01      | 4.0000%  | N/A     | $7000.00           | $4849.43           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2040-08-01      | 5.0000%  | N/A     | $3000.00           | $2851.43           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-03-01      | 5.5000%  | N/A     | $6416368.00        | $6515468.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-04-01      | 2.5000%  | N/A     | $1171465.00        | $703381.40         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-04-01      | 6.0000%  | N/A     | $1584453.00        | $1642080.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-02-01      | 5.0000%  | N/A     | $3418661.00        | $3324829.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2043-07-01      | 4.0000%  | N/A     | $8000.00           | $1095.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2040-11-01      | 6.0000%  | N/A     | $2314248.00        | $2073850.60        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2047-12-01      | 5.0000%  | N/A     | $1258000.00        | $602691.36         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-08-01      | 4.0000%  | N/A     | $1000.00           | $904.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-04-01      | 6.0000%  | N/A     | $3143734.00        | $3274259.74        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-10-01      | 6.0000%  | N/A     | $1066797.00        | $10569.65          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2049-04-01      | 5.0000%  | N/A     | $1175000.00        | $84173.31          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-10-01      | 2.5000%  | N/A     | $3000.00           | $1767.51           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2046-10-01      | 3.0000%  | N/A     | $139000.00         | $30523.46          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-05-01      | 5.0000%  | N/A     | $1176150.00        | $1170653.59        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-05-01      | 4.0000%  | N/A     | $2316000.00        | $1365701.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-02-01      | 6.5000%  | N/A     | $100000.00         | $52819.29          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2049-11-01      | 3.0000%  | N/A     | $1424646.00        | $452941.10         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-04-01      | 6.0000%  | N/A     | $100000.00         | $81274.91          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2041-02-01      | 5.5000%  | N/A     | $3206675.00        | $3254902.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-03-01      | 5.0000%  | N/A     | $1902798.00        | $1901224.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-02-01      | 5.5000%  | N/A     | $25785649.00       | $23690692.53       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-05-01      | 6.0000%  | N/A     | $1661458.00        | $1715994.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-04-01      | 4.0000%  | N/A     | $305000.00         | $35680.46          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-02-01      | 5.5000%  | N/A     | $1062284.00        | $1081501.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-02-01      | 5.5000%  | N/A     | $1278653.00        | $1312432.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-01-01      | 2.5000%  | N/A     | $150901.00         | $92825.75          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-09-01      | 5.5000%  | N/A     | $94701.00          | $74649.92          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-08-01      | 6.0000%  | N/A     | $400000.00         | $293697.02         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-12-01      | 2.5000%  | N/A     | $268442.00         | $177226.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-04-01      | 6.0000%  | N/A     | $1982992.00        | $2051491.15        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-12-01      | 5.5000%  | N/A     | $5950000.00        | $5589090.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2041-01-01      | 4.0000%  | N/A     | $500000.00         | $467014.44         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-04-01      | 5.5000%  | N/A     | $1263719.00        | $1292203.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2041-04-01      | 5.0000%  | N/A     | $1255601.00        | $1280961.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-03-01      | 5.0000%  | N/A     | $1503447.00        | $1261754.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-01-01      | 5.5000%  | N/A     | $52516344.00       | $52985281.48       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-05-01      | 2.5000%  | N/A     | $1000.00           | $726.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-03-01      | 5.0000%  | N/A     | $22598996.00       | $22520962.52       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-04-01      | 5.5000%  | N/A     | $5340850.00        | $5411149.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2046-05-01      | 3.5000%  | N/A     | $1000.00           | $93.11             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2040-12-01      | 5.5000%  | N/A     | $1551364.00        | $1516679.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2037-03-01      | 2.0000%  | N/A     | $20000.00          | $11013.16          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-04-01      | 5.0000%  | N/A     | $12579566.00       | $12512400.91       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-06-01      | 5.5000%  | N/A     | $64999.00          | $447.45            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2047-07-01      | 3.5000%  | N/A     | $195000.00         | $135700.33         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2040-07-01      | 5.5000%  | N/A     | $1814097.00        | $1396935.40        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-03-01      | 5.0000%  | N/A     | $1255245.00        | $1248333.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-04-01      | 5.5000%  | N/A     | $1255089.00        | $1286932.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-04-01      | 6.0000%  | N/A     | $20568992.00       | $21273301.76       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-07-01      | 6.0000%  | N/A     | $14943315.00       | $13798700.35       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2048-09-01      | 4.0000%  | N/A     | $5155.00           | $1611.32           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-11-01      | 4.5000%  | N/A     | $1075827.00        | $1036819.64        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-04-01      | 5.5000%  | N/A     | $1075146.00        | $1106139.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-07-01      | 6.0000%  | N/A     | $2000.00           | $2034.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-01-01      | 5.0000%  | N/A     | $2403441.00        | $2325983.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-01-01      | 5.5000%  | N/A     | $1344712.00        | $1380752.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-11-01      | 2.0000%  | N/A     | $2812891.00        | $1677402.75        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2027-01-01      | 6.0000%  | N/A     | $2969796.00        | $2457.73           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-04-01      | 3.0000%  | N/A     | $3000.00           | $2631.14           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-03-01      | 4.5000%  | N/A     | $1017234.00        | $983385.84         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-07-01      | 5.5000%  | N/A     | $133000.00         | $477.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-12-01      | 5.0000%  | N/A     | $4000.00           | $3524.08           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2044-01-01      | 6.5000%  | N/A     | $5090655.00        | $327596.75         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-08-01      | 6.5000%  | N/A     | $1230250.00        | $1320493.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-02-01      | 6.0000%  | N/A     | $1232018.00        | $1277296.44        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2040-09-01      | 4.0000%  | N/A     | $2700000.00        | $508181.90         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-06-01      | 1.5000%  | N/A     | $7419.00           | $3743.41           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-11-01      | 5.5000%  | N/A     | $2199747.00        | $2227029.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-05-01      | 5.0000%  | N/A     | $5036038.00        | $5032959.86        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-05-01      | 5.5000%  | N/A     | $300000.00         | $219497.27         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-03-01      | 4.5000%  | N/A     | $1065735.00        | $1033777.86        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-05-01      | 5.5000%  | N/A     | $8270565.00        | $8457004.67        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-08-01      | 6.0000%  | N/A     | $1118000.00        | $849436.35         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-02-01      | 6.0000%  | N/A     | $11751063.00       | $12224520.03       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-08-01      | 2.5000%  | N/A     | $3000.00           | $904.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-05-01      | 5.0000%  | N/A     | $1467750.00        | $1451727.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-04-01      | 5.0000%  | N/A     | $514858.00         | $514856.85         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2038-04-01      | 7.0000%  | N/A     | $3324360.00        | $357524.03         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2048-02-01      | 3.5000%  | N/A     | $17315000.00       | $2187498.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-10-01      | 6.0000%  | N/A     | $6000.00           | $4644.80           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-06-01      | 6.0000%  | N/A     | $4206999.00        | $34690.21          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2050-03-01      | 2.5000%  | N/A     | $1020000.00        | $274182.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-04-01      | 5.0000%  | N/A     | $1685626.00        | $1680398.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2038-02-01      | 2.0000%  | N/A     | $605676.00         | $435513.94         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-10-01      | 2.5000%  | N/A     | $43272.00          | $30251.62          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-03-01      | 5.0000%  | N/A     | $29498582.00       | $28908554.14       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-11-01      | 6.0000%  | N/A     | $2071695.00        | $2147487.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-10-01      | 2.0000%  | N/A     | $411071.00         | $220332.82         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-01-01      | 2.0000%  | N/A     | $175000.00         | $112970.19         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-04-01      | 6.0000%  | N/A     | $3168590.00        | $3333085.24        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-03-01      | 3.5000%  | N/A     | $31585.00          | $28773.24          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2041-10-01      | 4.0000%  | N/A     | $476979.00         | $125589.49         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2048-01-01      | 4.0000%  | N/A     | $396698.00         | $76638.45          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-04-01      | 2.5000%  | N/A     | $14000.00          | $5922.93           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-04-01      | 2.5000%  | N/A     | $100000.00         | $47976.86          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-04-01      | 5.0000%  | N/A     | $1198337.00        | $1191795.02        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-04-01      | 4.5000%  | N/A     | $1240985.00        | $1207246.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-03-01      | 3.0000%  | N/A     | $4000.00           | $2492.78           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-04-01      | 5.0000%  | N/A     | $1023764.00        | $1017806.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-07-01      | 3.5000%  | N/A     | $16000.00          | $11160.98          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-05-01      | 5.5000%  | N/A     | $2010.00           | $2028.59           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-04-01      | 5.0000%  | N/A     | $3077.00           | $3064.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2041-02-01      | 4.5000%  | N/A     | $1161450.00        | $1147873.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-09-01      | 4.0000%  | N/A     | $7752.00           | $5709.92           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2049-10-01      | 3.0000%  | N/A     | $54608.00          | $48163.42          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2037-02-01      | 2.0000%  | N/A     | $1544000.00        | $855796.72         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-08-01      | 5.0000%  | N/A     | $63004.00          | $50006.10          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2041-03-01      | 6.0000%  | N/A     | $1000.00           | $1036.14           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2050-08-01      | 3.0000%  | N/A     | $1450000.00        | $708332.45         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2037-09-01      | 4.0000%  | N/A     | $16000.00          | $9096.26           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-07-01      | 4.5000%  | N/A     | $1049266.00        | $761924.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-02-01      | 2.0000%  | N/A     | $200000.00         | $122249.05         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-04-01      | 5.5000%  | N/A     | $1097000.00        | $1123899.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2037-03-01      | 2.0000%  | N/A     | $2545000.00        | $1531809.84        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2038-12-01      | 6.0000%  | N/A     | $113500.00         | $47178.88          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-04-01      | 2.5000%  | N/A     | $40743704.00       | $34575617.56       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2056-04-01      | 4.5000%  | N/A     | $1524024.00        | $1470686.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-11-01      | 5.5000%  | N/A     | $552075.00         | $504726.29         | Agency Mortgage-Backed Securities         |
| FHLMC_4899C                                          | 2044-09-25      | 2.3404%  | N/A     | $42418596.00       | $977231.97         | Agency Collateralized Mortgage Obligation |
| FHLMC_4908F                                          | 2049-08-25      | 2.2904%  | N/A     | $60707774.00       | $1412564.83        | Agency Collateralized Mortgage Obligation |
| FHLMC_4950F                                          | 2048-09-25      | 0.1000%  | N/A     | $6406947.00        | $4393.57           | Agency Collateralized Mortgage Obligation |
| FHLMC_5098D                                          | 2051-04-25      | 0.0000%  | N/A     | $52000000.00       | $5368.73           | Agency Collateralized Mortgage Obligation |
| FHLMC_5132A                                          | 2051-08-25      | 3.0000%  | N/A     | $50000000.00       | $3837257.90        | Agency Collateralized Mortgage Obligation |
| FHLMC_5136                                           | 2051-02-25      | 2.5000%  | N/A     | $43508000.00       | $3395004.24        | Agency Collateralized Mortgage Obligation |
| FHLMC_5138E                                          | 2047-09-25      | 0.0500%  | N/A     | $13991131.00       | $15270.03          | Agency Collateralized Mortgage Obligation |
| FHLMC_5171B                                          | 2051-12-25      | 3.0000%  | N/A     | $28028479.00       | $3561169.09        | Agency Collateralized Mortgage Obligation |
| FHLMC_5192C                                          | 2051-11-25      | 3.0000%  | N/A     | $38179206.00       | $2475400.04        | Agency Collateralized Mortgage Obligation |
| FHLMC_5297B                                          | 2053-03-25      | 6.0000%  | N/A     | $9044966.00        | $972021.16         | Agency Collateralized Mortgage Obligation |
| FHLMC_5331B                                          | 2053-07-25      | 2.3548%  | N/A     | $100000000.00      | $3431097.67        | Agency Collateralized Mortgage Obligation |
| FHLMC_5338E                                          | 2053-09-25      | 2.2848%  | N/A     | $100000000.00      | $3775842.05        | Agency Collateralized Mortgage Obligation |
| FHLMC_5352D                                          | 2053-11-25      | 0.0000%  | N/A     | $7142858.00        | $2473370.55        | Agency Collateralized Mortgage Obligation |
| FHLMC_5358A                                          | 2053-11-25      | 2.7548%  | N/A     | $12722076.00       | $503698.40         | Agency Collateralized Mortgage Obligation |
| FHLMC_5380                                           | 2054-02-25      | 0.6000%  | N/A     | $22562578.00       | $144962.07         | Agency Collateralized Mortgage Obligation |
| FHLMC_5394B                                          | 2054-03-25      | 3.3548%  | N/A     | $78809211.00       | $3329643.57        | Agency Collateralized Mortgage Obligation |
| FHLMC_5395A                                          | 2054-03-25      | 6.0000%  | N/A     | $10410354.00       | $1782075.59        | Agency Collateralized Mortgage Obligation |
| FHLMC_5412D                                          | 2054-05-25      | 0.0200%  | N/A     | $50000000.00       | $10455.42          | Agency Collateralized Mortgage Obligation |
| FHLMC_5422C                                          | 2049-10-25      | 2.2904%  | N/A     | $30403981.00       | $2530328.08        | Agency Collateralized Mortgage Obligation |
| FHLMC_5436                                           | 2054-07-25      | 3.4048%  | N/A     | $87500000.00       | $4476252.10        | Agency Collateralized Mortgage Obligation |
| FHLMC_5489B                                          | 2051-03-25      | 1.2500%  | N/A     | $19580512.00       | $12225395.62       | Agency Collateralized Mortgage Obligation |
| FHLMC_5504B                                          | 2055-02-25      | 0.1300%  | N/A     | $30000000.00       | $48838.52          | Agency Collateralized Mortgage Obligation |
| FHLMC_5504E                                          | 2054-02-25      | 2.7548%  | N/A     | $109076657.00      | $4255707.63        | Agency Collateralized Mortgage Obligation |
| FHLMC_5551A                                          | 2055-06-25      | 2.8048%  | N/A     | $50000000.00       | $3620626.25        | Agency Collateralized Mortgage Obligation |
| FHLMC_5581A                                          | 2054-04-25      | 0.1000%  | N/A     | $35896991.00       | $50130.78          | Agency Collateralized Mortgage Obligation |
| FHLMC_5591                                           | 2055-10-25      | 0.0000%  | N/A     | $23333334.00       | $15297188.37       | Agency Collateralized Mortgage Obligation |
| FHLMC_5591                                           | 2055-10-25      | 2.4048%  | N/A     | $60000000.00       | $3906337.26        | Agency Collateralized Mortgage Obligation |
| FHLMC_5602B                                          | 2052-11-25      | 6.0000%  | N/A     | $9753624.00        | $1813398.41        | Agency Collateralized Mortgage Obligation |
| FHLMC_5630A                                          | 2055-06-25      | 6.5000%  | N/A     | $7380270.00        | $1393522.61        | Agency Collateralized Mortgage Obligation |
| FHLMC_5632A                                          | 2056-02-25      | 0.0500%  | N/A     | $10000000.00       | $16269.23          | Agency Collateralized Mortgage Obligation |
| FHLMC_5639B                                          | 2056-03-25      | 4.4952%  | N/A     | $1140000.00        | $1081339.51        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5018                               | 2050-10-25      | 5.5000%  | N/A     | $25754366.00       | $1491099.21        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5069                               | 2041-02-25      | 3.5000%  | N/A     | $11377822.00       | $666879.48         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5097                               | 2051-04-25      | 0.5000%  | N/A     | $20408166.00       | $134419.99         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC GOLD                                     | 2044-03-01      | 3.5000%  | N/A     | $141000.00         | $23379.45          | Agency Mortgage-Backed Securities         |
| FREDDIE MAC GOLD                                     | 2030-06-01      | 3.0000%  | N/A     | $25000.00          | $1534.43           | Agency Mortgage-Backed Securities         |
| GNMA_03-41A                                          | 2033-05-20      | 3.9245%  | N/A     | $25000000.00       | $807.22            | Agency Collateralized Mortgage Obligation |
| GNMA_09-118A                                         | 2039-12-20      | 5.0000%  | N/A     | $2707000.00        | $2030497.67        | Agency Collateralized Mortgage Obligation |
| GNMA_13-34                                           | 2039-12-16      | 0.3500%  | N/A     | $18588118.00       | $2132.79           | Agency Collateralized Mortgage Obligation |
| GNMA_13-76                                           | 2043-05-20      | 3.5000%  | N/A     | $195884000.00      | $1064850.94        | Agency Collateralized Mortgage Obligation |
| GNMA_14-100                                          | 2044-07-20      | 0.0000%  | N/A     | $2626210.00        | $145675.65         | Agency Collateralized Mortgage Obligation |
| GNMA_14-37                                           | 2044-03-20      | 1.8345%  | N/A     | $90727657.00       | $437289.79         | Agency Collateralized Mortgage Obligation |
| GNMA_14-66                                           | 2044-05-16      | 1.8211%  | N/A     | $90187500.00       | $299576.46         | Agency Collateralized Mortgage Obligation |
| GNMA_14-94                                           | 2038-02-20      | 0.2000%  | N/A     | $20173198.00       | $3953.07           | Agency Collateralized Mortgage Obligation |
| GNMA_15-1                                            | 2045-01-20      | 1.8245%  | N/A     | $65131833.00       | $534703.69         | Agency Collateralized Mortgage Obligation |
| GNMA_15-152E                                         | 2045-08-20      | 0.2245%  | N/A     | $26566916.00       | $17631.04          | Agency Collateralized Mortgage Obligation |
| GNMA_15-165                                          | 2045-11-20      | 3.0000%  | N/A     | $6500656.00        | $7778843.95        | Agency Collateralized Mortgage Obligation |
| GNMA_16-1C                                           | 2046-01-20      | 2.4245%  | N/A     | $64912745.00       | $1112870.77        | Agency Collateralized Mortgage Obligation |
| GNMA_16-33G                                          | 2046-03-20      | 2.3245%  | N/A     | $86172451.00       | $1784855.91        | Agency Collateralized Mortgage Obligation |
| GNMA_16-42                                           | 2045-11-20      | 0.2207%  | N/A     | $32147304.00       | $207584.66         | Agency Collateralized Mortgage Obligation |
| GNMA_16-75H                                          | 2040-09-20      | 6.0000%  | N/A     | $25825640.00       | $271786.85         | Agency Collateralized Mortgage Obligation |
| GNMA_17-162F                                         | 2047-10-20      | 0.0000%  | N/A     | $125000000.00      | $335495.25         | Agency Collateralized Mortgage Obligation |
| GNMA_17-57B                                          | 2047-04-20      | 5.0000%  | N/A     | $25000000.00       | $511967.69         | Agency Collateralized Mortgage Obligation |
| GNMA_18-122A                                         | 2043-05-20      | 3.5000%  | N/A     | $46259539.00       | $1915421.07        | Agency Collateralized Mortgage Obligation |
| GNMA_19-110                                          | 2049-09-20      | 3.5000%  | N/A     | $127000000.00      | $3230547.21        | Agency Collateralized Mortgage Obligation |
| GNMA_19-140F                                         | 2049-11-20      | 5.5000%  | N/A     | $21703144.00       | $634951.73         | Agency Collateralized Mortgage Obligation |
| GNMA_19-153B                                         | 2049-12-20      | 2.2745%  | N/A     | $11185079.00       | $433207.59         | Agency Collateralized Mortgage Obligation |
| GNMA_20-102D                                         | 2050-07-20      | 2.4245%  | N/A     | $3328000.00        | $138162.11         | Agency Collateralized Mortgage Obligation |
| GNMA_20-167H                                         | 2050-11-20      | 2.5000%  | N/A     | $88686154.00       | $6225688.06        | Agency Collateralized Mortgage Obligation |
| GNMA_20-181B                                         | 2050-12-20      | 2.5000%  | N/A     | $164566847.00      | $13011873.48       | Agency Collateralized Mortgage Obligation |
| GNMA_20-1E                                           | 2050-01-20      | 2.2745%  | N/A     | $19880943.00       | $1448778.15        | Agency Collateralized Mortgage Obligation |
| GNMA_20-79H                                          | 2050-06-16      | 4.0000%  | N/A     | $70586435.00       | $5012991.09        | Agency Collateralized Mortgage Obligation |
| GNMA_21-116H                                         | 2051-07-20      | 3.5000%  | N/A     | $29374570.00       | $3673036.60        | Agency Collateralized Mortgage Obligation |
| GNMA_21-187E                                         | 2051-10-20      | 3.0000%  | N/A     | $1000.00           | $877.85            | Agency Collateralized Mortgage Obligation |
| GNMA_21-193E                                         | 2050-02-20      | 3.0000%  | N/A     | $29604166.00       | $1762691.88        | Agency Collateralized Mortgage Obligation |
| GNMA_21-193M                                         | 2050-09-20      | 2.5000%  | N/A     | $6609621.00        | $613741.97         | Agency Collateralized Mortgage Obligation |
| GNMA_21-225C                                         | 2050-03-20      | 0.0000%  | N/A     | $133302452.00      | $151288.97         | Agency Collateralized Mortgage Obligation |
| GNMA_21-24B                                          | 2051-02-20      | 2.5000%  | N/A     | $10129108.00       | $2716488.56        | Agency Collateralized Mortgage Obligation |
| GNMA_21-50E                                          | 2050-07-20      | 2.5000%  | N/A     | $23356444.00       | $1734653.45        | Agency Collateralized Mortgage Obligation |
| GNMA_22-175A                                         | 2052-08-20      | 5.0000%  | N/A     | $10620107.00       | $1377050.40        | Agency Collateralized Mortgage Obligation |
| GNMA_23-102E                                         | 2053-07-20      | 6.0000%  | N/A     | $15000000.00       | $18272194.95       | Agency Collateralized Mortgage Obligation |
| GNMA_23-107F                                         | 2053-07-20      | 6.0000%  | N/A     | $10000000.00       | $12180449.43       | Agency Collateralized Mortgage Obligation |
| GNMA_23-122C                                         | 2053-08-20      | 0.0500%  | N/A     | $40000000.00       | $18507.97          | Agency Collateralized Mortgage Obligation |
| GNMA_23-140C                                         | 2048-06-20      | 1.6063%  | N/A     | $9914899.00        | $596725.19         | Agency Collateralized Mortgage Obligation |
| GNMA_23-141A                                         | 2053-09-20      | 6.0000%  | N/A     | $8000000.00        | $9639779.63        | Agency Collateralized Mortgage Obligation |
| GNMA_23-149H                                         | 2052-03-20      | 3.0000%  | N/A     | $50074480.00       | $5122053.23        | Agency Collateralized Mortgage Obligation |
| GNMA_23-168A                                         | 2053-11-20      | 0.0100%  | N/A     | $50000000.00       | $3605.30           | Agency Collateralized Mortgage Obligation |
| GNMA_23-168C                                         | 2051-06-20      | 2.5000%  | N/A     | $94219428.00       | $8415697.64        | Agency Collateralized Mortgage Obligation |
| GNMA_23-168E                                         | 2051-10-20      | 3.0000%  | N/A     | $125328801.00      | $17461590.46       | Agency Collateralized Mortgage Obligation |
| GNMA_23-168F                                         | 2051-11-20      | 3.0000%  | N/A     | $50000000.00       | $6384350.90        | Agency Collateralized Mortgage Obligation |
| GNMA_23-22G                                          | 2053-01-20      | 6.0000%  | N/A     | $8333333.00        | $625077.04         | Agency Collateralized Mortgage Obligation |
| GNMA_23-59C                                          | 2051-12-20      | 0.1099%  | N/A     | $33039521.00       | $363861.23         | Agency Collateralized Mortgage Obligation |
| GNMA_23-69D                                          | 2053-05-20      | 0.1100%  | N/A     | $25000000.00       | $19856.89          | Agency Collateralized Mortgage Obligation |
| GNMA_23-82G                                          | 2053-06-20      | 2.3599%  | N/A     | $70000000.00       | $1661657.64        | Agency Collateralized Mortgage Obligation |
| GNMA_24-134C                                         | 2054-02-20      | 0.0100%  | N/A     | $24379061.00       | $4001.89           | Agency Collateralized Mortgage Obligation |
| GNMA_24-134F                                         | 2050-08-20      | 3.0000%  | N/A     | $115191544.00      | $16761010.08       | Agency Collateralized Mortgage Obligation |
| GNMA_24-134J                                         | 2053-12-20      | 0.2500%  | N/A     | $80188113.00       | $181249.10         | Agency Collateralized Mortgage Obligation |
| GNMA_24-134P                                         | 2054-07-20      | 0.1500%  | N/A     | $33174082.00       | $68401.88          | Agency Collateralized Mortgage Obligation |
| GNMA_24-142B                                         | 2054-09-20      | 0.0100%  | N/A     | $35000000.00       | $3581.06           | Agency Collateralized Mortgage Obligation |
| GNMA_24-142B                                         | 2054-09-20      | 1.6999%  | N/A     | $135000000.00      | $2482056.05        | Agency Collateralized Mortgage Obligation |
| GNMA_24-142D                                         | 2053-10-20      | 1.7799%  | N/A     | $250000000.00      | $4792730.55        | Agency Collateralized Mortgage Obligation |
| GNMA_24-142E                                         | 2054-09-20      | 1.7799%  | N/A     | $100000000.00      | $2160168.31        | Agency Collateralized Mortgage Obligation |
| GNMA_24-142Q                                         | 2053-10-20      | 1.8299%  | N/A     | $250000000.00      | $4915480.86        | Agency Collateralized Mortgage Obligation |
| GNMA_24-168D                                         | 2054-10-20      | 0.0300%  | N/A     | $25000000.00       | $11618.49          | Agency Collateralized Mortgage Obligation |
| GNMA_24-168D                                         | 2054-10-20      | 1.7799%  | N/A     | $125000000.00      | $2851082.00        | Agency Collateralized Mortgage Obligation |
| GNMA_24-168E                                         | 2051-06-20      | 3.0000%  | N/A     | $150990857.00      | $22101993.68       | Agency Collateralized Mortgage Obligation |
| GNMA_24-185B                                         | 2054-11-20      | 2.2999%  | N/A     | $100000000.00      | $4249218.27        | Agency Collateralized Mortgage Obligation |
| GNMA_24-203B                                         | 2054-12-20      | 2.4599%  | N/A     | $50000000.00       | $2219420.84        | Agency Collateralized Mortgage Obligation |
| GNMA_24-203C                                         | 2054-10-20      | 6.0000%  | N/A     | $3161608.00        | $887717.35         | Agency Collateralized Mortgage Obligation |
| GNMA_24-22B                                          | 2051-12-20      | 3.0000%  | N/A     | $70000000.00       | $4935141.41        | Agency Collateralized Mortgage Obligation |
| GNMA_24-22E                                          | 2050-09-20      | 0.0500%  | N/A     | $38974879.00       | $68729.17          | Agency Collateralized Mortgage Obligation |
| GNMA_24-22H                                          | 2054-02-20      | 6.5000%  | N/A     | $4615384.00        | $250951.00         | Agency Collateralized Mortgage Obligation |
| GNMA_24-22H                                          | 2054-02-20      | 0.0200%  | N/A     | $50000000.00       | $5782.74           | Agency Collateralized Mortgage Obligation |
| GNMA_24-22L                                          | 2043-02-16      | 0.7211%  | N/A     | $9801437.00        | $6577427.20        | Agency Collateralized Mortgage Obligation |
| GNMA_24-46A                                          | 2052-07-20      | 0.0000%  | N/A     | $80698946.00       | $280566.24         | Agency Collateralized Mortgage Obligation |
| GNMA_24-46A                                          | 2052-04-20      | 0.0599%  | N/A     | $17441727.00       | $113567.19         | Agency Collateralized Mortgage Obligation |
| GNMA_24-46A                                          | 2052-06-20      | 0.0000%  | N/A     | $26949694.00       | $45776.29          | Agency Collateralized Mortgage Obligation |
| GNMA_24-46B                                          | 2052-04-20      | 0.0000%  | N/A     | $281702770.00      | $766422.15         | Agency Collateralized Mortgage Obligation |
| GNMA_24-46F                                          | 2049-06-20      | 4.5000%  | N/A     | $30005441.00       | $7121779.13        | Agency Collateralized Mortgage Obligation |
| GNMA_24-46G                                          | 2054-03-20      | 1.6199%  | N/A     | $80000000.00       | $1765116.84        | Agency Collateralized Mortgage Obligation |
| GNMA_24-46G                                          | 2054-03-20      | 0.0600%  | N/A     | $50000000.00       | $47667.56          | Agency Collateralized Mortgage Obligation |
| GNMA_25-110D                                         | 2049-12-20      | 3.0000%  | N/A     | $5473270.00        | $884335.60         | Agency Collateralized Mortgage Obligation |
| GNMA_25-110E                                         | 2050-01-20      | 3.5000%  | N/A     | $7915951.00        | $3105383.61        | Agency Collateralized Mortgage Obligation |
| GNMA_25-110F                                         | 2051-05-20      | 2.5000%  | N/A     | $11153542.00       | $1531548.65        | Agency Collateralized Mortgage Obligation |
| GNMA_25-110G                                         | 2050-02-20      | 3.0000%  | N/A     | $13488571.00       | $1861381.00        | Agency Collateralized Mortgage Obligation |
| GNMA_25-122B                                         | 2055-07-20      | 2.8599%  | N/A     | $53342121.00       | $3467259.28        | Agency Collateralized Mortgage Obligation |
| GNMA_25-122C                                         | 2055-07-20      | 2.8599%  | N/A     | $84318800.00       | $6361606.53        | Agency Collateralized Mortgage Obligation |
| GNMA_25-124J                                         | 2065-07-20      | 2.2899%  | N/A     | $145000000.00      | $5228896.31        | Agency Collateralized Mortgage Obligation |
| GNMA_25-140A                                         | 2051-04-20      | 5.5000%  | N/A     | $8363636.00        | $721219.24         | Agency Collateralized Mortgage Obligation |
| GNMA_25-140B                                         | 2055-08-20      | 6.0000%  | N/A     | $708334.00         | $101508.45         | Agency Collateralized Mortgage Obligation |
| GNMA_25-140B                                         | 2054-11-20      | 6.0000%  | N/A     | $3435417.00        | $476033.74         | Agency Collateralized Mortgage Obligation |
| GNMA_25-155L                                         | 2055-09-20      | 5.0000%  | N/A     | $5000000.00        | $886716.36         | Agency Collateralized Mortgage Obligation |
| GNMA_25-157A                                         | 2055-09-20      | 6.0000%  | N/A     | $2087166.00        | $370025.36         | Agency Collateralized Mortgage Obligation |
| GNMA_25-157C                                         | 2055-07-20      | 6.0000%  | N/A     | $3285416.00        | $614939.95         | Agency Collateralized Mortgage Obligation |
| GNMA_25-178C                                         | 2052-03-20      | 6.0000%  | N/A     | $14743000.00       | $1857153.53        | Agency Collateralized Mortgage Obligation |
| GNMA_25-178K                                         | 2055-10-20      | 3.5599%  | N/A     | $46942333.00       | $4857114.77        | Agency Collateralized Mortgage Obligation |
| GNMA_25-178K                                         | 2055-10-20      | 6.0000%  | N/A     | $24173000.00       | $21367322.39       | Agency Collateralized Mortgage Obligation |
| GNMA_25-178L                                         | 2055-10-20      | 3.5599%  | N/A     | $45903667.00       | $4475560.52        | Agency Collateralized Mortgage Obligation |
| GNMA_25-216B                                         | 2055-12-20      | 3.6099%  | N/A     | $45114125.00       | $5354573.35        | Agency Collateralized Mortgage Obligation |
| GNMA_25-216C                                         | 2055-12-20      | 6.0000%  | N/A     | $26115000.00       | $23311143.80       | Agency Collateralized Mortgage Obligation |
| GNMA_25-216C                                         | 2055-12-20      | 3.6099%  | N/A     | $59045000.00       | $6647153.67        | Agency Collateralized Mortgage Obligation |
| GNMA_25-216D                                         | 2054-08-20      | 6.5000%  | N/A     | $3790940.00        | $580354.08         | Agency Collateralized Mortgage Obligation |
| GNMA_25-216G                                         | 2055-07-20      | 0.8099%  | N/A     | $196186019.00      | $1361194.32        | Agency Collateralized Mortgage Obligation |
| GNMA_25-39P                                          | 2050-06-20      | 2.2245%  | N/A     | $39175563.00       | $3642073.15        | Agency Collateralized Mortgage Obligation |
| GNMA_25-46B                                          | 2055-03-20      | 0.0700%  | N/A     | $50000000.00       | $86792.57          | Agency Collateralized Mortgage Obligation |
| GNMA_25-5B                                           | 2055-01-20      | 1.6099%  | N/A     | $77306893.00       | $2151906.99        | Agency Collateralized Mortgage Obligation |
| GNMA_25-5F                                           | 2053-07-20      | 0.0500%  | N/A     | $18475546.00       | $9310.54           | Agency Collateralized Mortgage Obligation |
| GNMA_25-5F                                           | 2053-06-20      | 0.2000%  | N/A     | $50422056.00       | $182819.45         | Agency Collateralized Mortgage Obligation |
| GNMA_25-5F                                           | 2053-08-20      | 2.3099%  | N/A     | $146894968.00      | $5209010.37        | Agency Collateralized Mortgage Obligation |
| GNMA_25-5F                                           | 2053-06-20      | 0.1000%  | N/A     | $54300345.00       | $54953.52          | Agency Collateralized Mortgage Obligation |
| GNMA_26-35E                                          | 2054-04-20      | 1.3499%  | N/A     | $129181479.00      | $3903041.50        | Agency Collateralized Mortgage Obligation |
| GNMA_26-65C                                          | 2055-03-20      | 0.1300%  | N/A     | $91888588.00       | $232764.00         | Agency Collateralized Mortgage Obligation |
| GNMA_26-65E                                          | 2056-04-20      | 2.0605%  | N/A     | $75000000.00       | $4542402.71        | Agency Collateralized Mortgage Obligation |
| GNMA_26-8G                                           | 2056-01-20      | 5.5000%  | N/A     | $1022000.00        | $934693.02         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-116 | 2040-09-20      | 2.8345%  | N/A     | $43058548.00       | $585792.22         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-26  | 2040-02-20      | 2.4745%  | N/A     | $100000.00         | $351.75            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-58  | 2051-02-20      | 3.0000%  | N/A     | $125558.00         | $9468.09           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-78A | 2051-05-20      | 3.0000%  | N/A     | $128832.00         | $9681.03           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-97  | 2050-08-20      | 3.0000%  | N/A     | $100000.00         | $8626.12           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-78  | 2051-08-20      | 3.0000%  | N/A     | $70000000.00       | $7466387.25        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-85E | 2051-05-20      | 3.0000%  | N/A     | $100000.00         | $10905.19          | Agency Collateralized Mortgage Obligation |

### Security 183: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BYJ3GBEN2
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 3/4 NOTE AC 26 | 2026-08-31      | 0.7500%  | N/A     | $91284600.00       | $90480675.38       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 27  | 2027-02-28      | 1.1250%  | N/A     | $900.00            | $882.11            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AK 29 | 2029-02-15      | 3.5000%  | N/A     | $1129000.00        | $1123586.10        | U.S. Treasuries (including strips) |
| 3 1/8 NOTE F 28  | 2028-11-15      | 3.1250%  | N/A     | $998600.00         | $992990.97         | U.S. Treasuries (including strips) |
| 3 3/8 NOTE BM 27 | 2027-12-31      | 3.3750%  | N/A     | $102945600.00      | $103168770.14      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 29  | 2029-12-31      | 3.8750%  | N/A     | $27200.00          | $27428.35          | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  | N/A     | $57211600.00       | $59205730.86       | U.S. Treasuries (including strips) |

### Security 184: Natixis SA

- **C.1 - Title:** Natixis SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: BYJ3GBEQ5
- **C.18 - Value (incl. sponsor support):** $55000000.00
- **C.18.a - Value (excl. sponsor support):** $55000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | N/A     | $100.00            | $89.40             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | N/A     | $500.00            | $498.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 4.8750%  | N/A     | $12820500.00       | $13088861.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | N/A     | $100.00            | $98.69             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | N/A     | $200.00            | $263.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | N/A     | $24892500.00       | $24301085.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | N/A     | $86800.00          | $104889.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | N/A     | $800.00            | $813.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-31      | 4.0000%  | N/A     | $2096700.00        | $2089559.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | N/A     | $2400.00           | $1747.07           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | N/A     | $100.00            | $89.18             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | N/A     | $13505000.00       | $13494601.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | N/A     | $3045200.00        | $3017103.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | N/A     | $300.00            | $300.53            | U.S. Treasuries (including strips) |

### Security 185: Natixis SA

- **C.1 - Title:** Natixis SA
- **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: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: BYJ3GBEX0
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.0000%  | N/A     | $43523904.00       | $33182270.81       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-04-01      | 4.5000%  | N/A     | $6145715.00        | $5935981.97        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-05-01      | 5.0000%  | N/A     | $12124079.00       | $12009103.67       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-06-01      | 6.2830%  | N/A     | $69782715.00       | $1829835.48        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | N/A     | $25386808.00       | $25390254.97       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-12-01      | 1.2700%  | N/A     | $5000000.00        | $3835228.35        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-05-01      | 4.6700%  | N/A     | $1000.00           | $1003.01           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-11-01      | 2.5300%  | N/A     | $5360000.00        | $4368548.39        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-02-01      | 2.3000%  | N/A     | $1467500.00        | $1373178.48        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                 | 2031-03-31      | 4.1250%  | N/A     | $74998200.00       | $75416026.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2026-08-15      | 1.5000%  | N/A     | $3985800.00        | $3971452.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2030-09-30      | 3.6250%  | N/A     | $100.00            | $98.62             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2026-09-30      | 0.8750%  | N/A     | $76264000.00       | $75413443.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2028-08-15      | 5.5000%  | N/A     | $4999700.00        | $5225136.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2048-08-15      | 3.0000%  | N/A     | $1583800.00        | $1158838.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2029-03-31      | 4.1250%  | N/A     | $27705500.00       | $27922465.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2027-02-28      | 1.8750%  | N/A     | $600.00            | $592.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2040-08-15      | 1.1250%  | N/A     | $200.00            | $124.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2029-06-30      | 4.2500%  | N/A     | $32356200.00       | $33072514.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2042-11-15      | 4.0000%  | N/A     | $7300.00           | $6686.53           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2043-05-15      | 2.8750%  | N/A     | $900000.00         | $697134.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2052-05-15      | 2.8750%  | N/A     | $4151400.00        | $2898937.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2032-05-15      | 2.8750%  | N/A     | $61883000.00       | $58417781.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2028-01-15      | 0.5000%  | N/A     | $200.00            | $263.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2026-11-30      | 4.2500%  | N/A     | $3735900.00        | $3812525.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2050-02-15      | 2.0000%  | N/A     | $7999800.00        | $4638511.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2052-11-15      | 4.0000%  | N/A     | $7000000.00        | $6074827.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2030-04-30      | 3.5000%  | N/A     | $300.00            | $294.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2056-02-15      | 4.7500%  | N/A     | $200.00            | $194.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2029-10-31      | 4.0000%  | N/A     | $100.00            | $100.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2031-07-31      | 4.1250%  | N/A     | $45671000.00       | $46193091.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2027-04-30      | 3.7500%  | N/A     | $69610000.00       | $69556400.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2026-10-15      | 0.1250%  | N/A     | $92458100.00       | $111726239.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2040-11-15      | 4.2500%  | N/A     | $4999500.00        | $4822687.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2027-01-31      | 1.5000%  | N/A     | $200.00            | $197.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2029-07-31      | 2.6250%  | N/A     | $10999900.00       | $10619674.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2030-12-31      | 3.6250%  | N/A     | $1200.00           | $1192.63           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2026-11-30      | 1.2500%  | N/A     | $900.00            | $891.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2029-07-15      | 0.2500%  | N/A     | $78588000.00       | $98119184.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2044-11-15      | 3.0000%  | N/A     | $9998700.00        | $7719365.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2027-09-30      | 4.1250%  | N/A     | $32999800.00       | $33204898.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2027-11-15      | 2.2500%  | N/A     | $100.00            | $98.53             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2046-02-15      | 1.0000%  | N/A     | $4999800.00        | $5131801.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2053-08-15      | 4.1250%  | N/A     | $4075900.00        | $3567685.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2030-08-15      | 0.6250%  | N/A     | $45560000.00       | $39536859.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2042-11-15      | 2.7500%  | N/A     | $100.00            | $76.66             | U.S. Treasuries (including strips) |

### Security 186: Nomura Securities International, Inc.

- **C.1 - Title:** Nomura Securities International, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: BYJ3GBES1
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2051-08-15      | 0.0000%  | N/A     | $51900.00          | $14188.94          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 0.0000%  | N/A     | $4700479.63        | $1695839.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 0.0000%  | N/A     | $2182100.50        | $1911928.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 0.0000%  | N/A     | $8232188.54        | $6022339.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 0.0000%  | N/A     | $155840.21         | $57750.02          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | N/A     | $79900.00          | $110342.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.0000%  | N/A     | $8263814.61        | $6866626.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 0.0000%  | N/A     | $49000.00          | $21809.41          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.0000%  | N/A     | $122600.00         | $47157.23          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 0.0000%  | N/A     | $0.56              | $0.52              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 0.0000%  | N/A     | $1000703.91        | $410158.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.0000%  | N/A     | $225200.00         | $86695.92          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | N/A     | $459200.00         | $453434.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 0.0000%  | N/A     | $375878.90         | $171701.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 0.0000%  | N/A     | $7370637.50        | $7013102.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.0000%  | N/A     | $107169.60         | $48133.94          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | N/A     | $17635200.00       | $17370434.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | N/A     | $14700.00          | $13991.50          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 0.0000%  | N/A     | $49200.00          | $44962.80          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 0.0000%  | N/A     | $216500.00         | $90575.59          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 0.0000%  | N/A     | $24405295.64       | $18521130.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 0.0000%  | N/A     | $60700.00          | $23997.81          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.0000%  | N/A     | $25001.72          | $10565.15          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | N/A     | $929800.00         | $896014.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 0.0000%  | N/A     | $150000.00         | $61863.15          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 0.0000%  | N/A     | $253556.96         | $243713.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 0.0000%  | N/A     | $170133.44         | $125985.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 0.0000%  | N/A     | $158687.51         | $68160.73          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 0.0000%  | N/A     | $39982895.04       | $29969019.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 0.0000%  | N/A     | $58100.00          | $27073.73          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 0.0000%  | N/A     | $212296.49         | $83280.52          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 0.0000%  | N/A     | $50516591.65       | $40133765.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | N/A     | $9162300.00        | $8722824.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 0.0000%  | N/A     | $169539.88         | $64648.61          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 0.0000%  | N/A     | $163297.00         | $68052.72          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 0.0000%  | N/A     | $17902073.21       | $14712263.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 0.0000%  | N/A     | $162187.40         | $71907.41          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 0.0000%  | N/A     | $45725287.10       | $45225966.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 0.0000%  | N/A     | $91800.00          | $69763.96          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.0000%  | N/A     | $127300.00         | $58376.47          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 0.0000%  | N/A     | $253397.54         | $102402.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 0.0000%  | N/A     | $157562.57         | $74090.17          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | N/A     | $66220500.00       | $53014160.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 0.0000%  | N/A     | $480000.00         | $187095.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.0000%  | N/A     | $134351.31         | $50488.55          | U.S. Treasuries (including strips) |

### Security 187: Nomura Securities International, Inc.

- **C.1 - Title:** Nomura Securities International, Inc.
- **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: N/A, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: BYJ3GBET9
- **C.18 - Value (incl. sponsor support):** $227000000.00
- **C.18.a - Value (excl. sponsor support):** $227000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SP 787262 C                      | 2051-02-20      | 0.0000%  | N/A     | $11425200.00       | $8639851.54        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787485 C                      | 2054-07-20      | 0.0000%  | N/A     | $99800.00          | $88919.76          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2061-01-15      | 5.0000%  | N/A     | $16198600.00       | $16343896.36       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-12-15      | 5.1300%  | N/A     | $10968300.00       | $11066324.41       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2061-03-15      | 4.8600%  | N/A     | $33600500.00       | $33826516.09       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2052-03-15      | 4.5000%  | N/A     | $631700.00         | $478343.78         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-06-20      | 4.0000%  | N/A     | $863600.00         | $756401.63         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 6.5000%  | N/A     | $1790900.00        | $1370386.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 5.0000%  | N/A     | $5227400.00        | $5226050.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 5.5000%  | N/A     | $942600.00         | $712699.44         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-12-20      | 5.5000%  | N/A     | $29999000.00       | $22611708.53       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-09-20      | 3.0000%  | N/A     | $2757910.00        | $2142739.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 5.0000%  | N/A     | $1381600.00        | $1381243.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-04-20      | 5.0000%  | N/A     | $119998000.00      | $89837198.08       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2063-07-20      | 3.0000%  | N/A     | $374900.00         | $320516.74         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-03-20      | 4.5000%  | N/A     | $77200.00          | $58160.33          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 5.0000%  | N/A     | $1633400.00        | $1627524.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2062-01-20      | 3.0000%  | N/A     | $433300.00         | $368866.24         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-05-20      | 5.5000%  | N/A     | $42785200.00       | $32343810.24       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-01-20      | 6.0000%  | N/A     | $192300.00         | $141004.39         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-10-20      | 4.0000%  | N/A     | $1169600.00        | $1042104.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-06-20      | 5.0000%  | N/A     | $97100.00          | $77100.26          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-12-20      | 4.5000%  | N/A     | $1011200.00        | $779914.69         | Agency Mortgage-Backed Securities |
| SHELL: GNMA GNII SP 786657 C               | 2053-04-20      | 0.0000%  | N/A     | $470500.00         | $352780.20         | Agency Mortgage-Backed Securities |

### Security 188: Societe Generale SA

- **C.1 - Title:** Societe Generale SA
- **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: N/A, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BYJ39BJA3
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-07-01      | 6.0000%  | N/A     | $50201672.00       | $32274685.04       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-09-01      | 6.0000%  | N/A     | $58937386.00       | $57474313.57       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-08-01      | 6.0000%  | N/A     | $60349504.00       | $62004790.29       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2056-04-01      | 5.0000%  | N/A     | $75909888.00       | $75369772.30       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-08-01      | 6.0000%  | N/A     | $76562960.00       | $65121270.75       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-05-01      | 7.0000%  | N/A     | $128097792.00      | $82666624.92       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-09-01      | 6.0000%  | N/A     | $104330240.00      | $98109898.16       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2049-06-01      | 3.5000%  | N/A     | $87507151.00       | $55720808.90       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-03-01      | 6.0000%  | N/A     | $69136123.00       | $58738524.16       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-09-01      | 5.5000%  | N/A     | $66360192.00       | $58532752.92       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-10-01      | 5.0000%  | N/A     | $120770071.00      | $90628345.99       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-07-15      | 4.5000%  | N/A     | $1000.00           | $24.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-02-15      | 3.0000%  | N/A     | $8280877.00        | $34527.84          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2050-02-15      | 3.0000%  | N/A     | $1000.00           | $679.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2042-02-15      | 3.5000%  | N/A     | $1560.00           | $44.07             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-06-15      | 2.5000%  | N/A     | $4453357.00        | $38078.57          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-01-15      | 6.5000%  | N/A     | $1000.00           | $45.21             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2042-09-15      | 3.0000%  | N/A     | $1001.00           | $124.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-04-15      | 6.0000%  | N/A     | $1000.00           | $19.09             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-01-15      | 2.5000%  | N/A     | $1000.00           | $13.70             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-12-15      | 4.9200%  | N/A     | $1000.00           | $1000.77           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-10-15      | 4.5000%  | N/A     | $1000.00           | $34.88             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2061-04-15      | 5.3000%  | N/A     | $1000.00           | $1015.48           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-03-15      | 4.5000%  | N/A     | $1000.00           | $32.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2043-02-15      | 3.0000%  | N/A     | $1000.00           | $136.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-06-15      | 4.5000%  | N/A     | $1000.00           | $227.40            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-09-15      | 4.0000%  | N/A     | $1000.00           | $59.32             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2043-03-15      | 3.0000%  | N/A     | $10581166.00       | $1703789.42        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2042-10-15      | 3.0000%  | N/A     | $4632.00           | $462.33            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-03-15      | 4.5000%  | N/A     | $1000.00           | $20.87             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-12-15      | 6.0000%  | N/A     | $1000.00           | $172.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-08-15      | 1.6600%  | N/A     | $7854805.00        | $218225.71         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-01-15      | 6.0000%  | N/A     | $1000.00           | $40.61             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2043-03-15      | 2.5000%  | N/A     | $1000.00           | $131.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-09-15      | 4.5000%  | N/A     | $2178521.00        | $122256.24         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2043-01-15      | 3.0000%  | N/A     | $1540025.00        | $273469.98         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-01-15      | 6.0000%  | N/A     | $1000.00           | $228.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-10-15      | 3.0000%  | N/A     | $3659068.00        | $94093.85          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-10-15      | 4.5000%  | N/A     | $1000.00           | $91.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2044-01-15      | 3.0000%  | N/A     | $1000.00           | $416.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2061-04-15      | 4.7300%  | N/A     | $1000.00           | $973.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-03-15      | 7.5000%  | N/A     | $1000.00           | $29.93             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-05-15      | 4.5000%  | N/A     | $1005.00           | $43.52             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2042-04-15      | 3.5000%  | N/A     | $1005.00           | $39.19             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2043-03-15      | 2.5000%  | N/A     | $144774.00         | $33712.54          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-07-20      | 3.5000%  | N/A     | $1004.00           | $31.81             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-02-20      | 6.0000%  | N/A     | $474215.00         | $50077.92          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-04-20      | 4.5000%  | N/A     | $669419.00         | $41812.84          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-10-20      | 4.0000%  | N/A     | $861000.00         | $88870.46          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-04-20      | 3.0000%  | N/A     | $284335.00         | $41546.79          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-10-20      | 2.5000%  | N/A     | $200000.00         | $74487.05          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2036-03-20      | 2.0000%  | N/A     | $1345000.00        | $511478.34         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 7.0000%  | N/A     | $1000.00           | $427.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-05-20      | 3.0000%  | N/A     | $769001.00         | $81387.62          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-11-20      | 4.5000%  | N/A     | $797048.00         | $56266.95          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-06-20      | 3.5000%  | N/A     | $2156448.00        | $149932.26         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-04-20      | 3.0000%  | N/A     | $4945917.00        | $702446.59         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-01-20      | 4.5000%  | N/A     | $1005.00           | $15.54             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-02-20      | 3.5000%  | N/A     | $1000.00           | $66.37             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2033-11-20      | 4.0000%  | N/A     | $227000.00         | $24801.66          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-04-20      | 6.0000%  | N/A     | $1000.00           | $530.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-05-20      | 3.5000%  | N/A     | $561000.00         | $61619.35          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 6.0000%  | N/A     | $1000.00           | $1036.27           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2036-12-20      | 1.5000%  | N/A     | $1000.00           | $483.75            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-04-20      | 3.5000%  | N/A     | $199023.00         | $78581.45          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-06-20      | 4.5000%  | N/A     | $2015.00           | $52.22             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-05-20      | 3.5000%  | N/A     | $7080.00           | $3130.77           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2037-07-20      | 6.0000%  | N/A     | $1000.00           | $9.64              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-12-20      | 4.0000%  | N/A     | $2144.00           | $645.44            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-02-20      | 3.5000%  | N/A     | $1726177.00        | $199864.20         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-09-20      | 3.0000%  | N/A     | $6014660.00        | $721520.78         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-10-20      | 2.5000%  | N/A     | $20897000.00       | $3562324.57        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-12-20      | 3.0000%  | N/A     | $2682259.00        | $404418.76         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-05-20      | 6.0000%  | N/A     | $220000.00         | $27311.58          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-07-20      | 3.5000%  | N/A     | $93296.00          | $9519.68           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-03-20      | 3.0000%  | N/A     | $1000.00           | $141.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 5.5000%  | N/A     | $1000.00           | $1037.97           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2027-11-20      | 2.5000%  | N/A     | $75704.00          | $1142.37           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-08-20      | 5.0000%  | N/A     | $85999.00          | $22494.57          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 5.5000%  | N/A     | $1000.00           | $1035.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-01-20      | 3.0000%  | N/A     | $3683.00           | $1290.81           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-04-20      | 4.0000%  | N/A     | $753186.00         | $63737.31          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-01-20      | 7.0000%  | N/A     | $1000.00           | $45.79             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-05-20      | 4.0000%  | N/A     | $1001000.00        | $52049.59          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-09-20      | 3.5000%  | N/A     | $1000.00           | $103.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2032-05-20      | 4.0000%  | N/A     | $1032884.00        | $127370.37         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-11-20      | 5.0000%  | N/A     | $4690848.00        | $598370.45         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-06-20      | 4.0000%  | N/A     | $285000.00         | $27499.73          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2036-04-20      | 2.0000%  | N/A     | $162147.00         | $64198.68          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-04-20      | 3.5000%  | N/A     | $1395000.00        | $96726.77          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-04-20      | 6.0000%  | N/A     | $1000.00           | $218.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-10-20      | 4.5000%  | N/A     | $1000.00           | $82.88             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-10-20      | 4.5000%  | N/A     | $643120.00         | $62323.28          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 6.0000%  | N/A     | $1000.00           | $1051.89           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-09-20      | 4.0000%  | N/A     | $1000.00           | $176.28            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-05-20      | 4.0000%  | N/A     | $14010447.00       | $9587439.95        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-05-20      | 6.5000%  | N/A     | $303000.00         | $41710.96          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-03-20      | 2.5000%  | N/A     | $1000.00           | $82.82             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-12-20      | 5.5000%  | N/A     | $3545921.00        | $169011.80         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-01-20      | 6.0000%  | N/A     | $1000.00           | $30.58             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-06-20      | 3.5000%  | N/A     | $286000.00         | $27611.76          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-08-20      | 6.0000%  | N/A     | $336000.00         | $43631.89          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-07-20      | 4.5000%  | N/A     | $1000.00           | $31.04             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-09-20      | 3.0000%  | N/A     | $1000.00           | $59.39             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-09-20      | 4.5000%  | N/A     | $1945194.00        | $167603.18         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2032-02-20      | 3.5000%  | N/A     | $1000.00           | $80.35             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-02-20      | 3.0000%  | N/A     | $1000.00           | $144.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-07-20      | 4.5000%  | N/A     | $292000.00         | $24847.85          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-03-20      | 4.0000%  | N/A     | $870686.00         | $72707.78          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-02-20      | 6.0000%  | N/A     | $1000.00           | $10.82             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-10-20      | 3.0000%  | N/A     | $2227903.00        | $1334692.55        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-07-20      | 5.5000%  | N/A     | $390000.00         | $29860.85          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-05-20      | 4.5000%  | N/A     | $1000.00           | $106.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2028-11-20      | 3.5000%  | N/A     | $1001.00           | $19.58             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-05-20      | 4.5000%  | N/A     | $1000.00           | $696.13            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2035-04-20      | 2.0000%  | N/A     | $643081.00         | $188006.00         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-01-20      | 4.5000%  | N/A     | $51526656.00       | $3190663.94        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 6.0000%  | N/A     | $1000.00           | $1044.49           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-06-20      | 4.0000%  | N/A     | $6713403.00        | $566979.60         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-03-20      | 3.5000%  | N/A     | $1000.00           | $92.24             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-05-20      | 5.5000%  | N/A     | $1000.00           | $23.97             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-05-20      | 4.5000%  | N/A     | $1000.00           | $183.53            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.5000%  | N/A     | $1000.00           | $706.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2028-12-20      | 2.5000%  | N/A     | $1046186.00        | $36666.94          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 6.5000%  | N/A     | $1000.00           | $1058.19           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-11-20      | 4.5000%  | N/A     | $299819.00         | $27263.41          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-06-20      | 3.5000%  | N/A     | $1999.00           | $204.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-11-20      | 4.5000%  | N/A     | $1000.00           | $46.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-01-20      | 3.0000%  | N/A     | $1000.00           | $134.00            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-02-20      | 3.0000%  | N/A     | $39189556.00       | $6160164.15        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.0000%  | N/A     | $1000.00           | $516.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-04-20      | 3.5000%  | N/A     | $3594024.00        | $227879.18         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-04-20      | 3.0000%  | N/A     | $38000384.00       | $16269676.65       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-11-20      | 3.0000%  | N/A     | $351928458.00      | $110849184.71      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-09-20      | 2.5000%  | N/A     | $68000.00          | $38300.98          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-11-20      | 3.0000%  | N/A     | $2972676.00        | $239139.73         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-06-20      | 3.0000%  | N/A     | $4000.00           | $2574.37           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 5.5000%  | N/A     | $1000.00           | $1035.76           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-09-20      | 3.5000%  | N/A     | $499000.00         | $54762.45          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-05-20      | 5.5000%  | N/A     | $1000.00           | $71.43             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-11-20      | 6.0000%  | N/A     | $1000.00           | $10.29             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-10-20      | 3.5000%  | N/A     | $600001.00         | $179883.17         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-02-20      | 3.5000%  | N/A     | $1000.00           | $242.46            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-10-20      | 3.0000%  | N/A     | $4884000.00        | $1532560.20        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-02-20      | 2.0000%  | N/A     | $1000.00           | $525.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-11-20      | 2.0000%  | N/A     | $1000.00           | $487.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-04-20      | 2.5000%  | N/A     | $32322.00          | $4090.13           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 5.5000%  | N/A     | $680765.00         | $696843.85         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-01-20      | 4.5000%  | N/A     | $1000.00           | $47.87             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.5000%  | N/A     | $1007.00           | $1029.79           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-10-20      | 4.0000%  | N/A     | $114875.00         | $21634.91          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-10-20      | 2.5000%  | N/A     | $208000.00         | $72630.85          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-09-20      | 4.0000%  | N/A     | $393372.00         | $35024.88          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-04-20      | 5.0000%  | N/A     | $47000.00          | $26991.75          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-08-20      | 3.5000%  | N/A     | $764000.00         | $34028.80          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2030-09-15      | 3.5000%  | N/A     | $875196.00         | $49956.23          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-08-20      | 4.0000%  | N/A     | $190152400.00      | $86322594.05       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-11-20      | 3.5000%  | N/A     | $1001.00           | $117.47            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-06-20      | 3.5000%  | N/A     | $4144774.00        | $891644.36         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-11-20      | 4.0000%  | N/A     | $150000.00         | $13091.48          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-11-20      | 4.5000%  | N/A     | $25362304.00       | $558616.84         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-11-20      | 4.0000%  | N/A     | $1000.00           | $102.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-06-20      | 3.5000%  | N/A     | $500000.00         | $32234.23          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 6.0000%  | N/A     | $1000.00           | $1054.03           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-09-20      | 3.5000%  | N/A     | $2700043.00        | $301226.79         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-08-20      | 3.0000%  | N/A     | $275135.00         | $34973.25          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-12-20      | 3.5000%  | N/A     | $340000.00         | $39841.46          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-08-20      | 3.5000%  | N/A     | $1001.00           | $34.82             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2029-04-20      | 4.0000%  | N/A     | $3252913.00        | $101240.36         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-12-20      | 3.5000%  | N/A     | $1244985.00        | $151240.32         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-02-20      | 3.5000%  | N/A     | $1000.00           | $251.22            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-07-20      | 5.5000%  | N/A     | $1046000.00        | $88350.55          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-04-20      | 2.5000%  | N/A     | $20000.00          | $12212.11          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-06-20      | 4.5000%  | N/A     | $11543047.00       | $961632.45         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-12-20      | 3.0000%  | N/A     | $1000.00           | $106.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-02-20      | 4.0000%  | N/A     | $437959026.00      | $41137799.66       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-04-20      | 4.5000%  | N/A     | $1000.00           | $776.65            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-04-20      | 3.0000%  | N/A     | $1000.00           | $96.62             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-06-20      | 3.0000%  | N/A     | $3281.00           | $1569.97           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2029-11-20      | 3.5000%  | N/A     | $1997990.00        | $60027.46          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-10-20      | 3.0000%  | N/A     | $1002.00           | $148.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-01-20      | 2.5000%  | N/A     | $750000.00         | $295724.56         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-03-20      | 3.0000%  | N/A     | $1001.00           | $99.76             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.0000%  | N/A     | $1000.00           | $623.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-04-20      | 3.5000%  | N/A     | $133000.00         | $13214.63          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-08-20      | 3.5000%  | N/A     | $1006.00           | $69.25             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-03-20      | 3.0000%  | N/A     | $1000.00           | $127.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-05-20      | 3.0000%  | N/A     | $15061267.00       | $3469668.38        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-11-20      | 3.0000%  | N/A     | $1522751.00        | $192685.14         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-02-20      | 3.5000%  | N/A     | $1000.00           | $223.78            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-06-20      | 3.0000%  | N/A     | $1909975.00        | $246752.14         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-05-20      | 4.0000%  | N/A     | $1045.00           | $91.12             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-07-20      | 3.0000%  | N/A     | $1000.00           | $121.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-11-20      | 3.5000%  | N/A     | $1205102.00        | $358741.08         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-04-20      | 4.5000%  | N/A     | $394002.00         | $31902.04          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-11-20      | 5.0000%  | N/A     | $3499037.00        | $200846.04         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-07-20      | 6.5000%  | N/A     | $1000.00           | $350.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-04-20      | 3.0000%  | N/A     | $5000.00           | $3176.88           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 5.5000%  | N/A     | $1000.00           | $1018.05           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-05-20      | 4.0000%  | N/A     | $1000.00           | $392.86            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-08-20      | 3.5000%  | N/A     | $500002.00         | $130224.95         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 6.0000%  | N/A     | $1000.00           | $1054.20           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-03-20      | 3.5000%  | N/A     | $390955.00         | $38572.39          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-05-20      | 3.0000%  | N/A     | $1000.00           | $463.10            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-10-20      | 3.5000%  | N/A     | $1666951168.00     | $189614851.14      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-05-20      | 3.5000%  | N/A     | $591701.00         | $58598.73          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 5.0000%  | N/A     | $1000.00           | $964.81            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-02-20      | 3.0000%  | N/A     | $169701.00         | $22569.15          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-10-20      | 3.5000%  | N/A     | $1098000.00        | $33210.31          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 5.5000%  | N/A     | $1243783.00        | $1266988.06        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-12-20      | 3.5000%  | N/A     | $3422.00           | $1115.03           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-10-20      | 3.0000%  | N/A     | $3795084.00        | $68328.87          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-04-20      | 3.0000%  | N/A     | $433401.00         | $87968.82          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-11-20      | 4.0000%  | N/A     | $1000.00           | $89.92             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-06-20      | 4.0000%  | N/A     | $13888.00          | $1279.50           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-01-20      | 3.0000%  | N/A     | $247164.00         | $41769.74          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.0000%  | N/A     | $1000.00           | $982.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-02-20      | 4.5000%  | N/A     | $119000.00         | $7631.63           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-04-20      | 5.0000%  | N/A     | $1000.00           | $30.55             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2030-12-20      | 2.5000%  | N/A     | $1000.00           | $54.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-05-20      | 4.5000%  | N/A     | $1000.00           | $11.72             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-12-20      | 3.0000%  | N/A     | $1000.00           | $163.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-07-20      | 6.0000%  | N/A     | $265000.00         | $29376.04          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 5.5000%  | N/A     | $1000.00           | $1020.81           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-08-20      | 3.0000%  | N/A     | $289000.00         | $37188.94          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-07-20      | 3.5000%  | N/A     | $1000.00           | $71.75             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-12-20      | 3.5000%  | N/A     | $1000.00           | $163.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-09-20      | 3.0000%  | N/A     | $16132276.00       | $8687302.13        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-05-20      | 3.5000%  | N/A     | $1000.00           | $67.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-05-20      | 4.0000%  | N/A     | $1000.00           | $89.73             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-03-20      | 4.0000%  | N/A     | $15669987.00       | $1217905.81        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-01-20      | 3.0000%  | N/A     | $2770993.00        | $368721.79         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2035-09-20      | 2.5000%  | N/A     | $500000.00         | $137631.73         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-03-20      | 4.5000%  | N/A     | $2000.00           | $257.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-12-20      | 3.5000%  | N/A     | $571385.00         | $63203.39          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-06-20      | 5.5000%  | N/A     | $1001.00           | $81.34             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-03-20      | 5.5000%  | N/A     | $1000.00           | $76.57             | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2047-11-15      | 2.7500%  | N/A     | $258964700.00      | $184056699.64      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2040-08-15      | 1.1250%  | N/A     | $162624000.00      | $100960186.76      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2051-05-15      | 2.3750%  | N/A     | $8800800.00        | $5539671.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2026-07-31      | 4.3750%  | N/A     | $3083100.00        | $3121195.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2032-08-31      | 3.8750%  | N/A     | $6911600.00        | $6832622.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2048-08-15      | 3.0000%  | N/A     | $100.00            | $73.17             | U.S. Treasuries (including strips) |

### Security 189: Societe Generale SA

- **C.1 - Title:** Societe Generale SA
- **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: N/A, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BYJ3GBEU6
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 5/8 BOND 45 | 2045-11-15      | 4.6250%  | N/A     | $208937500.00      | $204000006.74      | U.S. Treasuries (including strips) |

### Security 190: Societe Generale SA

- **C.1 - Title:** Societe Generale SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BYJ3GBEY8
- **C.18 - Value (incl. sponsor support):** $102000000.00
- **C.18.a - Value (excl. sponsor support):** $102000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | N/A     | $102685800.00      | $104040022.59      | U.S. Treasuries (including strips) |

### Security 191: Societe Generale SA

- **C.1 - Title:** Societe Generale SA
- **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: N/A, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BYJ3GD391
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | N/A     | $349346000.00      | $241447998.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | N/A     | $329530000.00      | $230112018.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | N/A     | $332543400.00      | $243316218.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | N/A     | $274496900.00      | $245388657.26      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | N/A     | $67912400.00       | $49793893.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | N/A     | $9969600.00        | $9941241.17        | U.S. Treasuries (including strips) |

### Security 192: Societe Generale SA

- **C.1 - Title:** Societe Generale SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BYJ3GD4H2
- **C.18 - Value (incl. sponsor support):** $603000000.00
- **C.18.a - Value (excl. sponsor support):** $603000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | N/A     | $95214400.00       | $96970153.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | N/A     | $246569200.00      | $248354592.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | N/A     | $264091200.00      | $269735344.06      | U.S. Treasuries (including strips) |

### Security 193: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC
- **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: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BYJ3GBF01
- **C.18 - Value (incl. sponsor support):** $451000000.00
- **C.18.a - Value (excl. sponsor support):** $451000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FREMF MORTGAGE TRUST FREMF_16-KS                     | 2026-08-25      | 1.0986%  | N/A     | $13600000.00       | $2143.93           | Agency Collateralized Mortgage Obligation |
| FRESB_24-S114                                        | 2034-05-25      | 0.6903%  | N/A     | $85575234.00       | $2925268.01        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-014 SB                                | 2053-01-20      | 0.0000%  | N/A     | $74687171.00       | $3801954.60        | Agency Mortgage-Backed Securities         |
| GNMA_11-151F                                         | 2041-06-16      | 2.3211%  | N/A     | $30430320.00       | $184235.95         | Agency Collateralized Mortgage Obligation |
| GNMA_12-94                                           | 2042-07-20      | 2.8245%  | N/A     | $15303443.00       | $297032.15         | Agency Collateralized Mortgage Obligation |
| GNMA_14-10                                           | 2044-01-16      | 2.2711%  | N/A     | $84838708.00       | $730236.10         | Agency Collateralized Mortgage Obligation |
| GNMA_14-158                                          | 2044-10-20      | 1.8245%  | N/A     | $40640899.00       | $275327.35         | Agency Collateralized Mortgage Obligation |
| GNMA_14-5                                            | 2043-06-16      | 3.0211%  | N/A     | $54541566.00       | $480707.70         | Agency Collateralized Mortgage Obligation |
| GNMA_14-5                                            | 2044-01-16      | 1.7711%  | N/A     | $32150000.00       | $152765.14         | Agency Collateralized Mortgage Obligation |
| GNMA_15-116                                          | 2045-08-16      | 2.4711%  | N/A     | $19327981.00       | $390255.91         | Agency Collateralized Mortgage Obligation |
| GNMA_15-46                                           | 2045-04-20      | 4.5000%  | N/A     | $26500000.00       | $397138.88         | Agency Collateralized Mortgage Obligation |
| GNMA_17-68B                                          | 2047-05-20      | 2.3745%  | N/A     | $42262930.00       | $1234022.20        | Agency Collateralized Mortgage Obligation |
| GNMA_18-139H                                         | 2048-10-20      | 2.3745%  | N/A     | $10077933.00       | $292852.82         | Agency Collateralized Mortgage Obligation |
| GNMA_18-153D                                         | 2048-10-20      | 4.5000%  | N/A     | $22298664.00       | $107755.58         | Agency Collateralized Mortgage Obligation |
| GNMA_18-21E                                          | 2048-02-16      | 2.4711%  | N/A     | $11651606.00       | $275663.38         | Agency Collateralized Mortgage Obligation |
| GNMA_18-29                                           | 2042-03-20      | 2.8245%  | N/A     | $20000000.00       | $453406.40         | Agency Collateralized Mortgage Obligation |
| GNMA_19-123S                                         | 2049-10-16      | 4.0000%  | N/A     | $8270539.00        | $341977.38         | Agency Collateralized Mortgage Obligation |
| GNMA_19-159K                                         | 2049-12-20      | 2.2245%  | N/A     | $38950437.00       | $1669027.25        | Agency Collateralized Mortgage Obligation |
| GNMA_19-42K                                          | 2049-04-20      | 2.2745%  | N/A     | $10500000.00       | $252436.18         | Agency Collateralized Mortgage Obligation |
| GNMA_19-43G                                          | 2049-02-20      | 4.5000%  | N/A     | $18153405.00       | $98093.23          | Agency Collateralized Mortgage Obligation |
| GNMA_19-65C                                          | 2045-10-20      | 3.0000%  | N/A     | $26666846.00       | $182226.39         | Agency Collateralized Mortgage Obligation |
| GNMA_19-71E                                          | 2049-06-20      | 2.3745%  | N/A     | $30000000.00       | $461056.80         | Agency Collateralized Mortgage Obligation |
| GNMA_20-039                                          | 2062-02-16      | 0.7883%  | N/A     | $140076734.00      | $3856113.24        | Agency Collateralized Mortgage Obligation |
| GNMA_20-127C                                         | 2050-08-20      | 3.0000%  | N/A     | $41662874.00       | $3321491.99        | Agency Collateralized Mortgage Obligation |
| GNMA_20-129K                                         | 2050-09-20      | 3.0000%  | N/A     | $40000000.00       | $3508091.72        | Agency Collateralized Mortgage Obligation |
| GNMA_20-146G                                         | 2050-10-20      | 2.5000%  | N/A     | $22351228.00       | $2146379.30        | Agency Collateralized Mortgage Obligation |
| GNMA_20-162F                                         | 2050-10-20      | 3.5000%  | N/A     | $24074733.00       | $1865329.63        | Agency Collateralized Mortgage Obligation |
| GNMA_20-164G                                         | 2050-11-20      | 2.5000%  | N/A     | $40726237.00       | $4156143.16        | Agency Collateralized Mortgage Obligation |
| GNMA_20-176D                                         | 2050-11-20      | 3.0000%  | N/A     | $59144366.00       | $5832553.28        | Agency Collateralized Mortgage Obligation |
| GNMA_20-185C                                         | 2050-12-20      | 2.5000%  | N/A     | $51918800.00       | $3684371.27        | Agency Collateralized Mortgage Obligation |
| GNMA_20-187F                                         | 2050-12-20      | 3.0000%  | N/A     | $11130983.00       | $1156201.42        | Agency Collateralized Mortgage Obligation |
| GNMA_20-61                                           | 2046-01-20      | 0.1221%  | N/A     | $88309852.00       | $108337.98         | Agency Collateralized Mortgage Obligation |
| GNMA_20-95M                                          | 2050-07-20      | 3.5000%  | N/A     | $32828440.00       | $2765172.84        | Agency Collateralized Mortgage Obligation |
| GNMA_20-96Q                                          | 2050-07-20      | 3.5000%  | N/A     | $4777553.00        | $321737.37         | Agency Collateralized Mortgage Obligation |
| GNMA_21-135G                                         | 2051-08-20      | 0.0000%  | N/A     | $22485125.00       | $109495.13         | Agency Collateralized Mortgage Obligation |
| GNMA_21-136G                                         | 2051-08-20      | 3.0000%  | N/A     | $33333333.00       | $2712791.91        | Agency Collateralized Mortgage Obligation |
| GNMA_21-138                                          | 2051-07-20      | 3.0000%  | N/A     | $26805699.00       | $2568110.31        | Agency Collateralized Mortgage Obligation |
| GNMA_21-139L                                         | 2051-08-20      | 3.0000%  | N/A     | $27691164.00       | $2779658.81        | Agency Collateralized Mortgage Obligation |
| GNMA_21-146E                                         | 2051-08-20      | 4.5000%  | N/A     | $8928283.00        | $720796.86         | Agency Collateralized Mortgage Obligation |
| GNMA_21-146M                                         | 2051-08-20      | 2.5000%  | N/A     | $11954523.00       | $1290876.36        | Agency Collateralized Mortgage Obligation |
| GNMA_21-146M                                         | 2050-07-20      | 2.5000%  | N/A     | $21864966.00       | $1321634.55        | Agency Collateralized Mortgage Obligation |
| GNMA_21-146M                                         | 2051-08-20      | 2.5000%  | N/A     | $18430239.00       | $1685320.68        | Agency Collateralized Mortgage Obligation |
| GNMA_21-158L                                         | 2051-09-20      | 3.0000%  | N/A     | $37516358.00       | $5233465.39        | Agency Collateralized Mortgage Obligation |
| GNMA_21-158Q                                         | 2051-09-20      | 2.5000%  | N/A     | $21014707.00       | $2017307.70        | Agency Collateralized Mortgage Obligation |
| GNMA_21-165A                                         | 2051-09-20      | 3.0000%  | N/A     | $32495166.00       | $2479821.88        | Agency Collateralized Mortgage Obligation |
| GNMA_21-182C                                         | 2051-10-20      | 2.5000%  | N/A     | $20982500.00       | $1330788.56        | Agency Collateralized Mortgage Obligation |
| GNMA_21-183                                          | 2063-01-16      | 0.8703%  | N/A     | $16434095.00       | $965827.33         | Agency Collateralized Mortgage Obligation |
| GNMA_21-1R                                           | 2045-10-20      | 3.5000%  | N/A     | $56913681.00       | $3052931.69        | Agency Collateralized Mortgage Obligation |
| GNMA_21-213K                                         | 2051-12-20      | 0.0000%  | N/A     | $73110457.00       | $580907.98         | Agency Collateralized Mortgage Obligation |
| GNMA_21-223C                                         | 2051-12-20      | 3.0000%  | N/A     | $32876786.00       | $4265445.68        | Agency Collateralized Mortgage Obligation |
| GNMA_21-225G                                         | 2051-12-20      | 2.0000%  | N/A     | $17381626.00       | $1465613.35        | Agency Collateralized Mortgage Obligation |
| GNMA_21-25A                                          | 2051-02-20      | 2.0000%  | N/A     | $37500000.00       | $3051738.90        | Agency Collateralized Mortgage Obligation |
| GNMA_21-30D                                          | 2051-02-20      | 2.0000%  | N/A     | $34218204.00       | $2491273.58        | Agency Collateralized Mortgage Obligation |
| GNMA_21-46F                                          | 2051-03-20      | 2.0000%  | N/A     | $18750000.00       | $1603108.21        | Agency Collateralized Mortgage Obligation |
| GNMA_21-49E                                          | 2051-03-20      | 2.5000%  | N/A     | $13600000.00       | $1234612.94        | Agency Collateralized Mortgage Obligation |
| GNMA_21-69A                                          | 2040-12-20      | 4.0000%  | N/A     | $15874035.00       | $1226710.13        | Agency Collateralized Mortgage Obligation |
| GNMA_21-78J                                          | 2051-05-20      | 3.5000%  | N/A     | $9116411.00        | $655666.06         | Agency Collateralized Mortgage Obligation |
| GNMA_21-86L                                          | 2051-05-20      | 4.5000%  | N/A     | $11465433.00       | $648464.43         | Agency Collateralized Mortgage Obligation |
| GNMA_21-96E                                          | 2051-06-20      | 2.5245%  | N/A     | $7091069.00        | $325248.71         | Agency Collateralized Mortgage Obligation |
| GNMA_21-96E                                          | 2051-06-20      | 2.5245%  | N/A     | $19218007.00       | $687036.77         | Agency Collateralized Mortgage Obligation |
| GNMA_21-98M                                          | 2051-06-20      | 2.5245%  | N/A     | $15458459.00       | $728247.94         | Agency Collateralized Mortgage Obligation |
| GNMA_21-9F                                           | 2051-01-20      | 2.5000%  | N/A     | $20000000.00       | $2278329.46        | Agency Collateralized Mortgage Obligation |
| GNMA_22-13                                           | 2063-01-16      | 0.8265%  | N/A     | $72450492.00       | $3963248.73        | Agency Collateralized Mortgage Obligation |
| GNMA_22-137L                                         | 2052-08-20      | 2.4099%  | N/A     | $30008158.00       | $1268972.51        | Agency Collateralized Mortgage Obligation |
| GNMA_22-146D                                         | 2052-08-20      | 2.3599%  | N/A     | $20250000.00       | $688106.38         | Agency Collateralized Mortgage Obligation |
| GNMA_22-154C                                         | 2052-09-20      | 2.3099%  | N/A     | $13000000.00       | $857552.46         | Agency Collateralized Mortgage Obligation |
| GNMA_22-155D                                         | 2050-10-20      | 2.5000%  | N/A     | $28868923.00       | $3246718.92        | Agency Collateralized Mortgage Obligation |
| GNMA_22-175D                                         | 2052-10-20      | 2.5599%  | N/A     | $15346397.00       | $1264413.31        | Agency Collateralized Mortgage Obligation |
| GNMA_22-179E                                         | 2051-09-20      | 2.5000%  | N/A     | $26752227.00       | $3031567.93        | Agency Collateralized Mortgage Obligation |
| GNMA_22-197B                                         | 2039-10-20      | 5.5000%  | N/A     | $6998807.00        | $331393.23         | Agency Collateralized Mortgage Obligation |
| GNMA_22-1J                                           | 2052-01-20      | 0.0000%  | N/A     | $115618016.00      | $230127.11         | Agency Collateralized Mortgage Obligation |
| GNMA_22-200B                                         | 2052-10-20      | 2.5099%  | N/A     | $10195615.00       | $589719.08         | Agency Collateralized Mortgage Obligation |
| GNMA_22-205F                                         | 2052-12-20      | 3.2099%  | N/A     | $32632614.00       | $2618149.34        | Agency Collateralized Mortgage Obligation |
| GNMA_22-205M                                         | 2052-12-20      | 2.6099%  | N/A     | $11750000.00       | $1019036.19        | Agency Collateralized Mortgage Obligation |
| GNMA_22-20B                                          | 2052-01-20      | 3.5000%  | N/A     | $31377047.00       | $2109930.34        | Agency Collateralized Mortgage Obligation |
| GNMA_22-213G                                         | 2050-08-20      | 2.5000%  | N/A     | $39927349.00       | $4348153.94        | Agency Collateralized Mortgage Obligation |
| GNMA_22-34H                                          | 2052-02-20      | 0.0000%  | N/A     | $150000000.00      | $304.93            | Agency Collateralized Mortgage Obligation |
| GNMA_22-36N                                          | 2051-09-20      | 3.0000%  | N/A     | $32233227.00       | $3796388.98        | Agency Collateralized Mortgage Obligation |
| GNMA_22-56A                                          | 2052-03-20      | 0.0000%  | N/A     | $166000000.00      | $454622.17         | Agency Collateralized Mortgage Obligation |
| GNMA_22-60K                                          | 2051-02-20      | 3.0000%  | N/A     | $45809601.00       | $5290866.56        | Agency Collateralized Mortgage Obligation |
| GNMA_22-66H                                          | 2052-04-20      | 0.0499%  | N/A     | $100000000.00      | $1327523.50        | Agency Collateralized Mortgage Obligation |
| GNMA_22-95                                           | 2063-01-16      | 0.3725%  | N/A     | $136013608.00      | $4346020.66        | Agency Collateralized Mortgage Obligation |
| GNMA_23-113B                                         | 2053-08-20      | 6.5000%  | N/A     | $623077.00         | $63122.03          | Agency Collateralized Mortgage Obligation |
| GNMA_23-114B                                         | 2053-08-20      | 2.3499%  | N/A     | $41496655.00       | $1130516.31        | Agency Collateralized Mortgage Obligation |
| GNMA_23-122B                                         | 2053-08-20      | 3.0599%  | N/A     | $20593000.00       | $1635791.54        | Agency Collateralized Mortgage Obligation |
| GNMA_23-131L                                         | 2063-09-20      | 2.8099%  | N/A     | $64892616.00       | $1397694.84        | Agency Collateralized Mortgage Obligation |
| GNMA_23-133A                                         | 2053-09-20      | 2.8599%  | N/A     | $103858665.00      | $4294359.89        | Agency Collateralized Mortgage Obligation |
| GNMA_23-137A                                         | 2053-09-20      | 2.1099%  | N/A     | $75000000.00       | $1192955.57        | Agency Collateralized Mortgage Obligation |
| GNMA_23-154E                                         | 2053-01-20      | 1.9599%  | N/A     | $61391018.00       | $2194141.33        | Agency Collateralized Mortgage Obligation |
| GNMA_23-19A                                          | 2053-02-20      | 6.0000%  | N/A     | $2000000.00        | $166618.89         | Agency Collateralized Mortgage Obligation |
| GNMA_23-20C                                          | 2053-02-20      | 2.6399%  | N/A     | $30000000.00       | $2179955.85        | Agency Collateralized Mortgage Obligation |
| GNMA_23-29                                           | 2065-02-16      | 0.8847%  | N/A     | $50032342.00       | $3441030.22        | Agency Collateralized Mortgage Obligation |
| GNMA_23-44                                           | 2063-01-16      | 1.1184%  | N/A     | $107955814.00      | $8231512.91        | Agency Collateralized Mortgage Obligation |
| GNMA_23-56H                                          | 2053-04-20      | 3.2599%  | N/A     | $50000000.00       | $756049.04         | Agency Collateralized Mortgage Obligation |
| GNMA_23-65C                                          | 2053-05-20      | 2.5099%  | N/A     | $56699998.00       | $2438485.11        | Agency Collateralized Mortgage Obligation |
| GNMA_23-70K                                          | 2052-08-20      | 4.0000%  | N/A     | $56461446.00       | $5704022.63        | Agency Collateralized Mortgage Obligation |
| GNMA_23-74                                           | 2063-01-16      | 1.0228%  | N/A     | $66912675.00       | $4743877.23        | Agency Collateralized Mortgage Obligation |
| GNMA_23-75A                                          | 2053-05-20      | 1.7599%  | N/A     | $200000000.00      | $2771711.27        | Agency Collateralized Mortgage Obligation |
| GNMA_23-76B                                          | 2053-05-20      | 1.9099%  | N/A     | $110913710.00      | $2930116.53        | Agency Collateralized Mortgage Obligation |
| GNMA_23-7A                                           | 2053-01-20      | 2.5599%  | N/A     | $55555555.00       | $2460751.28        | Agency Collateralized Mortgage Obligation |
| GNMA_23-82D                                          | 2053-06-20      | 2.4099%  | N/A     | $14105893.00       | $1018229.52        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H05C                                         | 2072-04-20      | 0.7361%  | N/A     | $74820800.00       | $3538651.73        | Agency Collateralized Mortgage Obligation |
| GNMA_24-112C                                         | 2054-07-20      | 2.9599%  | N/A     | $29766153.00       | $2397659.16        | Agency Collateralized Mortgage Obligation |
| GNMA_24-125E                                         | 2054-08-20      | 3.0099%  | N/A     | $30100000.00       | $2781085.56        | Agency Collateralized Mortgage Obligation |
| GNMA_24-126L                                         | 2054-08-20      | 3.0099%  | N/A     | $25100000.00       | $2174239.30        | Agency Collateralized Mortgage Obligation |
| GNMA_24-127L                                         | 2035-05-20      | 6.0000%  | N/A     | $7089196.00        | $1038082.01        | Agency Collateralized Mortgage Obligation |
| GNMA_24-137B                                         | 2054-08-20      | 2.5599%  | N/A     | $71904761.00       | $4670348.01        | Agency Collateralized Mortgage Obligation |
| GNMA_24-142H                                         | 2052-11-20      | 0.9099%  | N/A     | $18653942.00       | $259023.91         | Agency Collateralized Mortgage Obligation |
| GNMA_24-149E                                         | 2054-09-20      | 3.0599%  | N/A     | $37500000.00       | $3128911.41        | Agency Collateralized Mortgage Obligation |
| GNMA_24-155G                                         | 2054-09-20      | 2.3999%  | N/A     | $65692570.00       | $3605049.08        | Agency Collateralized Mortgage Obligation |
| GNMA_24-156B                                         | 2066-07-16      | 1.1140%  | N/A     | $72086662.00       | $5749113.32        | Agency Collateralized Mortgage Obligation |
| GNMA_24-159C                                         | 2054-10-20      | 1.8599%  | N/A     | $34493453.00       | $1534259.04        | Agency Collateralized Mortgage Obligation |
| GNMA_24-159F                                         | 2064-10-20      | 1.9099%  | N/A     | $192270000.00      | $2304547.39        | Agency Collateralized Mortgage Obligation |
| GNMA_24-171A                                         | 2054-10-20      | 1.8799%  | N/A     | $60000000.00       | $2459307.59        | Agency Collateralized Mortgage Obligation |
| GNMA_24-180G                                         | 2064-11-20      | 1.8099%  | N/A     | $50000000.00       | $1303469.97        | Agency Collateralized Mortgage Obligation |
| GNMA_24-181P                                         | 2054-11-20      | 1.7599%  | N/A     | $50000000.00       | $1016811.85        | Agency Collateralized Mortgage Obligation |
| GNMA_24-181U                                         | 2054-11-20      | 0.9599%  | N/A     | $70000000.00       | $1002452.70        | Agency Collateralized Mortgage Obligation |
| GNMA_24-184D                                         | 2054-11-20      | 2.9599%  | N/A     | $7629641.00        | $424704.99         | Agency Collateralized Mortgage Obligation |
| GNMA_24-184S                                         | 2054-11-20      | 2.3599%  | N/A     | $19535580.00       | $993840.46         | Agency Collateralized Mortgage Obligation |
| GNMA_24-193B                                         | 2066-07-16      | 1.2243%  | N/A     | $73928789.00       | $6478928.07        | Agency Collateralized Mortgage Obligation |
| GNMA_24-204F                                         | 2054-12-20      | 2.4099%  | N/A     | $64600000.00       | $4538752.78        | Agency Collateralized Mortgage Obligation |
| GNMA_24-20H                                          | 2054-02-20      | 1.6599%  | N/A     | $75000000.00       | $2183482.20        | Agency Collateralized Mortgage Obligation |
| GNMA_24-46P                                          | 2053-08-20      | 0.5000%  | N/A     | $42063213.00       | $318307.07         | Agency Collateralized Mortgage Obligation |
| GNMA_24-48B                                          | 2064-03-20      | 1.6599%  | N/A     | $100000000.00      | $839374.28         | Agency Collateralized Mortgage Obligation |
| GNMA_24-51C                                          | 2054-03-20      | 1.6599%  | N/A     | $50000000.00       | $1622782.61        | Agency Collateralized Mortgage Obligation |
| GNMA_24-51D                                          | 2064-03-20      | 2.1199%  | N/A     | $105000000.00      | $1091457.61        | Agency Collateralized Mortgage Obligation |
| GNMA_24-58G                                          | 2064-04-20      | 1.6599%  | N/A     | $125000000.00      | $1497630.67        | Agency Collateralized Mortgage Obligation |
| GNMA_24-61G                                          | 2054-04-20      | 1.6724%  | N/A     | $32167911.00       | $669764.95         | Agency Collateralized Mortgage Obligation |
| GNMA_24-79D                                          | 2064-05-20      | 1.5599%  | N/A     | $200000000.00      | $1670780.61        | Agency Collateralized Mortgage Obligation |
| GNMA_24-79G                                          | 2054-05-20      | 1.6099%  | N/A     | $100000000.00      | $3181990.13        | Agency Collateralized Mortgage Obligation |
| GNMA_24-79G                                          | 2054-05-20      | 3.6099%  | N/A     | $42086484.00       | $2849951.74        | Agency Collateralized Mortgage Obligation |
| GNMA_24-8D                                           | 2054-01-20      | 2.8099%  | N/A     | $22807423.00       | $1426317.01        | Agency Collateralized Mortgage Obligation |
| GNMA_24-8E                                           | 2053-08-20      | 2.5099%  | N/A     | $28997426.00       | $1653438.38        | Agency Collateralized Mortgage Obligation |
| GNMA_25-105M                                         | 2055-06-20      | 2.8099%  | N/A     | $25000000.00       | $2270670.43        | Agency Collateralized Mortgage Obligation |
| GNMA_25-114K                                         | 2055-07-20      | 1.5099%  | N/A     | $85000000.00       | $2289089.67        | Agency Collateralized Mortgage Obligation |
| GNMA_25-116E                                         | 2055-07-20      | 2.2399%  | N/A     | $100000000.00      | $5945941.82        | Agency Collateralized Mortgage Obligation |
| GNMA_25-116Q                                         | 2055-07-20      | 2.2599%  | N/A     | $48358601.00       | $2515221.87        | Agency Collateralized Mortgage Obligation |
| GNMA_25-119C                                         | 2055-07-20      | 3.4599%  | N/A     | $43530630.00       | $4699953.82        | Agency Collateralized Mortgage Obligation |
| GNMA_25-120E                                         | 2054-09-20      | 1.5599%  | N/A     | $132565800.00      | $3312844.44        | Agency Collateralized Mortgage Obligation |
| GNMA_25-120E                                         | 2053-10-20      | 2.5099%  | N/A     | $3531090.00        | $140348.16         | Agency Collateralized Mortgage Obligation |
| GNMA_25-120E                                         | 2055-05-20      | 6.5000%  | N/A     | $5618800.00        | $697830.09         | Agency Collateralized Mortgage Obligation |
| GNMA_25-120E                                         | 2053-12-20      | 3.2099%  | N/A     | $27347312.00       | $1300794.04        | Agency Collateralized Mortgage Obligation |
| GNMA_25-120E                                         | 2054-02-20      | 1.9599%  | N/A     | $4815231.00        | $147376.87         | Agency Collateralized Mortgage Obligation |
| GNMA_25-120F                                         | 2055-02-20      | 6.0000%  | N/A     | $11219982.00       | $1412043.46        | Agency Collateralized Mortgage Obligation |
| GNMA_25-120F                                         | 2055-03-20      | 2.3599%  | N/A     | $816001.00         | $35178.84          | Agency Collateralized Mortgage Obligation |
| GNMA_25-120F                                         | 2055-02-20      | 2.1599%  | N/A     | $90769393.00       | $3627611.52        | Agency Collateralized Mortgage Obligation |
| GNMA_25-120F                                         | 2053-05-20      | 2.5099%  | N/A     | $135604420.00      | $6277286.69        | Agency Collateralized Mortgage Obligation |
| GNMA_25-120H                                         | 2049-04-20      | 4.5000%  | N/A     | $1703253.00        | $208640.75         | Agency Collateralized Mortgage Obligation |
| GNMA_25-124F                                         | 2055-07-20      | 2.8599%  | N/A     | $5629979.00        | $413176.86         | Agency Collateralized Mortgage Obligation |
| GNMA_25-127D                                         | 2055-07-20      | 0.1000%  | N/A     | $169486772.00      | $435663.27         | Agency Collateralized Mortgage Obligation |
| GNMA_25-135D                                         | 2055-08-20      | 2.2799%  | N/A     | $100000000.00      | $6178004.55        | Agency Collateralized Mortgage Obligation |
| GNMA_25-137F                                         | 2065-08-20      | 2.3099%  | N/A     | $153173021.00      | $4103933.94        | Agency Collateralized Mortgage Obligation |
| GNMA_25-139R                                         | 2055-08-20      | 2.3099%  | N/A     | $50000000.00       | $4021728.06        | Agency Collateralized Mortgage Obligation |
| GNMA_25-14                                           | 2066-03-16      | 0.5561%  | N/A     | $102371893.00      | $5175699.15        | Agency Collateralized Mortgage Obligation |
| GNMA_25-152F                                         | 2055-09-20      | 2.2599%  | N/A     | $43246524.00       | $3118334.51        | Agency Collateralized Mortgage Obligation |
| GNMA_25-157E                                         | 2052-11-20      | 6.0000%  | N/A     | $850000.00         | $84454.60          | Agency Collateralized Mortgage Obligation |
| GNMA_25-157H                                         | 2055-09-20      | 3.0099%  | N/A     | $24320909.00       | $2059473.72        | Agency Collateralized Mortgage Obligation |
| GNMA_25-157H                                         | 2055-09-20      | 6.0000%  | N/A     | $1083333.00        | $181621.14         | Agency Collateralized Mortgage Obligation |
| GNMA_25-157H                                         | 2055-03-20      | 6.0000%  | N/A     | $1010519.00        | $155967.60         | Agency Collateralized Mortgage Obligation |
| GNMA_25-166B                                         | 2066-03-16      | 0.9454%  | N/A     | $73968836.00       | $5730097.81        | Agency Collateralized Mortgage Obligation |
| GNMA_25-168C                                         | 2055-10-20      | 2.9599%  | N/A     | $50000000.00       | $4639115.04        | Agency Collateralized Mortgage Obligation |
| GNMA_25-188M                                         | 2053-02-20      | 6.5000%  | N/A     | $423077.00         | $60174.72          | Agency Collateralized Mortgage Obligation |
| GNMA_25-190B                                         | 2055-11-20      | 3.5599%  | N/A     | $30000000.00       | $3130411.53        | Agency Collateralized Mortgage Obligation |
| GNMA_25-194G                                         | 2047-05-20      | 5.5000%  | N/A     | $988910.00         | $95193.79          | Agency Collateralized Mortgage Obligation |
| GNMA_25-194H                                         | 2050-08-20      | 6.0000%  | N/A     | $763125.00         | $83450.73          | Agency Collateralized Mortgage Obligation |
| GNMA_25-195C                                         | 2066-03-16      | 0.9627%  | N/A     | $97844779.00       | $7911904.90        | Agency Collateralized Mortgage Obligation |
| GNMA_25-198D                                         | 2055-11-20      | 1.8399%  | N/A     | $67342036.00       | $2934962.25        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1CC                                          | 2055-01-20      | 2.2799%  | N/A     | $46000000.00       | $3895445.52        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1Q                                           | 2055-01-20      | 2.3099%  | N/A     | $16800000.00       | $1260277.14        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1S                                           | 2055-01-20      | 1.6099%  | N/A     | $30000000.00       | $1045514.97        | Agency Collateralized Mortgage Obligation |
| GNMA_25-208N                                         | 2055-12-20      | 1.8599%  | N/A     | $57841227.00       | $3575452.00        | Agency Collateralized Mortgage Obligation |
| GNMA_25-20A                                          | 2055-01-20      | 2.3299%  | N/A     | $40790443.00       | $2290801.46        | Agency Collateralized Mortgage Obligation |
| GNMA_25-216K                                         | 2055-08-20      | 5.5000%  | N/A     | $1150989.00        | $233914.76         | Agency Collateralized Mortgage Obligation |
| GNMA_25-216K                                         | 2055-01-20      | 5.5000%  | N/A     | $136364.00         | $25913.81          | Agency Collateralized Mortgage Obligation |
| GNMA_25-22L                                          | 2053-11-20      | 2.9599%  | N/A     | $10436638.00       | $258777.32         | Agency Collateralized Mortgage Obligation |
| GNMA_25-2K                                           | 2055-01-20      | 2.3199%  | N/A     | $40532251.00       | $2858122.42        | Agency Collateralized Mortgage Obligation |
| GNMA_25-2K                                           | 2055-01-20      | 2.3199%  | N/A     | $27259840.00       | $2671142.02        | Agency Collateralized Mortgage Obligation |
| GNMA_25-38                                           | 2062-01-16      | 0.6433%  | N/A     | $50000000.00       | $1700468.47        | Agency Collateralized Mortgage Obligation |
| GNMA_25-60A                                          | 2055-03-20      | 2.3099%  | N/A     | $56307526.00       | $3941924.34        | Agency Collateralized Mortgage Obligation |
| GNMA_25-60A                                          | 2055-04-20      | 2.3099%  | N/A     | $28108243.00       | $2681286.55        | Agency Collateralized Mortgage Obligation |
| GNMA_25-60A                                          | 2055-04-20      | 2.3099%  | N/A     | $26019713.00       | $2150741.18        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69G                                          | 2055-04-20      | 2.9599%  | N/A     | $8719664.00        | $516773.25         | Agency Collateralized Mortgage Obligation |
| GNMA_25-69J                                          | 2055-04-20      | 1.7099%  | N/A     | $121538462.00      | $1760133.90        | Agency Collateralized Mortgage Obligation |
| GNMA_25-83C                                          | 2055-05-20      | 2.1599%  | N/A     | $18252054.00       | $1107569.89        | Agency Collateralized Mortgage Obligation |
| GNMA_25-85D                                          | 2055-05-20      | 1.5299%  | N/A     | $59334036.00       | $1239476.76        | Agency Collateralized Mortgage Obligation |
| GNMA_25-94B                                          | 2066-07-16      | 0.9323%  | N/A     | $39268705.00       | $2922998.13        | Agency Collateralized Mortgage Obligation |
| GNMA_25-99D                                          | 2055-06-20      | 2.3099%  | N/A     | $50000000.00       | $3659852.06        | Agency Collateralized Mortgage Obligation |
| GNMA_26-20B                                          | 2066-03-16      | 0.9734%  | N/A     | $105867998.00      | $8827029.02        | Agency Collateralized Mortgage Obligation |
| GNMA_26-24B                                          | 2056-02-20      | 1.4599%  | N/A     | $40430931.00       | $2406527.27        | Agency Collateralized Mortgage Obligation |
| GNMA_26-26H                                          | 2056-02-20      | 1.4599%  | N/A     | $65006058.00       | $2683978.37        | Agency Collateralized Mortgage Obligation |
| GNMA_26-35F                                          | 2056-02-20      | 5.5000%  | N/A     | $10330818.00       | $2444384.02        | Agency Collateralized Mortgage Obligation |
| GNMA_26-35F                                          | 2050-07-20      | 5.5000%  | N/A     | $372727.00         | $48843.84          | Agency Collateralized Mortgage Obligation |
| GNMA_26-35F                                          | 2056-02-20      | 2.0599%  | N/A     | $64563877.00       | $4564826.68        | Agency Collateralized Mortgage Obligation |
| GNMA_26-39B                                          | 2065-12-16      | 1.0016%  | N/A     | $65530710.00       | $5873107.50        | Agency Collateralized Mortgage Obligation |
| GNMA_26-45G                                          | 2056-03-20      | 2.0099%  | N/A     | $51180549.00       | $4986694.84        | Agency Collateralized Mortgage Obligation |
| GNMA_26-45J                                          | 2056-03-20      | 1.2599%  | N/A     | $33333333.00       | $1241263.01        | Agency Collateralized Mortgage Obligation |
| GNMA_26-49J                                          | 2056-03-20      | 2.0099%  | N/A     | $54327032.00       | $3931292.75        | Agency Collateralized Mortgage Obligation |
| GNMA_26-50K                                          | 2056-03-20      | 0.6299%  | N/A     | $110000000.00      | $1261352.00        | Agency Collateralized Mortgage Obligation |
| GNMA_26-50K                                          | 2056-03-20      | 0.6599%  | N/A     | $40000000.00       | $476090.71         | Agency Collateralized Mortgage Obligation |
| GNMA_26-53F                                          | 2056-03-20      | 6.0000%  | N/A     | $7984833.00        | $1625612.30        | Agency Collateralized Mortgage Obligation |
| GNMA_26-53F                                          | 2056-03-20      | 6.0000%  | N/A     | $10216667.00       | $2114749.13        | Agency Collateralized Mortgage Obligation |
| GNMA_26-5L                                           | 2055-12-20      | 2.0599%  | N/A     | $48812559.00       | $3391129.25        | Agency Collateralized Mortgage Obligation |
| GNMA_26-62C                                          | 2056-04-20      | 2.0609%  | N/A     | $20932213.00       | $1998994.13        | Agency Collateralized Mortgage Obligation |
| GNMA_26-62C                                          | 2056-04-20      | 2.0609%  | N/A     | $34852045.00       | $3149177.15        | Agency Collateralized Mortgage Obligation |
| GNMA_26-65F                                          | 2056-04-20      | 1.1882%  | N/A     | $16707856.00       | $1088584.58        | Agency Collateralized Mortgage Obligation |
| GNMA_26-65J                                          | 2056-04-20      | 2.0105%  | N/A     | $66197500.00       | $4337490.61        | Agency Collateralized Mortgage Obligation |
| GNMA_26-67L                                          | 2056-04-20      | 1.3609%  | N/A     | $75000000.00       | $4992676.25        | Agency Collateralized Mortgage Obligation |
| GNMA_26-68C                                          | 2056-03-20      | 3.5899%  | N/A     | $61479622.00       | $6124611.21        | Agency Collateralized Mortgage Obligation |
| GNMA_26-78C                                          | 2056-04-20      | 1.9978%  | N/A     | $82624804.00       | $4991194.34        | Agency Collateralized Mortgage Obligation |
| GNMA_26-8F                                           | 2055-11-20      | 5.5000%  | N/A     | $701554.00         | $140317.99         | Agency Collateralized Mortgage Obligation |
| GNMA_41-97B                                          | 2054-12-20      | 2.2599%  | N/A     | $28950646.00       | $1350979.27        | Agency Collateralized Mortgage Obligation |
| GNMA_41-97BB                                         | 2054-12-20      | 3.0099%  | N/A     | $18058427.00       | $996932.31         | Agency Collateralized Mortgage Obligation |
| GNMA_41-97Z                                          | 2054-12-20      | 2.3599%  | N/A     | $75000000.00       | $5062964.50        | Agency Collateralized Mortgage Obligation |
| GNMA_51-56R                                          | 2055-09-20      | 1.0599%  | N/A     | $100000000.00      | $3178875.63        | Agency Collateralized Mortgage Obligation |
| GNMA_51-71N                                          | 2055-10-20      | 1.0599%  | N/A     | $75000000.00       | $2045665.22        | Agency Collateralized Mortgage Obligation |
| GNR_23-53                                            | 2053-04-20      | 2.6099%  | N/A     | $21165334.00       | $1689582.70        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2044-08-20      | 1.8245%  | N/A     | $82403000.00       | $664383.86         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-167 | 2050-11-20      | 2.0000%  | N/A     | $54680654.00       | $3492891.33        | Agency Collateralized Mortgage Obligation |

### Security 194: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC
- **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: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BYJ3GBF19
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | N/A     | $5073500.00        | $5100073.15        | U.S. Treasuries (including strips) |

### Security 195: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BYJ3GBF27
- **C.18 - Value (incl. sponsor support):** $18000000.00
- **C.18.a - Value (excl. sponsor support):** $18000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | N/A     | $11035400.00       | $11111602.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | N/A     | $7177500.00        | $7248406.17        | U.S. Treasuries (including strips) |

### Security 196: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SW8, C.4 - ISIN: US912797SW88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2986680693.43
- **C.18.a - Value (excl. sponsor support):** $2986680693.43
- **C.19 - Percentage of Net Assets:** 1.5600%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 197: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TF4, C.4 - ISIN: US912797TF47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $175010116.47
- **C.18.a - Value (excl. sponsor support):** $175010116.47
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 198: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RS8, C.4 - ISIN: US912797RS85, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5321445436.64
- **C.18.a - Value (excl. sponsor support):** $5321445436.64
- **C.19 - Percentage of Net Assets:** 2.7800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 199: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2498639065.19
- **C.18.a - Value (excl. sponsor support):** $2498639065.19
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 3.4600%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 200: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UH8, C.4 - ISIN: US912797UH83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $965668.16
- **C.18.a - Value (excl. sponsor support):** $965668.16
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-09-24
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 201: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TD9, C.4 - ISIN: US912797TD98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $901914069.85
- **C.18.a - Value (excl. sponsor support):** $901914069.85
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 202: U.S. Treasury Bills

- **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):** $1010769373.47
- **C.18.a - Value (excl. sponsor support):** $1010769373.47
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 203: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TX5, C.4 - ISIN: US912797TX52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1750597176.94
- **C.18.a - Value (excl. sponsor support):** $1750597176.94
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 204: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SA6, C.4 - ISIN: US912797SA68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $230227917.11
- **C.18.a - Value (excl. sponsor support):** $230227917.11
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 205: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UT2, C.4 - ISIN: US912797UT22, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3983026852.08
- **C.18.a - Value (excl. sponsor support):** $3983026852.08
- **C.19 - Percentage of Net Assets:** 2.0800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-08-11
- **C.12 - Maturity Date (WAL):** 2026-08-11
- **C.13 - Final Legal Maturity Date:** 2026-08-11
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 206: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TS6, C.4 - ISIN: US912797TS67, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $769356228.82
- **C.18.a - Value (excl. sponsor support):** $769356228.82
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.4600%
- **C.11 - Maturity Date (WAM):** 2026-05-19
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 207: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TW7, C.4 - ISIN: US912797TW79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2702414125.97
- **C.18.a - Value (excl. sponsor support):** $2702414125.97
- **C.19 - Percentage of Net Assets:** 1.4100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 208: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.4 - ISIN: US912797SX61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2815163822.44
- **C.18.a - Value (excl. sponsor support):** $2815163822.44
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 209: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TC1, C.4 - ISIN: US912797TC16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2860189762.71
- **C.18.a - Value (excl. sponsor support):** $2860189762.71
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-12-24
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 210: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UD7, C.4 - ISIN: US912797UD79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1863660814.83
- **C.18.a - Value (excl. sponsor support):** $1863660814.83
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2027-03-18
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 211: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UF2, C.4 - ISIN: US912797UF28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1564353827.40
- **C.18.a - Value (excl. sponsor support):** $1564353827.40
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-09-10
- **C.12 - Maturity Date (WAL):** 2026-09-10
- **C.13 - Final Legal Maturity Date:** 2026-09-10
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 212: U.S. Treasury Bills

- **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):** $422810567.47
- **C.18.a - Value (excl. sponsor support):** $422810567.47
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 213: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1237753617.87
- **C.18.a - Value (excl. sponsor support):** $1237753617.87
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 214: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TM9, C.4 - ISIN: US912797TM97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2222101884.61
- **C.18.a - Value (excl. sponsor support):** $2222101884.61
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2027-01-21
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 215: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TV9, C.4 - ISIN: US912797TV96, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $961140097.51
- **C.18.a - Value (excl. sponsor support):** $961140097.51
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2027-02-18
- **C.12 - Maturity Date (WAL):** 2027-02-18
- **C.13 - Final Legal Maturity Date:** 2027-02-18
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 216: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TT4, C.4 - ISIN: US912797TT41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $33915354.28
- **C.18.a - Value (excl. sponsor support):** $33915354.28
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-05-26
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 217: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TE7, C.4 - ISIN: US912797TE71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2828073169.74
- **C.18.a - Value (excl. sponsor support):** $2828073169.74
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 218: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UJ4, C.4 - ISIN: US912797UJ40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $14250492.81
- **C.18.a - Value (excl. sponsor support):** $14250492.81
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-10-08
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 219: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $601721955.99
- **C.18.a - Value (excl. sponsor support):** $601721955.99
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.3800%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 220: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDK4, C.4 - ISIN: US91282CDK45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $131618744.70
- **C.18.a - Value (excl. sponsor support):** $131618744.70
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 221: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1369658073.75
- **C.18.a - Value (excl. sponsor support):** $1369658073.75
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 222: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMY4, C.4 - ISIN: US91282CMY48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $900006448.41
- **C.18.a - Value (excl. sponsor support):** $900006448.41
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2027-04-30
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 223: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPX3, C.4 - ISIN: US91282CPX38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $471043897.20
- **C.18.a - Value (excl. sponsor support):** $471043897.20
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-31
- **C.13 - Final Legal Maturity Date:** 2028-01-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 224: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMP3, C.4 - ISIN: US91282CMP31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1361717407.15
- **C.18.a - Value (excl. sponsor support):** $1361717407.15
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 225: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2671840238.84
- **C.18.a - Value (excl. sponsor support):** $2671840238.84
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 226: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJT9, C.4 - ISIN: US91282CJT99, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $188051937.50
- **C.18.a - Value (excl. sponsor support):** $188051937.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2027-01-15
- **C.12 - Maturity Date (WAL):** 2027-01-15
- **C.13 - Final Legal Maturity Date:** 2027-01-15
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 227: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2056835044.48
- **C.18.a - Value (excl. sponsor support):** $2056835044.48
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 228: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CET4, C.4 - ISIN: US91282CET45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $32196320.31
- **C.18.a - Value (excl. sponsor support):** $32196320.31
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2027-04-30
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 229: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLS8, C.4 - ISIN: US91282CLS88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $83770995.10
- **C.18.a - Value (excl. sponsor support):** $83770995.10
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 230: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828R36, C.4 - ISIN: US912828R366, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $265699356.23
- **C.18.a - Value (excl. sponsor support):** $265699356.23
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 231: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1469011256.57
- **C.18.a - Value (excl. sponsor support):** $1469011256.57
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 232: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **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):** $8008881.92
- **C.18.a - Value (excl. sponsor support):** $8008881.92
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 233: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEF4, C.4 - ISIN: US91282CEF41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $197762500.00
- **C.18.a - Value (excl. sponsor support):** $197762500.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 234: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CME8, C.4 - ISIN: US91282CME83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $615480999.99
- **C.18.a - Value (excl. sponsor support):** $615480999.99
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 235: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828ZS2, C.4 - ISIN: US912828ZS21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $204637968.75
- **C.18.a - Value (excl. sponsor support):** $204637968.75
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2027-04-30
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 236: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPG0, C.4 - ISIN: US91282CPG05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1862251458.15
- **C.18.a - Value (excl. sponsor support):** $1862251458.15
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 237: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3116513203.44
- **C.18.a - Value (excl. sponsor support):** $3116513203.44
- **C.19 - Percentage of Net Assets:** 1.6300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 238: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMV0, C.4 - ISIN: US91282CMV09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $787486700.00
- **C.18.a - Value (excl. sponsor support):** $787486700.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 239: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMH1, C.4 - ISIN: US91282CMH15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $267444885.10
- **C.18.a - Value (excl. sponsor support):** $267444885.10
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 240: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1501816981.23
- **C.18.a - Value (excl. sponsor support):** $1501816981.23
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 241: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKA8, C.4 - ISIN: US91282CKA89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $35900687.50
- **C.18.a - Value (excl. sponsor support):** $35900687.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-02-15
- **C.12 - Maturity Date (WAL):** 2027-02-15
- **C.13 - Final Legal Maturity Date:** 2027-02-15
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 242: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **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):** $824044280.56
- **C.18.a - Value (excl. sponsor support):** $824044280.56
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 243: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEC1, C.4 - ISIN: US91282CEC10, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $488007254.36
- **C.18.a - Value (excl. sponsor support):** $488007254.36
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 244: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEN7, C.4 - ISIN: US91282CEN74, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $257432726.36
- **C.18.a - Value (excl. sponsor support):** $257432726.36
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2027-04-30
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 245: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $182652547.10
- **C.18.a - Value (excl. sponsor support):** $182652547.10
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 246: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKE0, C.4 - ISIN: US91282CKE02, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $711430067.66
- **C.18.a - Value (excl. sponsor support):** $711430067.66
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-03-15
- **C.12 - Maturity Date (WAL):** 2027-03-15
- **C.13 - Final Legal Maturity Date:** 2027-03-15
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 247: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYDXTD3X4
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | N/A     | $139733000.00      | $144603443.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | N/A     | $118385900.00      | $122385873.36      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | N/A     | $502577600.00      | $509315221.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.6250%  | N/A     | $501778100.00      | $498695463.66      | U.S. Treasuries (including strips) |

### Security 248: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC
- **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: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYJ3GBF35
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 6.0000%  | N/A     | $4130158.00        | $4228686.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.5000%  | N/A     | $993847.00         | $871314.22         | Agency Mortgage-Backed Securities |

### Security 249: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYJ3GBF43
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | N/A     | $233458446.00      | $234415625.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | N/A     | $227796275.00      | $230625265.14      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | N/A     | $26032286.00       | $26735963.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | N/A     | $72741480.00       | $69223163.43       | U.S. Treasuries (including strips) |

### Security 250: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYJ3GBF68
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 3/8 NOTE C 29 | 2029-05-15      | 2.3750%  | N/A     | $105633000.00      | $102000057.61      | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** BlackRock Liquidity Funds

**Date:** 2026-05-06

**By:** Chuck Pulsfort

**Name of Signing Officer:** Chuck Pulsfort

**Title of Signing Officer:** Assistant Treasurer