# EDGAR Filing Document

**Accession Number:** 0001227155
**File Stem:** 0001410368-25-021518
**Filing Date:** 2025-11
**Character Count:** 1850907
**Document Hash:** 429ad98a674c9c13c2392b14e5c56874
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-021518.hdr.sgml**: 20251107

**ACCESSION NUMBER**: 0001410368-25-021518

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251107

**DATE AS OF CHANGE**: 20251107

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21339
- **FILM NUMBER:** 251462343

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

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

## Series and Classes Contracts Data

### Government Portfolio (Series ID: S000004148)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000011654 | Administrative Class       | MGOXX           |
| C000011655 | Advisory Class             | MAYXX           |
| C000011656 | Institutional Class        | MVRXX           |
| C000011657 | Investor Class             | MVVXX           |
| C000011658 | Participant Class          | MPCXX           |
| C000011659 | Institutional Select Class | MGSXX           |
| C000017907 | Cash Management Class      | MSGXX           |
| C000167931 | Select Class               | MSDXX           |
| C000227505 | CastleOak Share Class      | COSXX           |
| C000234745 | Impact Class               | IMPXX           |
| C000248673 | Impact Partner Class       | IPGXX           |
| C000248991 | Advisor Class              | MALXX           |
| C000263898 | Institutional Plus Class   | MPXXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-10-31

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

**CIK Number of Registrant:** 0001227155

**LEI of Registrant:** 5493000A332Y142SOW84

**Name of Series:** Government Portfolio

**LEI of Series:** 549300BI6Y5SI6BYPB26

**EDGAR Series Identifier:** S000004148

**Total number of share classes in the series:** 13

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

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

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

### Service Providers
| Role                          | Details                                                          | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | Morgan Stanley Investment Management, Inc.                       | 801-15757         |
| Independent Public Accountant | Ernst & Young  LLP<br>City: Boston<br>State: MA                  |  |
| Administrator                 | Morgan Stanley Investment Management, Inc.                       |  |
| Transfer Agent                | SS&C Global Investor & Distribution Solutions<br>CIK: 0000027048 | 084-00448         |

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 42 days

- **WAL:** 109 days

- **Total Value of Portfolio Securities:** $164204182219.14

- **Amortized Cost of Portfolio Securities:** $164176955744.56

- **Cash:** $9238565185.83

- **Total Other Assets:** $1604652432.89

- **Total Liabilities:** $1994603669.27

- **Net Assets of Series:** $173025569694.02

- **Number of Shares Outstanding (Series):** 173058914340.7140

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-10-01 | $98479650831.15           | $142780963123.40           | 58.0100%                  | 84.1000%                   |
| 2025-10-02 | $95219804858.81           | $140536957477.58           | 56.5900%                  | 83.5300%                   |
| 2025-10-03 | $95030623793.01           | $140286917821.46           | 56.4900%                  | 83.4000%                   |
| 2025-10-06 | $97286620189.82           | $104019061653.50           | 57.5000%                  | 83.4900%                   |
| 2025-10-07 | $93885180461.04           | $141677630615.96           | 55.3800%                  | 83.5700%                   |
| 2025-10-08 | $95858572870.49           | $141060716678.71           | 56.6900%                  | 83.4200%                   |
| 2025-10-09 | $93711533577.08           | $141063993277.95           | 55.4100%                  | 83.4100%                   |
| 2025-10-10 | $93668497462.15           | $138847587128.68           | 56.1100%                  | 83.1700%                   |
| 2025-10-14 | $94897517393.60           | $142526746628.49           | 55.0100%                  | 82.6100%                   |
| 2025-10-15 | $94287572742.02           | $139467378537.62           | 55.4800%                  | 82.0700%                   |
| 2025-10-16 | $89660644648.74           | $136241479691.15           | 53.7800%                  | 81.7200%                   |
| 2025-10-17 | $87349834357.52           | $133635627558.17           | 53.2100%                  | 81.4100%                   |
| 2025-10-20 | $89827149171.76           | $135050154721.14           | 54.3100%                  | 81.6500%                   |
| 2025-10-21 | $89698773384.07           | $136530069206.09           | 53.7500%                  | 81.8100%                   |
| 2025-10-22 | $87466585315.16           | $132905419439.48           | 53.5300%                  | 81.3300%                   |
| 2025-10-23 | $87815373827.58           | $135604387822.23           | 52.9600%                  | 81.7900%                   |
| 2025-10-24 | $88245227135.11           | $135977706423.27           | 53.0900%                  | 81.8100%                   |
| 2025-10-27 | $96447466692.20           | $142969439946.41           | 56.1000%                  | 83.1600%                   |
| 2025-10-28 | $95601326724.56           | $142124547340.58           | 55.8800%                  | 83.0800%                   |
| 2025-10-29 | $103386651866.24          | $145405674200.24           | 59.3800%                  | 83.5100%                   |
| 2025-10-30 | $99000323828.26           | $144994365405.88           | 56.8700%                  | 83.2800%                   |
| 2025-10-31 | $98340010210.54           | $147019341396.52           | 56.1800%                  | 83.9900%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-10-01 | 4.2000%             |
| 2025-10-02 | 4.2000%             |
| 2025-10-03 | 4.1900%             |
| 2025-10-06 | 4.1900%             |
| 2025-10-07 | 4.1800%             |
| 2025-10-08 | 4.1800%             |
| 2025-10-09 | 4.1700%             |
| 2025-10-10 | 4.1600%             |
| 2025-10-14 | 4.1600%             |
| 2025-10-15 | 4.1600%             |
| 2025-10-16 | 4.1700%             |
| 2025-10-17 | 4.1900%             |
| 2025-10-20 | 4.1900%             |
| 2025-10-21 | 4.1900%             |
| 2025-10-22 | 4.1900%             |
| 2025-10-23 | 4.1900%             |
| 2025-10-24 | 4.1800%             |
| 2025-10-27 | 4.1900%             |
| 2025-10-28 | 4.1900%             |
| 2025-10-29 | 4.2000%             |
| 2025-10-30 | 4.1900%             |
| 2025-10-31 | 4.1500%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-10-01 | 1.0001                      |
|  |  |
| 2025-10-02 | 1.0001                      |
|  |  |
| 2025-10-03 | 1.0000                      |
|  |  |
| 2025-10-06 | 1.0000                      |
|  |  |
| 2025-10-07 | 1.0000                      |
|  |  |
| 2025-10-08 | 1.0000                      |
|  |  |
| 2025-10-09 | 1.0000                      |
|  |  |
| 2025-10-10 | 1.0000                      |
|  |  |
| 2025-10-14 | 1.0000                      |
|  |  |
| 2025-10-15 | 1.0000                      |
|  |  |
| 2025-10-16 | 1.0001                      |
|  |  |
| 2025-10-17 | 1.0000                      |
|  |  |
| 2025-10-20 | 1.0000                      |
|  |  |
| 2025-10-21 | 1.0000                      |
|  |  |
| 2025-10-22 | 1.0000                      |
|  |  |
| 2025-10-23 | 1.0000                      |
|  |  |
| 2025-10-24 | 1.0000                      |
|  |  |
| 2025-10-27 | 1.0000                      |
|  |  |
| 2025-10-28 | 1.0001                      |
|  |  |
| 2025-10-29 | 1.0000                      |
|  |  |
| 2025-10-30 | 1.0000                      |
|  |  |
| 2025-10-31 | 1.0000                      |
|  |  |

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

### Class: Administrative Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $719036303.88

- **Number of Shares Outstanding:** 719120134.3600

- **Expense Reimbursement/Waiver:** 41328.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0002          |
|  |  |
| 2025-10-02 | 1.0002          |
|  |  |
| 2025-10-03 | 1.0001          |
|  |  |
| 2025-10-06 | 1.0001          |
|  |  |
| 2025-10-07 | 1.0001          |
|  |  |
| 2025-10-08 | 1.0001          |
|  |  |
| 2025-10-09 | 1.0001          |
|  |  |
| 2025-10-10 | 1.0001          |
|  |  |
| 2025-10-14 | 1.0001          |
|  |  |
| 2025-10-15 | 1.0001          |
|  |  |
| 2025-10-16 | 1.0002          |
|  |  |
| 2025-10-17 | 1.0001          |
|  |  |
| 2025-10-20 | 1.0002          |
|  |  |
| 2025-10-21 | 1.0001          |
|  |  |
| 2025-10-22 | 1.0001          |
|  |  |
| 2025-10-23 | 1.0001          |
|  |  |
| 2025-10-24 | 1.0001          |
|  |  |
| 2025-10-27 | 1.0001          |
|  |  |
| 2025-10-28 | 1.0001          |
|  |  |
| 2025-10-29 | 1.0001          |
|  |  |
| 2025-10-30 | 1.0001          |
|  |  |
| 2025-10-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $6533209.49               | $11577.93               |
| 2025-10-02 | $67880171.04              | $0.00                   |
| 2025-10-03 | $1882648.24               | $0.00                   |
| 2025-10-06 | $573397.66                | $1209053.87             |
| 2025-10-07 | $38880.67                 | $958705.50              |
| 2025-10-08 | $34894.63                 | $1038700.56             |
| 2025-10-09 | $54611.22                 | $5317036.45             |
| 2025-10-10 | $137477.03                | $1290828.17             |
| 2025-10-14 | $17879.55                 | $5366671.93             |
| 2025-10-15 | $3533427.43               | $105784.78              |
| 2025-10-16 | $2583008.13               | $0.00                   |
| 2025-10-17 | $31564.47                 | $283862.30              |
| 2025-10-20 | $157446.81                | $535948.95              |
| 2025-10-21 | $34350.61                 | $3698.90                |
| 2025-10-22 | $5323645.99               | $580.94                 |
| 2025-10-23 | $21115.03                 | $18655601.32            |
| 2025-10-24 | $129420.14                | $111187.00              |
| 2025-10-27 | $378845.90                | $110504364.97           |
| 2025-10-28 | $331228.87                | $10693.75               |
| 2025-10-29 | $53591.79                 | $246876.75              |
| 2025-10-30 | $21136.61                 | $382054.71              |
| 2025-10-31 | $705124.68                | $0.00                   |

**Total Gross Subscriptions (Month):** $90457075.99

**Total Gross Redemptions (Month):** $146033228.78

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 3.9000%           |
| 2025-10-02 | 3.9000%           |
| 2025-10-03 | 3.8900%           |
| 2025-10-06 | 3.8900%           |
| 2025-10-07 | 3.8800%           |
| 2025-10-08 | 3.8800%           |
| 2025-10-09 | 3.8700%           |
| 2025-10-10 | 3.8600%           |
| 2025-10-14 | 3.8600%           |
| 2025-10-15 | 3.8700%           |
| 2025-10-16 | 3.8700%           |
| 2025-10-17 | 3.8900%           |
| 2025-10-20 | 3.8900%           |
| 2025-10-21 | 3.8900%           |
| 2025-10-22 | 3.8900%           |
| 2025-10-23 | 3.8900%           |
| 2025-10-24 | 3.8800%           |
| 2025-10-27 | 3.8900%           |
| 2025-10-28 | 3.8900%           |
| 2025-10-29 | 3.9000%           |
| 2025-10-30 | 3.8900%           |
| 2025-10-31 | 3.8500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 82.9500%         | 0.0000%              |
| Depository institution or other banking institution |  | 9.6800%          | 0.0000%              |

### Class: Advisory Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $2281119084.92

- **Number of Shares Outstanding:** 2281495118.8300

- **Expense Reimbursement/Waiver:** 121459.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0001          |
|  |  |
| 2025-10-02 | 1.0001          |
|  |  |
| 2025-10-03 | 1.0001          |
|  |  |
| 2025-10-06 | 1.0001          |
|  |  |
| 2025-10-07 | 1.0001          |
|  |  |
| 2025-10-08 | 1.0001          |
|  |  |
| 2025-10-09 | 1.0001          |
|  |  |
| 2025-10-10 | 1.0001          |
|  |  |
| 2025-10-14 | 1.0001          |
|  |  |
| 2025-10-15 | 1.0000          |
|  |  |
| 2025-10-16 | 1.0001          |
|  |  |
| 2025-10-17 | 1.0001          |
|  |  |
| 2025-10-20 | 1.0001          |
|  |  |
| 2025-10-21 | 1.0001          |
|  |  |
| 2025-10-22 | 1.0001          |
|  |  |
| 2025-10-23 | 1.0000          |
|  |  |
| 2025-10-24 | 1.0000          |
|  |  |
| 2025-10-27 | 1.0001          |
|  |  |
| 2025-10-28 | 1.0001          |
|  |  |
| 2025-10-29 | 1.0001          |
|  |  |
| 2025-10-30 | 1.0000          |
|  |  |
| 2025-10-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $73437054.64              | $119357849.38           |
| 2025-10-02 | $27613318.80              | $24968326.26            |
| 2025-10-03 | $25637434.89              | $14552235.08            |
| 2025-10-06 | $24270728.47              | $16498696.63            |
| 2025-10-07 | $45218213.98              | $25013348.80            |
| 2025-10-08 | $13320504.24              | $39325300.76            |
| 2025-10-09 | $16811562.60              | $25728136.11            |
| 2025-10-10 | $21891909.81              | $38863894.49            |
| 2025-10-14 | $22147122.61              | $112513935.57           |
| 2025-10-15 | $15135980.58              | $62247669.97            |
| 2025-10-16 | $175723328.86             | $18563688.75            |
| 2025-10-17 | $51833935.99              | $56639666.08            |
| 2025-10-20 | $49510025.24              | $78697323.33            |
| 2025-10-21 | $18439721.94              | $47592553.63            |
| 2025-10-22 | $8200291.31               | $111129446.93           |
| 2025-10-23 | $16067415.56              | $35780272.78            |
| 2025-10-24 | $40686381.72              | $54125211.82            |
| 2025-10-27 | $34155446.57              | $30643205.03            |
| 2025-10-28 | $12408264.21              | $7390803.93             |
| 2025-10-29 | $17416983.82              | $49611135.78            |
| 2025-10-30 | $31201826.21              | $10569563.58            |
| 2025-10-31 | $30028061.65              | $23030694.07            |

**Total Gross Subscriptions (Month):** $771155513.70

**Total Gross Redemptions (Month):** $1002842958.76

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 3.8000%           |
| 2025-10-02 | 3.8000%           |
| 2025-10-03 | 3.7900%           |
| 2025-10-06 | 3.7900%           |
| 2025-10-07 | 3.7800%           |
| 2025-10-08 | 3.7800%           |
| 2025-10-09 | 3.7700%           |
| 2025-10-10 | 3.7600%           |
| 2025-10-14 | 3.7600%           |
| 2025-10-15 | 3.7700%           |
| 2025-10-16 | 3.7700%           |
| 2025-10-17 | 3.7900%           |
| 2025-10-20 | 3.7900%           |
| 2025-10-21 | 3.7900%           |
| 2025-10-22 | 3.7900%           |
| 2025-10-23 | 3.7900%           |
| 2025-10-24 | 3.7800%           |
| 2025-10-27 | 3.7900%           |
| 2025-10-28 | 3.7900%           |
| 2025-10-29 | 3.8000%           |
| 2025-10-30 | 3.7900%           |
| 2025-10-31 | 3.7500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 38.6900%         | 0.0000%              |
| Depository institution or other banking institution |  | 14.1800%         | 0.0000%              |
| Non-financial corporation                           |  | 11.2900%         | 0.0000%              |

### Class: Institutional Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $146553149735.00

- **Number of Shares Outstanding:** 146580348485.0630

- **Expense Reimbursement/Waiver:** 7064370.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0001          |
|  |  |
| 2025-10-02 | 1.0001          |
|  |  |
| 2025-10-03 | 1.0000          |
|  |  |
| 2025-10-06 | 1.0000          |
|  |  |
| 2025-10-07 | 1.0000          |
|  |  |
| 2025-10-08 | 1.0000          |
|  |  |
| 2025-10-09 | 1.0000          |
|  |  |
| 2025-10-10 | 1.0000          |
|  |  |
| 2025-10-14 | 1.0000          |
|  |  |
| 2025-10-15 | 1.0000          |
|  |  |
| 2025-10-16 | 1.0001          |
|  |  |
| 2025-10-17 | 1.0000          |
|  |  |
| 2025-10-20 | 1.0001          |
|  |  |
| 2025-10-21 | 1.0000          |
|  |  |
| 2025-10-22 | 1.0000          |
|  |  |
| 2025-10-23 | 1.0000          |
|  |  |
| 2025-10-24 | 1.0000          |
|  |  |
| 2025-10-27 | 1.0001          |
|  |  |
| 2025-10-28 | 1.0001          |
|  |  |
| 2025-10-29 | 1.0000          |
|  |  |
| 2025-10-30 | 1.0000          |
|  |  |
| 2025-10-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $4442909994.06            | $6035652166.06          |
| 2025-10-02 | $5289798060.69            | $4749546481.07          |
| 2025-10-03 | $4503590251.79            | $4245869904.93          |
| 2025-10-06 | $4248945402.37            | $2965171796.61          |
| 2025-10-07 | $3839294464.37            | $4444152875.26          |
| 2025-10-08 | $2646284880.56            | $2338834055.80          |
| 2025-10-09 | $4425108195.48            | $4355697416.76          |
| 2025-10-10 | $2907281126.20            | $4549044125.54          |
| 2025-10-14 | $5034893020.41            | $5550332849.72          |
| 2025-10-15 | $3706120086.78            | $4757624392.65          |
| 2025-10-16 | $3610319477.85            | $3711129391.10          |
| 2025-10-17 | $3135653158.73            | $4900416592.82          |
| 2025-10-20 | $4792160505.18            | $3501595688.64          |
| 2025-10-21 | $3882142729.48            | $2395479339.01          |
| 2025-10-22 | $1969685579.60            | $3778839660.95          |
| 2025-10-23 | $6434656986.02            | $3924214637.87          |
| 2025-10-24 | $3405369270.38            | $3030283098.68          |
| 2025-10-27 | $4951758012.58            | $3311268690.58          |
| 2025-10-28 | $2734923410.00            | $3882501116.87          |
| 2025-10-29 | $4004195401.32            | $2909564033.17          |
| 2025-10-30 | $8052063514.42            | $3556460536.52          |
| 2025-10-31 | $7860828915.05            | $6292789155.28          |

**Total Gross Subscriptions (Month):** $95877982443.32

**Total Gross Redemptions (Month):** $89186468005.89

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 4.0500%           |
| 2025-10-02 | 4.0500%           |
| 2025-10-03 | 4.0400%           |
| 2025-10-06 | 4.0400%           |
| 2025-10-07 | 4.0300%           |
| 2025-10-08 | 4.0300%           |
| 2025-10-09 | 4.0200%           |
| 2025-10-10 | 4.0100%           |
| 2025-10-14 | 4.0100%           |
| 2025-10-15 | 4.0100%           |
| 2025-10-16 | 4.0200%           |
| 2025-10-17 | 4.0400%           |
| 2025-10-20 | 4.0400%           |
| 2025-10-21 | 4.0400%           |
| 2025-10-22 | 4.0400%           |
| 2025-10-23 | 4.0400%           |
| 2025-10-24 | 4.0300%           |
| 2025-10-27 | 4.0400%           |
| 2025-10-28 | 4.0400%           |
| 2025-10-29 | 4.0500%           |
| 2025-10-30 | 4.0400%           |
| 2025-10-31 | 4.0000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 27.3900%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.5800%          | 0.0000%              |
| Depository institution or other banking institution |  | 12.7700%         | 0.0000%              |

### Class: Investor Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $7282554389.97

- **Number of Shares Outstanding:** 7283259014.4300

- **Expense Reimbursement/Waiver:** 364158.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0002          |
|  |  |
| 2025-10-02 | 1.0002          |
|  |  |
| 2025-10-03 | 1.0001          |
|  |  |
| 2025-10-06 | 1.0001          |
|  |  |
| 2025-10-07 | 1.0001          |
|  |  |
| 2025-10-08 | 1.0001          |
|  |  |
| 2025-10-09 | 1.0001          |
|  |  |
| 2025-10-10 | 1.0001          |
|  |  |
| 2025-10-14 | 1.0001          |
|  |  |
| 2025-10-15 | 1.0001          |
|  |  |
| 2025-10-16 | 1.0002          |
|  |  |
| 2025-10-17 | 1.0001          |
|  |  |
| 2025-10-20 | 1.0002          |
|  |  |
| 2025-10-21 | 1.0001          |
|  |  |
| 2025-10-22 | 1.0001          |
|  |  |
| 2025-10-23 | 1.0001          |
|  |  |
| 2025-10-24 | 1.0001          |
|  |  |
| 2025-10-27 | 1.0001          |
|  |  |
| 2025-10-28 | 1.0002          |
|  |  |
| 2025-10-29 | 1.0001          |
|  |  |
| 2025-10-30 | 1.0001          |
|  |  |
| 2025-10-31 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $10005897.16              | $629727.36              |
| 2025-10-02 | $68449861.09              | $2123828.47             |
| 2025-10-03 | $1301244.83               | $90000000.00            |
| 2025-10-06 | $5993813.55               | $66000000.00            |
| 2025-10-07 | $121444392.94             | $13000000.00            |
| 2025-10-08 | $83000000.00              | $4387364.17             |
| 2025-10-09 | $126986552.01             | $35000.00               |
| 2025-10-10 | $3256774.05               | $106000000.00           |
| 2025-10-14 | $884569.54                | $25000000.00            |
| 2025-10-15 | $172734507.58             | $4000000.00             |
| 2025-10-16 | $0.00                     | $42801168.36            |
| 2025-10-17 | $29391590.61              | $0.00                   |
| 2025-10-20 | $0.00                     | $58050840.05            |
| 2025-10-21 | $79400857.15              | $11000000.00            |
| 2025-10-22 | $14326466.09              | $44000000.00            |
| 2025-10-23 | $17241817.58              | $25030000.00            |
| 2025-10-24 | $0.00                     | $65516858.67            |
| 2025-10-27 | $2000000.00               | $40022583.89            |
| 2025-10-28 | $125238796.50             | $10000000.00            |
| 2025-10-29 | $0.00                     | $59844258.97            |
| 2025-10-30 | $15814207.27              | $0.00                   |
| 2025-10-31 | $63727493.36              | $0.00                   |

**Total Gross Subscriptions (Month):** $941198841.31

**Total Gross Redemptions (Month):** $667441629.94

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 3.9500%           |
| 2025-10-02 | 3.9500%           |
| 2025-10-03 | 3.9400%           |
| 2025-10-06 | 3.9400%           |
| 2025-10-07 | 3.9300%           |
| 2025-10-08 | 3.9300%           |
| 2025-10-09 | 3.9200%           |
| 2025-10-10 | 3.9100%           |
| 2025-10-14 | 3.9100%           |
| 2025-10-15 | 3.9200%           |
| 2025-10-16 | 3.9200%           |
| 2025-10-17 | 3.9400%           |
| 2025-10-20 | 3.9400%           |
| 2025-10-21 | 3.9400%           |
| 2025-10-22 | 3.9400%           |
| 2025-10-23 | 3.9400%           |
| 2025-10-24 | 3.9300%           |
| 2025-10-27 | 3.9400%           |
| 2025-10-28 | 3.9400%           |
| 2025-10-29 | 3.9500%           |
| 2025-10-30 | 3.9400%           |
| 2025-10-31 | 3.9000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 90.3900%         | 0.0000%              |
| Depository institution or other banking institution |  | 7.7000%          | 0.0000%              |

### Class: Participant Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $2979570107.67

- **Number of Shares Outstanding:** 2980053604.9200

- **Expense Reimbursement/Waiver:** 155699.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0001          |
|  |  |
| 2025-10-02 | 1.0001          |
|  |  |
| 2025-10-03 | 1.0001          |
|  |  |
| 2025-10-06 | 1.0001          |
|  |  |
| 2025-10-07 | 1.0001          |
|  |  |
| 2025-10-08 | 1.0001          |
|  |  |
| 2025-10-09 | 1.0001          |
|  |  |
| 2025-10-10 | 1.0001          |
|  |  |
| 2025-10-14 | 1.0001          |
|  |  |
| 2025-10-15 | 1.0000          |
|  |  |
| 2025-10-16 | 1.0001          |
|  |  |
| 2025-10-17 | 1.0001          |
|  |  |
| 2025-10-20 | 1.0001          |
|  |  |
| 2025-10-21 | 1.0001          |
|  |  |
| 2025-10-22 | 1.0001          |
|  |  |
| 2025-10-23 | 1.0000          |
|  |  |
| 2025-10-24 | 1.0000          |
|  |  |
| 2025-10-27 | 1.0001          |
|  |  |
| 2025-10-28 | 1.0001          |
|  |  |
| 2025-10-29 | 1.0001          |
|  |  |
| 2025-10-30 | 1.0000          |
|  |  |
| 2025-10-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $958.92                   | $76856733.82            |
| 2025-10-02 | $9152926.71               | $0.00                   |
| 2025-10-03 | $0.00                     | $26269138.12            |
| 2025-10-06 | $558.16                   | $4109817.01             |
| 2025-10-07 | $95297171.43              | $0.00                   |
| 2025-10-08 | $28615516.86              | $0.00                   |
| 2025-10-09 | $662662.56                | $0.00                   |
| 2025-10-10 | $25111710.43              | $0.00                   |
| 2025-10-14 | $9984490.36               | $0.00                   |
| 2025-10-15 | $0.00                     | $291806742.63           |
| 2025-10-16 | $28079855.72              | $0.00                   |
| 2025-10-17 | $0.00                     | $23431556.39            |
| 2025-10-20 | $0.00                     | $60876716.52            |
| 2025-10-21 | $21422718.03              | $0.00                   |
| 2025-10-22 | $9378200.07               | $0.00                   |
| 2025-10-23 | $0.00                     | $5638767.58             |
| 2025-10-24 | $0.00                     | $3572793.66             |
| 2025-10-27 | $14767679.34              | $0.00                   |
| 2025-10-28 | $5213058.68               | $0.00                   |
| 2025-10-29 | $37644974.24              | $0.00                   |
| 2025-10-30 | $0.00                     | $43042621.70            |
| 2025-10-31 | $13895157.91              | $0.00                   |

**Total Gross Subscriptions (Month):** $299227639.42

**Total Gross Redemptions (Month):** $535604887.43

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 3.5500%           |
| 2025-10-02 | 3.5500%           |
| 2025-10-03 | 3.5400%           |
| 2025-10-06 | 3.5400%           |
| 2025-10-07 | 3.5300%           |
| 2025-10-08 | 3.5300%           |
| 2025-10-09 | 3.5200%           |
| 2025-10-10 | 3.5100%           |
| 2025-10-14 | 3.5100%           |
| 2025-10-15 | 3.5200%           |
| 2025-10-16 | 3.5200%           |
| 2025-10-17 | 3.5400%           |
| 2025-10-20 | 3.5400%           |
| 2025-10-21 | 3.5400%           |
| 2025-10-22 | 3.5400%           |
| 2025-10-23 | 3.5400%           |
| 2025-10-24 | 3.5300%           |
| 2025-10-27 | 3.5400%           |
| 2025-10-28 | 3.5400%           |
| 2025-10-29 | 3.5500%           |
| 2025-10-30 | 3.5400%           |
| 2025-10-31 | 3.5000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 99.9800%         | 0.0000%              |

### Class: Institutional Select Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $7347724018.29

- **Number of Shares Outstanding:** 7351923831.7400

- **Expense Reimbursement/Waiver:** 355737.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 0.9996          |
|  |  |
| 2025-10-02 | 0.9996          |
|  |  |
| 2025-10-03 | 0.9996          |
|  |  |
| 2025-10-06 | 0.9996          |
|  |  |
| 2025-10-07 | 0.9996          |
|  |  |
| 2025-10-08 | 0.9996          |
|  |  |
| 2025-10-09 | 0.9997          |
|  |  |
| 2025-10-10 | 0.9996          |
|  |  |
| 2025-10-14 | 0.9996          |
|  |  |
| 2025-10-15 | 0.9996          |
|  |  |
| 2025-10-16 | 0.9996          |
|  |  |
| 2025-10-17 | 0.9996          |
|  |  |
| 2025-10-20 | 0.9997          |
|  |  |
| 2025-10-21 | 0.9997          |
|  |  |
| 2025-10-22 | 0.9996          |
|  |  |
| 2025-10-23 | 0.9996          |
|  |  |
| 2025-10-24 | 0.9996          |
|  |  |
| 2025-10-27 | 0.9997          |
|  |  |
| 2025-10-28 | 0.9997          |
|  |  |
| 2025-10-29 | 0.9996          |
|  |  |
| 2025-10-30 | 0.9996          |
|  |  |
| 2025-10-31 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $129436175.98             | $74985648.18            |
| 2025-10-02 | $147300869.41             | $0.00                   |
| 2025-10-03 | $73170716.82              | $78144131.00            |
| 2025-10-06 | $67312.04                 | $32821199.47            |
| 2025-10-07 | $224078849.85             | $0.00                   |
| 2025-10-08 | $208111629.60             | $150000000.00           |
| 2025-10-09 | $546502584.95             | $1273.55                |
| 2025-10-10 | $879984.22                | $426651776.89           |
| 2025-10-14 | $66911912.90              | $417746512.13           |
| 2025-10-15 | $386542.55                | $172653645.00           |
| 2025-10-16 | $76512113.79              | $34600000.00            |
| 2025-10-17 | $84342980.93              | $7489886.25             |
| 2025-10-20 | $353873650.70             | $0.00                   |
| 2025-10-21 | $242765245.88             | $0.00                   |
| 2025-10-22 | $266170.78                | $400919599.63           |
| 2025-10-23 | $41507419.09              | $0.00                   |
| 2025-10-24 | $28440273.22              | $40340482.48            |
| 2025-10-27 | $91936587.37              | $2000000.00             |
| 2025-10-28 | $96801461.27              | $0.00                   |
| 2025-10-29 | $4148336.84               | $173495264.47           |
| 2025-10-30 | $152264101.66             | $166225.00              |
| 2025-10-31 | $187007369.36             | $5000650.00             |

**Total Gross Subscriptions (Month):** $2756712289.21

**Total Gross Redemptions (Month):** $2017016294.05

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 4.0000%           |
| 2025-10-02 | 3.9900%           |
| 2025-10-03 | 3.9900%           |
| 2025-10-06 | 3.9900%           |
| 2025-10-07 | 3.9800%           |
| 2025-10-08 | 3.9800%           |
| 2025-10-09 | 3.9700%           |
| 2025-10-10 | 3.9600%           |
| 2025-10-14 | 3.9600%           |
| 2025-10-15 | 3.9600%           |
| 2025-10-16 | 3.9700%           |
| 2025-10-17 | 3.9900%           |
| 2025-10-20 | 3.9900%           |
| 2025-10-21 | 3.9900%           |
| 2025-10-22 | 3.9900%           |
| 2025-10-23 | 3.9900%           |
| 2025-10-24 | 3.9800%           |
| 2025-10-27 | 3.9900%           |
| 2025-10-28 | 3.9900%           |
| 2025-10-29 | 4.0000%           |
| 2025-10-30 | 3.9900%           |
| 2025-10-31 | 3.9500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 96.8500%         | 0.0000%              |

### Class: Cash Management Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $203080.73

- **Number of Shares Outstanding:** 203075.9300

- **Expense Reimbursement/Waiver:** 10.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0003          |
|  |  |
| 2025-10-02 | 1.0003          |
|  |  |
| 2025-10-03 | 1.0002          |
|  |  |
| 2025-10-06 | 1.0002          |
|  |  |
| 2025-10-07 | 1.0003          |
|  |  |
| 2025-10-08 | 1.0002          |
|  |  |
| 2025-10-09 | 1.0002          |
|  |  |
| 2025-10-10 | 1.0002          |
|  |  |
| 2025-10-14 | 1.0003          |
|  |  |
| 2025-10-15 | 1.0002          |
|  |  |
| 2025-10-16 | 1.0003          |
|  |  |
| 2025-10-17 | 1.0002          |
|  |  |
| 2025-10-20 | 1.0003          |
|  |  |
| 2025-10-21 | 1.0003          |
|  |  |
| 2025-10-22 | 1.0003          |
|  |  |
| 2025-10-23 | 1.0002          |
|  |  |
| 2025-10-24 | 1.0002          |
|  |  |
| 2025-10-27 | 1.0003          |
|  |  |
| 2025-10-28 | 1.0003          |
|  |  |
| 2025-10-29 | 1.0003          |
|  |  |
| 2025-10-30 | 1.0002          |
|  |  |
| 2025-10-31 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $661.62                   | $0.00                   |

**Total Gross Subscriptions (Month):** $661.62

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 3.9000%           |
| 2025-10-02 | 3.9000%           |
| 2025-10-03 | 3.8900%           |
| 2025-10-06 | 3.8900%           |
| 2025-10-07 | 3.8800%           |
| 2025-10-08 | 3.8800%           |
| 2025-10-09 | 3.8700%           |
| 2025-10-10 | 3.8600%           |
| 2025-10-14 | 3.8600%           |
| 2025-10-15 | 3.8700%           |
| 2025-10-16 | 3.8700%           |
| 2025-10-17 | 3.8900%           |
| 2025-10-20 | 3.8900%           |
| 2025-10-21 | 3.8900%           |
| 2025-10-22 | 3.8900%           |
| 2025-10-23 | 3.8900%           |
| 2025-10-24 | 3.8800%           |
| 2025-10-27 | 3.8900%           |
| 2025-10-28 | 3.8900%           |
| 2025-10-29 | 3.9000%           |
| 2025-10-30 | 3.8900%           |
| 2025-10-31 | 3.8500%           |

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

### Class: Select Class

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $57011.61

- **Number of Shares Outstanding:** 57024.2800

- **Expense Reimbursement/Waiver:** 3.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0000          |
|  |  |
| 2025-10-02 | 1.0000          |
|  |  |
| 2025-10-03 | 1.0000          |
|  |  |
| 2025-10-06 | 1.0000          |
|  |  |
| 2025-10-07 | 1.0000          |
|  |  |
| 2025-10-08 | 1.0000          |
|  |  |
| 2025-10-09 | 1.0000          |
|  |  |
| 2025-10-10 | 1.0000          |
|  |  |
| 2025-10-14 | 1.0000          |
|  |  |
| 2025-10-15 | 1.0000          |
|  |  |
| 2025-10-16 | 1.0000          |
|  |  |
| 2025-10-17 | 1.0000          |
|  |  |
| 2025-10-20 | 1.0000          |
|  |  |
| 2025-10-21 | 1.0000          |
|  |  |
| 2025-10-22 | 1.0000          |
|  |  |
| 2025-10-23 | 1.0000          |
|  |  |
| 2025-10-24 | 1.0000          |
|  |  |
| 2025-10-27 | 1.0000          |
|  |  |
| 2025-10-28 | 1.0000          |
|  |  |
| 2025-10-29 | 1.0000          |
|  |  |
| 2025-10-30 | 1.0000          |
|  |  |
| 2025-10-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $155.35                   | $0.00                   |

**Total Gross Subscriptions (Month):** $155.35

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 3.2500%           |
| 2025-10-02 | 3.2500%           |
| 2025-10-03 | 3.2400%           |
| 2025-10-06 | 3.2400%           |
| 2025-10-07 | 3.2400%           |
| 2025-10-08 | 3.2300%           |
| 2025-10-09 | 3.2300%           |
| 2025-10-10 | 3.2100%           |
| 2025-10-14 | 3.2100%           |
| 2025-10-15 | 3.2200%           |
| 2025-10-16 | 3.2200%           |
| 2025-10-17 | 3.2400%           |
| 2025-10-20 | 3.2500%           |
| 2025-10-21 | 3.2500%           |
| 2025-10-22 | 3.2400%           |
| 2025-10-23 | 3.2400%           |
| 2025-10-24 | 3.2400%           |
| 2025-10-27 | 3.2400%           |
| 2025-10-28 | 3.2500%           |
| 2025-10-29 | 3.2500%           |
| 2025-10-30 | 3.2400%           |
| 2025-10-31 | 3.2100%           |

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

### Class: CastleOak Share Class

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $3068778997.06

- **Number of Shares Outstanding:** 3068936161.4500

- **Expense Reimbursement/Waiver:** 168281.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0002          |
|  |  |
| 2025-10-02 | 1.0002          |
|  |  |
| 2025-10-03 | 1.0002          |
|  |  |
| 2025-10-06 | 1.0002          |
|  |  |
| 2025-10-07 | 1.0002          |
|  |  |
| 2025-10-08 | 1.0002          |
|  |  |
| 2025-10-09 | 1.0002          |
|  |  |
| 2025-10-10 | 1.0002          |
|  |  |
| 2025-10-14 | 1.0002          |
|  |  |
| 2025-10-15 | 1.0002          |
|  |  |
| 2025-10-16 | 1.0002          |
|  |  |
| 2025-10-17 | 1.0002          |
|  |  |
| 2025-10-20 | 1.0002          |
|  |  |
| 2025-10-21 | 1.0002          |
|  |  |
| 2025-10-22 | 1.0002          |
|  |  |
| 2025-10-23 | 1.0002          |
|  |  |
| 2025-10-24 | 1.0002          |
|  |  |
| 2025-10-27 | 1.0002          |
|  |  |
| 2025-10-28 | 1.0002          |
|  |  |
| 2025-10-29 | 1.0002          |
|  |  |
| 2025-10-30 | 1.0001          |
|  |  |
| 2025-10-31 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $2874120.07               | $359165766.69           |
| 2025-10-02 | $1087142.60               | $155734999.00           |
| 2025-10-03 | $76922763.00              | $220000000.00           |
| 2025-10-06 | $6641801.00               | $0.00                   |
| 2025-10-07 | $3017907.00               | $123142000.00           |
| 2025-10-08 | $118000000.00             | $1071654.00             |
| 2025-10-09 | $100000000.00             | $118063068.00           |
| 2025-10-10 | $78716686.00              | $0.00                   |
| 2025-10-14 | $84806652.06              | $1315923.00             |
| 2025-10-15 | $52415214.00              | $169072000.00           |
| 2025-10-16 | $0.00                     | $171062004.00           |
| 2025-10-17 | $0.00                     | $244559.00              |
| 2025-10-20 | $198774479.00             | $6547000.00             |
| 2025-10-21 | $20481405.00              | $10000000.00            |
| 2025-10-22 | $5700000.00               | $470432662.00           |
| 2025-10-23 | $0.00                     | $27805372.00            |
| 2025-10-24 | $8684367.00               | $5700000.00             |
| 2025-10-27 | $55000000.00              | $5225149.00             |
| 2025-10-28 | $1392724.00               | $275000000.00           |
| 2025-10-29 | $144106238.00             | $17300000.00            |
| 2025-10-30 | $118526942.00             | $55000000.00            |
| 2025-10-31 | $133869810.00             | $72500000.00            |

**Total Gross Subscriptions (Month):** $1211018250.73

**Total Gross Redemptions (Month):** $2264382156.69

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 4.0500%           |
| 2025-10-02 | 4.0500%           |
| 2025-10-03 | 4.0400%           |
| 2025-10-06 | 4.0400%           |
| 2025-10-07 | 4.0300%           |
| 2025-10-08 | 4.0300%           |
| 2025-10-09 | 4.0200%           |
| 2025-10-10 | 4.0100%           |
| 2025-10-14 | 4.0100%           |
| 2025-10-15 | 4.0200%           |
| 2025-10-16 | 4.0200%           |
| 2025-10-17 | 4.0400%           |
| 2025-10-20 | 4.0400%           |
| 2025-10-21 | 4.0400%           |
| 2025-10-22 | 4.0400%           |
| 2025-10-23 | 4.0400%           |
| 2025-10-24 | 4.0400%           |
| 2025-10-27 | 4.0400%           |
| 2025-10-28 | 4.0400%           |
| 2025-10-29 | 4.0500%           |
| 2025-10-30 | 4.0400%           |
| 2025-10-31 | 4.0000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 17.9200%         | 0.0000%              |
| Broker-dealer                                       |  | 6.8300%          | 0.0000%              |
| Broker-dealer                                       |  | 9.0300%          | 0.0000%              |
| Broker-dealer                                       |  | 8.4900%          | 0.0000%              |
| Depository institution or other banking institution |  | 21.7700%         | 0.0000%              |
| Non-financial corporation                           |  | 16.1200%         | 0.0000%              |
| Non-financial corporation                           |  | 9.4900%          | 0.0000%              |

### Class: Impact Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $1634401066.04

- **Number of Shares Outstanding:** 1634568832.4400

- **Expense Reimbursement/Waiver:** 66581.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0001          |
|  |  |
| 2025-10-02 | 1.0001          |
|  |  |
| 2025-10-03 | 1.0001          |
|  |  |
| 2025-10-06 | 1.0001          |
|  |  |
| 2025-10-07 | 1.0001          |
|  |  |
| 2025-10-08 | 1.0001          |
|  |  |
| 2025-10-09 | 1.0001          |
|  |  |
| 2025-10-10 | 1.0001          |
|  |  |
| 2025-10-14 | 1.0001          |
|  |  |
| 2025-10-15 | 1.0001          |
|  |  |
| 2025-10-16 | 1.0001          |
|  |  |
| 2025-10-17 | 1.0001          |
|  |  |
| 2025-10-20 | 1.0001          |
|  |  |
| 2025-10-21 | 1.0001          |
|  |  |
| 2025-10-22 | 1.0001          |
|  |  |
| 2025-10-23 | 1.0000          |
|  |  |
| 2025-10-24 | 1.0001          |
|  |  |
| 2025-10-27 | 1.0001          |
|  |  |
| 2025-10-28 | 1.0001          |
|  |  |
| 2025-10-29 | 1.0001          |
|  |  |
| 2025-10-30 | 1.0001          |
|  |  |
| 2025-10-31 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $319864327.31             | $311000000.00           |
| 2025-10-02 | $310000000.00             | $323580000.00           |
| 2025-10-03 | $324300000.00             | $304000000.00           |
| 2025-10-06 | $316000000.00             | $313080000.00           |
| 2025-10-07 | $170000000.00             | $311900000.00           |
| 2025-10-08 | $270000000.00             | $173780000.00           |
| 2025-10-09 | $100000000.00             | $285800000.00           |
| 2025-10-10 | $319000000.00             | $107420000.00           |
| 2025-10-14 | $187260000.00             | $314000000.00           |
| 2025-10-15 | $500000000.00             | $486700000.00           |
| 2025-10-16 | $511000000.00             | $543200000.00           |
| 2025-10-17 | $527000000.00             | $543800000.00           |
| 2025-10-20 | $255860000.00             | $531000000.00           |
| 2025-10-21 | $285720000.00             | $250000000.00           |
| 2025-10-22 | $490000000.00             | $262760000.00           |
| 2025-10-23 | $215000000.00             | $402120000.00           |
| 2025-10-24 | $381730000.00             | $215000000.00           |
| 2025-10-27 | $513320000.00             | $288000000.00           |
| 2025-10-28 | $525000000.00             | $465600000.00           |
| 2025-10-29 | $513140000.00             | $546700000.00           |
| 2025-10-30 | $480000000.00             | $525100000.00           |
| 2025-10-31 | $736460000.00             | $492000000.00           |

**Total Gross Subscriptions (Month):** $8250654327.31

**Total Gross Redemptions (Month):** $7996540000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 4.0500%           |
| 2025-10-02 | 4.0500%           |
| 2025-10-03 | 4.0400%           |
| 2025-10-06 | 4.0400%           |
| 2025-10-07 | 4.0300%           |
| 2025-10-08 | 4.0300%           |
| 2025-10-09 | 4.0200%           |
| 2025-10-10 | 4.0100%           |
| 2025-10-14 | 4.0100%           |
| 2025-10-15 | 4.0200%           |
| 2025-10-16 | 4.0200%           |
| 2025-10-17 | 4.0400%           |
| 2025-10-20 | 4.0400%           |
| 2025-10-21 | 4.0400%           |
| 2025-10-22 | 4.0400%           |
| 2025-10-23 | 4.0400%           |
| 2025-10-24 | 4.0300%           |
| 2025-10-27 | 4.0400%           |
| 2025-10-28 | 4.0400%           |
| 2025-10-29 | 4.0500%           |
| 2025-10-30 | 4.0400%           |
| 2025-10-31 | 4.0000%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                                                   |  | 30.5800%         | 0.0000%              |
| Non-financial corporation                                                   |  | 26.2300%         | 0.0000%              |
| Non-financial corporation                                                   |  | 11.8900%         | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 10.6200%         | 0.0000%              |

### Class: Impact Partner Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $1088241355.07

- **Number of Shares Outstanding:** 1088215444.4200

- **Expense Reimbursement/Waiver:** 54772.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0003          |
|  |  |
| 2025-10-02 | 1.0003          |
|  |  |
| 2025-10-03 | 1.0002          |
|  |  |
| 2025-10-06 | 1.0002          |
|  |  |
| 2025-10-07 | 1.0003          |
|  |  |
| 2025-10-08 | 1.0002          |
|  |  |
| 2025-10-09 | 1.0002          |
|  |  |
| 2025-10-10 | 1.0002          |
|  |  |
| 2025-10-14 | 1.0003          |
|  |  |
| 2025-10-15 | 1.0002          |
|  |  |
| 2025-10-16 | 1.0003          |
|  |  |
| 2025-10-17 | 1.0002          |
|  |  |
| 2025-10-20 | 1.0003          |
|  |  |
| 2025-10-21 | 1.0003          |
|  |  |
| 2025-10-22 | 1.0003          |
|  |  |
| 2025-10-23 | 1.0002          |
|  |  |
| 2025-10-24 | 1.0002          |
|  |  |
| 2025-10-27 | 1.0003          |
|  |  |
| 2025-10-28 | 1.0003          |
|  |  |
| 2025-10-29 | 1.0003          |
|  |  |
| 2025-10-30 | 1.0002          |
|  |  |
| 2025-10-31 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $3561533.41               | $2000697.15             |
| 2025-10-02 | $0.00                     | $10000000.00            |
| 2025-10-07 | $0.00                     | $900000.00              |
| 2025-10-09 | $0.00                     | $3133335.00             |
| 2025-10-10 | $25000000.00              | $0.00                   |
| 2025-10-14 | $5600000.00               | $0.00                   |
| 2025-10-15 | $2500.00                  | $257100000.00           |
| 2025-10-16 | $225000000.00             | $5240000.00             |
| 2025-10-17 | $25000000.00              | $0.00                   |
| 2025-10-20 | $500000.00                | $0.00                   |
| 2025-10-21 | $3000000.00               | $30000.00               |
| 2025-10-23 | $0.00                     | $1800000.00             |
| 2025-10-24 | $0.00                     | $1200.00                |
| 2025-10-27 | $3000000.00               | $0.00                   |
| 2025-10-28 | $0.00                     | $6000000.00             |
| 2025-10-30 | $0.00                     | $3000000.00             |
| 2025-10-31 | $2766668.00               | $0.00                   |

**Total Gross Subscriptions (Month):** $293430701.41

**Total Gross Redemptions (Month):** $289205232.15

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 4.0500%           |
| 2025-10-02 | 4.0500%           |
| 2025-10-03 | 4.0400%           |
| 2025-10-06 | 4.0400%           |
| 2025-10-07 | 4.0300%           |
| 2025-10-08 | 4.0300%           |
| 2025-10-09 | 4.0200%           |
| 2025-10-10 | 4.0100%           |
| 2025-10-14 | 4.0100%           |
| 2025-10-15 | 4.0200%           |
| 2025-10-16 | 4.0200%           |
| 2025-10-17 | 4.0400%           |
| 2025-10-20 | 4.0400%           |
| 2025-10-21 | 4.0400%           |
| 2025-10-22 | 4.0400%           |
| 2025-10-23 | 4.0400%           |
| 2025-10-24 | 4.0400%           |
| 2025-10-27 | 4.0400%           |
| 2025-10-28 | 4.0400%           |
| 2025-10-29 | 4.0500%           |
| 2025-10-30 | 4.0400%           |
| 2025-10-31 | 4.0000%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 60.0400%         | 0.0000%              |
| Broker-dealer             |  | 11.5300%         | 0.0000%              |
| Non-financial corporation |  | 22.9800%         | 0.0000%              |

### Class: Advisor Class

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $70684340.48

- **Number of Shares Outstanding:** 70683409.6710

- **Expense Reimbursement/Waiver:** 3498.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0003          |
|  |  |
| 2025-10-02 | 1.0003          |
|  |  |
| 2025-10-03 | 1.0002          |
|  |  |
| 2025-10-06 | 1.0002          |
|  |  |
| 2025-10-07 | 1.0002          |
|  |  |
| 2025-10-08 | 1.0002          |
|  |  |
| 2025-10-09 | 1.0002          |
|  |  |
| 2025-10-10 | 1.0002          |
|  |  |
| 2025-10-14 | 1.0003          |
|  |  |
| 2025-10-15 | 1.0002          |
|  |  |
| 2025-10-16 | 1.0003          |
|  |  |
| 2025-10-17 | 1.0002          |
|  |  |
| 2025-10-20 | 1.0003          |
|  |  |
| 2025-10-21 | 1.0003          |
|  |  |
| 2025-10-22 | 1.0003          |
|  |  |
| 2025-10-23 | 1.0002          |
|  |  |
| 2025-10-24 | 1.0002          |
|  |  |
| 2025-10-27 | 1.0003          |
|  |  |
| 2025-10-28 | 1.0003          |
|  |  |
| 2025-10-29 | 1.0002          |
|  |  |
| 2025-10-30 | 1.0002          |
|  |  |
| 2025-10-31 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $1490812.03               | $312887.46              |
| 2025-10-02 | $1051805.00               | $133700.63              |
| 2025-10-03 | $41043.00                 | $394925.16              |
| 2025-10-06 | $384179.00                | $146250.00              |
| 2025-10-07 | $383426.45                | $103407.00              |
| 2025-10-08 | $111183.00                | $401252.87              |
| 2025-10-09 | $755873.77                | $801019.62              |
| 2025-10-10 | $54339.59                 | $54666.05               |
| 2025-10-14 | $21870.00                 | $449146.47              |
| 2025-10-15 | $175050.92                | $628355.99              |
| 2025-10-16 | $1125175.00               | $736907.89              |
| 2025-10-17 | $52129.00                 | $215161.72              |
| 2025-10-20 | $12722.00                 | $6991.00                |
| 2025-10-21 | $25110.00                 | $106719.84              |
| 2025-10-22 | $943882.90                | $2136.00                |
| 2025-10-23 | $533842.87                | $277562.27              |
| 2025-10-24 | $194567.00                | $30057.00               |
| 2025-10-27 | $1575818.00               | $450729.00              |
| 2025-10-28 | $457542.50                | $327534.56              |
| 2025-10-29 | $204339.00                | $449044.78              |
| 2025-10-30 | $214766.00                | $157090.26              |
| 2025-10-31 | $893546.99                | $563774.74              |

**Total Gross Subscriptions (Month):** $10703024.02

**Total Gross Redemptions (Month):** $6749320.31

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 4.0500%           |
| 2025-10-02 | 4.0500%           |
| 2025-10-03 | 4.0400%           |
| 2025-10-06 | 4.0400%           |
| 2025-10-07 | 4.0300%           |
| 2025-10-08 | 4.0300%           |
| 2025-10-09 | 4.0200%           |
| 2025-10-10 | 4.0100%           |
| 2025-10-14 | 4.0100%           |
| 2025-10-15 | 4.0200%           |
| 2025-10-16 | 4.0200%           |
| 2025-10-17 | 4.0400%           |
| 2025-10-20 | 4.0400%           |
| 2025-10-21 | 4.0400%           |
| 2025-10-22 | 4.0400%           |
| 2025-10-23 | 4.0400%           |
| 2025-10-24 | 4.0400%           |
| 2025-10-27 | 4.0400%           |
| 2025-10-28 | 4.0400%           |
| 2025-10-29 | 4.0500%           |
| 2025-10-30 | 4.0400%           |
| 2025-10-31 | 4.0000%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.9200%         | 0.0000%              |

### Class: Institutional Plus Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $50203.30

- **Number of Shares Outstanding:** 50203.1800

- **Expense Reimbursement/Waiver:** 3.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0003          |
|  |  |
| 2025-10-02 | 1.0003          |
|  |  |
| 2025-10-03 | 1.0002          |
|  |  |
| 2025-10-06 | 1.0002          |
|  |  |
| 2025-10-07 | 1.0002          |
|  |  |
| 2025-10-08 | 1.0002          |
|  |  |
| 2025-10-09 | 1.0002          |
|  |  |
| 2025-10-10 | 1.0002          |
|  |  |
| 2025-10-14 | 1.0002          |
|  |  |
| 2025-10-15 | 1.0002          |
|  |  |
| 2025-10-16 | 1.0003          |
|  |  |
| 2025-10-17 | 1.0002          |
|  |  |
| 2025-10-20 | 1.0003          |
|  |  |
| 2025-10-21 | 1.0002          |
|  |  |
| 2025-10-22 | 1.0002          |
|  |  |
| 2025-10-23 | 1.0002          |
|  |  |
| 2025-10-24 | 1.0002          |
|  |  |
| 2025-10-27 | 1.0002          |
|  |  |
| 2025-10-28 | 1.0003          |
|  |  |
| 2025-10-29 | 1.0002          |
|  |  |
| 2025-10-30 | 1.0002          |
|  |  |
| 2025-10-31 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $168.84                   | $0.00                   |

**Total Gross Subscriptions (Month):** $168.84

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 4.0300%           |
| 2025-10-02 | 4.0300%           |
| 2025-10-03 | 4.0200%           |
| 2025-10-06 | 4.0200%           |
| 2025-10-07 | 4.0200%           |
| 2025-10-08 | 4.0100%           |
| 2025-10-09 | 4.0100%           |
| 2025-10-10 | 3.9900%           |
| 2025-10-14 | 3.9900%           |
| 2025-10-15 | 4.0000%           |
| 2025-10-16 | 4.0100%           |
| 2025-10-17 | 4.0200%           |
| 2025-10-20 | 4.0300%           |
| 2025-10-21 | 4.0200%           |
| 2025-10-22 | 4.0200%           |
| 2025-10-23 | 4.0200%           |
| 2025-10-24 | 4.0200%           |
| 2025-10-27 | 4.0200%           |
| 2025-10-28 | 4.0300%           |
| 2025-10-29 | 4.0300%           |
| 2025-10-30 | 4.0300%           |
| 2025-10-31 | 3.9900%           |

**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: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.215000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3TX1, C.4 - ISIN: US3130B3TX10, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $200012312.00
- **C.18.a - Value (excl. sponsor support):** $200012312.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.215000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3Y72, C.4 - ISIN: US3130B3Y728, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $425031339.50
- **C.18.a - Value (excl. sponsor support):** $425031339.50
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-12-16
- **C.13 - Final Legal Maturity Date:** 2026-12-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.215000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3YQ0, C.4 - ISIN: US3130B3YQ04, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $341035129.82
- **C.18.a - Value (excl. sponsor support):** $341035129.82
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.230000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4AV3, C.4 - ISIN: US3130B4AV38, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $488073761.20
- **C.18.a - Value (excl. sponsor support):** $488073761.20
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B72L7, C.4 - ISIN: US3130B72L79, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $197982316.62
- **C.18.a - Value (excl. sponsor support):** $197982316.62
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-07-15
- **C.13 - Final Legal Maturity Date:** 2027-07-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7TJ3, C.4 - ISIN: US3130B7TJ30, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $240034363.20
- **C.18.a - Value (excl. sponsor support):** $240034363.20
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-09-24
- **C.13 - Final Legal Maturity Date:** 2027-09-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.220000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7V43, C.4 - ISIN: US3130B7V436, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $390052408.20
- **C.18.a - Value (excl. sponsor support):** $390052408.20
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-09-21
- **C.13 - Final Legal Maturity Date:** 2027-09-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.040000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B85F5, C.4 - ISIN: US3130B85F56, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $963031374.54
- **C.18.a - Value (excl. sponsor support):** $963031374.54
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.040000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B85J7, C.4 - ISIN: US3130B85J78, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $963022851.99
- **C.18.a - Value (excl. sponsor support):** $963022851.99
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.030000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B86L1, C.4 - ISIN: US3130B86L16, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $482011828.28
- **C.18.a - Value (excl. sponsor support):** $482011828.28
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C53, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385C53
- **C.18 - Value (incl. sponsor support):** $45661910.00
- **C.18.a - Value (excl. sponsor support):** $45661910.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-08-19
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NX0, C.4 - ISIN: US313385NX08, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $997359613.34
- **C.18.a - Value (excl. sponsor support):** $997359613.34
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PB6, C.4 - ISIN: US313385PB69, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $95897333.76
- **C.18.a - Value (excl. sponsor support):** $95897333.76
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2025-11-10
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PD2, C.4 - ISIN: US313385PD26, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $40947383.47
- **C.18.a - Value (excl. sponsor support):** $40947383.47
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PF7, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $27958077.84
- **C.18.a - Value (excl. sponsor support):** $27958077.84
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PN0, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $365178026.22
- **C.18.a - Value (excl. sponsor support):** $365178026.22
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2025-11-21
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 17: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QS8, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385QS8
- **C.18 - Value (incl. sponsor support):** $177081767.42
- **C.18.a - Value (excl. sponsor support):** $177081767.42
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2025-12-19
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QZ2, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385QZ2
- **C.18 - Value (incl. sponsor support):** $889723473.80
- **C.18.a - Value (excl. sponsor support):** $889723473.80
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RD0, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385RD0
- **C.18 - Value (incl. sponsor support):** $956917046.79
- **C.18.a - Value (excl. sponsor support):** $956917046.79
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2025-12-30
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RG3, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385RG3
- **C.18 - Value (incl. sponsor support):** $584089800.00
- **C.18.a - Value (excl. sponsor support):** $584089800.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RP3, C.4 - ISIN: US313385RP38, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $189588722.01
- **C.18.a - Value (excl. sponsor support):** $189588722.01
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SC1, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385SC1
- **C.18 - Value (incl. sponsor support):** $238888572.49
- **C.18.a - Value (excl. sponsor support):** $238888572.49
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SD9, C.4 - ISIN: US313385SD98, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $236880865.87
- **C.18.a - Value (excl. sponsor support):** $236880865.87
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-23
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SG2, C.4 - ISIN: US313385SG20, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $95118400.32
- **C.18.a - Value (excl. sponsor support):** $95118400.32
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-26
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SL1, C.4 - ISIN: US313385SL15, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $427850398.08
- **C.18.a - Value (excl. sponsor support):** $427850398.08
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-30
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SQ0, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $238605563.78
- **C.18.a - Value (excl. sponsor support):** $238605563.78
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SW7, C.4 - ISIN: US313385SW79, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $474929798.40
- **C.18.a - Value (excl. sponsor support):** $474929798.40
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TF3, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385TF3
- **C.18 - Value (incl. sponsor support):** $403306298.64
- **C.18.a - Value (excl. sponsor support):** $403306298.64
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-18
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TH9, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $717496122.42
- **C.18.a - Value (excl. sponsor support):** $717496122.42
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TL0, C.4 - ISIN: US313385TL06, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $237113500.80
- **C.18.a - Value (excl. sponsor support):** $237113500.80
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-23
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TN6, C.4 - ISIN: US313385TN61, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $238051063.75
- **C.18.a - Value (excl. sponsor support):** $238051063.75
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-25
- **C.12 - Maturity Date (WAL):** 2026-02-25
- **C.13 - Final Legal Maturity Date:** 2026-02-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TU0, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385TU0
- **C.18 - Value (incl. sponsor support):** $237932773.72
- **C.18.a - Value (excl. sponsor support):** $237932773.72
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TV8, C.4 - ISIN: US313385TV87, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $556763564.16
- **C.18.a - Value (excl. sponsor support):** $556763564.16
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TX4, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $237857962.50
- **C.18.a - Value (excl. sponsor support):** $237857962.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UC8, C.4 - ISIN: US313385UC87, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $250557065.56
- **C.18.a - Value (excl. sponsor support):** $250557065.56
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-11
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UK0, C.4 - ISIN: US313385UK04, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $471174556.74
- **C.18.a - Value (excl. sponsor support):** $471174556.74
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-18
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UM6, C.4 - ISIN: US313385UM69, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $471075639.42
- **C.18.a - Value (excl. sponsor support):** $471075639.42
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-20
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UZ7, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385UZ7
- **C.18 - Value (incl. sponsor support):** $474500615.02
- **C.18.a - Value (excl. sponsor support):** $474500615.02
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VA1, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385VA1
- **C.18 - Value (incl. sponsor support):** $234272622.50
- **C.18.a - Value (excl. sponsor support):** $234272622.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VN3, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385VN3
- **C.18 - Value (incl. sponsor support):** $243811384.16
- **C.18.a - Value (excl. sponsor support):** $243811384.16
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-14
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VQ6, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385VQ6
- **C.18 - Value (incl. sponsor support):** $375469973.58
- **C.18.a - Value (excl. sponsor support):** $375469973.58
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.195000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPD44, C.4 - ISIN: US3133EPD443, C.3 - LEI: 254900C5LP6D, C.5 - Other ID: 3133EPD44
- **C.18 - Value (incl. sponsor support):** $192010423.68
- **C.18.a - Value (excl. sponsor support):** $192010423.68
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD73, C.4 - ISIN: US3133ERD738, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $249125316.72
- **C.18.a - Value (excl. sponsor support):** $249125316.72
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH20, C.4 - ISIN: US3133ERH200, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $248129470.88
- **C.18.a - Value (excl. sponsor support):** $248129470.88
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $237179503.80
- **C.18.a - Value (excl. sponsor support):** $237179503.80
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUR0, C.4 - ISIN: US3133ERUR02, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $233382651.24
- **C.18.a - Value (excl. sponsor support):** $233382651.24
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.260000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVV0, C.4 - ISIN: US3133ERVV05, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $48004171.68
- **C.18.a - Value (excl. sponsor support):** $48004171.68
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $240194829.60
- **C.18.a - Value (excl. sponsor support):** $240194829.60
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB97, C.4 - ISIN: US3133ETB977, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $129017449.83
- **C.18.a - Value (excl. sponsor support):** $129017449.83
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-09-24
- **C.13 - Final Legal Maturity Date:** 2027-09-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETC70, C.4 - ISIN: US3133ETC702, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $178023734.52
- **C.18.a - Value (excl. sponsor support):** $178023734.52
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETF85, C.4 - ISIN: US3133ETF853, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $184027703.04
- **C.18.a - Value (excl. sponsor support):** $184027703.04
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETL21, C.4 - ISIN: US3133ETL216, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $127078853.03
- **C.18.a - Value (excl. sponsor support):** $127078853.03
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLU9, C.4 - ISIN: US3133ETLU97, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $147012728.73
- **C.18.a - Value (excl. sponsor support):** $147012728.73
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMF1, C.4 - ISIN: US3133ETMF12, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $193021596.70
- **C.18.a - Value (excl. sponsor support):** $193021596.70
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-03-23
- **C.13 - Final Legal Maturity Date:** 2027-03-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.990000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMH7, C.4 - ISIN: US3133ETMH77, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $97012963.08
- **C.18.a - Value (excl. sponsor support):** $97012963.08
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.155000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETN45, C.4 - ISIN: US3133ETN451, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $159021558.81
- **C.18.a - Value (excl. sponsor support):** $159021558.81
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-08-27
- **C.13 - Final Legal Maturity Date:** 2027-08-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.155000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRQ2, C.4 - ISIN: US3133ETRQ22, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $203055506.29
- **C.18.a - Value (excl. sponsor support):** $203055506.29
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-07-30
- **C.13 - Final Legal Maturity Date:** 2027-07-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.165000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVS3, C.4 - ISIN: US3133ETVS32, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $357198902.55
- **C.18.a - Value (excl. sponsor support):** $357198902.55
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.185000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVX2, C.4 - ISIN: US3133ETVX27, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $367031521.63
- **C.18.a - Value (excl. sponsor support):** $367031521.63
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-09-03
- **C.13 - Final Legal Maturity Date:** 2027-09-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETYV3, C.4 - ISIN: US3133ETYV34, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $245025048.80
- **C.18.a - Value (excl. sponsor support):** $245025048.80
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETZD2, C.4 - ISIN: US3133ETZD27, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $96015000.96
- **C.18.a - Value (excl. sponsor support):** $96015000.96
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-09-23
- **C.13 - Final Legal Maturity Date:** 2027-09-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.165000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBJ44, C.4 - ISIN: US3134HBJ441, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $561180771.03
- **C.18.a - Value (excl. sponsor support):** $561180771.03
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-08-25
- **C.13 - Final Legal Maturity Date:** 2027-08-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249033844.08
- **C.18.a - Value (excl. sponsor support):** $249033844.08
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $744106280.40
- **C.18.a - Value (excl. sponsor support):** $744106280.40
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.120000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBXW6, C.4 - ISIN: US3134HBXW63, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $114011541.36
- **C.18.a - Value (excl. sponsor support):** $114011541.36
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZ
- **C.18 - Value (incl. sponsor support):** $318242055.24
- **C.18.a - Value (excl. sponsor support):** $318242055.24
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZ
- **C.18 - Value (incl. sponsor support):** $694688232.86
- **C.18.a - Value (excl. sponsor support):** $694688232.86
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZ
- **C.18 - Value (incl. sponsor support):** $730565494.50
- **C.18.a - Value (excl. sponsor support):** $730565494.50
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $3364957680.00
- **C.18.a - Value (excl. sponsor support):** $3364957680.00
- **C.19 - Percentage of Net Assets:** 1.9400%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1805559489.12
- **C.18.a - Value (excl. sponsor support):** $1805559489.12
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $482938960.57
- **C.18.a - Value (excl. sponsor support):** $482938960.57
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $673385126.10
- **C.18.a - Value (excl. sponsor support):** $673385126.10
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $502252455.78
- **C.18.a - Value (excl. sponsor support):** $502252455.78
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1889590486.42
- **C.18.a - Value (excl. sponsor support):** $1889590486.42
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $582557184.00
- **C.18.a - Value (excl. sponsor support):** $582557184.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QQ3, C.4 - ISIN: US912797QQ39, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $367605625.44
- **C.18.a - Value (excl. sponsor support):** $367605625.44
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-11-13
- **C.12 - Maturity Date (WAL):** 2025-11-13
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QR1, C.4 - ISIN: US912797QR12, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $729659784.60
- **C.18.a - Value (excl. sponsor support):** $729659784.60
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-11-20
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1437195155.06
- **C.18.a - Value (excl. sponsor support):** $1437195155.06
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $471390851.00
- **C.18.a - Value (excl. sponsor support):** $471390851.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1130359813.55
- **C.18.a - Value (excl. sponsor support):** $1130359813.55
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2295245845.20
- **C.18.a - Value (excl. sponsor support):** $2295245845.20
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $404806633.05
- **C.18.a - Value (excl. sponsor support):** $404806633.05
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $577660248.00
- **C.18.a - Value (excl. sponsor support):** $577660248.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $921573210.24
- **C.18.a - Value (excl. sponsor support):** $921573210.24
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.4 - ISIN: US912797RK59, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $4547693860.32
- **C.18.a - Value (excl. sponsor support):** $4547693860.32
- **C.19 - Percentage of Net Assets:** 2.6300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RN9, C.4 - ISIN: US912797RN98, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1075968093.99
- **C.18.a - Value (excl. sponsor support):** $1075968093.99
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RQ2, C.4 - ISIN: US912797RQ20, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1033547332.16
- **C.18.a - Value (excl. sponsor support):** $1033547332.16
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RS8, C.4 - ISIN: US912797RS85, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $292911008.00
- **C.18.a - Value (excl. sponsor support):** $292911008.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RT6, C.4 - ISIN: US912797RT68, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $671896546.44
- **C.18.a - Value (excl. sponsor support):** $671896546.44
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RU3, C.4 - ISIN: US912797RU32, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $611619502.06
- **C.18.a - Value (excl. sponsor support):** $611619502.06
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RV1, C.4 - ISIN: US912797RV15, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1477075360.64
- **C.18.a - Value (excl. sponsor support):** $1477075360.64
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RW9, C.4 - ISIN: US912797RW97, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1104730017.30
- **C.18.a - Value (excl. sponsor support):** $1104730017.30
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-12-09
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RX7, C.4 - ISIN: US912797RX70, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1202450290.96
- **C.18.a - Value (excl. sponsor support):** $1202450290.96
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RY5, C.4 - ISIN: US912797RY53, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1115965670.82
- **C.18.a - Value (excl. sponsor support):** $1115965670.82
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-23
- **C.12 - Maturity Date (WAL):** 2025-12-23
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RZ2, C.4 - ISIN: US912797RZ29, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $769286115.54
- **C.18.a - Value (excl. sponsor support):** $769286115.54
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-12-30
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1254209527.06
- **C.18.a - Value (excl. sponsor support):** $1254209527.06
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2073443282.82
- **C.18.a - Value (excl. sponsor support):** $2073443282.82
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SJ7, C.4 - ISIN: US912797SJ77, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $554630042.40
- **C.18.a - Value (excl. sponsor support):** $554630042.40
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SK4, C.4 - ISIN: US912797SK41, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $432100480.00
- **C.18.a - Value (excl. sponsor support):** $432100480.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-10-29
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.4 - ISIN: US912797SL24, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $615878775.66
- **C.18.a - Value (excl. sponsor support):** $615878775.66
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SN8, C.4 - ISIN: US912797SN89, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1098563098.74
- **C.18.a - Value (excl. sponsor support):** $1098563098.74
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SR9, C.4 - ISIN: US912797SR93, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $367893596.16
- **C.18.a - Value (excl. sponsor support):** $367893596.16
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128282A7, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $441201157.36
- **C.18.a - Value (excl. sponsor support):** $441201157.36
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-08-15
- **C.12 - Maturity Date (WAL):** 2026-08-15
- **C.13 - Final Legal Maturity Date:** 2026-08-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 2.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128285T3, C.4 - ISIN: US9128285T35, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $315322467.56
- **C.18.a - Value (excl. sponsor support):** $315322467.56
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $86906034.16
- **C.18.a - Value (excl. sponsor support):** $86906034.16
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 2.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828M56, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $157908634.92
- **C.18.a - Value (excl. sponsor support):** $157908634.92
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-11-15
- **C.12 - Maturity Date (WAL):** 2025-11-15
- **C.13 - Final Legal Maturity Date:** 2025-11-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828P46, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $434209580.20
- **C.18.a - Value (excl. sponsor support):** $434209580.20
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-02-15
- **C.12 - Maturity Date (WAL):** 2026-02-15
- **C.13 - Final Legal Maturity Date:** 2026-02-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828R36, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $282731360.34
- **C.18.a - Value (excl. sponsor support):** $282731360.34
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBC4, C.4 - ISIN: US91282CBC47, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $347038435.03
- **C.18.a - Value (excl. sponsor support):** $347038435.03
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBH3, C.4 - ISIN: US91282CBH34, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $788308397.55
- **C.18.a - Value (excl. sponsor support):** $788308397.55
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $306218641.70
- **C.18.a - Value (excl. sponsor support):** $306218641.70
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $289233860.32
- **C.18.a - Value (excl. sponsor support):** $289233860.32
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDG3, C.4 - ISIN: US91282CDG33, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $290496717.60
- **C.18.a - Value (excl. sponsor support):** $290496717.60
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CFW6, C.4 - ISIN: US91282CFW64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $177024928.68
- **C.18.a - Value (excl. sponsor support):** $177024928.68
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-11-15
- **C.12 - Maturity Date (WAL):** 2025-11-15
- **C.13 - Final Legal Maturity Date:** 2025-11-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGA3, C.4 - ISIN: US91282CGA36, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $77001954.26
- **C.18.a - Value (excl. sponsor support):** $77001954.26
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-12-15
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGE5, C.4 - ISIN: US91282CGE57, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $558951400.54
- **C.18.a - Value (excl. sponsor support):** $558951400.54
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGR6, C.4 - ISIN: US91282CGR60, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $314928790.02
- **C.18.a - Value (excl. sponsor support):** $314928790.02
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-15
- **C.12 - Maturity Date (WAL):** 2026-03-15
- **C.13 - Final Legal Maturity Date:** 2026-03-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGV7, C.4 - ISIN: US91282CGV72, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $283925921.44
- **C.18.a - Value (excl. sponsor support):** $283925921.44
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHH7, C.4 - ISIN: US91282CHH79, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $300724188.00
- **C.18.a - Value (excl. sponsor support):** $300724188.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-15
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 120: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHM6, C.4 - ISIN: US91282CHM64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $541639919.59
- **C.18.a - Value (excl. sponsor support):** $541639919.59
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 121: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHY0, C.4 - ISIN: US91282CHY03, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $204490570.13
- **C.18.a - Value (excl. sponsor support):** $204490570.13
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 122: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJC6, C.4 - ISIN: US91282CJC64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $446687261.77
- **C.18.a - Value (excl. sponsor support):** $446687261.77
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 123: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJK8, C.4 - ISIN: US91282CJK80, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $150331963.15
- **C.18.a - Value (excl. sponsor support):** $150331963.15
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-11-15
- **C.12 - Maturity Date (WAL):** 2026-11-15
- **C.13 - Final Legal Maturity Date:** 2026-11-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 124: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJL6, C.4 - ISIN: US91282CJL63, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $429247507.26
- **C.18.a - Value (excl. sponsor support):** $429247507.26
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 125: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJS1, C.4 - ISIN: US91282CJS17, C.3 - LEI: 254900HROIFW, C.5 - Other ID: 91282CJS1_4.25_1231
- **C.18 - Value (incl. sponsor support):** $760435768.80
- **C.18.a - Value (excl. sponsor support):** $760435768.80
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 126: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKB6, C.4 - ISIN: US91282CKB62, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $475056574.44
- **C.18.a - Value (excl. sponsor support):** $475056574.44
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 127: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $336675549.40
- **C.18.a - Value (excl. sponsor support):** $336675549.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 128: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKS9, C.4 - ISIN: US91282CKS97, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $302807167.88
- **C.18.a - Value (excl. sponsor support):** $302807167.88
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 129: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $305607971.52
- **C.18.a - Value (excl. sponsor support):** $305607971.52
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 130: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.947500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1901923202.21
- **C.18.a - Value (excl. sponsor support):** $1901923202.21
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 131: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $295961363.12
- **C.18.a - Value (excl. sponsor support):** $295961363.12
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 132: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $449996854.23
- **C.18.a - Value (excl. sponsor support):** $449996854.23
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 133: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.970500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2519620857.93
- **C.18.a - Value (excl. sponsor support):** $2519620857.93
- **C.19 - Percentage of Net Assets:** 1.4600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 134: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $149824041.52
- **C.18.a - Value (excl. sponsor support):** $149824041.52
- **C.19 - Percentage of Net Assets:** 0.0900%
- **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:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 135: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.863500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1144856292.00
- **C.18.a - Value (excl. sponsor support):** $1144856292.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 136: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.925500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2128543095.31
- **C.18.a - Value (excl. sponsor support):** $2128543095.31
- **C.19 - Percentage of Net Assets:** 1.2300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 137: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.924500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2855595486.39
- **C.18.a - Value (excl. sponsor support):** $2855595486.39
- **C.19 - Percentage of Net Assets:** 1.6500%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 138: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.955500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPG0, C.4 - ISIN: US91282CPG05, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1248299769.60
- **C.18.a - Value (excl. sponsor support):** $1248299769.60
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 139: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP0QZ5G8, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP0QZ5G8_4.20_0130
- **C.18 - Value (incl. sponsor support):** $1125000000.00
- **C.18.a - Value (excl. sponsor support):** $1125000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2029-01-25      | N/A      | 0.0000% | $42024000.00       | $31802712.60       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-08-25      | N/A      | 0.0000% | $40810000.00       | $32502879.64       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-12-25      | 0.0883%  | 0.0000% | $30000000.00       | $104690.04         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-04-25      | 0.1000%  | 0.0000% | $256553472.00      | $927013.13         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-04-25      | N/A      | 0.0000% | $102621568.00      | $43339858.95       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-05-25      | 2.2027%  | 0.0000% | $40000000.00       | $325153.01         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-04-25      | 2.2027%  | 0.0000% | $38333312.00       | $465623.91         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-06-25      | 2.2027%  | 0.0000% | $76284032.00       | $366094.04         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-08-25      | 1.7027%  | 0.0000% | $52222912.00       | $322419.57         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-10-25      | 2.3027%  | 0.0000% | $16443136.00       | $341676.98         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-02-25      | 1.8527%  | 0.0000% | $26615872.00       | $283424.00         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-03-25      | N/A      | 0.0000% | $4000000.00        | $488539.13         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-05-25      | 4.0000%  | 0.0000% | $62488576.00       | $17407.64          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-07-25      | N/A      | 0.0000% | $16000000.00       | $2560127.91        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-01-25      | 1.8027%  | 0.0000% | $59090000.00       | $1170994.99        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-04-25      | 1.3027%  | 0.0000% | $21854240.00       | $244313.70         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-04-25      | 0.0661%  | 0.0000% | $52985856.00       | $10604.52          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-05-25      | 4.5000%  | 0.0000% | $12166656.00       | $318317.67         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-10-25      | 1.3327%  | 0.0000% | $27702848.00       | $953376.12         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-02-25      | 3.5000%  | 0.0000% | $5680000.00        | $4025889.01        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-05-25      | 0.0947%  | 0.0000% | $484999168.00      | $301610.14         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-05-25      | 1.8027%  | 0.0000% | $244333312.00      | $3661481.43        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-11-25      | 1.8927%  | 0.0000% | $46035904.00       | $940990.61         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-03-25      | 0.3060%  | 0.0000% | $13473856.00       | $18486.77          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-08-25      | 1.9027%  | 0.0000% | $34494080.00       | $518523.45         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-03-25      | 3.5000%  | 0.0000% | $2314000.00        | $2753759.30        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-08-25      | 0.3226%  | 0.0000% | $132816128.00      | $230831.41         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-04-25      | 1.7527%  | 0.0000% | $116892288.00      | $3444407.27        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-10-25      | 1.7527%  | 0.0000% | $5921000.00        | $210240.76         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-02-25      | 3.0000%  | 0.0000% | $2381000.00        | $853835.57         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 2.5000%  | 0.0000% | $10000000.00       | $878957.08         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-25      | N/A      | 0.0000% | $99790000.00       | $297380.05         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-03-25      | 3.0000%  | 0.0000% | $2000000.00        | $1549404.51        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-25      | 4.5000%  | 0.0000% | $7061984.00        | $7252931.11        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-09-25      | 4.8828%  | 0.0000% | $139225344.00      | $88868350.87       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-05-25      | 1.3172%  | 0.0000% | $48859712.00       | $1379259.48        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-09-25      | 0.0500%  | 0.0000% | $46776320.00       | $33836.38          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 0.4172%  | 0.0000% | $20000000.00       | $467813.49         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-01-25      | 0.1000%  | 0.0000% | $56775200.00       | $97149.90          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 0.9672%  | 0.0000% | $137591040.00      | $3989687.27        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 1.6672%  | 0.0000% | $68632064.00       | $6622160.39        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 4.5000%  | 0.0000% | $7898480.00        | $7555211.01        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 0.9172%  | 0.0000% | $155315968.00      | $9413046.86        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-07-25      | 1.7172%  | 0.0000% | $106385408.00      | $5334064.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-12-25      | N/A      | 0.0000% | $34602112.00       | $5428438.84        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 1.7672%  | 0.0000% | $50000000.00       | $3160926.57        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 1.1172%  | 0.0000% | $47048896.00       | $1960969.86        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-05-25      | 2.9672%  | 0.0000% | $57052480.00       | $5161981.91        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-02-15      | 2.3018%  | 0.0000% | $36225024.00       | $174888.87         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-08-15      | 1.6519%  | 0.0000% | $37174976.00       | $584949.81         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-08-15      | 3.5000%  | 0.0000% | $2692068.00        | $368519.97         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-12-15      | 3.5000%  | 0.0000% | $4681592.00        | $158980.32         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-01-15      | 3.0000%  | 0.0000% | $26735552.00       | $188799.00         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-03-15      | 4.0000%  | 0.0000% | $17844740.00       | $71595.08          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-05-15      | 3.0000%  | 0.0000% | $1107000.00        | $1084262.38        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-03-15      | 3.5000%  | 0.0000% | $2088452.00        | $2077082.80        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-07-15      | 3.5000%  | 0.0000% | $15598576.00       | $12242892.69       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-01-15      | 1.7019%  | 0.0000% | $26666656.00       | $307906.81         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-02-15      | 3.5000%  | 0.0000% | $1300000.00        | $971886.96         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-05-15      | 1.7518%  | 0.0000% | $614344704.00      | $9303854.35        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-02-25      | 2.0784%  | 0.0000% | $24839000.00       | $658654.79         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-05-25      | 2.1433%  | 0.0000% | $11760000.00       | $370581.83         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-10-25      | 2.6916%  | 0.0000% | $10819696.00       | $1212963.32        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-05-15      | 4.0000%  | 0.0000% | $8464000.00        | $5404158.62        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-05-25      | 2.2285%  | 0.0000% | $32193792.00       | $1656052.69        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-11-25      | 2.2933%  | 0.0000% | $16102460.00       | $1056322.32        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-01-15      | 4.0000%  | 0.0000% | $21661216.00       | $2747022.02        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-04-15      | 6.0000%  | 0.0000% | $10570000.00       | $646345.65         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-09-25      | 0.7277%  | 0.0000% | $289225000.00      | $1508346.62        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-05-25      | 3.3829%  | 0.0000% | $43001344.00       | $5680910.53        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-03-15      | 0.3728%  | 0.0000% | $39666304.00       | $211882.94         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-02-25      | 2.4027%  | 0.0000% | $19216992.00       | $1049525.37        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-11-25      | 2.5000%  | 0.0000% | $20400000.00       | $1229299.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-08-15      | N/A      | 0.0000% | $270278144.00      | $320951.17         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-09-25      | 2.0000%  | 0.0000% | $642919.00         | $330429.64         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-01-25      | 2.8772%  | 0.0000% | $2623000.00        | $383951.24         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-04-25      | N/A      | 0.0000% | $35000000.00       | $94583.29          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-08-25      | 1.0172%  | 0.0000% | $73500000.00       | $2967285.01        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-09-25      | 5.5000%  | 0.0000% | $5000000.00        | $2409872.15        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.0500%  | 0.0000% | $283005440.00      | $308689.87         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 1.8172%  | 0.0000% | $50000000.00       | $1236116.89        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 1.7172%  | 0.0000% | $50000000.00       | $1867789.54        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 1.7172%  | 0.0000% | $55000000.00       | $1825963.82        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 2.9172%  | 0.0000% | $49689400.00       | $2623546.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 1.0172%  | 0.0000% | $68734080.00       | $2335049.32        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.9172%  | 0.0000% | $25000000.00       | $468056.89         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.9672%  | 0.0000% | $99000000.00       | $3279647.55        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 6.5000%  | 0.0000% | $11141000.00       | $1524739.35        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.7172%  | 0.0000% | $113686912.00      | $3996407.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 0.8672%  | 0.0000% | $160028928.00      | $9962669.91        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-07-25      | 0.9172%  | 0.0000% | $150202112.00      | $8365138.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 1.0172%  | 0.0000% | $131918848.00      | $5179590.00        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 1.0672%  | 0.0000% | $65177344.00       | $2555404.50        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-11-25      | 1.0100%  | 0.0000% | $139946560.00      | $10486523.07       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.5004%  | 0.0000% | $28636512.00       | $1004408.65        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 1.1512%  | 0.0000% | $73228160.00       | $4948016.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-08-15      | 5.5000%  | 0.0000% | $22500000.00       | $1819583.58        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-08-15      | 5.5000%  | 0.0000% | $9752000.00        | $95464.05          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-05-25      | 6.5000%  | 0.0000% | $1000000.00        | $353567.62         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-12-25      | 5.0000%  | 0.0000% | $850000.00         | $32147.52          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-11-15      | 1.8018%  | 0.0000% | $109658112.00      | $15620.97          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-01-15      | 5.0000%  | 0.0000% | $6000000.00        | $1011938.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-09-25      | 2.2827%  | 0.0000% | $122239232.00      | $594992.32         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-01-15      | 5.0000%  | 0.0000% | $7000000.00        | $1092928.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2060-04-26      | 6.5000%  | 0.0000% | $37148544.00       | $31571494.98       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-16      | 0.7850%  | 0.0000% | $195346432.00      | $103849.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-16      | N/A      | 0.0000% | $170168320.00      | $136934.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-16      | 1.2993%  | 0.0000% | $470220800.00      | $64009.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-16      | 0.6179%  | 0.0000% | $26992640.00       | $12665.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-09-16      | 3.0000%  | 0.0000% | $27352832.00       | $28974870.76       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-08-16      | 3.5000%  | 0.0000% | $5042000.00        | $192659.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-16      | 0.5301%  | 0.0000% | $177586162.00      | $25880.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-09-16      | 6.0000%  | 0.0000% | $229294080.00      | $36136.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-04-20      | 5.0000%  | 0.0000% | $16400000.00       | $363339.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-09-16      | 2.4537%  | 0.0000% | $54710960.00       | $451951.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-09-16      | 4.5000%  | 0.0000% | $33566720.00       | $3912644.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-16      | 0.6938%  | 0.0000% | $6855000.00        | $28351.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-09-20      | 4.0000%  | 0.0000% | $93001472.00       | $1395397.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.2829%  | 0.0000% | $109549056.00      | $259905.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.2269%  | 0.0000% | $108551040.00      | $345066.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-16      | 0.1348%  | 0.0000% | $155451392.00      | $21443.68          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-16      | 0.2215%  | 0.0000% | $125943808.00      | $62968.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-12-16      | 4.5000%  | 0.0000% | $30020832.00       | $317338.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-16      | 0.4027%  | 0.0000% | $157089792.00      | $127546.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-12-20      | 1.6512%  | 0.0000% | $16131168.00       | $90785.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-12-16      | 0.4708%  | 0.0000% | $86996608.00       | $150144.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 3.5000%  | 0.0000% | $54000000.00       | $449943.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-07-20      | 3.5000%  | 0.0000% | $1000000.00        | $922615.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-10-16      | 0.7749%  | 0.0000% | $139356672.00      | $1855821.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-12-16      | 0.6609%  | 0.0000% | $61467328.00       | $838106.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-10-16      | 0.6386%  | 0.0000% | $88723072.00       | $1190587.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-12-16      | 0.3506%  | 0.0000% | $149111000.00      | $610734.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-08-16      | 0.7665%  | 0.0000% | $150000000.00      | $2213502.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-05-16      | 0.7317%  | 0.0000% | $116062720.00      | $1638793.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-06-16      | 0.7431%  | 0.0000% | $170005504.00      | $2586272.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-20      | 3.0000%  | 0.0000% | $10165000.00       | $9319130.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-16      | 3.0000%  | 0.0000% | $11224848.00       | $9838674.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 3.5000%  | 0.0000% | $25414560.00       | $225693.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-07-16      | 2.1037%  | 0.0000% | $52958656.00       | $1199231.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-10-16      | 0.5440%  | 0.0000% | $89989504.00       | $1375578.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 0.4254%  | 0.0000% | $100152704.00      | $1405795.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-07-16      | 0.5624%  | 0.0000% | $105112704.00      | $1730607.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 0.2472%  | 0.0000% | $195172352.00      | $1517071.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-11-20      | 1.9512%  | 0.0000% | $41600000.00       | $1297807.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-11-20      | 2.0545%  | 0.0000% | $52186688.00       | $1541084.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 1.9045%  | 0.0000% | $56361920.00       | $1369738.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-16      | 0.8639%  | 0.0000% | $303501000.00      | $16016865.69       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 0.9658%  | 0.0000% | $300000000.00      | $17751446.16       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 0.9897%  | 0.0000% | $9350000.00        | $499118.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-10-16      | 0.9667%  | 0.0000% | $237500000.00      | $14840374.97       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-16      | 0.1000%  | 0.0000% | $120230528.00      | $548623.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-16      | 0.7481%  | 0.0000% | $237500000.00      | $11467458.48       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-03-16      | 0.9046%  | 0.0000% | $150000000.00      | $10577226.48       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-11-16      | 0.3800%  | 0.0000% | $211332000.00      | $7345610.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.7167%  | 0.0000% | $200000000.00      | $10850362.63       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-16      | 0.6248%  | 0.0000% | $144291584.00      | $8872747.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-04-16      | 0.5021%  | 0.0000% | $150000000.00      | $9224936.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0662%  | 0.0000% | $167636224.00      | $1683394.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.1362%  | 0.0000% | $105000000.00      | $1141782.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0800%  | 0.0000% | $5000000.00        | $10562.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 1.0562%  | 0.0000% | $50000000.00       | $1864234.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 3.5000%  | 0.0000% | $10579968.00       | $8330981.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.1000%  | 0.0000% | $50000000.00       | $131809.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.1162%  | 0.0000% | $650000000.00      | $6913358.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.9962%  | 0.0000% | $152733440.00      | $6756191.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.9962%  | 0.0000% | $122266496.00      | $5251277.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.9862%  | 0.0000% | $140050688.00      | $5983804.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 1.6662%  | 0.0000% | $37084288.00       | $2726976.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.1162%  | 0.0000% | $390000000.00      | $4046661.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.9662%  | 0.0000% | $170547712.00      | $7229372.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.3162%  | 0.0000% | $2000000000.00     | $31657642.94       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 2.9662%  | 0.0000% | $126272896.00      | $12456570.03       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 6.0000%  | 0.0000% | $24885920.00       | $3327545.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 1.9045%  | 0.0000% | $39560000.00       | $708902.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 3.0162%  | 0.0000% | $62500000.00       | $5358492.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 1.8162%  | 0.0000% | $50000000.00       | $3595341.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.1662%  | 0.0000% | $1500000000.00     | $63634579.75       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 4.0000%  | 0.0000% | $8308304.00        | $7105874.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | N/A      | 0.0000% | $150000000.00      | $273195.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 0.0400%  | 0.0000% | $49995776.00       | $24713.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-04-16      | 1.9037%  | 0.0000% | $43921728.00       | $1055257.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-03-20      | 3.0000%  | 0.0000% | $497262.00         | $7863.03           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | N/A      | 0.0000% | $170000000.00      | $259406.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 1.9545%  | 0.0000% | $44539776.00       | $1191119.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | N/A      | 0.0000% | $14500000.00       | $73725.99          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.4979%  | 0.0000% | $100000000.00      | $3592514.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 0.5512%  | 0.0000% | $173533696.00      | $6889185.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $9348416.00        | $9303203.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $12782848.00       | $2227607.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $28000000.00       | $464786.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | N/A      | 0.0000% | $24993792.00       | $12878.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | N/A      | 0.0000% | $60000000.00       | $280454.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | N/A      | 0.0000% | $99999744.00       | $38211.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 0.0500%  | 0.0000% | $74747904.00       | $59965.80          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $73110400.00       | $124829.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $33114048.00       | $12692406.30       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 1.9545%  | 0.0000% | $54609408.00       | $4364471.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 0.1000%  | 0.0000% | $24997888.00       | $20525.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | N/A      | 0.0000% | $49995776.00       | $18606.95          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | N/A      | 0.0000% | $29999104.00       | $8424.65           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $40000000.00       | $37311252.91       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | N/A      | 0.0000% | $49999872.00       | $46233.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | N/A      | 0.0000% | $30000000.00       | $275569.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $20000000.00       | $234561.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 0.0500%  | 0.0000% | $49999872.00       | $49275.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 0.0500%  | 0.0000% | $139997184.00      | $121428.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 0.0600%  | 0.0000% | $135438336.00      | $127494.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-12-20      | 4.5000%  | 0.0000% | $23158240.00       | $1645078.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 1.2162%  | 0.0000% | $30000000.00       | $549531.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 1.5162%  | 0.0000% | $34801088.00       | $2143759.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 2.9062%  | 0.0000% | $150000000.00      | $3633828.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 0.0500%  | 0.0000% | $49999872.00       | $29022.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $9000000.00        | $10610240.09       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 1.4262%  | 0.0000% | $50396544.00       | $2195934.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 1.3162%  | 0.0000% | $56784640.00       | $2468895.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $4054664.00        | $4189855.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.1162%  | 0.0000% | $100000000.00      | $2359395.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.6662%  | 0.0000% | $25000000.00       | $891191.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.8162%  | 0.0000% | $50000000.00       | $3619134.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.0162%  | 0.0000% | $56000000.00       | $2066031.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $714286.00         | $64969.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.7662%  | 0.0000% | $55696240.00       | $3108038.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.9662%  | 0.0000% | $30870944.00       | $1478231.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.4162%  | 0.0000% | $91762048.00       | $1354381.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 1.1362%  | 0.0000% | $75000000.00       | $956026.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.0162%  | 0.0000% | $20000000.00       | $348114.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-04-16      | 0.7281%  | 0.0000% | $110000000.00      | $1790980.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-07-16      | 0.6736%  | 0.0000% | $80019328.00       | $1011177.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 0.7692%  | 0.0000% | $100514048.00      | $1795391.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-11-16      | 0.6708%  | 0.0000% | $91023616.00       | $1725300.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 0.7440%  | 0.0000% | $297500000.00      | $12015854.69       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-16      | 0.8741%  | 0.0000% | $662500000.00      | $36491890.68       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 0.9140%  | 0.0000% | $475000000.00      | $24430864.15       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-20      | 3.5000%  | 0.0000% | $17994000.00       | $5138238.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-20      | 2.0545%  | 0.0000% | $23428544.00       | $794523.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 1.0045%  | 0.0000% | $50000000.00       | $974168.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $15661680.00       | $38937.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | N/A      | 0.0000% | $110000000.00      | $1094311.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $45857360.00       | $4012295.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 3.5000%  | 0.0000% | $44701056.00       | $4091306.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 0.1045%  | 0.0000% | $24127296.00       | $122090.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | N/A      | 0.0000% | $63717888.00       | $329147.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | N/A      | 0.0000% | $70867584.00       | $544623.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | N/A      | 0.0000% | $22228734.00       | $52754.40          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | N/A      | 0.0000% | $37291200.00       | $523454.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 3.0000%  | 0.0000% | $58030500.00       | $4521183.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | N/A      | 0.0000% | $11000000.00       | $35876.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $10000000.00       | $60572.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $51312256.00       | $69704.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | N/A      | 0.0000% | $8000000.00        | $17916.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.1545%  | 0.0000% | $50000000.00       | $4767063.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 1.0466%  | 0.0000% | $100000000.00      | $5196880.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 1.6520%  | 0.0000% | $79452800.00       | $6007964.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $2869776.00        | $2829448.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 4.0000%  | 0.0000% | $5537032.00        | $5117764.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $2686220.00        | $495948.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 0.3112%  | 0.0000% | $166000000.00      | $5099534.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-09-20      | 5.0000%  | 0.0000% | $2444148.00        | $2427871.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 1.0958%  | 0.0000% | $50000000.00       | $2865040.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 0.4386%  | 0.0000% | $100000000.00      | $3531200.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.0662%  | 0.0000% | $71627520.00       | $2797098.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 2.9662%  | 0.0000% | $47100928.00       | $3969498.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 1.1362%  | 0.0000% | $100000000.00      | $1664782.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 1.2162%  | 0.0000% | $65351680.00       | $1459438.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 2.4662%  | 0.0000% | $50000000.00       | $1132519.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-20      | 0.9662%  | 0.0000% | $75000000.00       | $935482.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 1.1162%  | 0.0000% | $32500000.00       | $619035.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.5000%  | 0.0000% | $12100192.00       | $2304525.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.1662%  | 0.0000% | $50000000.00       | $2231738.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.5162%  | 0.0000% | $100000000.00      | $3189369.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.1662%  | 0.0000% | $220000000.00      | $2584473.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.7662%  | 0.0000% | $469099520.00      | $28911411.97       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.1662%  | 0.0000% | $133425000.00      | $6167608.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 0.5662%  | 0.0000% | $149632000.00      | $2370801.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.2962%  | 0.0000% | $98816640.00       | $4452861.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.8662%  | 0.0000% | $22760960.00       | $1395888.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.8662%  | 0.0000% | $100000000.00      | $2545628.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.5000%  | 0.0000% | $389001.00         | $351047.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.2162%  | 0.0000% | $146310912.00      | $7264652.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 1.8662%  | 0.0000% | $20000000.00       | $651512.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.9162%  | 0.0000% | $20000000.00       | $1172311.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 1.0662%  | 0.0000% | $40000000.00       | $1520842.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.8162%  | 0.0000% | $30000000.00       | $874561.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0662%  | 0.0000% | $500000000.00      | $5477976.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.1662%  | 0.0000% | $139664128.00      | $3961411.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $998564.00         | $991346.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.6162%  | 0.0000% | $100000000.00      | $5322358.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 5.0000%  | 0.0000% | $18000000.00       | $17663959.18       | Agency Collateralized Mortgage Obligation |

### Security 140: Natixis SA

- **C.1 - Title:** Natixis SA 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP0RWG15, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP0RWG15_4.09_1107
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2032-02-15      | 6.5000%  | 0.0000% | $19.00             | $0.93              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-04-15      | 6.0000%  | 0.0000% | $3.00              | $0.05              | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-03-25      | 2.1527%  | 0.0000% | $21315952.00       | $206786.02         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 4.5000%  | 0.0000% | $1000.00           | $981.59            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-02-20      | 5.6275%  | 0.0000% | $1390.00           | $297.25            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-06-20      | 2.0545%  | 0.0000% | $57377220.00       | $1621307.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-20      | 2.0545%  | 0.0000% | $57142857.00       | $1489076.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-02-20      | 4.9235%  | 0.0000% | $4402.00           | $1571.44           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 1.9045%  | 0.0000% | $33762395.00       | $810669.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 1.9045%  | 0.0000% | $15711883.00       | $407833.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 1.9545%  | 0.0000% | $36321538.00       | $1219690.06        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 4.8140%  | 0.0000% | $1016.00           | $864.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $784.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $1005.00           | $1055.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-07-01      | 4.8600%  | 0.0000% | $1000.00           | $1030.22           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-04-01      | 4.4400%  | 0.0000% | $1000.00           | $1016.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $1024.00           | $716.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 4.5000%  | 0.0000% | $1002.00           | $945.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1010.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $1024.00           | $1056.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1055.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.5000%  | 0.0000% | $1046.00           | $808.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $773.45            | Agency Mortgage-Backed Securities         |
| U.S. Treasury Note                       | 2034-11-15      | 4.2500%  | 0.0000% | $5429300.00        | $5617358.27        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2029-11-30      | 4.1250%  | 0.0000% | $15537400.00       | $16063245.47       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-02-28      | 4.1250%  | 0.0000% | $520600.00         | $527149.65         | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2030-10-31      | 3.6250%  | 0.0000% | $211700.00         | $210789.05         | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2030-10-15      | 1.1250%  | 0.0000% | $100.00            | $99.15             | U.S. Treasuries (including strips)        |
| U.S. Treasury Bill                       | 2026-04-16      | N/A      | 0.0000% | $200.00            | $196.56            | U.S. Treasuries (including strips)        |
| U.S. Treasury Bill                       | 2026-04-23      | N/A      | 0.0000% | $100.00            | $98.21             | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2040-11-15      | 4.2500%  | 0.0000% | $100.00            | $99.74             | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2042-08-15      | 2.7500%  | 0.0000% | $700.00            | $553.63            | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2046-08-15      | 2.2500%  | 0.0000% | $100.00            | $68.07             | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2047-11-15      | 2.7500%  | 0.0000% | $100.00            | $74.49             | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2041-08-15      | 1.7500%  | 0.0000% | $3900.00           | $2686.73           | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2042-02-15      | 2.3750%  | 0.0000% | $100.00            | $75.33             | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2043-02-15      | 3.8750%  | 0.0000% | $200.00            | $184.84            | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $94.38             | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2045-08-15      | 4.8750%  | 0.0000% | $42782500.00       | $44575018.63       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-01-15      | 0.5000%  | 0.0000% | $2999100.00        | $3882001.77        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2030-02-15      | 1.5000%  | 0.0000% | $1100.00           | $1008.96           | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $95.44             | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2030-03-31      | 3.6250%  | 0.0000% | $12400.00          | $12400.20          | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2033-05-15      | 3.3750%  | 0.0000% | $1000.00           | $979.13            | U.S. Treasuries (including strips)        |

### Security 141: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP0T1OC8, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP0T1OC8_4.20_0130
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2043-09-15      | 1.6519%  | 0.0000% | $49000000.00       | $380791.68         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-10-15      | 2.5000%  | 0.0000% | $1000000.00        | $1195575.20        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-05-15      | 3.0000%  | 0.0000% | $700000.00         | $378788.54         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-08-15      | 3.0000%  | 0.0000% | $8407000.00        | $5343116.89        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-03-15      | 3.5000%  | 0.0000% | $2299980.00        | $217961.72         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-07-25      | 2.1874%  | 0.0000% | $8530000.00        | $296458.84         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-01-15      | N/A      | 0.0000% | $500000.00         | $185050.09         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-08-15      | 0.0800%  | 0.0000% | $459177984.00      | $300527.91         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-04-25      | 2.7805%  | 0.0000% | $14600000.00       | $1846988.91        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-10-25      | 1.7770%  | 0.0000% | $375000.00         | $331415.56         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 0.0500%  | 0.0000% | $100000000.00      | $179469.56         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 0.0500%  | 0.0000% | $64847744.00       | $69694.71          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 0.0500%  | 0.0000% | $158960128.00      | $246859.30         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-11-25      | 5.2772%  | 0.0000% | $1481000.00        | $159474.03         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-03-25      | 5.5000%  | 0.0000% | $1000000.00        | $160470.30         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-07-25      | 2.2527%  | 0.0000% | $330000000.00      | $964787.88         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2060-09-27      | 4.7500%  | 0.0000% | $3000000.00        | $1079854.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-16      | 2.6682%  | 0.0000% | $101561000.00      | $115346.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-06-20      | 2.0045%  | 0.0000% | $33566720.00       | $32071.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-08-20      | 4.7500%  | 0.0000% | $51993088.00       | $8640725.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-01-20      | 1.9545%  | 0.0000% | $13613296.00       | $85709.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.3436%  | 0.0000% | $198667008.00      | $677106.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-16      | 0.3854%  | 0.0000% | $116967550.00      | $312402.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-02-20      | 3.0000%  | 0.0000% | $7492200.00        | $9718172.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-07-16      | 0.6796%  | 0.0000% | $128725000.00      | $1416778.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-07-16      | 0.7244%  | 0.0000% | $185404480.00      | $1820769.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-20      | 3.0000%  | 0.0000% | $2825000.00        | $1678595.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-10-20      | 4.3955%  | 0.0000% | $4000000.00        | $1202271.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-04-16      | 2.6000%  | 0.0000% | $1538000.00        | $387940.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-03-20      | 5.0000%  | 0.0000% | $15067800.00       | $314976.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-08-20      | 2.0545%  | 0.0000% | $11563344.00       | $172929.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-10-16      | 0.9490%  | 0.0000% | $252959000.00      | $16042771.73       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.3172%  | 0.0000% | $225298000.00      | $6683839.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-06-16      | 0.7624%  | 0.0000% | $100000000.00      | $5994620.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-05-16      | 0.5513%  | 0.0000% | $56000000.00       | $3213828.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 5.0000%  | 0.0000% | $581531.00         | $579851.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $8000000.00        | $7889913.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 5.0000%  | 0.0000% | $9681680.00        | $9659226.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.9662%  | 0.0000% | $134452224.00      | $5883238.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 2.4162%  | 0.0000% | $187249664.00      | $11752588.02       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $38861824.00       | $36388411.86       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 4.5000%  | 0.0000% | $100000000.00      | $19166847.27       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | N/A      | 0.0000% | $62312128.00       | $175246.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-07-20      | 0.2052%  | 0.0000% | $16951936.00       | $46314.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | N/A      | 0.0000% | $26381440.00       | $260565.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $36987392.00       | $3921484.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $33333312.00       | $410859.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $16267456.00       | $125002.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $55205500.00       | $225276.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | N/A      | 0.0000% | $48646720.00       | $159658.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $78537856.00       | $383098.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | N/A      | 0.0000% | $22500000.00       | $387962.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $44955000.00       | $66958.02          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-01-25      | 1.8027%  | 0.0000% | $29899392.00       | $430760.63         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-10-25      | 2.0027%  | 0.0000% | $133024000.00      | $4967090.42        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | N/A      | 0.0000% | $37985984.00       | $102927.45         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-11-25      | 2.5000%  | 0.0000% | $494947.00         | $324070.18         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-09-25      | 0.4672%  | 0.0000% | $61672480.00       | $2442031.26        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-11-25      | 1.7027%  | 0.0000% | $42871488.00       | $2069280.39        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-11-25      | 5.0000%  | 0.0000% | $10318736.00       | $11650014.57       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-01-25      | 6.5000%  | 0.0000% | $14601360.00       | $2477276.48        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 1.5672%  | 0.0000% | $50000000.00       | $2607271.49        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-01-25      | 0.0500%  | 0.0000% | $64999424.00       | $55611.31          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 5.5000%  | 0.0000% | $7969208.00        | $8294068.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-10-25      | 3.5000%  | 0.0000% | $5790736.00        | $5187539.48        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-05-15      | 3.0000%  | 0.0000% | $560125.00         | $17660.17          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-04-15      | 2.2500%  | 0.0000% | $27896704.00       | $1942767.19        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-06-25      | N/A      | 0.0000% | $30000000.00       | $459234.71         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-03-25      | 10.5576% | 0.0000% | $16233800.00       | $4746347.87        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-11-25      | 2.2527%  | 0.0000% | $28673024.00       | $254571.56         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-11-25      | 1.8027%  | 0.0000% | $21200000.00       | $290895.48         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-06-25      | 1.5000%  | 0.0000% | $35625200.00       | $1948608.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-02-25      | 3.0000%  | 0.0000% | $1600000.00        | $2215174.25        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-03-25      | 3.0000%  | 0.0000% | $2000000.00        | $547645.05         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-04-25      | 5.0000%  | 0.0000% | $2000000.00        | $273859.87         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-02-25      | 1.8027%  | 0.0000% | $64500000.00       | $1742284.70        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-10-25      | 3.0000%  | 0.0000% | $2337000.00        | $1236752.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-09-25      | 1.8027%  | 0.0000% | $33000000.00       | $361169.51         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-12-25      | 2.5000%  | 0.0000% | $110000.00         | $21701.57          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-02-25      | 1.9027%  | 0.0000% | $47510144.00       | $1210998.43        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-05-25      | 3.0000%  | 0.0000% | $20000000.00       | $2621307.02        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-01-25      | 0.3489%  | 0.0000% | $35132544.00       | $47669.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 4.5000%  | 0.0000% | $23733720.00       | $312195.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $334389245.00      | $140224.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $50000000.00       | $645391.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $30000000.00       | $46264.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-03-20      | 5.5000%  | 0.0000% | $46903424.00       | $3625823.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | 1.8962%  | 0.0000% | $30500000.00       | $2377077.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 0.0500%  | 0.0000% | $112956160.00      | $135493.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 1.2162%  | 0.0000% | $85500000.00       | $2132892.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 1.3162%  | 0.0000% | $60452480.00       | $2067403.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 0.0500%  | 0.0000% | $14221312.00       | $14160.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | N/A      | 0.0000% | $1170000.00        | $657639.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 2.4162%  | 0.0000% | $32691776.00       | $1432415.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 1.5162%  | 0.0000% | $71201536.00       | $3001981.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 1.5162%  | 0.0000% | $10000000.00       | $271704.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $11543456.00       | $13752934.43       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.5000%  | 0.0000% | $8815504.00        | $10176933.00       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.5162%  | 0.0000% | $40000000.00       | $558604.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.6162%  | 0.0000% | $50466480.00       | $2595293.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.5662%  | 0.0000% | $50000000.00       | $2641736.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $5555552.00        | $514207.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 1.0162%  | 0.0000% | $170000000.00      | $5971246.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 1.1162%  | 0.0000% | $95000000.00       | $2647560.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 3.0162%  | 0.0000% | $25955520.00       | $2228807.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.7162%  | 0.0000% | $120000000.00      | $5439419.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.1662%  | 0.0000% | $50000000.00       | $2756208.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.4662%  | 0.0000% | $282167296.00      | $6266328.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.4662%  | 0.0000% | $57307584.00       | $3183274.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-02-20      | 0.8162%  | 0.0000% | $60061312.00       | $826409.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 1.3662%  | 0.0000% | $50441600.00       | $1113594.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-20      | 1.1362%  | 0.0000% | $26326208.00       | $294120.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.6162%  | 0.0000% | $100000000.00      | $3081579.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.8662%  | 0.0000% | $100000000.00      | $5470950.67        | Agency Collateralized Mortgage Obligation |

### Security 142: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP0T8XV1, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP0T8XV1_4.20_0130
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-10-16      | 0.0509%  | 0.0000% | $158089216.00      | $38850.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-04-16      | 3.0000%  | 0.0000% | $9564000.00        | $7825853.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-16      | 0.2558%  | 0.0000% | $109756416.00      | $51951.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-16      | 0.4009%  | 0.0000% | $138044672.00      | $177717.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-16      | 0.1511%  | 0.0000% | $101285888.00      | $47847.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-10-16      | 0.5891%  | 0.0000% | $186330000.00      | $942600.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-04-20      | 1.4045%  | 0.0000% | $18889000.00       | $139655.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-09-20      | 1.6512%  | 0.0000% | $17018360.00       | $80844.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.6362%  | 0.0000% | $162972416.00      | $1390927.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-05-16      | 0.8402%  | 0.0000% | $123138048.00      | $1419518.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-07-16      | 0.5376%  | 0.0000% | $118446336.00      | $1519268.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-12-16      | 0.3763%  | 0.0000% | $113007488.00      | $882574.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-12-16      | 0.7193%  | 0.0000% | $145655552.00      | $3105486.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 0.6939%  | 0.0000% | $285230080.00      | $11493683.40       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-16      | 0.5832%  | 0.0000% | $113438000.00      | $3816512.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-08-16      | 0.8782%  | 0.0000% | $11700000.00       | $549382.35         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-10-25      | N/A      | 0.0000% | $4640000.00        | $112373.71         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-01-25      | 1.9527%  | 0.0000% | $134349000.00      | $1451381.11        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-02-25      | 1.8527%  | 0.0000% | $43627776.00       | $1342640.52        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-11-25      | 3.5000%  | 0.0000% | $6500000.00        | $4332903.25        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-02-25      | 0.4853%  | 0.0000% | $543958016.00      | $5177390.89        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-07-25      | N/A      | 0.0000% | $725000000.00      | $795967.83         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 1.8172%  | 0.0000% | $31508096.00       | $1111931.11        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 1.0172%  | 0.0000% | $50000000.00       | $1276378.39        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-07-25      | 0.8672%  | 0.0000% | $47816704.00       | $610258.44         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 5.5000%  | 0.0000% | $51633600.00       | $54596010.14       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 1.7172%  | 0.0000% | $78196000.00       | $6100379.95        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 1.0672%  | 0.0000% | $105420672.00      | $7554899.87        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-02-25      | N/A      | 0.0000% | $67192192.00       | $65185533.11       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-01-15      | 3.0000%  | 0.0000% | $4396000.00        | $1475345.11        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-08-15      | 3.5000%  | 0.0000% | $200000.00         | $188758.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2034-04-25      | 4.2651%  | 0.0000% | $7312000.00        | $1452311.00        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-04-25      | 1.6488%  | 0.0000% | $25541000.00       | $199679.48         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-11-25      | 1.9107%  | 0.0000% | $14981000.00       | $273677.03         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-03-15      | 3.0000%  | 0.0000% | $31293000.00       | $24439524.87       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-02-25      | 2.1346%  | 0.0000% | $14411000.00       | $716371.56         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-02-25      | 2.6514%  | 0.0000% | $9230000.00        | $1098152.75        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | 2.5000%  | 0.0000% | $82841920.00       | $9441237.75        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-04-25      | 0.0800%  | 0.0000% | $295837696.00      | $123292.43         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-05-25      | 0.8920%  | 0.0000% | $160520448.00      | $2390549.52        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 2.0000%  | 0.0000% | $3000000.00        | $1714234.40        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $5657430.00        | $3935052.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-05-25      | 4.0000%  | 0.0000% | $4999990.00        | $4949278.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-06-25      | 4.0000%  | 0.0000% | $3000000.00        | $2832611.55        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-06-25      | 4.0000%  | 0.0000% | $3924464.00        | $3774986.16        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-06-25      | 4.5000%  | 0.0000% | $5000000.00        | $5318204.04        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-10-25      | 5.0000%  | 0.0000% | $7000000.00        | $7726799.47        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 4.3805%  | 0.0000% | $20180000.00       | $4901386.93        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 1.4172%  | 0.0000% | $50000000.00       | $1345343.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 2.2672%  | 0.0000% | $15000000.00       | $398818.74         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 1.7672%  | 0.0000% | $70000000.00       | $2346316.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.0500%  | 0.0000% | $24997888.00       | $17861.16          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 1.5672%  | 0.0000% | $30000000.00       | $938254.59         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 1.5172%  | 0.0000% | $93750000.00       | $4481425.13        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.9672%  | 0.0000% | $168074752.00      | $8069373.68        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 2.3172%  | 0.0000% | $58676000.00       | $2670925.77        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 2.2672%  | 0.0000% | $50000000.00       | $2278520.78        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.9672%  | 0.0000% | $40000000.00       | $1215794.02        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 1.6672%  | 0.0000% | $186150000.00      | $8163400.84        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.9672%  | 0.0000% | $25000000.00       | $481386.84         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 2.3172%  | 0.0000% | $35603008.00       | $2268912.95        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-04-25      | 6.5000%  | 0.0000% | $19558912.00       | $1643482.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 1.0172%  | 0.0000% | $82000000.00       | $2834042.01        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 1.8672%  | 0.0000% | $73699584.00       | $4022034.26        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 1.2172%  | 0.0000% | $110047488.00      | $4465467.19        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 1.6172%  | 0.0000% | $104634880.00      | $6885905.35        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 0.9672%  | 0.0000% | $86153728.00       | $2093561.00        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.9672%  | 0.0000% | $94243840.00       | $2281822.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 5.5000%  | 0.0000% | $21504416.00       | $2052441.52        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.9672%  | 0.0000% | $154768640.00      | $4960115.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.0100%  | 0.0000% | $599998464.00      | $195916.85         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 6.5000%  | 0.0000% | $9821760.00        | $1686878.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 1.6172%  | 0.0000% | $68503936.00       | $5592866.95        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 0.1172%  | 0.0000% | $285000000.00      | $5041706.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-04-25      | 6.0000%  | 0.0000% | $24633216.00       | $4734288.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 2.9172%  | 0.0000% | $46595456.00       | $4503384.32        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-11-25      | 1.0100%  | 0.0000% | $152201918.00      | $11404845.72       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-11-25      | 1.7073%  | 0.0000% | $141004800.00      | $10086150.90       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-12-25      | 6.0000%  | 0.0000% | $32000000.00       | $545721.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-16      | 2.5678%  | 0.0000% | $160880000.00      | $1405253.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-04-16      | 0.5720%  | 0.0000% | $144572400.00      | $12813.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-10-16      | 2.1537%  | 0.0000% | $42024960.00       | $18316.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-08-16      | 5.5000%  | 0.0000% | $60320064.00       | $5347330.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-16      | 0.0908%  | 0.0000% | $320471040.00      | $31028.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-16      | N/A      | 0.0000% | $214466560.00      | $40305.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-16      | 0.2193%  | 0.0000% | $94732288.00       | $28884.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-06-16      | 2.5000%  | 0.0000% | $29338944.00       | $5096810.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-03-20      | 2.0845%  | 0.0000% | $37714240.00       | $253385.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.2488%  | 0.0000% | $94216448.00       | $388075.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-01-16      | 0.7984%  | 0.0000% | $30000000.00       | $1637258.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 1.5545%  | 0.0000% | $15961824.00       | $446262.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.6364%  | 0.0000% | $350000000.00      | $17834177.94       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-16      | 0.7781%  | 0.0000% | $116691712.00      | $7096234.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 0.9162%  | 0.0000% | $42105680.00       | $1633586.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $25666656.00       | $33778.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.7162%  | 0.0000% | $30000000.00       | $1081866.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-20      | 1.7662%  | 0.0000% | $62648832.00       | $2006635.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 1.0162%  | 0.0000% | $65000000.00       | $2985242.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 1.8162%  | 0.0000% | $123399552.00      | $4456477.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.8662%  | 0.0000% | $76363520.00       | $6297384.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 2.3384%  | 0.0000% | $58624576.00       | $4977522.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 1.9545%  | 0.0000% | $62000000.00       | $494800.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 1.9045%  | 0.0000% | $28691328.00       | $682714.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 0.0200%  | 0.0000% | $99991552.00       | $21690.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | N/A      | 0.0000% | $30000000.00       | $63295.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-16      | 0.6155%  | 0.0000% | $90575360.00       | $1718940.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 1.7500%  | 0.0000% | $1045000.00        | $640910.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-07-20      | 0.1276%  | 0.0000% | $149854464.00      | $270178.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 2.0545%  | 0.0000% | $107000000.00      | $6953013.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 1.8407%  | 0.0000% | $31750528.00       | $932801.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | N/A      | 0.0000% | $218063349.00      | $864191.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.2045%  | 0.0000% | $3524000.00        | $332544.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $7000000.00        | $174421.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | N/A      | 0.0000% | $105852928.00      | $72799.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 0.0500%  | 0.0000% | $117635072.00      | $144731.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $10000000.00       | $5674446.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $1158000.00        | $808684.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | N/A      | 0.0000% | $84996096.00       | $52674.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $10000000.00       | $11057541.79       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 1.3162%  | 0.0000% | $400000000.00      | $7204113.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 2.2162%  | 0.0000% | $50000000.00       | $1490344.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 1.5162%  | 0.0000% | $89176832.00       | $4811429.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 6.0000%  | 0.0000% | $11347152.00       | $1122603.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.8162%  | 0.0000% | $32781440.00       | $1004567.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $8642960.00        | $9441813.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.0500%  | 0.0000% | $20000000.00       | $22315.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.3662%  | 0.0000% | $30000000.00       | $1132836.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 1.6662%  | 0.0000% | $50000000.00       | $2388164.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-20      | 1.7162%  | 0.0000% | $120000000.00      | $2245035.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-09-20      | 1.8162%  | 0.0000% | $65730048.00       | $1347283.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.6162%  | 0.0000% | $200000000.00      | $4914646.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.0662%  | 0.0000% | $50000000.00       | $2282370.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.2162%  | 0.0000% | $50000000.00       | $1413324.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.6162%  | 0.0000% | $30000000.00       | $1251633.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.5162%  | 0.0000% | $150000000.00      | $4719396.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.2662%  | 0.0000% | $150000000.00      | $2595701.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.2662%  | 0.0000% | $88419328.00       | $3248713.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.9162%  | 0.0000% | $50670000.00       | $2252880.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.9162%  | 0.0000% | $50280896.00       | $1895340.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.0662%  | 0.0000% | $40000000.00       | $920892.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.1000%  | 0.0000% | $100000000.00      | $207849.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.7662%  | 0.0000% | $109452960.00      | $5323773.77        | Agency Collateralized Mortgage Obligation |

### Security 143: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP0TBOK8, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP0TBOK8_4.20_0130
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2030-07-25      | N/A      | 0.0000% | $44593200.00       | $31153210.86       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-02-15      | 3.5000%  | 0.0000% | $47477440.00       | $529492.40         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-01-25      | 4.5000%  | 0.0000% | $1869332.00        | $251321.25         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-08-25      | 1.7027%  | 0.0000% | $55000000.00       | $631290.79         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-02-25      | 1.8527%  | 0.0000% | $37500000.00       | $1060190.05        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-07-25      | 1.9027%  | 0.0000% | $23750000.00       | $386835.20         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 6.0000%  | 0.0000% | $51114496.00       | $1935986.08        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-07-25      | 3.0000%  | 0.0000% | $4100000.00        | $4731246.03        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-11-25      | 4.0000%  | 0.0000% | $10270000.00       | $304812.64         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-10-25      | 1.7027%  | 0.0000% | $23365792.00       | $513372.92         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-02-25      | 3.0000%  | 0.0000% | $1944000.00        | $1071557.18        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-11-25      | 1.8027%  | 0.0000% | $67082240.00       | $345961.90         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-07-25      | 4.0000%  | 0.0000% | $9366750.00        | $31092.99          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-03-25      | 1.8027%  | 0.0000% | $76362880.00       | $1375795.12        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | 1.8527%  | 0.0000% | $7500000.00        | $215097.50         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-11-25      | 3.0000%  | 0.0000% | $19870000.00       | $646065.30         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-04-25      | 0.4909%  | 0.0000% | $16684896.00       | $53626.69          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-03-25      | 6.0000%  | 0.0000% | $30796256.00       | $1340390.48        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-06-25      | 4.0000%  | 0.0000% | $5400000.00        | $3424408.06        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-01-25      | 0.3203%  | 0.0000% | $12314272.00       | $14065.95          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-10-25      | 3.5000%  | 0.0000% | $2581000.00        | $847825.85         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-07-25      | 0.0300%  | 0.0000% | $96772096.00       | $32757.71          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-04-25      | 1.7527%  | 0.0000% | $17752256.00       | $509365.65         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-01-25      | 1.7027%  | 0.0000% | $100824704.00      | $5488542.74        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 4.0000%  | 0.0000% | $72732416.00       | $4833041.17        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-04-25      | 3.5000%  | 0.0000% | $2000000.00        | $1799388.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-11-25      | 5.5000%  | 0.0000% | $3912236.00        | $4615702.91        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-12-25      | 6.0000%  | 0.0000% | $4415368.00        | $5500682.95        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | N/A      | 0.0000% | $1903582.00        | $1111917.75        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-05-25      | 2.3172%  | 0.0000% | $26315840.00       | $1164465.41        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 5.5000%  | 0.0000% | $1823078.00        | $2011189.66        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 1.0672%  | 0.0000% | $66098048.00       | $2211948.58        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 1.2172%  | 0.0000% | $80910336.00       | $4853226.76        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | 5.5000%  | 0.0000% | $4656000.00        | $4959510.35        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 1.9172%  | 0.0000% | $15000000.00       | $725807.13         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 0.1000%  | 0.0000% | $75000000.00       | $232283.03         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.1672%  | 0.0000% | $100000000.00      | $1594778.50        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 5.0000%  | 0.0000% | $12653408.00       | $12454918.24       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-03-15      | 2.1019%  | 0.0000% | $26508896.00       | $243090.03         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-12-15      | 4.0000%  | 0.0000% | $24277536.00       | $6589906.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-10-15      | 3.0000%  | 0.0000% | $13364912.00       | $4180119.52        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-04-15      | 3.5000%  | 0.0000% | $11058576.00       | $50926.41          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-08-15      | 3.0000%  | 0.0000% | $200000.00         | $118397.27         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-08-15      | 5.0000%  | 0.0000% | $61727232.00       | $550527.16         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-09-15      | 1.7518%  | 0.0000% | $185693952.00      | $2274926.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-03-15      | 3.5000%  | 0.0000% | $2700000.00        | $1917177.69        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-03-15      | 4.0000%  | 0.0000% | $5082000.00        | $4461576.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-11-15      | 3.0000%  | 0.0000% | $3156312.00        | $3499428.98        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-09-15      | 5.0000%  | 0.0000% | $12014272.00       | $325246.25         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-06-15      | 1.8518%  | 0.0000% | $56250000.00       | $715005.88         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-09-25      | 2.2349%  | 0.0000% | $14690000.00       | $881920.14         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-09-15      | 4.0000%  | 0.0000% | $562500.00         | $6242.80           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-04-15      | N/A      | 0.0000% | $4340000.00        | $1445877.00        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-01-25      | 0.1860%  | 0.0000% | $13860863.00       | $5124.21           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-05-25      | N/A      | 0.0000% | $12500000.00       | $24377.14          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 3.0000%  | 0.0000% | $50000000.00       | $4491288.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-09-15      | N/A      | 0.0000% | $2740488.00        | $1594489.71        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 1.7172%  | 0.0000% | $60000000.00       | $1659378.78        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.0500%  | 0.0000% | $24997888.00       | $17388.94          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 2.9172%  | 0.0000% | $51872384.00       | $2457735.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 1.6672%  | 0.0000% | $293750000.00      | $13021856.71       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 1.6672%  | 0.0000% | $50000000.00       | $4076888.98        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-07-25      | 1.7172%  | 0.0000% | $161878528.00      | $9620771.23        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 0.9672%  | 0.0000% | $115000000.00      | $4263881.73        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 0.5172%  | 0.0000% | $96072064.00       | $2979598.40        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-06-25      | 4.7973%  | 0.0000% | $24997888.00       | $23006.20          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-09-25      | N/A      | 0.0000% | $2727272.00        | $113437.16         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-10-25      | 4.6773%  | 0.0000% | $247476224.00      | $195108.86         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-09-25      | 6.0000%  | 0.0000% | $124093000.00      | $220998.59         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-02-15      | 2.6519%  | 0.0000% | $50000000.00       | $111626.56         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-03-25      | 0.2027%  | 0.0000% | $53751808.00       | $43404.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-16      | 2.0174%  | 0.0000% | $94000000.00       | $467046.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-16      | 0.7326%  | 0.0000% | $143884288.00      | $19769.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-09-20      | 5.5000%  | 0.0000% | $9000000.00        | $2082563.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-16      | 1.2500%  | 0.0000% | $166658048.00      | $7316.06           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-01-16      | 1.1715%  | 0.0000% | $85000000.00       | $91910.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-10-16      | 5.5000%  | 0.0000% | $46553040.00       | $7209389.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-01-16      | 5.0000%  | 0.0000% | $19435616.00       | $3873620.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-05-16      | 2.4037%  | 0.0000% | $45605312.00       | $217345.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-16      | 2.7825%  | 0.0000% | $375000.00         | $420563.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-16      | 2.9228%  | 0.0000% | $1700000.00        | $1753031.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-16      | 0.2567%  | 0.0000% | $114393088.00      | $103934.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-16      | 1.4037%  | 0.0000% | $35091584.00       | $178625.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-16      | 0.2435%  | 0.0000% | $107782560.00      | $383555.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-16      | 0.3599%  | 0.0000% | $139558912.00      | $94705.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-16      | 0.4116%  | 0.0000% | $135524352.00      | $116545.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-06-16      | 2.5000%  | 0.0000% | $1983898.00        | $1695344.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-09-20      | 1.4545%  | 0.0000% | $68045184.00       | $407798.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-01-16      | 0.4877%  | 0.0000% | $65159000.00       | $154542.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-03-16      | 2.0537%  | 0.0000% | $315000000.00      | $2514171.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-07-16      | 5.5000%  | 0.0000% | $109284992.00      | $883689.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-05-20      | 3.5000%  | 0.0000% | $2500000.00        | $2217652.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.7290%  | 0.0000% | $200046000.00      | $1986488.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-16      | 1.3979%  | 0.0000% | $41423000.00       | $64325.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-10-16      | 0.6116%  | 0.0000% | $201133385.00      | $697745.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-07-16      | 0.3199%  | 0.0000% | $104944000.00      | $213748.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-08-16      | 0.6677%  | 0.0000% | $114995000.00      | $554186.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.5979%  | 0.0000% | $114434080.00      | $1177690.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-16      | 0.5227%  | 0.0000% | $210316288.00      | $544823.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.6256%  | 0.0000% | $65773696.00       | $383015.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-03-16      | 0.7369%  | 0.0000% | $104532320.00      | $704656.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-20      | 3.0000%  | 0.0000% | $1469526.00        | $850757.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-20      | 3.5000%  | 0.0000% | $5560000.00        | $1439272.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-16      | 0.8755%  | 0.0000% | $93704800.00       | $6911546.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-16      | 0.7559%  | 0.0000% | $97126000.00       | $4682529.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.8502%  | 0.0000% | $50471440.00       | $3358475.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 0.9162%  | 0.0000% | $141803264.00      | $4518490.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 1.0162%  | 0.0000% | $100000000.00      | $4159088.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 1.6162%  | 0.0000% | $41441984.00       | $2087505.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 5.0000%  | 0.0000% | $1156576.00        | $1125631.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $2885644.00        | $2956535.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 2.3662%  | 0.0000% | $204966912.00      | $24730511.60       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.0662%  | 0.0000% | $139000000.00      | $4456096.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $10472144.00       | $10377695.93       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 2.0045%  | 0.0000% | $30452240.00       | $493480.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 0.0300%  | 0.0000% | $27295744.00       | $7814.82           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 4.5000%  | 0.0000% | $1200546.00        | $1070104.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 3.5000%  | 0.0000% | $317333.00         | $23532.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.1545%  | 0.0000% | $130398720.00      | $9658857.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $26781600.00       | $395640.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 0.1345%  | 0.0000% | $34196864.00       | $302159.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 3.0000%  | 0.0000% | $5947500.00        | $180044.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | N/A      | 0.0000% | $58333312.00       | $334203.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $18870600.00       | $149383.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | N/A      | 0.0000% | $9000000.00        | $99409.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | N/A      | 0.0000% | $102236160.00      | $57104.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $98055552.00       | $7889622.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.1545%  | 0.0000% | $25000000.00       | $2444998.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 2.1545%  | 0.0000% | $17500000.00       | $1660249.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.1545%  | 0.0000% | $74307200.00       | $4871040.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $70666624.00       | $6742416.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | N/A      | 0.0000% | $211708416.00      | $298526.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 1.6520%  | 0.0000% | $78143744.00       | $8020890.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $250000000.00      | $271630.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | N/A      | 0.0000% | $50000000.00       | $330110.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $235741184.00      | $209813.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $45233664.00       | $4890521.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $174133248.00      | $151861.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 0.0500%  | 0.0000% | $49999872.00       | $28503.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 1.6162%  | 0.0000% | $74330752.00       | $3601149.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $29999104.00       | $14799.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | N/A      | 0.0000% | $50000000.00       | $54826.03          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 5.0000%  | 0.0000% | $1038796.00        | $1152957.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 6.0000%  | 0.0000% | $8125000.00        | $796562.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 1.3162%  | 0.0000% | $100000000.00      | $1774440.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 0.0700%  | 0.0000% | $147321344.00      | $161969.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $953201.00         | $1088480.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 0.0500%  | 0.0000% | $53858304.00       | $40721.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.4662%  | 0.0000% | $25000000.00       | $1316625.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.5162%  | 0.0000% | $27777760.00       | $808634.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.8162%  | 0.0000% | $25000000.00       | $2029031.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.3662%  | 0.0000% | $20000000.00       | $756888.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-20      | 2.8662%  | 0.0000% | $53190912.00       | $1788297.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 1.1162%  | 0.0000% | $35000000.00       | $690322.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 2.4662%  | 0.0000% | $50000000.00       | $4130683.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.1662%  | 0.0000% | $100000000.00      | $3825728.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 3.1162%  | 0.0000% | $39628160.00       | $3601016.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 1.8162%  | 0.0000% | $75000000.00       | $4296981.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.1000%  | 0.0000% | $50000000.00       | $133617.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.1000%  | 0.0000% | $42396224.00       | $92238.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.6162%  | 0.0000% | $76260080.00       | $3877967.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.8162%  | 0.0000% | $101984896.00      | $3478108.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 2.9162%  | 0.0000% | $33871600.00       | $1421496.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.2162%  | 0.0000% | $53773952.00       | $1403210.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.4162%  | 0.0000% | $70000000.00       | $1372900.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.2662%  | 0.0000% | $100000000.00      | $4017794.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.8662%  | 0.0000% | $102250624.00      | $2992277.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.8162%  | 0.0000% | $49828352.00       | $2947066.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.9662%  | 0.0000% | $44680080.00       | $2036671.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 4.5000%  | 0.0000% | $47916800.00       | $47757954.59       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.0662%  | 0.0000% | $100000000.00      | $4142153.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.8662%  | 0.0000% | $40000000.00       | $1467861.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.7662%  | 0.0000% | $50000000.00       | $1924637.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.4362%  | 0.0000% | $75000000.00       | $3071532.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.5000%  | 0.0000% | $12542384.00       | $2358690.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.8962%  | 0.0000% | $100000000.00      | $3378392.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 2.3662%  | 0.0000% | $35000000.00       | $1374845.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 0.9162%  | 0.0000% | $51000000.00       | $2277810.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1000%  | 0.0000% | $56995712.00       | $84343.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 1.0162%  | 0.0000% | $41396720.00       | $1142752.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $1427110.00        | $981656.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 5.0000%  | 0.0000% | $39052928.00       | $38073874.28       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 2.8662%  | 0.0000% | $175000000.00      | $14969500.76       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-08-20      | 2.0545%  | 0.0000% | $1000000.00        | $30758.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-10-16      | 0.5678%  | 0.0000% | $134004992.00      | $1894536.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 0.2641%  | 0.0000% | $161174528.00      | $1043635.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-12-16      | 0.7459%  | 0.0000% | $50049280.00       | $649107.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-04-16      | 0.6565%  | 0.0000% | $90340096.00       | $1009824.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-09-16      | 0.5819%  | 0.0000% | $80012800.00       | $1491224.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-16      | 0.7877%  | 0.0000% | $44516000.00       | $1209837.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-07-16      | 1.0495%  | 0.0000% | $65512064.00       | $2084664.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-03-16      | 0.6500%  | 0.0000% | $223104512.00      | $4375533.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-08-16      | 5.5000%  | 0.0000% | $8003232.00        | $23832.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 2.1045%  | 0.0000% | $63902848.00       | $1474426.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-07-20      | 1.9512%  | 0.0000% | $22667328.00       | $569486.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-08-20      | 1.9512%  | 0.0000% | $34400000.00       | $984143.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 2.0545%  | 0.0000% | $47757504.00       | $944942.38         | Agency Collateralized Mortgage Obligation |

### Security 144: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP169L37, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP169L37_4.14_1107
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill  | 2026-01-08      | N/A      | 0.0000% | $8865000.00        | $8800640.10        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $300.00            | $156.99            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-02-15      | N/A      | 0.0000% | $8821700.00        | $2531783.79        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2029-04-15      | 3.8750%  | 0.0000% | $2896800.00        | $6207444.63        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2040-02-15      | 2.1250%  | 0.0000% | $500.00            | $759.05            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2041-11-15      | 2.0000%  | 0.0000% | $600.00            | $431.04            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-08-15      | 3.3750%  | 0.0000% | $1200.00           | $1040.58           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-07-15      | 0.1250%  | 0.0000% | $75196000.00       | $89999346.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $86.63             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-10-31      | 1.1250%  | 0.0000% | $1300.00           | $1266.59           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-04-30      | 4.6250%  | 0.0000% | $475250700.00      | $490382682.30      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-10-15      | 1.6250%  | 0.0000% | $1000.00           | $1045.56           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-01-15      | 4.2500%  | 0.0000% | $8506000.00        | $8724713.30        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-02-15      | 4.6250%  | 0.0000% | $1000.00           | $1052.81           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-09-30      | 3.6250%  | 0.0000% | $1122000.00        | $1120639.27        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-08-15      | N/A      | 0.0000% | $163.84            | $107.94            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-05-15      | N/A      | 0.0000% | $81.92             | $63.21             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-05-15      | N/A      | 0.0000% | $8779898.41        | $4226739.67        | U.S. Treasuries (including strips) |

### Security 145: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP16DDA1, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP16DDA1_4.14_1107
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $2084300.00        | $839126.67         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $49355400.00       | $19629037.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $8383400.00        | $3251719.66        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $500.00            | $177.13            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $200.00            | $61.53             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $100.00            | $51.35             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-02-15      | N/A      | 0.0000% | $56929700.00       | $15114322.98       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2028-11-15      | 5.2500%  | 0.0000% | $3105800.00        | $3324172.08        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2029-04-15      | 3.8750%  | 0.0000% | $2900400.00        | $6215158.93        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2039-05-15      | 4.2500%  | 0.0000% | $1000.00           | $1009.71           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2040-02-15      | 4.6250%  | 0.0000% | $900.00            | $929.73            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2040-02-15      | 2.1250%  | 0.0000% | $100.00            | $151.81            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2045-02-15      | 0.7500%  | 0.0000% | $1000.00           | $1038.33           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2041-11-15      | 2.0000%  | 0.0000% | $200.00            | $143.68            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-08-15      | 0.6250%  | 0.0000% | $300.00            | $259.90            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-02-28      | 0.5000%  | 0.0000% | $44869000.00       | $44407097.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-08-31      | 0.7500%  | 0.0000% | $8989200.00        | $8780837.64        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-08-15      | 2.7500%  | 0.0000% | $5199100.00        | $4877042.15        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-02-28      | 4.0000%  | 0.0000% | $133225600.00      | $135747604.81      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-03-15      | 4.6250%  | 0.0000% | $4152900.00        | $4189117.74        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-08-31      | 4.1250%  | 0.0000% | $2917900.00        | $2988778.62        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-11-30      | 4.2500%  | 0.0000% | $848400.00         | $868113.76         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-07-15      | 1.8750%  | 0.0000% | $1100.00           | $1123.24           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-05-15      | N/A      | 0.0000% | $24.80             | $19.13             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-05-15      | N/A      | 0.0000% | $410.06            | $246.91            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-02-15      | N/A      | 0.0000% | $11567709.09       | $4762657.19        | U.S. Treasuries (including strips) |

### Security 146: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP16H271, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP16H271_4.14_1107
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note  | 2027-04-15      | 4.5000%  | 0.0000% | $1299900.00        | $1317669.66        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-09-30      | 3.5000%  | 0.0000% | $100.00            | $100.08            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-10-31      | 4.1250%  | 0.0000% | $3300.00           | $3311.68           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-12-31      | 4.2500%  | 0.0000% | $1525900.00        | $1556578.47        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-01-31      | 4.2500%  | 0.0000% | $60730000.00       | $62691882.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-08-31      | 3.6250%  | 0.0000% | $299920000.00      | $300534363.75      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-09-15      | 3.3750%  | 0.0000% | $199732000.00      | $199278343.54      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-08-15      | N/A      | 0.0000% | $100.00            | $72.79             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-05-15      | N/A      | 0.0000% | $16559.90          | $13358.85          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-11-15      | N/A      | 0.0000% | $1.44              | $1.39              | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-02-26      | N/A      | 0.0000% | $100.00            | $98.78             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-04-02      | N/A      | 0.0000% | $7151100.00        | $7038184.13        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-01-13      | N/A      | 0.0000% | $100.00            | $99.24             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-04-23      | N/A      | 0.0000% | $200.00            | $196.42            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $6499600.00        | $3401325.17        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-11-15      | N/A      | 0.0000% | $100.00            | $40.73             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $300.00            | $116.36            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-02-15      | N/A      | 0.0000% | $100.00            | $38.26             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $100.00            | $35.94             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $100.00            | $35.43             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $758100.00         | $233243.87         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $100.00            | $51.35             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-08-15      | N/A      | 0.0000% | $100.00            | $29.32             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-08-15      | N/A      | 0.0000% | $698000.00         | $196120.55         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-11-15      | N/A      | 0.0000% | $8908100.00        | $2491764.82        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2028-04-15      | 3.6250%  | 0.0000% | $5999900.00        | $12718568.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2029-04-15      | 3.8750%  | 0.0000% | $100.00            | $214.29            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $71.84             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-05-15      | 1.6250%  | 0.0000% | $200.00            | $199.15            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-11-15      | 2.0000%  | 0.0000% | $25386900.00       | $25167830.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-09-30      | 0.3750%  | 0.0000% | $100.00            | $94.07             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-01-31      | 0.3750%  | 0.0000% | $100.00            | $99.21             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-09-30      | 0.8750%  | 0.0000% | $200.00            | $195.01            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-10-31      | 1.1250%  | 0.0000% | $100.00            | $97.43             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-09-30      | 3.8750%  | 0.0000% | $80000.00          | $80848.81          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-04-15      | 1.2500%  | 0.0000% | $100.00            | $107.96            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-04-30      | 3.5000%  | 0.0000% | $100.00            | $99.17             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2025-11-30      | 4.8750%  | 0.0000% | $347300.00         | $354599.93         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-12-31      | 3.7500%  | 0.0000% | $49972800.00       | $50607652.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-02-15      | 4.0000%  | 0.0000% | $38495000.00       | $38838358.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-02-28      | 4.2500%  | 0.0000% | $100.00            | $102.62            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-05-15      | N/A      | 0.0000% | $14.14             | $9.43              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-11-15      | N/A      | 0.0000% | $270.26            | $175.71            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-11-15      | N/A      | 0.0000% | $7.10              | $6.10              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-08-15      | N/A      | 0.0000% | $20.48             | $17.06             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-05-15      | N/A      | 0.0000% | $12411737.04       | $7473528.87        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-08-15      | N/A      | 0.0000% | $0.04              | $0.02              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-11-15      | N/A      | 0.0000% | $0.22              | $0.11              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-02-15      | N/A      | 0.0000% | $5.59              | $2.73              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-11-15      | N/A      | 0.0000% | $0.31              | $0.15              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $100.00            | $39.20             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-02-15      | N/A      | 0.0000% | $7.25              | $2.70              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $6.09              | $2.14              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-02-15      | N/A      | 0.0000% | $40.86             | $12.57             | U.S. Treasuries (including strips) |

### Security 147: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP16NZY3, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP16NZY3_4.14_1107
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond               | 2026-01-15      | 2.0000%  | 0.0000% | $500.00            | $820.56            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2040-02-15      | 2.1250%  | 0.0000% | $500.00            | $759.05            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-02-15      | 0.6250%  | 0.0000% | $12000200.00       | $12964922.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2053-02-15      | 3.6250%  | 0.0000% | $22206100.00       | $18754826.13       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2053-02-15      | 1.5000%  | 0.0000% | $1100.00           | $975.46            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2055-02-15      | 2.3750%  | 0.0000% | $400.00            | $407.91            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2055-08-15      | 4.7500%  | 0.0000% | $400.00            | $410.49            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-07-15      | 0.3750%  | 0.0000% | $300.00            | $393.62            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-07-15      | 0.1250%  | 0.0000% | $2681700.00        | $3604310.38        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-01-15      | 0.1250%  | 0.0000% | $100.00            | $119.78            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-05-15      | 0.6250%  | 0.0000% | $1800.00           | $1575.33           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-05-31      | 0.5000%  | 0.0000% | $2330500.00        | $2223332.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-08-31      | 0.5000%  | 0.0000% | $100.00            | $94.57             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-01-15      | 0.1250%  | 0.0000% | $112845200.00      | $131422464.24      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-06-30      | 1.2500%  | 0.0000% | $100.00            | $94.44             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-09-30      | 0.8750%  | 0.0000% | $100.00            | $97.50             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-06-30      | 3.2500%  | 0.0000% | $1183000.00        | $1188504.23        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-08-31      | 3.1250%  | 0.0000% | $9595100.00        | $9459001.98        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-02-28      | 4.0000%  | 0.0000% | $147199800.00      | $149986341.05      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-04-15      | 1.2500%  | 0.0000% | $5700.00           | $6153.41           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-08-15      | 3.8750%  | 0.0000% | $12812800.00       | $12849073.24       | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-01-31      | 4.0105%  | 0.0000% | $100.00            | $100.01            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-02-28      | 4.6250%  | 0.0000% | $100.00            | $100.99            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-04-15      | 2.1250%  | 0.0000% | $700.00            | $753.30            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-04-30      | 4.6250%  | 0.0000% | $251990800.00      | $260014187.10      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-06-15      | 4.6250%  | 0.0000% | $4700.00           | $4853.92           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-06-30      | 4.2500%  | 0.0000% | $1800.00           | $1861.93           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-06-30      | 4.6250%  | 0.0000% | $100.00            | $102.07            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-07-31      | 4.0000%  | 0.0000% | $100.00            | $102.16            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-07-31      | 4.1250%  | 0.0000% | $600.00            | $616.27            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-08-15      | 3.8750%  | 0.0000% | $900.00            | $896.95            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-09-30      | 3.5000%  | 0.0000% | $300.00            | $299.01            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-10-31      | 4.1250%  | 0.0000% | $800.00            | $813.00            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-11-15      | 4.2500%  | 0.0000% | $1000.00           | $1034.64           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-11-30      | 4.2500%  | 0.0000% | $100.00            | $102.33            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-11-30      | 4.1250%  | 0.0000% | $1200.00           | $1240.61           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-12-31      | 4.2500%  | 0.0000% | $3000.00           | $3060.32           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-01-31      | 4.1250%  | 0.0000% | $100.00            | $101.53            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2035-01-15      | 2.1250%  | 0.0000% | $200.00            | $212.15            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-04-30      | 3.8750%  | 0.0000% | $900.00            | $906.47            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2035-05-15      | 4.2500%  | 0.0000% | $500.00            | $516.52            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-05-15      | 3.7500%  | 0.0000% | $400.00            | $408.22            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-05-31      | 3.8750%  | 0.0000% | $500.00            | $509.78            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-05-31      | 4.0000%  | 0.0000% | $2745000.00        | $2825212.50        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-06-15      | 3.8750%  | 0.0000% | $300.00            | $306.38            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-06-30      | 3.8750%  | 0.0000% | $1200.00           | $1223.98           | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-07-31      | 3.9245%  | 0.0000% | $1825600.00        | $1825034.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-07-31      | 4.0000%  | 0.0000% | $100.00            | $101.68            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2035-07-15      | 1.8750%  | 0.0000% | $2600.00           | $2654.93           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2035-08-15      | 4.2500%  | 0.0000% | $1800.00           | $1838.22           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-08-31      | 3.6250%  | 0.0000% | $232500.00         | $232976.26         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-09-15      | 3.3750%  | 0.0000% | $2022200.00        | $2017606.93        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-09-30      | 3.8750%  | 0.0000% | $3200.00           | $3207.07           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-09-30      | 3.5000%  | 0.0000% | $3100.00           | $3102.58           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-10-15      | 3.5000%  | 0.0000% | $5092900.00        | $5084437.95        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-10-31      | 3.6250%  | 0.0000% | $7000.00           | $6969.88           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-10-31      | 3.5000%  | 0.0000% | $4800.00           | $4789.49           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-10-31      | 3.7500%  | 0.0000% | $3400.00           | $3369.20           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2031-08-15      | N/A      | 0.0000% | $748567.90         | $597328.74         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2032-02-15      | N/A      | 0.0000% | $38811838.33       | $30272030.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2033-02-15      | N/A      | 0.0000% | $6351514.85        | $4732456.55        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-02-15      | N/A      | 0.0000% | $16965301.03       | $12057918.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-08-15      | N/A      | 0.0000% | $155903020.00      | $108074156.10      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-08-15      | N/A      | 0.0000% | $23.48             | $15.47             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-08-15      | N/A      | 0.0000% | $24836757.82       | $15538347.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2031-05-15      | N/A      | 0.0000% | $12.80             | $10.33             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2032-05-15      | N/A      | 0.0000% | $26.12             | $20.15             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-05-15      | N/A      | 0.0000% | $14.21             | $9.98              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-11-15      | N/A      | 0.0000% | $3.36              | $2.30              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2027-08-15      | N/A      | 0.0000% | $2.27              | $2.13              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-05-15      | N/A      | 0.0000% | $5.92              | $3.95              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-11-15      | N/A      | 0.0000% | $30.60             | $19.90             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-08-15      | N/A      | 0.0000% | $105.18            | $91.31             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-05-15      | N/A      | 0.0000% | $444.36            | $389.54            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2030-05-15      | N/A      | 0.0000% | $39.71             | $33.41             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2030-02-15      | N/A      | 0.0000% | $300.00            | $255.09            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-05-15      | N/A      | 0.0000% | $8019300.00        | $5080811.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-11-15      | N/A      | 0.0000% | $6340976.74        | $3915527.77        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-05-15      | N/A      | 0.0000% | $18.19             | $10.95             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-11-15      | N/A      | 0.0000% | $262.31            | $153.72            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2038-05-15      | N/A      | 0.0000% | $12.98             | $7.40              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2038-11-15      | N/A      | 0.0000% | $24.64             | $13.67             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-08-15      | N/A      | 0.0000% | $163.60            | $87.01             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-11-15      | N/A      | 0.0000% | $21.44             | $11.23             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-08-15      | N/A      | 0.0000% | $53.22             | $26.69             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-11-15      | N/A      | 0.0000% | $3584928.32        | $1772693.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2041-05-15      | N/A      | 0.0000% | $15.06             | $7.25              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2042-11-15      | N/A      | 0.0000% | $122.57            | $54.09             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-02-15      | N/A      | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-02-15      | N/A      | 0.0000% | $0.02              | $0.01              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-11-15      | N/A      | 0.0000% | $46.41             | $18.40             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-11-15      | N/A      | 0.0000% | $16.38             | $6.18              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-11-15      | N/A      | 0.0000% | $26.11             | $9.41              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-05-15      | N/A      | 0.0000% | $12.98             | $4.34              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-02-15      | N/A      | 0.0000% | $10.00             | $3.08              | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2025-11-28      | N/A      | 0.0000% | $100.00            | $99.70             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-01-22      | N/A      | 0.0000% | $100.00            | $99.13             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-04-16      | N/A      | 0.0000% | $100.00            | $98.28             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-05-14      | N/A      | 0.0000% | $458000.00         | $448995.72         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2025-11-06      | N/A      | 0.0000% | $1714700.00        | $1713602.59        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2025-11-13      | N/A      | 0.0000% | $1932500.00        | $1929811.89        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2025-12-04      | N/A      | 0.0000% | $100.00            | $99.64             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-01-02      | N/A      | 0.0000% | $5465700.00        | $5429025.15        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-08-06      | N/A      | 0.0000% | $27032300.00       | $26275665.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-01-08      | N/A      | 0.0000% | $200.00            | $198.55            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2025-11-04      | N/A      | 0.0000% | $100.00            | $99.96             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2025-12-09      | N/A      | 0.0000% | $100.00            | $99.58             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-03-12      | N/A      | 0.0000% | $100.00            | $98.63             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-01-13      | N/A      | 0.0000% | $100.00            | $99.24             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-01-27      | N/A      | 0.0000% | $900.00            | $891.75            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-02-03      | N/A      | 0.0000% | $100.00            | $99.01             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-04-30      | N/A      | 0.0000% | $100.00            | $98.14             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-02-10      | N/A      | 0.0000% | $100.00            | $98.94             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-02-24      | N/A      | 0.0000% | $100.00            | $98.78             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-02-15      | N/A      | 0.0000% | $33861400.00       | $17960865.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2041-08-15      | N/A      | 0.0000% | $24100.00          | $11743.06          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2042-11-15      | N/A      | 0.0000% | $142576300.00      | $64504227.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-05-15      | N/A      | 0.0000% | $100.00            | $41.83             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-02-15      | N/A      | 0.0000% | $7856800.00        | $3163100.54        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-05-15      | N/A      | 0.0000% | $600.00            | $238.62            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-11-15      | N/A      | 0.0000% | $15600.00          | $6050.87           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-02-15      | N/A      | 0.0000% | $1300.00           | $497.34            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-05-15      | N/A      | 0.0000% | $500.00            | $188.96            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-08-15      | N/A      | 0.0000% | $100.00            | $35.43             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-08-15      | N/A      | 0.0000% | $300.00            | $154.06            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2052-11-15      | N/A      | 0.0000% | $200.00            | $55.94             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2053-08-15      | N/A      | 0.0000% | $1800.00           | $487.62            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2027-08-15      | 6.3750%  | 0.0000% | $100.00            | $106.08            | U.S. Treasuries (including strips) |

### Security 148: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP16T6P1, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP16T6P1_4.14_1107
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note  | 2027-02-15      | 2.2500%  | 0.0000% | $100.00            | $98.67             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-06-30      | 3.8750%  | 0.0000% | $296396800.00      | $302319331.59      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-08-15      | 4.2500%  | 0.0000% | $86483600.00       | $88319963.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $68.13             | $47.23             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-08-15      | N/A      | 0.0000% | $120.36            | $75.30             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-05-15      | N/A      | 0.0000% | $0.05              | $0.04              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-05-15      | N/A      | 0.0000% | $27537297.84       | $18373380.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-02-15      | N/A      | 0.0000% | $60.67             | $51.59             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-08-15      | N/A      | 0.0000% | $5.86              | $4.88              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-02-15      | N/A      | 0.0000% | $99.33             | $80.98             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-05-15      | N/A      | 0.0000% | $794.36            | $478.31            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-08-15      | N/A      | 0.0000% | $526.62            | $312.87            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-08-15      | N/A      | 0.0000% | $184.79            | $104.00            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-02-15      | N/A      | 0.0000% | $5427332.61        | $2646443.36        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $195.88            | $75.88             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $2.24              | $1.06              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-02-15      | N/A      | 0.0000% | $4.79              | $2.21              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-08-15      | N/A      | 0.0000% | $17.82             | $7.97              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-08-15      | N/A      | 0.0000% | $1341919.47        | $538128.49         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-08-15      | N/A      | 0.0000% | $25.46             | $9.73              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-02-15      | N/A      | 0.0000% | $98.49             | $36.73             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-02-15      | N/A      | 0.0000% | $40.11             | $14.27             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $60.83             | $21.11             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $15611700.00       | $8280804.75        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $500.00            | $201.30            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $2100.00           | $814.54            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-11-15      | N/A      | 0.0000% | $2100.00           | $774.90            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-08-15      | N/A      | 0.0000% | $109600.00         | $35252.29          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $21254700.00       | $10914968.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-11-15      | N/A      | 0.0000% | $400.00            | $121.52            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-02-15      | N/A      | 0.0000% | $100.00            | $49.99             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-05-15      | N/A      | 0.0000% | $200.00            | $56.83             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-11-15      | N/A      | 0.0000% | $600.00            | $167.83            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-01-15      | N/A      | 0.0000% | $442700.00         | $439176.11         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-02-26      | N/A      | 0.0000% | $1649000.00        | $1628849.22        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-11-15      | N/A      | 0.0000% | $51.28             | $17.60             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-08-15      | N/A      | 0.0000% | $22.47             | $7.44              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-02-15      | N/A      | 0.0000% | $82.52             | $26.66             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-05-15      | N/A      | 0.0000% | $58.92             | $17.91             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $72.72             | $21.83             | U.S. Treasuries (including strips) |

### Security 149: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.130000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP17B5Z8, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP17B5Z8_4.13_1107
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill               | 2026-01-13      | N/A      | 0.0000% | $100.00            | $99.24             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-02-15      | N/A      | 0.0000% | $397100.00         | $262328.63         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-02-15      | N/A      | 0.0000% | $9313800.00        | $4940253.74        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-05-15      | N/A      | 0.0000% | $21865500.00       | $11442500.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2041-08-15      | N/A      | 0.0000% | $200.00            | $97.45             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-02-15      | N/A      | 0.0000% | $18623000.00       | $7497508.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-05-15      | N/A      | 0.0000% | $37400.00          | $14874.28          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-11-15      | N/A      | 0.0000% | $601300.00         | $233229.84         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-05-15      | N/A      | 0.0000% | $200.00            | $75.59             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-08-15      | N/A      | 0.0000% | $300.00            | $106.28            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-08-15      | N/A      | 0.0000% | $300.00            | $154.06            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-11-15      | N/A      | 0.0000% | $4399400.00        | $1336511.32        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2052-02-15      | N/A      | 0.0000% | $2191000.00        | $628806.05         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2054-02-15      | N/A      | 0.0000% | $16700700.00       | $4433885.54        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2032-04-15      | 3.3750%  | 0.0000% | $3513900.00        | $7146661.37        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2047-02-15      | 0.8750%  | 0.0000% | $2610400.00        | $2621887.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-01-15      | 0.5000%  | 0.0000% | $29368000.00       | $38013613.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-09-30      | 0.3750%  | 0.0000% | $1140500.00        | $1072945.18        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-07-31      | 1.0000%  | 0.0000% | $100.00            | $93.45             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-07-31      | 2.7500%  | 0.0000% | $100000000.00      | $99179500.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-02-15      | 3.5000%  | 0.0000% | $9479700.00        | $9299902.04        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-11-30      | 4.3750%  | 0.0000% | $7140500.00        | $7478566.51        | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-04-30      | 3.9155%  | 0.0000% | $400.00            | $399.90            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-10-15      | 1.6250%  | 0.0000% | $86926700.00       | $90886670.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2035-01-15      | 2.1250%  | 0.0000% | $100.00            | $106.08            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-06-30      | 3.8750%  | 0.0000% | $365259200.00      | $372557724.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2035-07-15      | 1.8750%  | 0.0000% | $130312900.00      | $133066044.38      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2035-08-15      | 4.2500%  | 0.0000% | $1952400.00        | $1993856.61        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-08-31      | 3.6250%  | 0.0000% | $7400.00           | $7444.87           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-02-15      | N/A      | 0.0000% | $18.28             | $11.73             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-02-15      | N/A      | 0.0000% | $20.48             | $12.50             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2032-05-15      | N/A      | 0.0000% | $7113973.23        | $5488835.84        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-02-15      | N/A      | 0.0000% | $5105300.00        | $4520886.10        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-11-15      | N/A      | 0.0000% | $46945408.94       | $27510807.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2041-05-15      | N/A      | 0.0000% | $2.77              | $1.33              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-11-15      | N/A      | 0.0000% | $14272767.50       | $5658167.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-02-15      | N/A      | 0.0000% | $83476220.85       | $29705430.57       | U.S. Treasuries (including strips) |

### Security 150: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.100000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP17YQY8, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP17YQY8_4.10_1107
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Bank                   | 2033-07-11      | 3.9300%  | 0.0000% | $3500000.00        | $3415084.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2028-02-25      | 1.1000%  | 0.0000% | $20000000.00       | $18822933.33       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2026-02-25      | 0.6500%  | 0.0000% | $25000000.00       | $24766791.67       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2034-02-22      | 2.7500%  | 0.0000% | $15000000.00       | $13444812.50       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2032-09-10      | 3.3750%  | 0.0000% | $10000000.00       | $9612612.50        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2027-08-19      | 0.9000%  | 0.0000% | $25000000.00       | $23823500.00       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2029-04-26      | 1.4000%  | 0.0000% | $20000000.00       | $18441088.89       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2027-01-26      | 1.7800%  | 0.0000% | $50000000.00       | $49042361.11       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2042-02-03      | 2.9300%  | 0.0000% | $10463000.00       | $8126635.35        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2032-03-29      | 3.5400%  | 0.0000% | $25000000.00       | $24000166.67       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2032-04-05      | 3.8000%  | 0.0000% | $25000000.00       | $24530911.11       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2026-03-24      | 4.1900%  | 0.0000% | $6000.00           | $6026.68           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2028-02-11      | 4.5500%  | 0.0000% | $1645000.00        | $1663455.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2028-10-27      | 3.7000%  | 0.0000% | $23200000.00       | $23137385.78       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2027-10-27      | 3.8000%  | 0.0000% | $22430000.00       | $22402236.64       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-02-20      | 6.7870%  | 0.0000% | $1193204.00        | $84678.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-06-20      | 3.0000%  | 0.0000% | $5000000.00        | $65976.90          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 3.5000%  | 0.0000% | $520916992.00      | $65507127.58       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 3.0000%  | 0.0000% | $270000.00         | $19038.32          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-11-20      | 4.5000%  | 0.0000% | $4251320.00        | $318922.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 3.0000%  | 0.0000% | $67703.00          | $16525.30          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 4.5000%  | 0.0000% | $1000000.00        | $741395.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-11-15      | 6.0000%  | 0.0000% | $2000000.00        | $82108.66          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $1696018.00        | $831733.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $326141440.00      | $204098067.26      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $20000000.00       | $12781490.49       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $9277568.00        | $3993123.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 3.5000%  | 0.0000% | $119665.00         | $95775.15          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-15      | 4.0000%  | 0.0000% | $176664.00         | $126832.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-04-15      | 5.1700%  | 0.0000% | $500000.00         | $507359.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-15      | 3.0000%  | 0.0000% | $94571.00          | $38416.42          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-15      | 3.0000%  | 0.0000% | $2206600.00        | $1720011.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2072-05-20      | 6.4070%  | 0.0000% | $1239770.00        | $826485.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 5.5000%  | 0.0000% | $14466000.00       | $13214181.04       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-06-15      | 3.0000%  | 0.0000% | $461797.00         | $73453.36          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-03-15      | 4.6800%  | 0.0000% | $1180790.00        | $1163285.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-08-20      | 7.0000%  | 0.0000% | $835694.00         | $796843.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-09-15      | 5.7300%  | 0.0000% | $1500000.00        | $1583834.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $1432844.00        | $1497576.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 4.5000%  | 0.0000% | $6742672.00        | $6278145.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 5.2500%  | 0.0000% | $9413900.00        | $9641481.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $316721.00         | $327203.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $2664648.00        | $2740755.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-06-15      | 4.8600%  | 0.0000% | $517962.00         | $514997.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 5.6500%  | 0.0000% | $5868150.00        | $6164980.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-08-15      | 5.3400%  | 0.0000% | $1216700.00        | $1253047.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $873097.00         | $904332.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-08-15      | 4.9700%  | 0.0000% | $500000.00         | $502750.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $66765.00          | $69241.32          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 3.5000%  | 0.0000% | $4905272.00        | $4395696.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $178146.00         | $183406.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1235930.00        | $1290067.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 4.8000%  | 0.0000% | $11360000.00       | $11293260.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-08-20      | 5.8210%  | 0.0000% | $28934848.00       | $31371154.24       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $5066696.00        | $5285333.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-09-15      | 5.6800%  | 0.0000% | $1000000.00        | $1052101.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1997162.00        | $2026194.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $2747372.00        | $2790016.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1822688.00        | $1863844.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $16649248.00       | $16189029.49       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $4707976.00        | $4775275.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1507792.00        | $1577222.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $2149432.00        | $2196932.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $301724.00         | $312128.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $856259.00         | $883334.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $1156400.00        | $1179516.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1668094.00        | $1723453.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $2142744.00        | $2216607.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $3904676.00        | $4084918.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $7788220.00        | $7994986.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $946404.00         | $974986.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 4.4200%  | 0.0000% | $16123600.00       | $15631255.12       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-11-15      | 4.9400%  | 0.0000% | $15138900.00       | $15009684.45       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $390548.00         | $403742.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-11-15      | 5.4400%  | 0.0000% | $11907800.00       | $12366182.82       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $4291960.00        | $4374033.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $314825.00         | $325108.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $8064304.00        | $8205680.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $3433388.00        | $3607871.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1714256.00        | $1796344.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1084400.00        | $1109753.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 4.5000%  | 0.0000% | $4423520.00        | $4227673.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1157138.00        | $1214939.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $6699904.00        | $6927012.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $2885224.00        | $2982080.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $4965.00           | $5066.44           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $6351504.00        | $6558233.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $1548292.00        | $1598743.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $2007476.00        | $2080995.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $3271090.00        | $3380903.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $2184960.00        | $2258311.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $3442380.00        | $3477792.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $4694176.00        | $4918987.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $5831872.00        | $5931301.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1312684.00        | $1373195.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $1204940.00        | $1064438.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $849505.00         | $850263.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $73226624.00       | $73979144.98       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.0000%  | 0.0000% | $81516.00          | $81154.24          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $311274.00         | $311522.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $75000000.00       | $75798500.02       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 4.5000%  | 0.0000% | $40986432.00       | $40194492.16       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $502217.00         | $524062.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $1197460.00        | $1235445.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $82731.00          | $86273.36          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $3683632.00        | $3803912.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1263796.00        | $1324320.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $2154580.00        | $2177274.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-08-15      | 7.0000%  | 0.0000% | $753634.00         | $188.31            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-03-15      | 6.0000%  | 0.0000% | $662677.00         | $6178.25           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-20      | 5.1050%  | 0.0000% | $1843100.00        | $1268076.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 5.0000%  | 0.0000% | $300000.00         | $236085.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-20      | 5.1030%  | 0.0000% | $1385070.00        | $957044.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-20      | 5.1290%  | 0.0000% | $1533564.00        | $1234691.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-06-20      | 5.1650%  | 0.0000% | $1400000.00        | $1143359.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-20      | 5.1820%  | 0.0000% | $2249196.00        | $1881676.74        | Agency Mortgage-Backed Securities |

### Security 151: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP17ZHK5, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP17ZHK5_4.14_1107
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $1160800.00        | $450246.46         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-05-15      | N/A      | 0.0000% | $3100.00           | $1171.57           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2045-02-15      | 0.7500%  | 0.0000% | $664000.00         | $689452.16         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2043-08-15      | 4.3750%  | 0.0000% | $200.00            | $196.62            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-03-31      | 4.5000%  | 0.0000% | $1999900.00        | $2012880.18        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-08-15      | 3.8750%  | 0.0000% | $336511200.00      | $335371442.10      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-11-30      | 4.2500%  | 0.0000% | $100.00            | $102.33            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-01-15      | 2.1250%  | 0.0000% | $100.00            | $106.08            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-07-15      | 1.8750%  | 0.0000% | $1200.00           | $1225.35           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-09-30      | 3.5000%  | 0.0000% | $431706700.00      | $432065348.65      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $19.01             | $13.18             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-08-15      | N/A      | 0.0000% | $4.13              | $3.87              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-05-15      | N/A      | 0.0000% | $144492222.20      | $96407811.51       | U.S. Treasuries (including strips) |

### Security 152: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.280000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1867A1, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP1867A1_4.28_1103
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2046-07-01      | 3.0000%  | 0.0000% | $317284720.00      | $47203286.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 2.5000%  | 0.0000% | $128617907.00      | $55796713.85       | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.290000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP186U98, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP186U98_4.29_1105
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2050-05-20      | 4.0000%  | 0.0000% | $11313.00          | $1485.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 2.0000%  | 0.0000% | $120690.00         | $50995.08          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 3.0000%  | 0.0000% | $810634361.00      | $197863812.85      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 4.5000%  | 0.0000% | $1000.00           | $197.57            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $34436358.00       | $8730753.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 2.0000%  | 0.0000% | $200000.00         | $75306.57          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 3.5000%  | 0.0000% | $820151.00         | $437922.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 4.0000%  | 0.0000% | $3700000.00        | $566236.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 5.5000%  | 0.0000% | $1443417.00        | $904988.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 3.0000%  | 0.0000% | $4048367.00        | $1652484.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-15      | 3.5000%  | 0.0000% | $1130047.00        | $743659.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 4.0000%  | 0.0000% | $2335300.00        | $620156.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 3.5000%  | 0.0000% | $1351122.00        | $744089.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 4.0000%  | 0.0000% | $2714234.00        | $1535140.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 4.0000%  | 0.0000% | $1013708.00        | $528390.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 4.5000%  | 0.0000% | $2251962.00        | $1757274.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 2.0000%  | 0.0000% | $10444037.00       | $4261051.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 4.5000%  | 0.0000% | $87605784.00       | $27937050.57       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 5.5000%  | 0.0000% | $3057009.00        | $622562.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 5.0000%  | 0.0000% | $16996942.00       | $8466442.32        | Agency Mortgage-Backed Securities |

### Security 154: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18BWZ7, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP18BWZ7_4.35_1112
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2049-10-20      | 4.0000%  | 0.0000% | $4911406.00        | $3914595.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-15      | 3.0000%  | 0.0000% | $35461.00          | $23831.31          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-20      | 6.0000%  | 0.0000% | $1500000.00        | $168970.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 3.5000%  | 0.0000% | $5965243.00        | $234539.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-06-15      | 3.5000%  | 0.0000% | $27658595.00       | $6591655.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 3.5000%  | 0.0000% | $27947886.00       | $5527331.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-09-20      | 3.5000%  | 0.0000% | $184607495.00      | $34650963.11       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 6.5000%  | 0.0000% | $7780891.00        | $2830636.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-06-20      | 5.5000%  | 0.0000% | $6204000.00        | $4172122.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-15      | 5.0000%  | 0.0000% | $1000.00           | $602.31            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-06-15      | 5.0000%  | 0.0000% | $32152499.00       | $19280491.65       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-20      | 5.5000%  | 0.0000% | $7555864.00        | $5392439.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 3.0000%  | 0.0000% | $2745000.00        | $193556.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 2.5000%  | 0.0000% | $2298996.00        | $413518.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 3.0000%  | 0.0000% | $9869988.00        | $1549319.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 3.5000%  | 0.0000% | $50100648.00       | $6009950.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-20      | 4.5000%  | 0.0000% | $52630995.00       | $6374342.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-20      | 3.0000%  | 0.0000% | $34564231.00       | $5745087.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-20      | 3.5000%  | 0.0000% | $293225289.00      | $36492823.55       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 4.5000%  | 0.0000% | $3210000.00        | $422944.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 5.0000%  | 0.0000% | $2710000.00        | $363829.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 5.0000%  | 0.0000% | $4699848.00        | $630975.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-20      | 3.0000%  | 0.0000% | $2532579.00        | $298851.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-20      | 3.5000%  | 0.0000% | $448560715.00      | $43630478.11       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-20      | 4.0000%  | 0.0000% | $2021128.00        | $167306.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-20      | 4.0000%  | 0.0000% | $9884315.00        | $818210.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-20      | 5.0000%  | 0.0000% | $940853.00         | $84826.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-06-20      | 3.0000%  | 0.0000% | $29600000.00       | $4088875.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-06-20      | 3.5000%  | 0.0000% | $3055569.00        | $309997.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-06-20      | 4.0000%  | 0.0000% | $5000000.00        | $432667.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-06-20      | 4.5000%  | 0.0000% | $6312000.00        | $679443.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-06-20      | 5.0000%  | 0.0000% | $40145008.00       | $3213257.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-06-20      | 5.5000%  | 0.0000% | $30620378.00       | $3266619.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 3.0000%  | 0.0000% | $5701994.00        | $734772.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 3.5000%  | 0.0000% | $182497976.00      | $19627269.48       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-06-20      | 4.5000%  | 0.0000% | $10732453.00       | $1153839.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-20      | 5.5000%  | 0.0000% | $1500000.00        | $137749.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-20      | 3.0000%  | 0.0000% | $1605000.00        | $82996.88          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 3.0000%  | 0.0000% | $876000.00         | $119814.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 3.0000%  | 0.0000% | $3475000.00        | $475291.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-20      | 3.5000%  | 0.0000% | $5198996.00        | $619493.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 4.0000%  | 0.0000% | $3300000.00        | $364270.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-20      | 3.0000%  | 0.0000% | $5214222.00        | $749218.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-09-20      | 3.5000%  | 0.0000% | $72750041.00       | $8454931.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 4.5000%  | 0.0000% | $8000000.00        | $913353.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-09-20      | 5.0000%  | 0.0000% | $6898000.00        | $872111.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-09-20      | 5.5000%  | 0.0000% | $1500000.00        | $225578.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 6.0000%  | 0.0000% | $2010097.00        | $330259.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 4.5000%  | 0.0000% | $1153000.00        | $158263.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-20      | 5.5000%  | 0.0000% | $165045.00         | $97371.13          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-15      | 3.0000%  | 0.0000% | $2653711.00        | $459160.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 3.5000%  | 0.0000% | $11304165.00       | $6953101.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 5.5000%  | 0.0000% | $1326762.00        | $653100.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 4.0000%  | 0.0000% | $3065770.00        | $2043892.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-06-20      | 4.0000%  | 0.0000% | $1484852.00        | $393619.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-06-20      | 4.0000%  | 0.0000% | $583000.00         | $99187.81          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-06-20      | 4.5000%  | 0.0000% | $385899.00         | $125150.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-09-15      | 2.5000%  | 0.0000% | $1380542.00        | $395880.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-15      | 5.0000%  | 0.0000% | $4852.00           | $694.10            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 4.0000%  | 0.0000% | $466000.00         | $83380.18          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 3.5000%  | 0.0000% | $4800000.00        | $935180.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-06-15      | 5.5000%  | 0.0000% | $1153155.00        | $435128.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-09-15      | 3.5000%  | 0.0000% | $1466203.00        | $713214.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-09-20      | 4.5000%  | 0.0000% | $2422000.00        | $771771.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-15      | 2.5000%  | 0.0000% | $647807.00         | $472008.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-09-15      | 3.5000%  | 0.0000% | $438522.00         | $145586.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-15      | 3.5000%  | 0.0000% | $690530.00         | $66003.76          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-15      | 3.0000%  | 0.0000% | $9153253.00        | $1595700.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-09-20      | 5.5000%  | 0.0000% | $2088632.00        | $1292652.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-09-15      | 2.5000%  | 0.0000% | $829791.00         | $375404.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-15      | 4.5000%  | 0.0000% | $3547392.00        | $590337.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-15      | 3.0000%  | 0.0000% | $146484.00         | $91124.16          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-15      | 3.5000%  | 0.0000% | $467183.00         | $149722.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-15      | 3.5000%  | 0.0000% | $478312.00         | $171235.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 3.0000%  | 0.0000% | $960000.00         | $258482.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-15      | 3.5000%  | 0.0000% | $1581223.00        | $204882.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-09-20      | 5.0000%  | 0.0000% | $1357294.00        | $938192.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-09-20      | 5.0000%  | 0.0000% | $6379909.00        | $2113799.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 5.0000%  | 0.0000% | $2883494.00        | $1003431.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-20      | 5.0000%  | 0.0000% | $1920451.00        | $637693.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-06-20      | 5.5000%  | 0.0000% | $1099919.00        | $239631.55         | Agency Mortgage-Backed Securities |

### Security 155: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18CGD2, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP18CGD2_4.27_1107
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2054-10-01      | 6.0000%  | 0.0000% | $133635974.00      | $129270164.07      | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond               | 2026-01-15      | 2.0000%  | 0.0000% | $848100.00         | $1391974.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-12-15      | 4.0000%  | 0.0000% | $208000300.00      | $212874364.20      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-06-30      | 3.7500%  | 0.0000% | $165320000.00      | $167718622.49      | U.S. Treasuries (including strips) |

### Security 156: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18D8S6, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP18D8S6_4.14_1107
- **C.18 - Value (incl. sponsor support):** $1950000000.00
- **C.18.a - Value (excl. sponsor support):** $1950000000.00
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill  | 2026-06-11      | N/A      | 0.0000% | $187000.00         | $182788.76         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-01-08      | N/A      | 0.0000% | $8000.00           | $7941.92           | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2025-12-02      | N/A      | 0.0000% | $334700.00         | $333551.98         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-09-03      | N/A      | 0.0000% | $1142000.00        | $1107180.42        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-11-15      | N/A      | 0.0000% | $300.00            | $268.88            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $9037000.00        | $5969941.61        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $3718800.00        | $1997207.57        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $28542300.00       | $15139492.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $30256000.00       | $15833358.13       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $100.00            | $48.73             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $10915600.00       | $4873105.89        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $28768400.00       | $11581985.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $1042100.00        | $414451.51         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $2924800.00        | $1134459.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-02-15      | N/A      | 0.0000% | $807700.00         | $309002.60         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-05-15      | N/A      | 0.0000% | $32000.00          | $12093.63          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $8936200.00        | $3211598.79        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $4363800.00        | $1545893.61        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-02-15      | N/A      | 0.0000% | $815000.00         | $255902.67         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $758000.00         | $233213.10         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $4319200.00        | $2218047.41        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-11-15      | N/A      | 0.0000% | $13257700.00       | $4027609.71        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-02-15      | N/A      | 0.0000% | $297690000.00      | $89264430.33       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-08-15      | N/A      | 0.0000% | $200.00            | $58.65             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-11-15      | N/A      | 0.0000% | $600.00            | $167.83            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-02-15      | N/A      | 0.0000% | $800.00            | $220.80            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-05-15      | N/A      | 0.0000% | $180543000.00      | $49269643.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-11-15      | N/A      | 0.0000% | $402549800.00      | $108473484.40      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-02-15      | N/A      | 0.0000% | $9161600.00        | $2432322.35        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2029-04-15      | 3.8750%  | 0.0000% | $14000000.00       | $30000077.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2045-02-15      | 0.7500%  | 0.0000% | $127917000.00      | $132820259.46      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2053-02-15      | 3.6250%  | 0.0000% | $683434500.00      | $577215054.27      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-12-31      | 3.8750%  | 0.0000% | $130128000.00      | $132521804.25      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-01-31      | 3.5000%  | 0.0000% | $199999000.00      | $201259393.75      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-04-15      | 1.2500%  | 0.0000% | $131132000.00      | $141562921.09      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-03-31      | 4.1250%  | 0.0000% | $126499000.00      | $128866182.04      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-07-15      | 3.8750%  | 0.0000% | $13231300.00       | $13469625.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-02-15      | N/A      | 0.0000% | $4375075.31        | $3109541.03        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $49.63             | $34.40             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-05-15      | N/A      | 0.0000% | $12991003.33       | $10479829.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-11-15      | N/A      | 0.0000% | $175000.00         | $138047.52         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-05-15      | N/A      | 0.0000% | $1693543.37        | $1306665.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-11-15      | N/A      | 0.0000% | $40262769.31       | $28966928.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-05-15      | N/A      | 0.0000% | $14841085.48       | $10421855.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2025-11-15      | N/A      | 0.0000% | $470000.00         | $469228.26         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-05-15      | N/A      | 0.0000% | $125.00            | $122.50            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-05-15      | N/A      | 0.0000% | $61231.40          | $55807.77          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-11-15      | N/A      | 0.0000% | $3.39              | $3.03              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-05-15      | N/A      | 0.0000% | $7875990.00        | $5255002.30        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-11-15      | N/A      | 0.0000% | $169992.36         | $110523.93         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-11-15      | N/A      | 0.0000% | $3562000.00        | $3060299.42        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-02-15      | N/A      | 0.0000% | $2988155.79        | $2540801.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-05-15      | N/A      | 0.0000% | $16464113.28       | $9913602.39        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-05-15      | N/A      | 0.0000% | $94433378.17       | $53851106.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-08-15      | N/A      | 0.0000% | $8951150.34        | $4760606.65        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $13786999.99       | $7220238.11        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $15666734.99       | $8089393.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $149548893.70      | $74988451.31       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-11-15      | N/A      | 0.0000% | $31470122.88       | $15561503.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-02-15      | N/A      | 0.0000% | $23048.00          | $11238.53          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $10485000.00       | $4061574.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $149153000.00      | $64887222.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-02-15      | N/A      | 0.0000% | $336219.06         | $138428.11         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-11-15      | N/A      | 0.0000% | $1401000.00        | $480959.10         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-05-15      | N/A      | 0.0000% | $77.18             | $24.61             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-08-15      | N/A      | 0.0000% | $5000000.00        | $1576170.00        | U.S. Treasuries (including strips) |

### Security 157: Citigroup Global Markets, Inc.

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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2047-12-20      | 3.0000%  | 0.0000% | $181325.00         | $25509.44          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 3.0000%  | 0.0000% | $6225508.00        | $875826.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 3.5000%  | 0.0000% | $515984521.00      | $64332105.13       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 4.0000%  | 0.0000% | $6817.00           | $743.01            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 5.5000%  | 0.0000% | $2031970.00        | $269501.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.0000%  | 0.0000% | $56257953.00       | $8034170.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 4.0000%  | 0.0000% | $6835000.00        | $700187.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 5.0000%  | 0.0000% | $19392218.00       | $1896467.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-15      | 5.0000%  | 0.0000% | $1376060.00        | $55722.54          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-15      | 3.0000%  | 0.0000% | $1000.00           | $304.80            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 4.0000%  | 0.0000% | $228000.00         | $58172.56          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-15      | 4.0000%  | 0.0000% | $238000.00         | $110728.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-15      | 4.0000%  | 0.0000% | $349000.00         | $162370.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-15      | 5.0000%  | 0.0000% | $5288656.00        | $612167.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-15      | 5.0000%  | 0.0000% | $1281578.00        | $163262.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $1899612.00        | $548254.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 4.0000%  | 0.0000% | $109187142.00      | $25154504.39       | Agency Mortgage-Backed Securities |

### Security 158: Citigroup Global Markets, Inc.

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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2049-11-20      | 4.5000%  | 0.0000% | $3068000.00        | $1175424.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-20      | 5.0000%  | 0.0000% | $376125.00         | $86417.30          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-20      | 3.0000%  | 0.0000% | $1550000.00        | $131123.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-20      | 2.5000%  | 0.0000% | $2060000.00        | $380311.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-20      | 3.0000%  | 0.0000% | $1309772.00        | $217703.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-20      | 3.5000%  | 0.0000% | $60058614.00       | $7474486.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-20      | 4.0000%  | 0.0000% | $2000000.00        | $257723.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-12-20      | 3.0000%  | 0.0000% | $497221640.00      | $86099854.41       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-12-20      | 3.5000%  | 0.0000% | $27548189.00       | $3551541.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-20      | 4.5000%  | 0.0000% | $435000.00         | $56789.77          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-20      | 4.0000%  | 0.0000% | $3157378.00        | $2165412.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-15      | 3.5000%  | 0.0000% | $1094103.00        | $749095.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-15      | 5.5000%  | 0.0000% | $735393.00         | $90776.51          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-15      | 4.5000%  | 0.0000% | $38103.00          | $6340.89           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-15      | 3.5000%  | 0.0000% | $1000.00           | $358.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-20      | 3.0000%  | 0.0000% | $1354455.00        | $196803.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-12-20      | 3.0000%  | 0.0000% | $1500000.00        | $141360.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-12-15      | 3.5000%  | 0.0000% | $2101674.00        | $218475.22         | Agency Mortgage-Backed Securities |

### Security 159: Citigroup Global Markets, Inc.

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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $394425974.00      | $99999999.86       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $2290368.00        | $1793294.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 4.0000%  | 0.0000% | $2071397.00        | $1171559.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 4.5000%  | 0.0000% | $1000.00           | $318.89            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 5.5000%  | 0.0000% | $4881.00           | $994.02            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 5.0000%  | 0.0000% | $67925.00          | $33834.50          | Agency Mortgage-Backed Securities |

### Security 160: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18UHM1, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP18UHM1_4.37_1209
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-12-09
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $7931043.00        | $7726740.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $18062708.00       | $18960601.06       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.0000%  | 0.0000% | $47479010.00       | $48144507.47       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $10089617.00       | $10368889.05       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.5000%  | 0.0000% | $286866.00         | $302006.35         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $10152742.00       | $9985859.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.5000%  | 0.0000% | $8416.00           | $8796.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $251441.00         | $253888.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $66151.00          | $67859.60          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $245000.00         | $242522.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.0000%  | 0.0000% | $15200000.00       | $15170743.55       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.59           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.5000%  | 0.0000% | $18966936.00       | $20045379.15       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $44592165.00       | $46546193.68       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.0000%  | 0.0000% | $28602307.00       | $29003216.01       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $1335213.00        | $1363134.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $39507207.00       | $39679118.41       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.0000%  | 0.0000% | $9817230.00        | $9629528.94        | Agency Mortgage-Backed Securities |

### Security 161: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.085000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18XC32, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP18XC32_4.08_1107
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2029-08-25      | 0.1000%  | 0.0000% | $489726000.00      | $1363342.98        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-05-01      | 3.4019%  | 0.0000% | $163946496.00      | $92100.85          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-05-04      | 0.6100%  | 0.0000% | $32500000.00       | $481432.62         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-11-25      | 3.5000%  | 0.0000% | $881710.00         | $1335592.90        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-05-25      | 2.2527%  | 0.0000% | $32571392.00       | $367852.78         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-04-25      | 2.2027%  | 0.0000% | $74642304.00       | $1307091.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-09-25      | 1.8527%  | 0.0000% | $3511552.00        | $47638.96          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-05-25      | 1.7027%  | 0.0000% | $18511264.00       | $120152.11         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-03-25      | 3.5000%  | 0.0000% | $775000.00         | $1017687.81        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-03-25      | 1.6027%  | 0.0000% | $41307072.00       | $586550.29         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-06-25      | 1.7027%  | 0.0000% | $49314688.00       | $1294666.38        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-11-25      | 6.5000%  | 0.0000% | $22956736.00       | $1037259.21        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-01-25      | 1.9527%  | 0.0000% | $55174464.00       | $1264925.33        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-12-25      | 1.9027%  | 0.0000% | $185428480.00      | $3081399.03        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-07-25      | 1.7527%  | 0.0000% | $14787744.00       | $457955.39         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-01-25      | 3.5000%  | 0.0000% | $50000.00          | $36611.54          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | N/A      | 0.0000% | $5378000.00        | $51199.13          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | 2.5000%  | 0.0000% | $17688896.00       | $1532250.91        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-05-25      | N/A      | 0.0000% | $30613408.00       | $376942.87         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 0.0500%  | 0.0000% | $8000000.00        | $13703.77          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 1.8172%  | 0.0000% | $50000000.00       | $2787826.64        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 1.6672%  | 0.0000% | $54164160.00       | $2554631.61        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-02-25      | 5.0000%  | 0.0000% | $25889088.00       | $26315264.16       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-25      | 4.5000%  | 0.0000% | $3613600.00        | $3317679.68        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 1.0172%  | 0.0000% | $64787712.00       | $2645077.54        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 5.0000%  | 0.0000% | $3177490.00        | $3000433.94        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 0.8172%  | 0.0000% | $300000000.00      | $9471150.79        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 1.2172%  | 0.0000% | $120000000.00      | $8045116.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 1.1672%  | 0.0000% | $37527232.00       | $1585867.97        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-04-15      | 4.0000%  | 0.0000% | $10000000.00       | $3410703.63        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-11-15      | 2.1019%  | 0.0000% | $76636672.00       | $927388.43         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-01-15      | 3.5000%  | 0.0000% | $3791908.00        | $1211904.31        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-03-15      | 3.5000%  | 0.0000% | $4170000.00        | $2308916.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-08-15      | 2.2519%  | 0.0000% | $48358400.00       | $1260291.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-02-15      | 2.1519%  | 0.0000% | $105159424.00      | $1053739.81        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-02-15      | 2.5000%  | 0.0000% | $1000000.00        | $858416.33         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-02-15      | 3.5000%  | 0.0000% | $2500000.00        | $3139924.58        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-03-15      | 3.5000%  | 0.0000% | $611000.00         | $797037.44         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-09-15      | 3.0000%  | 0.0000% | $31890000.00       | $14325326.27       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-03-15      | 3.0000%  | 0.0000% | $6105000.00        | $2772854.12        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-02-25      | 2.6193%  | 0.0000% | $29818000.00       | $3453690.96        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-05-15      | 4.0000%  | 0.0000% | $12296000.00       | $5377046.16        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-04-15      | 1.7019%  | 0.0000% | $13558848.00       | $155907.01         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-07-25      | 3.5000%  | 0.0000% | $40267200.00       | $1174088.28        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-10-15      | 1.6519%  | 0.0000% | $74866304.00       | $1957500.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-01-25      | 1.8027%  | 0.0000% | $98595840.00       | $3230739.54        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-02-25      | N/A      | 0.0000% | $37910272.00       | $85180.27          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-08-25      | 0.0500%  | 0.0000% | $49999872.00       | $34839.00          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 0.0500%  | 0.0000% | $75000000.00       | $81533.00          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 0.0500%  | 0.0000% | $189472768.00      | $108989.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 4.5000%  | 0.0000% | $2920676.00        | $2697142.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.1162%  | 0.0000% | $20000000.00       | $1070792.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 0.5062%  | 0.0000% | $25000000.00       | $577390.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 5.0000%  | 0.0000% | $39461824.00       | $39552919.19       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 5.5000%  | 0.0000% | $63392448.00       | $1463933.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 1.9045%  | 0.0000% | $79855360.00       | $896436.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 0.0300%  | 0.0000% | $22691840.00       | $7072.86           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 1.2162%  | 0.0000% | $59192448.00       | $3240879.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $1256780.00        | $1171395.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 1.9545%  | 0.0000% | $25000000.00       | $471254.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-20      | 1.9845%  | 0.0000% | $64086528.00       | $752054.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 5.0000%  | 0.0000% | $17101800.00       | $382317.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-04-20      | 3.5000%  | 0.0000% | $22360416.00       | $134524.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-20      | 0.2639%  | 0.0000% | $20955104.00       | $69871.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-07-20      | 0.0886%  | 0.0000% | $11841936.00       | $14843.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.1532%  | 0.0000% | $25439080.00       | $932875.57         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 5.0000%  | 0.0000% | $9858896.00        | $10404908.90       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.1500%  | 0.0000% | $23000000.00       | $50672.69          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 5.5000%  | 0.0000% | $12856000.00       | $13596785.58       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 1.8172%  | 0.0000% | $45821120.00       | $2412836.48        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 5.0000%  | 0.0000% | $1122270.00        | $1076614.56        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-06-25      | 2.4327%  | 0.0000% | $186379264.00      | $302169.86         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-06-25      | 2.3327%  | 0.0000% | $102262912.00      | $319601.01         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-03-25      | 1.7027%  | 0.0000% | $13910016.00       | $9635.48           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-01-16      | 1.9837%  | 0.0000% | $99942400.00       | $5718.17           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-04-16      | 0.2135%  | 0.0000% | $292790601.00      | $5790.99           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-16      | 0.4050%  | 0.0000% | $151298048.00      | $97029.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-09-16      | 4.5000%  | 0.0000% | $25617792.00       | $9765390.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-09-20      | 1.2545%  | 0.0000% | $106421600.00      | $381132.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-01-20      | 3.5000%  | 0.0000% | $32761408.00       | $368162.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-06-20      | 2.0045%  | 0.0000% | $64075000.00       | $540575.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-20      | 3.0000%  | 0.0000% | $15463000.00       | $13132001.13       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-10-16      | 0.4012%  | 0.0000% | $112730752.00      | $242785.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-03-20      | 1.4545%  | 0.0000% | $46718592.00       | $232909.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-05-20      | 2.0545%  | 0.0000% | $27092256.00       | $184773.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-10-20      | 1.6512%  | 0.0000% | $16006048.00       | $76497.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-20      | 1.5545%  | 0.0000% | $25515744.00       | $523526.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-07-16      | 0.6685%  | 0.0000% | $110895104.00      | $395903.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 2.4545%  | 0.0000% | $27887040.00       | $146273.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.6918%  | 0.0000% | $117551616.00      | $1267019.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.6315%  | 0.0000% | $119626240.00      | $1077607.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-03-16      | 0.9902%  | 0.0000% | $104827008.00      | $1326025.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 5.0000%  | 0.0000% | $349000.00         | $6005.38           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-20      | 1.9545%  | 0.0000% | $23156720.00       | $838101.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 1.9045%  | 0.0000% | $74114560.00       | $806437.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 0.4860%  | 0.0000% | $58010112.00       | $1007131.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-12-16      | 0.6957%  | 0.0000% | $127549440.00      | $1584211.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-12-16      | 0.6441%  | 0.0000% | $100017664.00      | $1109762.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-11-16      | 0.6474%  | 0.0000% | $137614336.00      | $1157846.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-03-16      | 0.7181%  | 0.0000% | $90056832.00       | $1026675.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-07-16      | 0.6566%  | 0.0000% | $92958464.00       | $917020.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-01-16      | 0.8751%  | 0.0000% | $17000000.00       | $493871.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-09-16      | 1.2711%  | 0.0000% | $121710336.00      | $9594186.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2030-03-16      | 0.5000%  | 0.0000% | $244516000.00      | $1358556.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-07-16      | 1.2014%  | 0.0000% | $63829952.00       | $2737880.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-07-16      | 0.8710%  | 0.0000% | $245000000.00      | $11706187.62       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-16      | 0.8039%  | 0.0000% | $312500000.00      | $13191756.32       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-20      | 1.6512%  | 0.0000% | $15679616.00       | $288777.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 2.0545%  | 0.0000% | $25000000.00       | $386113.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-16      | 0.4937%  | 0.0000% | $58188096.00       | $660423.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 2.0545%  | 0.0000% | $39736704.00       | $848840.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-11-20      | 2.0545%  | 0.0000% | $38751424.00       | $798092.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-12-20      | 1.8012%  | 0.0000% | $72000000.00       | $2148883.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 1.9545%  | 0.0000% | $45476720.00       | $706300.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 1.9045%  | 0.0000% | $61600000.00       | $689312.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-11-16      | 1.0434%  | 0.0000% | $15000000.00       | $1010928.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.5558%  | 0.0000% | $125000000.00      | $5471160.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.4321%  | 0.0000% | $175000000.00      | $6344534.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-05-16      | 0.9789%  | 0.0000% | $180000000.00      | $11721182.89       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.4498%  | 0.0000% | $150000000.00      | $7073811.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.4327%  | 0.0000% | $175000000.00      | $7041983.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.4997%  | 0.0000% | $225000000.00      | $9837298.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.7010%  | 0.0000% | $125925888.00      | $6700665.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-16      | 1.0549%  | 0.0000% | $50000000.00       | $3634394.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-05-16      | 0.5937%  | 0.0000% | $91400000.00       | $5660134.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-06-20      | 1.0162%  | 0.0000% | $55000000.00       | $1341520.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $8129750.00        | $8002858.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.9862%  | 0.0000% | $174949120.00      | $7698458.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 1.6662%  | 0.0000% | $58519104.00       | $2925431.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.3162%  | 0.0000% | $307000000.00      | $6414957.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.6162%  | 0.0000% | $100000000.00      | $1455408.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.5162%  | 0.0000% | $74014208.00       | $1379885.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-01-20      | 2.0662%  | 0.0000% | $138083584.00      | $1431260.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 4.0000%  | 0.0000% | $568977.00         | $540728.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.9162%  | 0.0000% | $30749952.00       | $1454537.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 3.0162%  | 0.0000% | $70000000.00       | $7425903.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-04-20      | 1.7662%  | 0.0000% | $50000000.00       | $750087.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 2.9662%  | 0.0000% | $45370112.00       | $1679257.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 1.0662%  | 0.0000% | $100000000.00      | $1153900.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | N/A      | 0.0000% | $93492320.00       | $768092.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | N/A      | 0.0000% | $50000000.00       | $535422.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $35712064.00       | $293011.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 0.6045%  | 0.0000% | $19338304.00       | $105673.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | N/A      | 0.0000% | $52620032.00       | $922948.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $51250000.00       | $4443543.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $30000000.00       | $3400873.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $27651000.00       | $1842303.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | N/A      | 0.0000% | $73814272.00       | $814741.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | N/A      | 0.0000% | $100000000.00      | $1184267.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $38997824.00       | $609135.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $16308704.00       | $18653189.28       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | N/A      | 0.0000% | $123290368.00      | $155129.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $50000000.00       | $508266.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 2.0162%  | 0.0000% | $55087872.00       | $5238356.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 0.0500%  | 0.0000% | $100000000.00      | $141617.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0500%  | 0.0000% | $122572800.00      | $124584.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-16      | 0.6358%  | 0.0000% | $50000000.00       | $2624293.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 0.9662%  | 0.0000% | $100000000.00      | $1070745.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 0.1500%  | 0.0000% | $129000000.00      | $141736.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 1.3162%  | 0.0000% | $50000000.00       | $647045.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 1.2162%  | 0.0000% | $50000000.00       | $618586.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 1.9162%  | 0.0000% | $57500736.00       | $1266090.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 1.1162%  | 0.0000% | $50000000.00       | $1738818.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.1000%  | 0.0000% | $223702528.00      | $422666.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 3.5000%  | 0.0000% | $924169.00         | $615688.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 0.8162%  | 0.0000% | $53622208.00       | $868770.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 2.4662%  | 0.0000% | $45988544.00       | $1745862.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.4162%  | 0.0000% | $200000000.00      | $7967307.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.8162%  | 0.0000% | $67652480.00       | $4137433.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.0500%  | 0.0000% | $100000000.00      | $103924.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 1.7662%  | 0.0000% | $56367120.00       | $2234682.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-20      | 0.1500%  | 0.0000% | $104712064.00      | $515566.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.3162%  | 0.0000% | $116666624.00      | $1622029.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 3.0162%  | 0.0000% | $50000000.00       | $2258877.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $2587448.00        | $749043.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0162%  | 0.0000% | $200000000.00      | $2590756.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.1162%  | 0.0000% | $325000000.00      | $3699442.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 5.0000%  | 0.0000% | $48382592.00       | $47587823.86       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.9662%  | 0.0000% | $157692160.00      | $5165360.60        | Agency Collateralized Mortgage Obligation |

### Security 162: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18YH76, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP18YH76_4.35_1212
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-12-12
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2042-07-01      | 3.5000%  | 0.0000% | $82051489.00       | $8788502.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-06-01      | 3.0000%  | 0.0000% | $278487552.00      | $35963495.44       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $144024035.00      | $36480465.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $80150891.00       | $36566115.04       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-10-01      | 3.0000%  | 0.0000% | $169215921.00      | $34085061.56       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.0000%  | 0.0000% | $245695051.00      | $34478567.97       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.0000%  | 0.0000% | $313976617.00      | $37462022.42       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.0000%  | 0.0000% | $200183058.00      | $36902295.48       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $250349257.00      | $36550574.69       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.5000%  | 0.0000% | $200000000.00      | $33990786.03       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $182000607.00      | $34419450.61       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 3.0000%  | 0.0000% | $42989101.00       | $9882204.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 3.5000%  | 0.0000% | $339827805.00      | $36430459.80       | Agency Mortgage-Backed Securities |

### Security 163: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 4.040000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1973E4, C.3 - LEI: G5GSEF7VJP5I, C.5 - Other ID: ARP1973E4_4.04_1106
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2025-11-28      | N/A      | 0.0000% | $200.00            | $199.46            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-07-09      | N/A      | 0.0000% | $200.00            | $195.09            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2025-11-12      | N/A      | 0.0000% | $800.00            | $799.23            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-08-15      | 3.8750%  | 0.0000% | $72813700.00       | $68802540.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-08-15      | 2.7500%  | 0.0000% | $100.00            | $78.92             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-05-15      | 2.8750%  | 0.0000% | $100.00            | $80.23             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-08-15      | 3.6250%  | 0.0000% | $20012600.00       | $17735504.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $72.86             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-05-15      | 3.1250%  | 0.0000% | $400.00            | $317.20            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-11-15      | 3.3750%  | 0.0000% | $32028300.00       | $26468581.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $50.24             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-08-15      | 1.1250%  | 0.0000% | $200.00            | $127.56            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-05-15      | 1.1250%  | 0.0000% | $100.00            | $64.77             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-08-15      | 2.0000%  | 0.0000% | $49049700.00       | $29279177.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-11-15      | 1.8750%  | 0.0000% | $100.00            | $58.07             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-02-15      | 2.2500%  | 0.0000% | $24456700.00       | $15450101.54       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-05-15      | 3.2500%  | 0.0000% | $40377700.00       | $34787095.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-05-15      | 3.6250%  | 0.0000% | $200.00            | $170.07            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-08-15      | 4.1250%  | 0.0000% | $2800.00           | $2577.86           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-02-15      | 4.5000%  | 0.0000% | $17800000.00       | $17705459.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-05-15      | 4.6250%  | 0.0000% | $800.00            | $810.29            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-11-15      | 4.5000%  | 0.0000% | $6021900.00        | $5980799.10        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-02-15      | 4.7500%  | 0.0000% | $189300.00         | $193732.25         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2055-05-15      | 4.7500%  | 0.0000% | $800.00            | $827.84            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-05-15      | 5.0000%  | 0.0000% | $40000000.00       | $42758598.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 2.6250%  | 0.0000% | $23523500.00       | $22926321.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 0.6250%  | 0.0000% | $200.00            | $188.73            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 1.2500%  | 0.0000% | $2500000.00        | $2368186.40        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-05-15      | 1.6250%  | 0.0000% | $6643200.00        | $5986776.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-31      | 0.6250%  | 0.0000% | $12033600.00       | $11775906.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-31      | 1.3750%  | 0.0000% | $1118000.00        | $1047501.16        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-31      | 2.7500%  | 0.0000% | $204558000.00      | $202966947.85      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-11-30      | 3.8750%  | 0.0000% | $300.00            | $307.18            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-12-31      | 3.8750%  | 0.0000% | $200.00            | $204.10            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-02-15      | 3.5000%  | 0.0000% | $151084000.00      | $148266641.37      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-01-31      | 4.0000%  | 0.0000% | $11147900.00       | $11395383.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-05-31      | 4.8750%  | 0.0000% | $300.00            | $307.85            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-08-31      | 3.7500%  | 0.0000% | $8865000.00        | $8898341.80        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.8750%  | 0.0000% | $15430300.00       | $15548218.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $1000000.00        | $1019771.77        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-06-30      | 3.8750%  | 0.0000% | $2942500.00        | $3002464.52        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-31      | 3.8750%  | 0.0000% | $68738200.00       | $69153770.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-10-31      | 3.6250%  | 0.0000% | $43975300.00       | $43803268.63       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-31      | 3.5000%  | 0.0000% | $11831500.00       | $11808393.08       | U.S. Treasuries (including strips) |

### Security 164: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1993J9, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1993J9_4.14_1107
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2053-12-01      | 6.0000%  | 0.0000% | $344046.00         | $256322.00         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 3.5000%  | 0.0000% | $2011.00           | $1698.73           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 4.0000%  | 0.0000% | $280000.00         | $233027.56         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 5.0000%  | 0.0000% | $4000.00           | $3744.21           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 4.0000%  | 0.0000% | $11000.00          | $9721.87           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 5.0000%  | 0.0000% | $1024.00           | $961.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $12979.00          | $12229.01          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1862.38           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $2000.00           | $1743.69           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 3.5000%  | 0.0000% | $1000.00           | $893.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 4.5000%  | 0.0000% | $1000.00           | $952.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $192173.00         | $179981.25         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $979.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 3.5000%  | 0.0000% | $1000.00           | $906.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $6887048.00        | $6864912.88        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $2016.00           | $2022.45           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-09-01      | 5.0000%  | 0.0000% | $1000.00           | $985.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 4.5000%  | 0.0000% | $1000.00           | $978.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $2048.00           | $2048.75           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 4.0000%  | 0.0000% | $1000.00           | $951.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.96           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-10-01      | 6.5450%  | 0.0000% | $1398996.00        | $58000.82          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-08-01      | 6.5000%  | 0.0000% | $957358.00         | $10440.80          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-07-01      | 5.0000%  | 0.0000% | $1000.00           | $41.94             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-11-01      | 4.5000%  | 0.0000% | $504000.00         | $42843.44          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $976.08            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.0000%  | 0.0000% | $2000.00           | $2041.00           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1004.14           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $733.21            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $962.50            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.5000%  | 0.0000% | $38158.00          | $36958.21          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $2255787.00        | $2277893.49        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.0000%  | 0.0000% | $1008.00           | $972.92            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $2950958.00        | $2932344.19        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.0000%  | 0.0000% | $1095272.00        | $1029085.11        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $2008.00           | $1838.22           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.5000%  | 0.0000% | $8801860.00        | $9232059.46        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $956.82            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $999.10            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.5000%  | 0.0000% | $8252.00           | $7307.11           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1027.80           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1037.32           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.0000%  | 0.0000% | $2603635.00        | $2378477.06        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $1017.00           | $964.55            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $5792199.00        | $5591308.06        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $3321087.00        | $3334559.29        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $2572822.00        | $2692693.11        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $1029070.00        | $1087019.74        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 7.0000%  | 0.0000% | $1709797.00        | $1575121.38        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $1009.00           | $994.97            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $2025.00           | $2106.22           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $2669571.00        | $2587759.21        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $3032472.00        | $3173358.60        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.0000%  | 0.0000% | $1008.00           | $1000.19           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $5377231.00        | $4639095.20        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $141576.00         | $117189.74         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $21147717.00       | $20369947.38       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $42367.00          | $42823.30          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $524.22            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $569.88            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $563.73            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $500.77            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $552.99            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 3.0000%  | 0.0000% | $12072760.00       | $7902453.61        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1490.80           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-05-01      | 3.0000%  | 0.0000% | $1000.00           | $783.91            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $720.77            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $663.82            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $893.96            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.0000%  | 0.0000% | $5350000.00        | $4266589.16        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $23108.00          | $19530.18          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 6.5000%  | 0.0000% | $1008.00           | $783.05            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 7.0000%  | 0.0000% | $1420.00           | $1503.35           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 6.5000%  | 0.0000% | $1207928.00        | $977826.16         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1491.90           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $43128.00          | $41092.93          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1008.00           | $996.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $942.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $999.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $984.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $14768506.00       | $14863216.34       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $978.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $1005.05           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $1899839.00        | $1885577.09        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $2048.00           | $2103.84           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $2298752.00        | $2404293.01        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $1024.00           | $1026.57           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.88           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 1.9730%  | 0.0000% | $3051.00           | $2411.52           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 6.3150%  | 0.0000% | $3424042.00        | $3269224.76        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-02-01      | 6.5040%  | 0.0000% | $297474.00         | $292084.89         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $10312560.00       | $2833804.80        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-09-01      | 3.5000%  | 0.0000% | $1000.00           | $93.57             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-04-01      | 4.5000%  | 0.0000% | $294000.00         | $112785.10         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-10-01      | 2.5000%  | 0.0000% | $150000.00         | $35836.41          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-08-01      | 3.0000%  | 0.0000% | $2000.00           | $559.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $128.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 5.0000%  | 0.0000% | $1000.00           | $121.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $19998000.00       | $9099361.50        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $90000.00          | $43173.37          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $444.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 1.7250%  | 0.0000% | $717917.00         | $217128.86         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $82300.00          | $36691.26          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1008.00           | $1043.63           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1052.94           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-11-01      | 4.5000%  | 0.0000% | $17664.00          | $1076.47           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-01-01      | 4.5000%  | 0.0000% | $1000.00           | $244.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-02-01      | 3.0000%  | 0.0000% | $1000.00           | $247.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2061-07-01      | 3.0000%  | 0.0000% | $1000.00           | $551.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $24996000.00       | $8445759.41        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $375000.00         | $174091.69         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-12-01      | 4.2800%  | 0.0000% | $848120.00         | $738915.78         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-10-01      | 2.4100%  | 0.0000% | $5857.00           | $5523.67           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-09-01      | 2.8900%  | 0.0000% | $1986.00           | $1785.32           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-05-01      | 2.1700%  | 0.0000% | $2784511.00        | $2556873.00        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 2.1700%  | 0.0000% | $1990472.00        | $1309925.71        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-07-01      | 4.5000%  | 0.0000% | $162000.00         | $31617.75          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-12-01      | 6.0960%  | 0.0000% | $4880000.00        | $716862.45         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-05-01      | 5.8810%  | 0.0000% | $2002.00           | $495.88            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-01-01      | 4.0000%  | 0.0000% | $3998.00           | $918.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $1000.00           | $236.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-06-01      | 4.5000%  | 0.0000% | $1000.00           | $257.06            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-07-01      | 3.0000%  | 0.0000% | $275685.00         | $65506.47          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-02-01      | 5.0000%  | 0.0000% | $1474000.00        | $323992.72         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-05-01      | 4.5000%  | 0.0000% | $1179921.00        | $235834.17         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-12-01      | 2.5000%  | 0.0000% | $1000.00           | $246.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $25001.00          | $15313.29          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $14997000.00       | $8092074.44        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $3400000.00        | $1929917.49        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 2.5900%  | 0.0000% | $1088.00           | $768.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-09-01      | 2.5900%  | 0.0000% | $1999000.00        | $1400134.83        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-05-01      | 3.0600%  | 0.0000% | $5847.00           | $5195.84           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-09-01      | 4.8100%  | 0.0000% | $150000.00         | $153656.75         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-06-01      | 4.5900%  | 0.0000% | $49994.00          | $50818.65          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $2000.00           | $1335.15           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $852.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $10000.00          | $7657.37           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $744.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $350001.00         | $225501.07         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.71           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $728.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-11-01      | 5.0000%  | 0.0000% | $1000.00           | $949.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $897.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $975.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $997.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1030.00           | $1041.75           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $967.84            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.3590%  | 0.0000% | $100000.00         | $68414.18          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $3370000.00        | $2583690.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 3.0000%  | 0.0000% | $1000.00           | $753.61            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $1004.00           | $681.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1959.58           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1461.14           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1000.37           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 6.5000%  | 0.0000% | $4000.00           | $3337.28           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 3.0000%  | 0.0000% | $1000.00           | $830.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 6.5000%  | 0.0000% | $10000.00          | $5632.53           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $820.34            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $778.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $958.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1056.28           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 6.5000%  | 0.0000% | $6002.00           | $4619.83           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $993.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $775.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $924.61            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $584.34            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1048.58           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-05-01      | 5.6700%  | 0.0000% | $1000.00           | $1084.96           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-05-01      | 4.3000%  | 0.0000% | $335590.00         | $336125.32         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-01-01      | 4.3000%  | 0.0000% | $10000.00          | $10115.82          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-01-01      | 4.2550%  | 0.0000% | $10000.00          | $10098.01          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-08-01      | 5.0000%  | 0.0000% | $30000.00          | $30827.07          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-09-01      | 5.2500%  | 0.0000% | $1000.00           | $1045.77           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-11-01      | 4.0000%  | 0.0000% | $1026.00           | $296.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-02-01      | 3.5000%  | 0.0000% | $42719925.00       | $9994032.86        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-02-01      | 4.5000%  | 0.0000% | $10698213.00       | $3069228.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-03-01      | 4.5000%  | 0.0000% | $1000.00           | $125.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-04-01      | 3.5000%  | 0.0000% | $771450.00         | $119223.20         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-09-01      | 5.0000%  | 0.0000% | $6500271.00        | $924416.60         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-03-01      | 5.5000%  | 0.0000% | $1000.00           | $250.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $24000.00          | $2831.95           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-07-01      | 4.0000%  | 0.0000% | $1000.00           | $114.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $13386.00          | $1349.10           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $142.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-11-01      | 3.5000%  | 0.0000% | $1000.00           | $218.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-02-01      | 3.5000%  | 0.0000% | $1024.00           | $487.32            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-04-01      | 3.0000%  | 0.0000% | $1000.00           | $244.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-06-01      | 3.0000%  | 0.0000% | $822000.00         | $390828.16         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $6000.00           | $2490.96           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $255000.00         | $99013.27          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $271.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $398.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $1200.00           | $600.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $528.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $558.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $19997000.00       | $11458437.42       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $45000.00          | $27393.19          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-06-01      | 6.5000%  | 0.0000% | $1083.00           | $758.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-11-01      | 6.6470%  | 0.0000% | $1150868.00        | $884342.19         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-08-01      | 1.8520%  | 0.0000% | $1000.00           | $599.31            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 4.6180%  | 0.0000% | $1004.00           | $775.54            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-01-01      | 6.4390%  | 0.0000% | $1390.00           | $1376.96           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-06-01      | 6.3900%  | 0.0000% | $27315.00          | $5.18              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-12-01      | 4.1830%  | 0.0000% | $20330.00          | $72.48             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-01-01      | 6.7500%  | 0.0000% | $4450.00           | $2.48              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-01-01      | 6.8600%  | 0.0000% | $7893280.00        | $12095.96          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-03-01      | 6.5740%  | 0.0000% | $3003.00           | $2.44              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-10-01      | 7.0000%  | 0.0000% | $65249.00          | $740.00            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-01-01      | 7.0000%  | 0.0000% | $8149.00           | $96.95             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-03-01      | 3.5000%  | 0.0000% | $4000.00           | $514.86            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-04-01      | 3.0000%  | 0.0000% | $1000.00           | $152.55            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-10-01      | 4.0000%  | 0.0000% | $47001.00          | $3395.99           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-04-01      | 3.0000%  | 0.0000% | $5000000.00        | $755152.16         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2044-01-01      | 3.5000%  | 0.0000% | $1496.00           | $121.33            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-10-01      | 3.0000%  | 0.0000% | $3000.00           | $477.95            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-06-01      | 3.0000%  | 0.0000% | $261254.00         | $22036.11          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-03-01      | 6.5250%  | 0.0000% | $13447.00          | $326.64            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-04-01      | 7.0550%  | 0.0000% | $6303.00           | $107.34            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-06-01      | 6.2500%  | 0.0000% | $110537.00         | $577.16            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-12-01      | 6.0800%  | 0.0000% | $33824.00          | $109.95            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-10-01      | 7.0970%  | 0.0000% | $14330.00          | $64.05             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 6.4200%  | 0.0000% | $18424.00          | $462.96            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-05-01      | 6.8590%  | 0.0000% | $3227.00           | $18.15             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-12-01      | 6.4350%  | 0.0000% | $42576.00          | $571.82            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-11-01      | 6.6150%  | 0.0000% | $3349.00           | $23.93             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-07-01      | 6.1670%  | 0.0000% | $4757.00           | $176.40            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-02-01      | 6.3780%  | 0.0000% | $528804.00         | $29196.61          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-10-25      | 3.0000%  | 0.0000% | $1024.00           | $798.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-09-01      | 3.8800%  | 0.0000% | $1890833.00        | $1689783.29        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2027-07-01      | 6.1450%  | 0.0000% | $1054.00           | $1.17              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-10-01      | 5.5530%  | 0.0000% | $6119.00           | $3.88              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-07-01      | 4.5000%  | 0.0000% | $49998600.00       | $5728868.89        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-08-01      | 4.5000%  | 0.0000% | $1000.00           | $78.54             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-11-01      | 3.5000%  | 0.0000% | $1008.00           | $59.81             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-11-01      | 3.5000%  | 0.0000% | $8719.00           | $985.88            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-02-01      | 6.3250%  | 0.0000% | $16533039.00       | $763888.28         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-04-01      | 4.5000%  | 0.0000% | $1000.00           | $169.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-11-01      | 5.9030%  | 0.0000% | $2114.00           | $250.39            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-06-01      | 6.6200%  | 0.0000% | $14574959.00       | $1298743.44        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-01-01      | 4.0000%  | 0.0000% | $1120.00           | $191.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-07-01      | 6.3990%  | 0.0000% | $1242.00           | $92.19             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-09-01      | 3.4700%  | 0.0000% | $2000.00           | $1156.88           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-01-01      | 3.9100%  | 0.0000% | $947051.00         | $606040.83         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-01-01      | 3.1750%  | 0.0000% | $1000.00           | $890.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-09-01      | 3.0000%  | 0.0000% | $1000.00           | $156.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2027-10-01      | 3.5000%  | 0.0000% | $1000.00           | $24.25             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-10-01      | 4.0000%  | 0.0000% | $8333.00           | $1917.27           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-11-01      | 4.0000%  | 0.0000% | $67000.00          | $9265.30           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-07-01      | 4.0000%  | 0.0000% | $1000.00           | $214.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-08-01      | 3.0000%  | 0.0000% | $2000.00           | $597.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-02-01      | 4.0000%  | 0.0000% | $10677.00          | $3284.24           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-06-01      | 3.0000%  | 0.0000% | $604925.00         | $101399.81         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-08-01      | 4.0000%  | 0.0000% | $220000.00         | $24607.36          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-04-01      | 3.0000%  | 0.0000% | $1118993.00        | $85034.21          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-08-01      | 3.0000%  | 0.0000% | $98439.00          | $8365.72           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-03-01      | 3.0000%  | 0.0000% | $17356951.00       | $904350.59         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-06-01      | 5.5000%  | 0.0000% | $3056.00           | $4.97              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-03-01      | 6.4510%  | 0.0000% | $2043.00           | $7.41              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-11-01      | 4.5000%  | 0.0000% | $1236.00           | $20.30             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-11-01      | 4.5000%  | 0.0000% | $1024.00           | $31.06             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-03-01      | 6.3850%  | 0.0000% | $3728126.00        | $11810.92          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-06-01      | 5.0000%  | 0.0000% | $4516.00           | $21.20             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-07-01      | 5.3530%  | 0.0000% | $98943.00          | $485.43            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-10-01      | 6.0940%  | 0.0000% | $2899871.00        | $19561.85          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-08-01      | 6.3480%  | 0.0000% | $3565000.00        | $21926.17          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-09-01      | 6.1830%  | 0.0000% | $2739.00           | $36.49             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-11-01      | 5.9840%  | 0.0000% | $2530810.00        | $19951.51          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-03-01      | 6.1230%  | 0.0000% | $860000.00         | $23055.71          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-02-01      | 6.0550%  | 0.0000% | $1693.00           | $10.92             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $23000.00          | $20557.60          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $494800.00         | $255200.63         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $3020331.00        | $2917857.66        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $870.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $148920.00         | $116811.84         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $967.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $5887.00           | $6213.18           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $978.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 7.0000%  | 0.0000% | $938518.00         | $872215.10         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1003.01           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $994.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-12-01      | 4.5000%  | 0.0000% | $1000.00           | $960.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $912.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $826.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $425136.00         | $401214.54         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $13303.00          | $8176.11           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $1491149.00        | $1522760.17        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1630792.00        | $1702082.54        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $973.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $2000.00           | $1774.28           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1388034.00        | $1350989.56        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $4048.00           | $3880.86           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $3008.00           | $3146.33           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.52           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $3578839.00        | $3627578.28        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $25003.00          | $25925.18          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $83656.00          | $86640.54          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $547688.00         | $397520.89         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $996.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.10           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.08           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $2379646.00        | $2404722.38        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1008.00           | $1022.57           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $2782595.00        | $2860801.13        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $3128830.00        | $3255574.13        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 7.5000%  | 0.0000% | $4941.00           | $5376.64           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 7.5000%  | 0.0000% | $3153609.00        | $3395989.71        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $133165.00         | $137877.98         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $1000.94           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.10           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $924.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $114380.00         | $116900.79         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $101068.00         | $104280.37         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.82           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $4924727.00        | $5154250.22        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $631223.00         | $651205.14         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $1006.54           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.26           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 7.0000%  | 0.0000% | $1643490.00        | $1737167.08        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 4.0000%  | 0.0000% | $1000.00           | $648.37            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $121000.00         | $82483.92          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $2000.00           | $1316.13           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $803.11            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 2.0000%  | 0.0000% | $2000.00           | $1402.50           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $2195385.00        | $1749755.88        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $24004.00          | $18380.28          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $812.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $100000.00         | $74260.07          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $45000.00          | $36571.57          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 6.5000%  | 0.0000% | $1000.00           | $713.34            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $802.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $1108.00           | $903.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $25000.00          | $21747.07          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $843.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 4.5000%  | 0.0000% | $2008.00           | $1668.75           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $9000.00           | $7175.60           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $858.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $40000.00          | $32694.06          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 3.5000%  | 0.0000% | $2000.00           | $1685.24           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $5370790.00        | $4416887.21        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $3000.00           | $2370.16           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 3.0000%  | 0.0000% | $37000.00          | $29723.12          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 3.0000%  | 0.0000% | $12002.00          | $9386.10           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $10000.00          | $9308.28           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $778.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 2.5000%  | 0.0000% | $54000.00          | $42636.01          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $791.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $40000.00          | $32411.06          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $65000.00          | $52391.52          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $913.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 3.5000%  | 0.0000% | $20000.00          | $17426.84          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1008.00           | $956.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1022.44           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1555438.00        | $1512912.80        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $4868700.00        | $5123066.19        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-05-01      | 6.4650%  | 0.0000% | $393000.00         | $4646.76           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-06-01      | 6.2700%  | 0.0000% | $112000.00         | $1247.19           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-11-01      | 8.0000%  | 0.0000% | $1000.00           | $5.16              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-04-01      | 6.0000%  | 0.0000% | $1007.00           | $68.63             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-04-01      | 6.0000%  | 0.0000% | $1626094.00        | $55077.06          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-12-01      | 3.5000%  | 0.0000% | $1000.00           | $58.98             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-04-01      | 4.0000%  | 0.0000% | $1024.00           | $106.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-10-01      | 5.0000%  | 0.0000% | $1714.00           | $97.42             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-12-01      | 4.5000%  | 0.0000% | $23805068.00       | $1884948.40        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-12-01      | 3.5000%  | 0.0000% | $1024.00           | $150.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-05-01      | 4.0000%  | 0.0000% | $1000.00           | $69.69             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-02-01      | 4.5000%  | 0.0000% | $205000.00         | $20665.53          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $76.94             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $82.33             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $1240691.00        | $765222.94         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $206943.00         | $121805.95         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-09-01      | 4.0000%  | 0.0000% | $63000.00          | $30696.20          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $46000.00          | $29217.98          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $295273.00         | $183500.00         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-05-01      | 4.5000%  | 0.0000% | $1177499.00        | $135872.46         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $45000.00          | $3913.84           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-10-01      | 3.5000%  | 0.0000% | $1000.00           | $122.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-10-01      | 3.5000%  | 0.0000% | $2000.00           | $244.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-12-01      | 2.5000%  | 0.0000% | $2000.00           | $471.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-12-01      | 3.0000%  | 0.0000% | $9000.00           | $1535.84           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $2000.00           | $275.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-01-01      | 3.0000%  | 0.0000% | $532421.00         | $89637.27          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-01-01      | 2.5000%  | 0.0000% | $1024.00           | $234.32            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-02-01      | 2.5000%  | 0.0000% | $277554.00         | $62787.14          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $183.73            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 3.0000%  | 0.0000% | $12000.00          | $3015.64           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $83000.00          | $23787.66          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $407.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 1.5000%  | 0.0000% | $5271.00           | $2828.75           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $4499940.00        | $2694706.72        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $558.84            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $30000.00          | $15227.02          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 3.5000%  | 0.0000% | $18001.00          | $7226.03           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 5.0000%  | 0.0000% | $8001.00           | $7219.84           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 6.0000%  | 0.0000% | $32378.00          | $25050.31          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 6.0000%  | 0.0000% | $1008.00           | $797.39            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 4.0000%  | 0.0000% | $2000.00           | $1754.32           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $2000.00           | $1583.50           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $654.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $8000.00           | $5546.30           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 2.0000%  | 0.0000% | $1144810.00        | $795052.30         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $26000.00          | $19161.58          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $4242581.00        | $3190103.61        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $721.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $1278000.00        | $924161.04         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $30389.00          | $22968.82          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $53000.00          | $40610.81          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $5000.00           | $3875.09           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $581995.00         | $427331.21         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 3.5000%  | 0.0000% | $30000.00          | $23348.82          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $635000.00         | $497805.74         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $1024.00           | $727.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $4346587.00        | $3286101.35        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 3.0000%  | 0.0000% | $1000.00           | $792.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $614656.00         | $486276.80         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 3.5000%  | 0.0000% | $43310.00          | $34116.56          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $45000.00          | $35021.82          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 3.0000%  | 0.0000% | $1000.00           | $749.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $673.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $14027.00          | $10828.92          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $761.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 3.5000%  | 0.0000% | $37037.00          | $29110.41          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $6411344.00        | $5385772.14        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 3.5000%  | 0.0000% | $5000.00           | $4204.56           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1679.99           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 4.0000%  | 0.0000% | $177990.00         | $148611.23         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $817.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $25000.00          | $20428.67          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 5.0000%  | 0.0000% | $908906.00         | $798893.20         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $893.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 5.0000%  | 0.0000% | $51000.00          | $45565.32          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $3369121.00        | $2599207.78        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-11-01      | 6.0000%  | 0.0000% | $10000.00          | $6430.37           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 5.5000%  | 0.0000% | $3112000.00        | $2673576.69        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $848.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $951.50            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $1008.00           | $857.15            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $937.33            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 5.5000%  | 0.0000% | $12175800.00       | $11700043.18       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1012.81           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.0000%  | 0.0000% | $118667.00         | $113113.98         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.25           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1049.28           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.0000%  | 0.0000% | $2008162.00        | $1898134.65        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-08-01      | 3.0000%  | 0.0000% | $1197148.00        | $515893.58         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2042-02-24      | 3.4400%  | 0.0000% | $95000.00          | $76772.56          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $550.97            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $145001.00         | $85730.71          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $3000.00           | $2257.88           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $694.71            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.0000%  | 0.0000% | $256621.00         | $159248.95         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 6.0000%  | 0.0000% | $1008.00           | $864.93            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 5.0000%  | 0.0000% | $2176.00           | $1450.55           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $6000.00           | $4802.39           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.5000%  | 0.0000% | $75000.00          | $58717.51          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $823.93            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 4.5000%  | 0.0000% | $1001.00           | $807.66            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $811.14            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $1024.00           | $805.53            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $1900000.00        | $1549356.73        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 6.0000%  | 0.0000% | $25000.00          | $18450.42          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 6.5000%  | 0.0000% | $1008.00           | $914.83            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-06-01      | 3.5000%  | 0.0000% | $21000.00          | $10338.61          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-10-01      | 3.5000%  | 0.0000% | $1000.00           | $440.75            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.5000%  | 0.0000% | $1008.00           | $988.87            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.0000%  | 0.0000% | $9444487.00        | $6978064.90        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-06-01      | 4.6710%  | 0.0000% | $8815.00           | $2.57              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-06-01      | 4.2630%  | 0.0000% | $50405.00          | $20.49             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-11-01      | 5.4500%  | 0.0000% | $6802.00           | $0.92              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2028-08-01      | 4.5640%  | 0.0000% | $3122.00           | $1.75              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-08-01      | 6.3670%  | 0.0000% | $4814.00           | $2.34              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-01-01      | 6.6150%  | 0.0000% | $555406.00         | $13737.57          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-05-01      | 6.3570%  | 0.0000% | $3230000.00        | $21144.98          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-01-25      | 1.9000%  | 0.0000% | $2000.00           | $1577.93           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-09-01      | 3.7300%  | 0.0000% | $20510951.00       | $20095549.54       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-09-01      | 5.7500%  | 0.0000% | $11693.00          | $1.41              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2028-07-01      | 6.5000%  | 0.0000% | $1286.00           | $0.53              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2028-12-01      | 7.0000%  | 0.0000% | $2494.00           | $2.42              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-04-01      | 6.4900%  | 0.0000% | $1141000.00        | $522458.08         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1189.00           | $1190.34           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.32           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $17952.00          | $18083.84          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $18521.00          | $18807.74          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $2003920.00        | $2026662.81        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $964.88            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $5223512.00        | $5142144.02        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $129384.00         | $127018.87         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $317579.00         | $327687.81         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-10-15      | 5.9600%  | 0.0000% | $55367.00          | $59255.85          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $1076.00           | $1115.33           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $951572.00         | $927518.52         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $1000.00           | $957.04            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $70531.00          | $72193.84          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $6000.00           | $6191.35           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-05-20      | 6.5000%  | 0.0000% | $146376.00         | $140146.90         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-05-20      | 7.0000%  | 0.0000% | $9944668.00        | $9595029.81        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $2520940.00        | $2286074.24        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-01-01      | 3.5000%  | 0.0000% | $1008.00           | $179.26            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $424.93            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $526.80            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $172.87            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $952.06            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $2497418.00        | $2390100.25        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.06           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $6678712.00        | $6703505.13        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $996.34            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $958994.00         | $949042.97         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $1674221.00        | $1571972.62        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.47           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $1000.19           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $1105841.00        | $1136653.39        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $29232.00          | $30348.73          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $14496858.00       | $14743976.02       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1044.77           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $2000.00           | $2040.13           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.37           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $1800.00           | $1824.09           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1048.70           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1046.32           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $919.56            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $21452704.00       | $22470029.18       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.00           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 7.0000%  | 0.0000% | $3679066.00        | $3876821.09        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.23           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.96           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $999.14            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1026.69           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $1521864.00        | $1458410.48        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $3111880.00        | $3228221.88        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.63           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.68           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.0000%  | 0.0000% | $1589728.00        | $1597158.58        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $1008.00           | $1025.12           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 4.5000%  | 0.0000% | $1000.00           | $981.70            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.5000%  | 0.0000% | $1008.00           | $1054.93           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1008.57           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1003.16           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.79           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1029.69           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.29           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.90           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $2090720.00        | $2130383.75        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $967.85            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 3.5000%  | 0.0000% | $202397.00         | $178013.83         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $975.66            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $952.20            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.0000%  | 0.0000% | $1040.00           | $992.55            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $1024.00           | $1000.34           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $1000.55           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 4.0000%  | 0.0000% | $6000.00           | $5588.23           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 3.0000%  | 0.0000% | $1000.00           | $863.65            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1018.66           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1011.38           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $33760610.00       | $33360206.78       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.0000%  | 0.0000% | $4536711.00        | $3904604.76        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 3.0000%  | 0.0000% | $1000.00           | $867.57            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 2.5000%  | 0.0000% | $1008.00           | $854.46            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $2886.00           | $2893.09           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $967.25            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.5000%  | 0.0000% | $1008.00           | $983.30            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 6.5000%  | 0.0000% | $3634059.00        | $3674979.67        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1050.75           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $1067.00           | $1113.46           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $1024.00           | $1058.54           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-05-01      | 4.7300%  | 0.0000% | $1017.00           | $1000.89           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-01-01      | 3.7500%  | 0.0000% | $587847.00         | $556893.88         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 5.5000%  | 0.0000% | $1000.00           | $860.46            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $754.46            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 6.5000%  | 0.0000% | $1095917.00        | $1130027.53        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 6.0000%  | 0.0000% | $1024.00           | $987.33            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $1008.00           | $972.75            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 6.5000%  | 0.0000% | $1024.00           | $920.01            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $859.78            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.5000%  | 0.0000% | $1024.00           | $965.72            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $913.03            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.0000%  | 0.0000% | $1000.00           | $956.80            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1026.00           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 4.5000%  | 0.0000% | $1008.00           | $939.14            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.5000%  | 0.0000% | $1003.00           | $988.28            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $845.89            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $998.80            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $7788839.00        | $7896624.12        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1015.51           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $1021.15           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $4099944.00        | $3967083.17        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.0000%  | 0.0000% | $421342.00         | $412168.32         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 4.5000%  | 0.0000% | $1471612.00        | $1436359.20        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 7.0000%  | 0.0000% | $2016.00           | $2048.71           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $485641.00         | $501893.30         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $983.69            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $12083062.00       | $12272443.86       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-10-01      | 4.0000%  | 0.0000% | $1000.00           | $988.18            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-08-20      | 4.6250%  | 0.0000% | $96050.00          | $1265.79           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $3095.00           | $308.02            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-06-20      | 4.5000%  | 0.0000% | $5606150.00        | $249626.39         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-12-20      | 3.5000%  | 0.0000% | $29996994.00       | $3739976.09        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $13367.00          | $1595.74           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-05-20      | 3.5000%  | 0.0000% | $40376.00          | $4853.58           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-10-20      | 4.5000%  | 0.0000% | $1056.00           | $220.35            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-12-20      | 4.0000%  | 0.0000% | $64873.00          | $6002.57           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-01-20      | 4.0000%  | 0.0000% | $1026.00           | $82.42             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-12-20      | 4.5000%  | 0.0000% | $25866.00          | $947.49            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-05-20      | 3.0000%  | 0.0000% | $198894.00         | $48547.08          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $16834.00          | $4597.87           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-08-20      | 4.5000%  | 0.0000% | $4998800.00        | $696531.19         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $2081.00           | $614.56            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $3021347.00        | $949412.52         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $1000.00           | $334.66            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-11-20      | 4.5000%  | 0.0000% | $1000.00           | $200.06            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-04-20      | 2.5000%  | 0.0000% | $1008.00           | $516.37            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-04-20      | 4.5000%  | 0.0000% | $3062.00           | $2785.07           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $3552116.00        | $2035435.93        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 2.5000%  | 0.0000% | $38934.00          | $25928.22          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $7976637.00        | $6190987.08        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $33453.00          | $26048.85          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $1280.00           | $811.06            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $3016198.00        | $2259639.25        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-07-20      | 4.5000%  | 0.0000% | $1050.00           | $791.05            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-08-20      | 4.0000%  | 0.0000% | $1008.00           | $756.82            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $2010.00           | $1516.67           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $512798.00         | $385157.62         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 4.0000%  | 0.0000% | $1530611.00        | $1163027.68        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $1611527.00        | $1215906.69        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-10-20      | 4.0000%  | 0.0000% | $1000.00           | $765.26            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-02-20      | 4.5000%  | 0.0000% | $2946699.00        | $2357094.65        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $4927131.00        | $3505193.20        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $3122286.00        | $2261345.13        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $11492294.00       | $6445632.33        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $2024.00           | $1495.10           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $2025.00           | $1202.90           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $218629.00         | $133664.59         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $1067.00           | $692.15            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $1005.00           | $843.84            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $468536.00         | $104711.73         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-05-20      | 4.0000%  | 0.0000% | $1424475.00        | $260106.69         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-11-20      | 4.0000%  | 0.0000% | $7167.00           | $4798.73           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 4.0000%  | 0.0000% | $7000.00           | $4838.03           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-07-20      | 5.5000%  | 0.0000% | $44030.00          | $9197.22           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 5.5000%  | 0.0000% | $450639.00         | $172872.70         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-02-20      | 5.0000%  | 0.0000% | $1344326.00        | $67868.69          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-12-20      | 5.5000%  | 0.0000% | $981702.00         | $512645.28         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-08-20      | 6.0000%  | 0.0000% | $4012.00           | $1671.99           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-12-20      | 6.5000%  | 0.0000% | $4042.00           | $1525.77           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $598293.00         | $131467.84         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-12-20      | 4.0000%  | 0.0000% | $25361.00          | $15663.09          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-11-20      | 6.5000%  | 0.0000% | $3001.00           | $2347.86           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 7.5000%  | 0.0000% | $7001.00           | $4191.35           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-03-20      | 7.5000%  | 0.0000% | $622141.00         | $531418.72         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 7.5000%  | 0.0000% | $8905.00           | $9504.49           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-15      | 6.5000%  | 0.0000% | $5546616.00        | $5593826.24        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-15      | 7.0000%  | 0.0000% | $1013.00           | $1038.91           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $121850.00         | $121656.23         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-09-15      | 6.5000%  | 0.0000% | $11777.00          | $11957.03          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-15      | 7.0000%  | 0.0000% | $1000.00           | $986.45            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 7.5000%  | 0.0000% | $7002.00           | $2733.17           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 8.0000%  | 0.0000% | $6038.00           | $2608.15           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-11-20      | 8.0000%  | 0.0000% | $5000.00           | $1367.32           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-11-20      | 7.5000%  | 0.0000% | $1150606.00        | $336412.83         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $340686.00         | $223502.23         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $903542.00         | $597875.56         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $525918.00         | $494134.80         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $1549214.00        | $1397603.76        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $1282.00           | $1222.49           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $258827.00         | $253440.07         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $2000.00           | $2042.99           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.0000%  | 0.0000% | $24000.00          | $23898.92          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $2486550.00        | $2425069.91        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1931039.00        | $2018264.85        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1005.00           | $1036.63           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.5000%  | 0.0000% | $1140108.00        | $1225864.74        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $2048.00           | $2171.84           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.5000%  | 0.0000% | $1001.00           | $1076.07           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $731049.00         | $716677.37         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $2721316.00        | $2607002.35        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $68431.00          | $70603.65          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $648610.00         | $565104.34         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 4.5000%  | 0.0000% | $258942.00         | $241838.47         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1993833.00        | $2082483.57        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1054.37           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1790934.00        | $1872460.90        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $1000.00           | $1065.69           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 7.5000%  | 0.0000% | $1032.00           | $1114.34           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1361598.00        | $1441767.07        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2395.00           | $2536.02           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $25426.00          | $26923.10          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $14383782.00       | $13648236.84       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $19202.00          | $18503.26          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $10988033.00       | $10331917.83       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $5640.00           | $5511.01           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $1976410.00        | $1931385.58        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $2352.00           | $2330.94           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $23889.00          | $23884.37          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $7968.00           | $7975.11           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $3473825.00        | $3454168.91        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $245664.00         | $247291.67         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $3962660.00        | $3990936.53        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $2487.00           | $2483.56           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1024.00           | $1034.33           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $1000.00           | $1018.02           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $260278.00         | $268362.08         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $226671.00         | $229955.47         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 4.5000%  | 0.0000% | $3024.00           | $2965.57           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $1024.00           | $1026.20           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1024.00           | $1049.29           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $6345772.00        | $5976860.72        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $37487.00          | $38869.38          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $1029280.00        | $1071413.10        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $1094844.00        | $1129482.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-02-20      | 7.0000%  | 0.0000% | $52394.00          | $54056.63          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2063-05-20      | 6.5000%  | 0.0000% | $96415.00          | $99462.47          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-06-20      | 4.5000%  | 0.0000% | $174000.00         | $4975.41           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-08-20      | 4.5000%  | 0.0000% | $1002.00           | $36.52             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-10-20      | 4.5000%  | 0.0000% | $3478.00           | $36.33             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-11-20      | 4.5000%  | 0.0000% | $128488.00         | $4673.05           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-05-20      | 4.5000%  | 0.0000% | $1007.00           | $35.53             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-07-20      | 4.5000%  | 0.0000% | $2329.00           | $85.74             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-08-20      | 4.5000%  | 0.0000% | $1671.00           | $12.30             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-09-20      | 4.5000%  | 0.0000% | $10329978.00       | $68933.07          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-11-20      | 4.5000%  | 0.0000% | $3849.00           | $45.90             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-10-20      | 4.5000%  | 0.0000% | $3677.00           | $168.15            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-06-20      | 4.5000%  | 0.0000% | $2011.00           | $82.59             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-10-15      | 5.0000%  | 0.0000% | $1193.00           | $19.72             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-09-15      | 5.0000%  | 0.0000% | $181938.00         | $7045.90           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2032-11-15      | 6.5000%  | 0.0000% | $1007.00           | $3.28              | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-07-20      | 4.6250%  | 0.0000% | $596923.00         | $9194.14           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-07-20      | 4.6250%  | 0.0000% | $2500000.00        | $84501.97          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-09-20      | 4.6250%  | 0.0000% | $2000000.00        | $51593.33          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-08-20      | 5.8750%  | 0.0000% | $13123.00          | $285.62            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-11-20      | 5.8750%  | 0.0000% | $16299.00          | $536.24            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-12-20      | 5.8750%  | 0.0000% | $42776.00          | $687.94            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-08-15      | 5.0000%  | 0.0000% | $1499.00           | $106.05            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-03-20      | 7.0000%  | 0.0000% | $460921.00         | $59662.81          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2029-11-20      | 6.5000%  | 0.0000% | $1000.00           | $101.27            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-10-15      | 4.5000%  | 0.0000% | $6700613.00        | $1845377.58        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $11199000.00       | $6625055.74        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-01-20      | 6.4500%  | 0.0000% | $666408.00         | $54058.96          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 5.0000%  | 0.0000% | $31000.00          | $27644.93          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.0000%  | 0.0000% | $116999.00         | $85783.20          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $856.97            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $819.30            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-06-01      | 4.0000%  | 0.0000% | $2000.00           | $1662.68           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.5000%  | 0.0000% | $55000.00          | $50651.73          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $877.90            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $74450.00          | $67359.98          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $807.01            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $920.21            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $939.75            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 4.5000%  | 0.0000% | $1024.00           | $942.19            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $860.10            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 4.5000%  | 0.0000% | $10465.00          | $9595.12           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 2.5000%  | 0.0000% | $1002.00           | $224.36            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-05-01      | 4.5000%  | 0.0000% | $1000.00           | $228.99            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 3.0000%  | 0.0000% | $35001.00          | $9675.74           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 4.5000%  | 0.0000% | $32001.00          | $30116.05          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1851.19           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.5000%  | 0.0000% | $2033.00           | $966.47            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.5000%  | 0.0000% | $50004.00          | $21830.97          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-12-01      | 2.0000%  | 0.0000% | $1090.00           | $598.39            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.0000%  | 0.0000% | $5415.00           | $3083.42           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $12082719.00       | $7042668.42        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.0000%  | 0.0000% | $9201000.00        | $6081349.13        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 3.5000%  | 0.0000% | $54000.00          | $33318.56          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $615.58            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.5000%  | 0.0000% | $2003.00           | $1278.50           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 3.5000%  | 0.0000% | $3000.00           | $1855.91           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.0000%  | 0.0000% | $6892000.00        | $4490563.31        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.0000%  | 0.0000% | $13000.00          | $8616.53           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.0000%  | 0.0000% | $2000.00           | $1354.92           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $108996.00         | $76892.34          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 2.0000%  | 0.0000% | $381000.00         | $257652.87         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $729.51            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 3.0000%  | 0.0000% | $3494.00           | $2632.44           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.5000%  | 0.0000% | $18000.00          | $14203.68          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.0000%  | 0.0000% | $620713.00         | $487171.63         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 2.5000%  | 0.0000% | $138450.00         | $101086.70         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.5000%  | 0.0000% | $26091.00          | $20016.51          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 3.0000%  | 0.0000% | $1000.00           | $740.53            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 3.5000%  | 0.0000% | $43000.00          | $33229.75          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.0000%  | 0.0000% | $23914009.00       | $19485655.40       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 3.5000%  | 0.0000% | $97094.00          | $74996.55          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $3121412.00        | $2511934.87        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 5.0000%  | 0.0000% | $1002692.00        | $815177.27         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 5.5000%  | 0.0000% | $6965938.00        | $5473930.63        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 3.0000%  | 0.0000% | $1000.00           | $764.75            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 4.5000%  | 0.0000% | $4111.00           | $3463.74           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $5017361.00        | $4153269.38        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 3.5000%  | 0.0000% | $21000.00          | $16391.33          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 3.5000%  | 0.0000% | $81000.00          | $65820.25          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 4.5000%  | 0.0000% | $60324.00          | $51988.12          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 6.0000%  | 0.0000% | $1040.00           | $810.96            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 5.5000%  | 0.0000% | $9480772.00        | $8013870.77        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.0000%  | 0.0000% | $506641.00         | $392564.49         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1542.32           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 4.5000%  | 0.0000% | $1412603.00        | $1262710.02        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $730.56            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 6.5000%  | 0.0000% | $321756.00         | $195107.43         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $4727.00           | $4007.21           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.0000%  | 0.0000% | $1024.00           | $974.42            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 3.5000%  | 0.0000% | $1000.00           | $882.71            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $26010.00          | $25013.31          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $930.46            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $92000.00          | $85601.79          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.0000%  | 0.0000% | $13524577.00       | $12902236.62       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 6.0000%  | 0.0000% | $55000.00          | $43833.97          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 5.5000%  | 0.0000% | $8711408.00        | $6982302.49        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 3.0000%  | 0.0000% | $14999.00          | $12082.23          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.5000%  | 0.0000% | $6507266.00        | $5645732.17        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-08-01      | 4.5000%  | 0.0000% | $1144.00           | $51.88             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-09-01      | 4.0000%  | 0.0000% | $1000.00           | $274.37            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-05-01      | 3.5000%  | 0.0000% | $2600000.00        | $316091.24         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-02-01      | 2.1100%  | 0.0000% | $681109.00         | $448067.88         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-12-01      | 4.5000%  | 0.0000% | $407946.00         | $411474.65         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-01-01      | 4.7200%  | 0.0000% | $2455630.00        | $2494294.58        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-03-01      | 2.7700%  | 0.0000% | $31264.00          | $24796.99          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-11-01      | 1.2200%  | 0.0000% | $3104575.00        | $2489362.07        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-02-01      | 3.2600%  | 0.0000% | $1059.00           | $928.04            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2039-02-01      | 7.0000%  | 0.0000% | $5415.00           | $686.73            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $1034352.00        | $1082526.63        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $1008.00           | $970.90            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $730448.00         | $741733.86         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-03-01      | 4.2470%  | 0.0000% | $1996679.00        | $45642.54          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2028-11-01      | 6.5000%  | 0.0000% | $4805.00           | $2.41              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-08-01      | 6.6970%  | 0.0000% | $2675707.00        | $159583.22         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-12-01      | 6.3540%  | 0.0000% | $1349.00           | $2.21              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 6.3860%  | 0.0000% | $133572.00         | $8600.45           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2033-05-25      | 4.0800%  | 0.0000% | $500000.00         | $494260.00         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2033-08-08      | 3.9400%  | 0.0000% | $325000.00         | $318868.51         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-10-01      | 5.5000%  | 0.0000% | $2683.00           | $15.64             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-12-01      | 6.5000%  | 0.0000% | $1026.00           | $7.73              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-12-01      | 6.5000%  | 0.0000% | $2129524.00        | $34002.81          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2039-11-01      | 5.0000%  | 0.0000% | $1422330.00        | $90744.78          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-02-01      | 4.5000%  | 0.0000% | $26000.00          | $911.68            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-02-01      | 4.5000%  | 0.0000% | $26000.00          | $755.16            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2026-11-01      | 3.0000%  | 0.0000% | $400000.00         | $2657.88           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2026-12-01      | 3.0000%  | 0.0000% | $2000.00           | $16.09             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2027-05-01      | 3.0000%  | 0.0000% | $500000.00         | $2696.00           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2028-03-01      | 2.5000%  | 0.0000% | $500000.00         | $17135.86          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-04-01      | 4.5000%  | 0.0000% | $2184607.00        | $197997.52         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-10-01      | 3.5000%  | 0.0000% | $2436.00           | $422.47            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-09-01      | 4.5000%  | 0.0000% | $32710.00          | $410.55            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-07-01      | 3.0000%  | 0.0000% | $493338.00         | $101537.07         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-03-01      | 4.5000%  | 0.0000% | $1007.00           | $276.30            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-07-01      | 4.5000%  | 0.0000% | $8350323.00        | $2331320.23        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-11-01      | 4.5000%  | 0.0000% | $3060143.00        | $473078.45         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-07-01      | 4.5000%  | 0.0000% | $3000.00           | $243.47            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-01-01      | 5.0000%  | 0.0000% | $10920877.00       | $1111003.22        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-05-01      | 6.5520%  | 0.0000% | $1000000.00        | $65585.11          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-06-01      | 6.4200%  | 0.0000% | $1000000.00        | $91707.22          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-02-01      | 4.0000%  | 0.0000% | $6000.00           | $268.35            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2026-04-01      | 6.5000%  | 0.0000% | $1851.00           | $0.05              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2027-02-01      | 3.0000%  | 0.0000% | $500000.00         | $3874.09           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-03-01      | 4.0000%  | 0.0000% | $366027.00         | $66212.81          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-05-01      | 4.0000%  | 0.0000% | $578464.00         | $63736.30          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-10-01      | 3.5000%  | 0.0000% | $44283.00          | $6362.10           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-02-01      | 4.5000%  | 0.0000% | $13210487.00       | $2833977.22        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-09-01      | 7.0000%  | 0.0000% | $2751.00           | $1.05              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-11-01      | 5.5000%  | 0.0000% | $156000.00         | $885.10            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-12-01      | 6.5000%  | 0.0000% | $537173.00         | $5396.84           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-06-01      | 4.0000%  | 0.0000% | $2113.00           | $234.53            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-06-01      | 5.0000%  | 0.0000% | $71004.00          | $5886.52           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-03-01      | 3.5000%  | 0.0000% | $9001.00           | $1157.23           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-10-01      | 6.0000%  | 0.0000% | $672218.00         | $4475.36           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-05-01      | 5.5000%  | 0.0000% | $6455432.00        | $56703.25          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-11-01      | 4.0000%  | 0.0000% | $141070.00         | $8518.11           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-09-01      | 4.0000%  | 0.0000% | $1000.00           | $82.58             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-02-01      | 4.0000%  | 0.0000% | $86000.00          | $8308.48           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-11-01      | 4.0000%  | 0.0000% | $27408.00          | $3711.12           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-12-01      | 2.5000%  | 0.0000% | $4009.00           | $1018.79           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-09-01      | 3.0000%  | 0.0000% | $59420.00          | $9313.24           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-10-01      | 3.0000%  | 0.0000% | $12000.00          | $1909.61           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $180.63            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-02-01      | 3.0000%  | 0.0000% | $1001.00           | $209.72            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-12-01      | 3.0000%  | 0.0000% | $1000.00           | $150.22            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $84.72             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2026-09-01      | 4.0000%  | 0.0000% | $561000.00         | $865.43            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-07-01      | 3.0000%  | 0.0000% | $300000.00         | $53894.67          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2044-12-01      | 4.5000%  | 0.0000% | $4000.00           | $310.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-05-01      | 5.0000%  | 0.0000% | $47000.00          | $9664.38           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-02-01      | 3.5000%  | 0.0000% | $530000.00         | $33701.04          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-11-01      | 4.0000%  | 0.0000% | $264999.00         | $19148.30          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-01-01      | 4.5000%  | 0.0000% | $3448.00           | $210.24            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-04-01      | 4.0000%  | 0.0000% | $193292.00         | $14969.18          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-11-01      | 4.5000%  | 0.0000% | $1001.00           | $245.14            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1017.63           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-09-01      | 2.5000%  | 0.0000% | $1000.00           | $756.13            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 3.0000%  | 0.0000% | $9890.00           | $5457.62           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 3.0000%  | 0.0000% | $5768881.00        | $3703173.87        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.5000%  | 0.0000% | $2434.00           | $1742.68           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-12-01      | 3.5000%  | 0.0000% | $1001.00           | $287.53            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2044-09-01      | 3.5000%  | 0.0000% | $5346458.00        | $2429683.99        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-12-01      | 4.0000%  | 0.0000% | $1000.00           | $371.54            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 3.5000%  | 0.0000% | $178387.00         | $75755.68          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $786.78            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.5000%  | 0.0000% | $3455.00           | $2234.76           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 3.0000%  | 0.0000% | $1031.00           | $666.78            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.5000%  | 0.0000% | $1500000.00        | $1005635.63        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.0000%  | 0.0000% | $15263785.00       | $10277711.97       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.5000%  | 0.0000% | $1148970.00        | $860292.34         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $547709.00         | $383436.65         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 5.0000%  | 0.0000% | $93000.00          | $77182.57          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $2667428.00        | $1942770.81        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $788.32            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 3.5000%  | 0.0000% | $1000.00           | $776.06            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.5000%  | 0.0000% | $3000.00           | $2333.98           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.0000%  | 0.0000% | $1304308.00        | $1042651.99        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.0000%  | 0.0000% | $2923952.00        | $2043775.91        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.5000%  | 0.0000% | $6998.00           | $5578.42           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 3.0000%  | 0.0000% | $30000.00          | $23542.65          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 5.5000%  | 0.0000% | $40000.00          | $32898.62          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.0000%  | 0.0000% | $10063155.00       | $8935905.67        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $1008.00           | $531.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $1609268.00        | $977068.76         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 3.5000%  | 0.0000% | $2000.00           | $511.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $3887236.00        | $2350738.21        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $1050.00           | $690.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $2000.00           | $1430.45           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $2016.00           | $1284.82           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $25001.00          | $18406.01          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $20000.00          | $16001.74          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $779.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $357000.00         | $261369.74         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1622.01           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $767.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $784.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $781.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $10158346.00       | $8337921.20        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $808.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 6.0000%  | 0.0000% | $1024.00           | $754.27            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $1024.00           | $852.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $787.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $727.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $802.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1403995.00        | $1095129.10        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $796.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 4.5000%  | 0.0000% | $1200000.00        | $1042898.31        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $192628.00         | $165044.67         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $1412453.00        | $1173905.65        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $1001.00           | $806.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 4.5000%  | 0.0000% | $79000.00          | $71939.27          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $5040.00           | $4021.77           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 6.0000%  | 0.0000% | $2016.00           | $1347.52           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $1010.00           | $922.11            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 6.5000%  | 0.0000% | $2024.00           | $1640.04           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.0000%  | 0.0000% | $1040.00           | $973.88            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $921.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $1008.00           | $911.54            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $77000.00          | $72794.58          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $969.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1008.00           | $974.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $1008.00           | $933.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $980.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $985.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $942.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $964.43            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $1024.00           | $897.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $80000.00          | $75326.33          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 4.5000%  | 0.0000% | $1008.00           | $938.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 4.0000%  | 0.0000% | $1008.00           | $915.88            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $961.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $1008.00           | $870.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $946.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 4.5000%  | 0.0000% | $1000.00           | $942.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.0000%  | 0.0000% | $1000.00           | $959.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 5.5000%  | 0.0000% | $1008.00           | $973.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $940.34            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 4.5000%  | 0.0000% | $1000.00           | $958.61            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $1008.00           | $934.73            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $22000.00          | $22096.97          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1043.21           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $1066.99           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-09-01      | 3.5000%  | 0.0000% | $2000.00           | $313.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-08-01      | 4.0000%  | 0.0000% | $2064832.00        | $658848.38         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-08-01      | 5.5000%  | 0.0000% | $1000.00           | $254.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $503.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-06-01      | 3.5000%  | 0.0000% | $5002.00           | $1637.96           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $1000.00           | $467.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-01-01      | 3.5000%  | 0.0000% | $20000.00          | $6778.31           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-02-01      | 4.0000%  | 0.0000% | $1000.00           | $464.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $682.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $1564.00           | $1032.05           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $2936.00           | $1856.77           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $2000.00           | $1274.21           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $9120759.00        | $6154153.07        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1001.00           | $725.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $529830.00         | $336419.59         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 2.5000%  | 0.0000% | $113109.00         | $77615.77          | Agency Mortgage-Backed Securities  |
| U.S. Treasury Strip                      | 2036-02-15      | N/A      | 0.0000% | $200.00            | $132.12            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2052-02-15      | N/A      | 0.0000% | $300.00            | $86.10             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-01-15      | 0.5000%  | 0.0000% | $211900.00         | $274281.01         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-01-15      | 0.1250%  | 0.0000% | $1899900.00        | $2275673.30        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-07-31      | 4.3750%  | 0.0000% | $400.00            | $406.11            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2035-07-15      | 1.8750%  | 0.0000% | $39355600.00       | $40187072.93       | U.S. Treasuries (including strips) |

### Security 165: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 4.040000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19BMJ3, C.3 - LEI: G5GSEF7VJP5I, C.5 - Other ID: ARP19BMJ3_4.04_1107
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill               | 2025-11-06      | N/A      | 0.0000% | $400.00            | $399.87            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-02-26      | N/A      | 0.0000% | $100.00            | $98.81             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-05-15      | 2.8750%  | 0.0000% | $1999900.00        | $1604470.02        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2047-11-15      | 2.7500%  | 0.0000% | $3139000.00        | $2332252.13        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2052-02-15      | 2.2500%  | 0.0000% | $18350000.00       | $11592298.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2052-08-15      | 3.0000%  | 0.0000% | $9590100.00        | $7145009.78        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-05-15      | 3.8750%  | 0.0000% | $42174000.00       | $39249929.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $94.07             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-11-15      | 4.6250%  | 0.0000% | $204900.00         | $208899.61         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2045-05-15      | 5.0000%  | 0.0000% | $100.00            | $106.90            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2025-11-30      | 2.8750%  | 0.0000% | $812200.00         | $821217.40         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-01-31      | 2.6250%  | 0.0000% | $1054700.00        | $1058283.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-07-31      | 0.3750%  | 0.0000% | $18738300.00       | $17737459.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2025-11-30      | 0.3750%  | 0.0000% | $1200.00           | $1198.63           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-03-31      | 1.2500%  | 0.0000% | $88893000.00       | $84206077.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-04-30      | 0.7500%  | 0.0000% | $337200.00         | $332146.05         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-08-31      | 1.1250%  | 0.0000% | $130671000.00      | $122286719.80      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-09-30      | 1.2500%  | 0.0000% | $600.00            | $561.87            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-02-15      | 1.8750%  | 0.0000% | $5175000.00        | $4629726.98        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-06-30      | 3.2500%  | 0.0000% | $43865100.00       | $43743715.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-10-31      | 4.1250%  | 0.0000% | $2700000.00        | $2726802.90        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-05-15      | 3.6250%  | 0.0000% | $13000000.00       | $13202467.44       | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-04-30      | 3.9155%  | 0.0000% | $13204500.00       | $13200842.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-05-31      | 4.8750%  | 0.0000% | $4302500.00        | $4415139.87        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-12-15      | 4.0000%  | 0.0000% | $5300000.00        | $5424194.73        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-04-30      | 3.8750%  | 0.0000% | $100.00            | $100.76            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-05-31      | 3.8750%  | 0.0000% | $23020000.00       | $23475146.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-07-31      | 3.8750%  | 0.0000% | $2269700.00        | $2308444.92        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-08-15      | 3.6250%  | 0.0000% | $7800000.00        | $7864419.56        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-10-15      | 3.5000%  | 0.0000% | $200.00            | $199.74            | U.S. Treasuries (including strips) |

### Security 166: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 4.040000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19DT60, C.3 - LEI: G5GSEF7VJP5I, C.5 - Other ID: ARP19DT60_4.04_1107
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2025-11-28      | N/A      | 0.0000% | $70000200.00       | $69812459.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-02-05      | N/A      | 0.0000% | $4998600.00        | $4949658.71        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-02-03      | N/A      | 0.0000% | $192800.00         | $190950.08         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-02-15      | 2.0000%  | 0.0000% | $49879100.00       | $30374365.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-05-15      | 3.6250%  | 0.0000% | $2000.00           | $1700.65           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-09-30      | 1.6250%  | 0.0000% | $200.00            | $196.50            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-31      | 0.5000%  | 0.0000% | $100.00            | $94.08             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-02-28      | 0.5000%  | 0.0000% | $1871900.00        | $1853148.32        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 1.2500%  | 0.0000% | $128386200.00      | $121616981.17      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-11-15      | 1.3750%  | 0.0000% | $300.00            | $262.65            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-11-30      | 3.8750%  | 0.0000% | $200.00            | $204.79            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-03-15      | 4.6250%  | 0.0000% | $100.00            | $100.87            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-15      | 4.3750%  | 0.0000% | $621900.00         | $636525.78         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-03-31      | 4.1250%  | 0.0000% | $100000000.00      | $102130904.95      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-01-31      | 4.2500%  | 0.0000% | $74864000.00       | $77314598.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-08-15      | 4.2500%  | 0.0000% | $100.00            | $102.11            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-31      | 3.5000%  | 0.0000% | $687600.00         | $686257.12         | U.S. Treasuries (including strips) |

### Security 167: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.055000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19ED40, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP19ED40_4.05_1107
- **C.18 - Value (incl. sponsor support):** $2250000000.00
- **C.18.a - Value (excl. sponsor support):** $2250000000.00
- **C.19 - Percentage of Net Assets:** 1.3000%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-10-15      | 1.6250%  | 0.0000% | $2201373800.00     | $2303853921.88     | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19FYT9, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP19FYT9_4.05_1107
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $42280708.00       | $20333672.46       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 2.5000%  | 0.0000% | $2596000.00        | $1044006.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 3.0000%  | 0.0000% | $3310528.00        | $1109517.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $134018905.00      | $65738461.28       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 4.5000%  | 0.0000% | $1044171.00        | $269694.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $4851339.00        | $2974716.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 2.5000%  | 0.0000% | $806618.00         | $634978.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $108261.00         | $76712.46          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $2302828.00        | $1696040.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $18767569.00       | $13611912.18       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $3644767.00        | $2853750.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $1250569.00        | $988967.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-15      | 2.5000%  | 0.0000% | $1959399.00        | $844684.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 2.5000%  | 0.0000% | $1588785.00        | $927177.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $1570613.00        | $959250.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 4.0000%  | 0.0000% | $1019267.00        | $612844.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 4.5000%  | 0.0000% | $1314463.00        | $337895.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 4.0000%  | 0.0000% | $2060488.00        | $703232.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-15      | 2.5000%  | 0.0000% | $4888173.00        | $1730639.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-15      | 2.5000%  | 0.0000% | $4590700.00        | $1186721.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $256000.00         | $112300.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $1988687.00        | $1102389.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 4.0000%  | 0.0000% | $1200000.00        | $599795.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 2.5000%  | 0.0000% | $1311082.00        | $619552.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $200000.00         | $88314.93          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 4.0000%  | 0.0000% | $200000.00         | $66042.27          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $650725.00         | $260827.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 2.5000%  | 0.0000% | $1898957.00        | $1091470.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $1135679.00        | $570389.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 3.5000%  | 0.0000% | $2864523.00        | $1565093.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $505341.00         | $372476.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $387352.00         | $198830.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $322973.00         | $200795.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $225000.00         | $94920.75          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 4.5000%  | 0.0000% | $1789626.00        | $623368.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 4.0000%  | 0.0000% | $774456.00         | $157705.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 3.5000%  | 0.0000% | $119835.00         | $64822.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 3.5000%  | 0.0000% | $427998.00         | $279584.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 4.5000%  | 0.0000% | $1191603.00        | $405667.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 4.0000%  | 0.0000% | $15278.00          | $8641.07           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 4.0000%  | 0.0000% | $201981465.00      | $188740013.61      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $36323121.00       | $18191790.93       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $24924394.00       | $10944286.85       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 2.5000%  | 0.0000% | $52220720.00       | $29293518.54       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 3.5000%  | 0.0000% | $49120679.00       | $19223464.53       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 5.0000%  | 0.0000% | $1000.00           | $498.12            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $634472485.00      | $160859711.60      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $480983.00         | $77097.01          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 4.0000%  | 0.0000% | $557013.00         | $99690.81          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 2.0000%  | 0.0000% | $5166116.00        | $2040003.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 2.5000%  | 0.0000% | $30184142.00       | $9711055.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $56284377.00       | $15372940.09       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 3.5000%  | 0.0000% | $375000.00         | $94758.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 4.0000%  | 0.0000% | $2995000.00        | $763487.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 4.5000%  | 0.0000% | $293000.00         | $70591.94          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 2.0000%  | 0.0000% | $31011827.00       | $13576892.78       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $276659336.00      | $81702218.79       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 3.5000%  | 0.0000% | $4843070.00        | $1328545.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 4.0000%  | 0.0000% | $10121508.00       | $2509090.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 4.5000%  | 0.0000% | $1590000.00        | $369433.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 4.5000%  | 0.0000% | $510000.00         | $123959.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 2.0000%  | 0.0000% | $701363200.00      | $321055080.82      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $230000.00         | $88112.16          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $7266999.00        | $2783960.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $40939613.00       | $12864653.01       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 4.0000%  | 0.0000% | $750000.00         | $206046.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 3.5000%  | 0.0000% | $318999.00         | $101102.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 4.0000%  | 0.0000% | $1375856.00        | $421640.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 4.0000%  | 0.0000% | $4618335.00        | $1415319.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 2.5000%  | 0.0000% | $345128.00         | $136202.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $17779418.00       | $5950032.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 3.5000%  | 0.0000% | $6317025.00        | $1980052.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 4.5000%  | 0.0000% | $2589660.00        | $609211.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 4.0000%  | 0.0000% | $1423440.00        | $177905.93         | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19GEH5, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP19GEH5_4.35_1208
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-12-08
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2055-06-01      | 5.0000%  | 0.0000% | $86947.00          | $88165.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 4.0000%  | 0.0000% | $5356233.00        | $5018250.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 4.5000%  | 0.0000% | $31231391.00       | $29826432.65       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $983.57            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $2460.00           | $2567.80           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.0000%  | 0.0000% | $2985194.00        | $3027036.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 4.0000%  | 0.0000% | $57768928.00       | $53954656.88       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.0000%  | 0.0000% | $105954053.00      | $103928258.73      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $10324240.00       | $10153648.28       | Agency Mortgage-Backed Securities |

### Security 170: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19GMM5, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP19GMM5_4.20_1107
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 3.5000%  | 0.0000% | $9449611.00        | $1304486.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-04-01      | 3.5000%  | 0.0000% | $4614175.00        | $1295818.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 4.5000%  | 0.0000% | $2675228.00        | $2072699.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $8959041.00        | $7707784.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $13292665.00       | $11554089.09       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $13882640.00       | $1676198.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-08-01      | 4.0000%  | 0.0000% | $3185.00           | $188.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-04-01      | 3.5000%  | 0.0000% | $199933184.00      | $18813170.51       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $45716041.00       | $12387230.37       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 3.5000%  | 0.0000% | $10008920.00       | $1664192.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $876.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 6.0000%  | 0.0000% | $287111.00         | $291709.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $328333.00         | $333980.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1365399.00        | $1379525.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $2320384.00        | $2247571.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $2499342.00        | $2398185.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-01-01      | 3.5000%  | 0.0000% | $83258571.00       | $23246015.85       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2063-09-01      | 4.0000%  | 0.0000% | $10340582.00       | $8381584.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $773885.00         | $169645.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $5638475.00        | $1558259.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 3.5000%  | 0.0000% | $2524618.00        | $1471129.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 4.0000%  | 0.0000% | $3538922.00        | $1041979.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-04-01      | 4.0000%  | 0.0000% | $2380407.00        | $808581.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 4.5000%  | 0.0000% | $1058448.00        | $382057.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-01-01      | 2.2600%  | 0.0000% | $1536894.00        | $1434534.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.0000%  | 0.0000% | $2800000.00        | $248138.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $8580.00           | $2300.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.0000%  | 0.0000% | $1731193.00        | $362735.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.0000%  | 0.0000% | $4549652.00        | $1119962.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-07-01      | 1.9000%  | 0.0000% | $21179383.00       | $18618802.65       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $54512.00          | $35852.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 3.0000%  | 0.0000% | $1793479.00        | $1058344.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $20426773.00       | $15111461.32       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $388483.00         | $296882.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 3.5000%  | 0.0000% | $380476.00         | $290552.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $3805481.00        | $3205484.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $22747110.00       | $17580511.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $19794000.00       | $16263677.81       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.0000%  | 0.0000% | $20478000.00       | $17160892.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 3.5000%  | 0.0000% | $1710997.00        | $225558.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 3.0000%  | 0.0000% | $623589.00         | $309747.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $128656025.00      | $127192125.33      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $5881934.00        | $4653412.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $23507727.00       | $22149338.46       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.20           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $27270132.00       | $27376713.77       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $3165526.00        | $3124200.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-01-01      | 5.0000%  | 0.0000% | $26130.00          | $940.88            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-08-01      | 6.0000%  | 0.0000% | $7335440.00        | $339951.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-03-01      | 5.5000%  | 0.0000% | $9173206.00        | $111523.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-07-01      | 6.0000%  | 0.0000% | $1913.00           | $17.87             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-01-01      | 3.5000%  | 0.0000% | $2008160.00        | $390438.80         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-03-01      | 4.0000%  | 0.0000% | $89253874.00       | $17179885.24       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-05-01      | 3.0000%  | 0.0000% | $717719.00         | $390370.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.0000%  | 0.0000% | $640968.00         | $532051.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 4.0000%  | 0.0000% | $3655700.00        | $2753012.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 5.5000%  | 0.0000% | $58855000.00       | $51579682.02       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.0000%  | 0.0000% | $75340080.00       | $61677967.52       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 5.0000%  | 0.0000% | $41430.00          | $34943.29          | Agency Mortgage-Backed Securities |

### Security 171: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 4.040000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19HHA5, C.3 - LEI: G5GSEF7VJP5I, C.5 - Other ID: ARP19HHA5_4.04_1107
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2043-11-15      | 3.7500%  | 0.0000% | $500.00            | $454.80            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-05-15      | 3.1250%  | 0.0000% | $331090200.00      | $262558906.54      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-05-15      | 1.1250%  | 0.0000% | $5518000.00        | $3573558.56        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-08-15      | 2.0000%  | 0.0000% | $610000.00         | $364126.56         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-05-15      | 3.2500%  | 0.0000% | $200.00            | $172.31            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-15      | 1.5000%  | 0.0000% | $100.00            | $98.56             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-09-30      | 1.6250%  | 0.0000% | $400.00            | $393.00            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-11-30      | 0.3750%  | 0.0000% | $800.00            | $799.08            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-05-15      | 4.3750%  | 0.0000% | $20000.00          | $20927.41          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-15      | 3.8750%  | 0.0000% | $100.00            | $100.67            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-11-15      | 4.2500%  | 0.0000% | $99999900.00       | $103448762.85      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $200.00            | $202.29            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-03-31      | 4.0000%  | 0.0000% | $37940400.00       | $38546823.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-31      | 3.5000%  | 0.0000% | $1055200.00        | $1053139.19        | U.S. Treasuries (including strips) |

### Security 172: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.300000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19M3A9, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP19M3A9_4.30_0115
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2042-02-01      | 3.5000%  | 0.0000% | $356592980.00      | $46350864.50       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $111071905.00      | $25496185.24       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $175732564.00      | $46921589.83       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.5000%  | 0.0000% | $250081835.00      | $46439833.43       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $193879884.00      | $46345191.19       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 3.5000%  | 0.0000% | $349598958.00      | $45946335.82       | Agency Mortgage-Backed Securities |

### Security 173: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.310000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19MVW0, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP19MVW0_4.31_0116
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.0000%  | 0.0000% | $21992869.00       | $22061831.44       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $51260049.00       | $52059247.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $6817952.00        | $7006667.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.5000%  | 0.0000% | $1217584.00        | $1281846.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $992.08            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $15205.00          | $14371.68          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.5000%  | 0.0000% | $1718834.00        | $1796609.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 7.0000%  | 0.0000% | $1281000.00        | $1343622.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.0000%  | 0.0000% | $489713.00         | $493438.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $17025758.00       | $16941374.90       | Agency Mortgage-Backed Securities |

### Security 174: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.190000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19N3N9, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP19N3N9_4.19_1107
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2041-05-15      | N/A      | 0.0000% | $114200.00         | $56550.81          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-02-15      | N/A      | 0.0000% | $134537600.00      | $46449240.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-08-15      | N/A      | 0.0000% | $413152000.00      | $139254534.20      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2039-11-15      | 4.3750%  | 0.0000% | $41741600.00       | $42486884.24       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-02-15      | N/A      | 0.0000% | $54864687.64       | $26752789.80       | U.S. Treasuries (including strips) |

### Security 175: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19QDF8, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP19QDF8_4.05_1107
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2048-02-20      | 3.0000%  | 0.0000% | $746939124.00      | $104544444.25      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $63929860.00       | $45934538.61       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $198922776.00      | $115134958.22      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $25038362.00       | $15707004.33       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $122140654.00      | $115689555.61      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 4.0000%  | 0.0000% | $114411409.00      | $106674796.43      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $207764821.00      | $213646467.76      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $188202821.00      | $194607161.39      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $116321104.00      | $118061073.85      | Agency Mortgage-Backed Securities |

### Security 176: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.210000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19TAK4, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP19TAK4_4.21_1107
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $31854500.00       | $16896359.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $71.84             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2043-08-15      | 4.3750%  | 0.0000% | $600.00            | $589.87            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2054-05-15      | 4.6250%  | 0.0000% | $510400.00         | $518349.38         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-11-15      | 2.2500%  | 0.0000% | $589000.00         | $579330.91         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-01-15      | 0.5000%  | 0.0000% | $5346800.00        | $6920838.61        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-01-15      | 0.8750%  | 0.0000% | $200.00            | $254.11            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-08-15      | 1.6250%  | 0.0000% | $14978900.00       | $13976064.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-08-15      | 0.6250%  | 0.0000% | $300.00            | $259.90            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-09-30      | 0.8750%  | 0.0000% | $5095900.00        | $4968676.75        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-10-31      | 1.1250%  | 0.0000% | $100.00            | $97.43             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-04-15      | 1.2500%  | 0.0000% | $77000000.00       | $83124980.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-03-15      | 4.2500%  | 0.0000% | $200.00            | $202.62            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-01-15      | 4.2500%  | 0.0000% | $99999900.00       | $102571180.06      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-01-15      | 2.1250%  | 0.0000% | $200.00            | $212.15            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-07-15      | 1.8750%  | 0.0000% | $100.00            | $102.12            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-08-31      | 3.6250%  | 0.0000% | $176013000.00      | $177080417.68      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-09-15      | 3.3750%  | 0.0000% | $996384000.00      | $994120887.19      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-10-31      | 3.6250%  | 0.0000% | $22903800.00       | $22805244.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-11-15      | N/A      | 0.0000% | $118957953.00      | $77342892.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-08-15      | N/A      | 0.0000% | $17.50             | $10.40             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-08-15      | N/A      | 0.0000% | $87905079.81       | $29092977.31       | U.S. Treasuries (including strips) |

### Security 177: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.300000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19TPO0, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP19TPO0_4.30_0126
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2026-01-26
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2055-07-01      | 4.0000%  | 0.0000% | $86530.00          | $81069.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 4.5000%  | 0.0000% | $2472.00           | $2360.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $25113221.00       | $24798506.01       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $37679201.00       | $37162677.92       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $7841729.00        | $7577427.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1220656.00        | $1276448.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1856394.00        | $1942548.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 4.5000%  | 0.0000% | $1059609.00        | $999689.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $3106052.00        | $3022134.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1001255.00        | $1050292.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $1020057.00        | $1065093.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $5025526.00        | $4884047.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $2616242.00        | $2716981.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $1747856.00        | $1790385.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $5077728.00        | $5239437.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $1231258.00        | $1111961.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $2756125.00        | $2844427.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1038072.00        | $1085528.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1163247.00        | $1224126.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $4460286.00        | $4551649.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $12511834.00       | $12360262.95       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $3954306.00        | $4164020.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $1458796.00        | $1506790.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $202765.00         | $207978.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $2452209.00        | $2520024.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $5972400.00        | $6040342.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $1154752.00        | $1202350.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.4860%  | 0.0000% | $19243699.00       | $18803251.10       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 4.0000%  | 0.0000% | $2980152.00        | $2783383.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $983.48            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $53082520.00       | $51983819.61       | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19UET8, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP19UET8_4.05_1107
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $17792682.00       | $10041556.74       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $11788561.00       | $6561190.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $350000.00         | $181111.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $2415000.00        | $1249668.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $4588035.00        | $2520864.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 4.5000%  | 0.0000% | $1000.00           | $340.44            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 3.5000%  | 0.0000% | $224749.00         | $88347.78          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 3.5000%  | 0.0000% | $347169.00         | $250605.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $18448440.00       | $12659659.17       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $2364076.00        | $1517409.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 4.5000%  | 0.0000% | $1300000.00        | $231918.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 2.5000%  | 0.0000% | $5875.00           | $3295.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 3.0000%  | 0.0000% | $33877194.00       | $15940858.32       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 3.5000%  | 0.0000% | $38962060.00       | $15947372.36       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 3.5000%  | 0.0000% | $22645011.00       | $11097973.13       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 3.5000%  | 0.0000% | $9927048.00        | $3884967.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 3.0000%  | 0.0000% | $172571455.00      | $98233836.48       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 4.5000%  | 0.0000% | $33213355.00       | $25137161.88       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 4.5000%  | 0.0000% | $438098.00         | $113154.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $200000.00         | $131640.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $2351034.00        | $1604825.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 4.5000%  | 0.0000% | $1641374.00        | $1046348.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 2.5000%  | 0.0000% | $2462850.00        | $1282495.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 2.5000%  | 0.0000% | $98000.00          | $57137.78          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 3.0000%  | 0.0000% | $4062973.00        | $1865535.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 4.5000%  | 0.0000% | $617812.00         | $276467.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $317369527.00      | $158148818.75      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $74854995.00       | $33342287.33       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $31498663.00       | $11699128.22       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 4.0000%  | 0.0000% | $629284.00         | $211815.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 4.5000%  | 0.0000% | $1165310.00        | $291486.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 2.0000%  | 0.0000% | $309901045.00      | $157189250.63      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 3.0000%  | 0.0000% | $1360694.00        | $509459.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 3.0000%  | 0.0000% | $2894114.00        | $1083589.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 3.5000%  | 0.0000% | $11430920.00       | $4368811.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $384915103.00      | $188807143.22      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 2.5000%  | 0.0000% | $5465364.00        | $2284438.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 3.0000%  | 0.0000% | $367000.00         | $127674.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 3.5000%  | 0.0000% | $2787924.00        | $960940.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 3.5000%  | 0.0000% | $4245000.00        | $1463164.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 4.0000%  | 0.0000% | $271778.00         | $86247.69          | Agency Mortgage-Backed Securities |

### Security 179: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19VYD9, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP19VYD9_4.15_1107
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Bank                   | 2026-05-12      | 0.9400%  | 0.0000% | $20000000.00       | $19776655.56       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2025-12-18      | 4.2700%  | 0.0000% | $8000000.00        | $8039967.33        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2027-01-11      | 1.4700%  | 0.0000% | $32227000.00       | $31510647.50       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2030-02-25      | 2.8700%  | 0.0000% | $50000000.00       | $48423583.33       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2026-10-27      | 0.8000%  | 0.0000% | $16738000.00       | $16254085.82       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2028-07-07      | 4.4900%  | 0.0000% | $137867000.00      | $138674862.35      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-04-24      | 2.1250%  | 0.0000% | $400000.00         | $396785.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-09-15      | 3.0000%  | 0.0000% | $5521966.00        | $432500.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-12-20      | 3.0000%  | 0.0000% | $2830000.00        | $133319.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-07-20      | 3.5000%  | 0.0000% | $3999644.00        | $488294.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-10-20      | 2.0000%  | 0.0000% | $1103390.00        | $108059.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 5.0000%  | 0.0000% | $300000.00         | $257860.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $133865.00         | $68814.92          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $324661760.00      | $144557191.91      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $906575.00         | $924385.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-11-15      | 4.9600%  | 0.0000% | $10000000.00       | $10060993.33       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $7738872.00        | $6301025.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 6.5000%  | 0.0000% | $708094.00         | $732503.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-04-20      | 5.8750%  | 0.0000% | $571776.00         | $617379.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-07-15      | 5.4400%  | 0.0000% | $1140000.00        | $1181523.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $641958.00         | $669218.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-06-15      | 4.8300%  | 0.0000% | $987171.00         | $981319.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-07-15      | 5.8500%  | 0.0000% | $1753124.00        | $1864426.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-08-15      | 5.9300%  | 0.0000% | $825000.00         | $882998.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-08-15      | 5.9300%  | 0.0000% | $825000.00         | $882998.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $581596.00         | $602743.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $128331.00         | $135215.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $5280576.00        | $5397175.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 3.0000%  | 0.0000% | $228269.00         | $201588.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $508469.00         | $524043.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $3287084.00        | $3438951.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 4.0000%  | 0.0000% | $1022374.00        | $965700.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2604304.00        | $2724269.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $551100.00         | $576929.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1125864.00        | $1183905.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1855778.00        | $1918080.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $333353.00         | $343848.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $2832132.00        | $2889979.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 7.0000%  | 0.0000% | $2794124.00        | $2887042.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $468970.00         | $483852.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $2917020.00        | $3009539.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-08-20      | 5.6480%  | 0.0000% | $13826048.00       | $14968981.65       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $1074372.00        | $1109360.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1142746.00        | $1198865.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $3620963.00        | $3714406.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1547452.00        | $1602714.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1472576.00        | $1522011.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 4.5000%  | 0.0000% | $26189120.00       | $26301471.32       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $477530.00         | $497581.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-09-20      | 4.6250%  | 0.0000% | $6160019.00        | $1155.74           | Agency Mortgage-Backed Securities |

### Security 180: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.130000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19VYE7, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP19VYE7_4.13_1107
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2051-05-15      | N/A      | 0.0000% | $29227200.00       | $8669752.02        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-10-15      | 1.6250%  | 0.0000% | $360800800.00      | $399330276.16      | U.S. Treasuries (including strips) |

### Security 181: Natixis SA

- **C.1 - Title:** Natixis SA 4.300000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19WJO0, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP19WJO0_4.30_0129
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 4.8140%  | 0.0000% | $1004.00           | $854.67            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-04-01      | 3.0000%  | 0.0000% | $3148990.00        | $593777.28         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $784.48            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 5.5000%  | 0.0000% | $50449490.00       | $43055678.87       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2038-01-01      | 2.9200%  | 0.0000% | $14911024.00       | $12383163.07       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 2.0000%  | 0.0000% | $24934688.00       | $15808113.00       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 7.0000%  | 0.0000% | $1127.00           | $702.79            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $773.45            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2040-07-13      | 2.1500%  | 0.0000% | $5185000.00        | $3721222.65        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-07-01      | 3.6800%  | 0.0000% | $9464052.00        | $9330340.73        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-04-01      | 3.4900%  | 0.0000% | $14280000.00       | $13411061.29       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-05-01      | 3.5100%  | 0.0000% | $15814000.00       | $15062281.51       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $1058.00           | $1095.61           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.84           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-05-01      | 3.3500%  | 0.0000% | $9808223.00        | $9146184.30        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-05-01      | 3.3400%  | 0.0000% | $9334385.00        | $8523522.79        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-02-01      | 2.3000%  | 0.0000% | $1890.00           | $1781.03           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-07-01      | 4.8600%  | 0.0000% | $1000.00           | $1030.22           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $943.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $968.44            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1010.58           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $8424807.00        | $8552505.52        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $1024.00           | $1056.87           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $50932368.00       | $48460917.95       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2042-08-15      | 2.7500%  | 0.0000% | $100.00            | $79.09             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2046-11-15      | 2.8750%  | 0.0000% | $22492600.00       | $17357744.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2048-11-15      | 3.3750%  | 0.0000% | $89800.00          | $74417.29          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-05-15      | 2.2500%  | 0.0000% | $300.00            | $227.32            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-02-15      | 4.5000%  | 0.0000% | $241900.00         | $241008.78         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-07-31      | 2.6250%  | 0.0000% | $57100.00          | $55407.19          | U.S. Treasuries (including strips) |

### Security 182: Citigroup Global Markets, Inc.

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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 5.5000%  | 0.0000% | $1000320.00        | $965374.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 6.5000%  | 0.0000% | $33408889.00       | $33144516.77       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 6.0000%  | 0.0000% | $8052945.00        | $7611594.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.39           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 6.0000%  | 0.0000% | $27351.00          | $28117.37          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 5.0000%  | 0.0000% | $31713446.00       | $31954678.53       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 5.5000%  | 0.0000% | $29440600.00       | $29294686.43       | Agency Mortgage-Backed Securities |

### Security 183: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19ZT61, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP19ZT61_4.18_0204
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2046-07-01      | 3.0000%  | 0.0000% | $134647134.00      | $20031809.95       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-08-01      | 3.0000%  | 0.0000% | $300038789.00      | $67854757.35       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $35410793.00       | $15113432.90       | Agency Mortgage-Backed Securities |

### Security 184: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1A5RA8, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP1A5RA8_4.25_1107
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2025-11-06      | N/A      | 0.0000% | $2883400.00        | $2882474.43        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-05-15      | 2.8750%  | 0.0000% | $21568800.00       | $15832666.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-05-15      | 3.2500%  | 0.0000% | $12867300.00       | $11085722.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $17977100.00       | $18398356.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $153572600.00      | $155800779.86      | U.S. Treasuries (including strips) |

### Security 185: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1A5WB0, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1A5WB0_4.17_0211
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-02-11
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $41325559.00       | $40832647.99       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1244.00           | $1300.86           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1048.97           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $2132697.00        | $2218469.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $2606189.00        | $2397348.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $1072843.00        | $1089462.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $1692372.00        | $1648276.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $1495036.00        | $1533475.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $44162.00          | $44664.39          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $1382213.00        | $1393052.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 7.0000%  | 0.0000% | $1107836.00        | $1169630.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $3603264.00        | $3702085.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $1098503.00        | $1120990.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.0000%  | 0.0000% | $1290654.00        | $1295967.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.0000%  | 0.0000% | $836006.00         | $836905.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $1458209.00        | $1498872.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $4962264.00        | $5074568.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.0000%  | 0.0000% | $32567152.00       | $32405989.48       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $1013822.00        | $1032573.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $5121797.00        | $4967699.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $5081941.00        | $4476086.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $5265694.00        | $5375223.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $3741159.00        | $3815233.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1497681.00        | $1451416.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $1093884.00        | $1045377.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.0000%  | 0.0000% | $1004621.00        | $1008414.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $2377257.00        | $2437331.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $3469352.00        | $3537189.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.0000%  | 0.0000% | $2078836.00        | $2085279.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $1794329.00        | $1830790.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $25415158.00       | $25906448.36       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $14385187.00       | $14061089.84       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $14565665.00       | $13852992.47       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $2405560.00        | $2437974.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.0000%  | 0.0000% | $16130900.00       | $16130088.53       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.0000%  | 0.0000% | $2266462.00        | $2284032.40        | Agency Mortgage-Backed Securities |

### Security 186: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.040000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1A6E85, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1A6E85_4.04_1107
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note               | 2027-07-31      | 0.3750%  | 0.0000% | $3900.00           | $3689.78           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-01-15      | 0.1250%  | 0.0000% | $5663300.00        | $6595626.95        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-01-31      | 0.7500%  | 0.0000% | $16276000.00       | $15307057.17       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-02-29      | 1.1250%  | 0.0000% | $100.00            | $94.67             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-05-15      | 1.6250%  | 0.0000% | $49140500.00       | $44262943.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-09-30      | 1.2500%  | 0.0000% | $500.00            | $467.97            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-02-28      | 1.8750%  | 0.0000% | $100.00            | $94.82             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-02-28      | 1.8750%  | 0.0000% | $1100.00           | $1077.84           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-08-15      | 2.7500%  | 0.0000% | $53400.00          | $50092.14          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-12-31      | 3.8750%  | 0.0000% | $2488500.00        | $2534277.86        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-03-31      | 3.6250%  | 0.0000% | $15391100.00       | $15391349.72       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-04-15      | 1.2500%  | 0.0000% | $71322200.00       | $76995538.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-06-30      | 3.7500%  | 0.0000% | $6592600.00        | $6684988.48        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-07-15      | 4.5000%  | 0.0000% | $8617200.00        | $8772917.30        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-11-15      | 4.6250%  | 0.0000% | $600.00            | $618.06            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-01-31      | 4.0000%  | 0.0000% | $1410100.00        | $1439585.19        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-01-31      | 4.0000%  | 0.0000% | $4854700.00        | $4959915.91        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-01-15      | 1.7500%  | 0.0000% | $1000.00           | $1061.49           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-02-28      | 4.2500%  | 0.0000% | $3021800.00        | $3100794.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-03-31      | 4.1250%  | 0.0000% | $8831500.00        | $8998336.31        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-05-15      | 4.3750%  | 0.0000% | $171000.00         | $178938.11         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-05-31      | 4.5000%  | 0.0000% | $88272800.00       | $92414954.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-07-15      | 1.8750%  | 0.0000% | $11000.00          | $11562.18          | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-10-31      | 3.9705%  | 0.0000% | $200.00            | $200.02            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-10-15      | 1.6250%  | 0.0000% | $786100.00         | $821911.01         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-11-15      | 4.1250%  | 0.0000% | $600.00            | $617.30            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-11-30      | 4.1250%  | 0.0000% | $600.00            | $620.31            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2035-02-15      | 4.6250%  | 0.0000% | $963000.00         | $1013853.44        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-03-15      | 3.8750%  | 0.0000% | $1000.00           | $1011.17           | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-04-30      | 3.9255%  | 0.0000% | $800.00            | $799.64            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-06-30      | 4.0000%  | 0.0000% | $800.00            | $816.52            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2033-08-15      | N/A      | 0.0000% | $32821020.84       | $23888812.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-02-15      | N/A      | 0.0000% | $1031618.56        | $733212.58         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-08-15      | N/A      | 0.0000% | $1304488.48        | $904289.68         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-08-15      | N/A      | 0.0000% | $230056.19         | $151566.31         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-08-15      | N/A      | 0.0000% | $161216.52         | $100860.12         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-02-15      | N/A      | 0.0000% | $33.31             | $20.33             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2030-11-15      | N/A      | 0.0000% | $313.70            | $258.49            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2026-11-15      | N/A      | 0.0000% | $100.00            | $96.25             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2028-02-15      | N/A      | 0.0000% | $52.83             | $48.59             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2028-11-15      | N/A      | 0.0000% | $1.00              | $0.89              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-02-15      | N/A      | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-11-15      | N/A      | 0.0000% | $97125.00          | $83445.14          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2030-08-15      | N/A      | 0.0000% | $1008047.95        | $839592.05         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-11-15      | N/A      | 0.0000% | $6317003.81        | $3900724.58        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-05-15      | N/A      | 0.0000% | $38604948.43       | $23245352.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-08-15      | N/A      | 0.0000% | $11743.67          | $6977.03           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2038-02-15      | N/A      | 0.0000% | $4.60              | $2.66              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-11-15      | N/A      | 0.0000% | $26687531.68       | $15639347.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-11-15      | N/A      | 0.0000% | $450.56            | $222.80            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2041-08-15      | N/A      | 0.0000% | $5616796.74        | $2662507.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2042-08-15      | N/A      | 0.0000% | $81.92             | $36.65             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-02-15      | N/A      | 0.0000% | $308.13            | $126.86            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-02-15      | N/A      | 0.0000% | $41.22             | $15.37             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-05-15      | N/A      | 0.0000% | $15287989.16       | $5638714.91        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-02-15      | N/A      | 0.0000% | $73.93             | $26.31             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-08-15      | N/A      | 0.0000% | $4819551.12        | $1446689.48        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2051-08-15      | N/A      | 0.0000% | $1.28              | $0.37              | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-02-19      | N/A      | 0.0000% | $27800.00          | $27479.19          | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-08-06      | N/A      | 0.0000% | $7296100.00        | $7091882.16        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2028-11-15      | N/A      | 0.0000% | $200.00            | $179.25            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-02-15      | N/A      | 0.0000% | $1646800.00        | $1087894.19        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-11-15      | N/A      | 0.0000% | $28903800.00       | $15522988.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-02-15      | N/A      | 0.0000% | $20953900.00       | $11114430.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-05-15      | N/A      | 0.0000% | $23233000.00       | $12158130.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-02-15      | N/A      | 0.0000% | $100.00            | $44.64             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-02-15      | N/A      | 0.0000% | $1704000.00        | $686020.18         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-05-15      | N/A      | 0.0000% | $199000.00         | $79143.89          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-08-15      | N/A      | 0.0000% | $81800.00          | $32112.14          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-11-15      | N/A      | 0.0000% | $200.00            | $77.58             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-05-15      | N/A      | 0.0000% | $20495900.00       | $7366062.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-08-15      | N/A      | 0.0000% | $100.00            | $35.43             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-08-15      | N/A      | 0.0000% | $200.00            | $61.53             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-08-15      | N/A      | 0.0000% | $100.00            | $51.35             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-11-15      | N/A      | 0.0000% | $100.00            | $30.38             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2051-08-15      | N/A      | 0.0000% | $250000.00         | $73309.25          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2052-02-15      | N/A      | 0.0000% | $200.00            | $57.40             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2053-11-15      | N/A      | 0.0000% | $100.00            | $26.95             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2054-02-15      | N/A      | 0.0000% | $10514600.00       | $2791531.67        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2054-11-15      | N/A      | 0.0000% | $13000.00          | $3349.20           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2026-01-15      | 2.0000%  | 0.0000% | $36000.00          | $59080.40          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2039-05-15      | 4.2500%  | 0.0000% | $1000.00           | $1009.71           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2039-11-15      | 4.3750%  | 0.0000% | $1300.00           | $1323.21           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2040-08-15      | 3.8750%  | 0.0000% | $1434800.00        | $1357889.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2048-11-15      | 3.3750%  | 0.0000% | $5756300.00        | $4770247.66        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2054-05-15      | 4.6250%  | 0.0000% | $400.00            | $406.23            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2054-11-15      | 4.5000%  | 0.0000% | $463300.00         | $461437.43         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-01-15      | 0.5000%  | 0.0000% | $19200.00          | $24852.27          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $95.44             | U.S. Treasuries (including strips) |

### Security 187: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.100000%
- **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: ARP1A7G32, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1A7G32_4.10_0217
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $2196407.00        | $2281954.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $21464.00          | $22355.25          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $1333200.00        | $1232259.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.0000%  | 0.0000% | $1123874.00        | $1126225.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $5126113.00        | $5254689.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1156948.00        | $1218471.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.0000%  | 0.0000% | $1245482.00        | $1250707.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $1003535.00        | $1038379.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $1696750.00        | $1706625.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $3637857.00        | $3718717.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $4738042.00        | $4899277.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.0000%  | 0.0000% | $1161890.00        | $1165302.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $23095865.00       | $23449768.21       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $63074789.00       | $63892848.17       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $62077563.00       | $63936448.32       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $14615962.00       | $14959393.12       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.1150%  | 0.0000% | $875100.00         | $882749.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $2422377.00        | $2525792.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.2490%  | 0.0000% | $783448.00         | $767534.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.3270%  | 0.0000% | $1251600.00        | $1268034.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $1420500.00        | $1457422.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.39           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $1054161.00        | $1076538.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $1202708.00        | $1237980.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1284985.00        | $1355938.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $1041353.00        | $1070507.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $3142693.00        | $3203064.99        | Agency Mortgage-Backed Securities |

### Security 188: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.140000%
- **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: ARP1AB6F7, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP1AB6F7_4.14_0218
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2026-02-18
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $356950524.00      | $60317974.81       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 3.5000%  | 0.0000% | $173861276.00      | $23142188.55       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.0000%  | 0.0000% | $199984855.00      | $60925368.36       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 2.5000%  | 0.0000% | $155614336.00      | $61614468.39       | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.160000%
- **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: ARP1AB7A7, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1AB7A7_4.16_0218
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-02-18
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $410671.00         | $415616.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1059050.00        | $1106370.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1098600.00        | $1147551.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $50914625.00       | $52796423.43       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1027600.00        | $1074111.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $3686091.00        | $3736576.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $6147384.00        | $6091423.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1061400.00        | $1108370.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1171339.00        | $1223935.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1384541.00        | $1457423.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $4004758.00        | $4105562.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1487800.00        | $1465993.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1350400.00        | $1412644.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $93825.00          | $94047.13          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1037770.00        | $1084164.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1242395.00        | $1299554.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1021700.00        | $1068181.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 7.0000%  | 0.0000% | $1537720.00        | $1611176.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1055.21           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $5284.00           | $5431.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1326395.00        | $1387614.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $27315.00          | $27690.36          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 7.0000%  | 0.0000% | $1421340.00        | $1511876.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 7.0000%  | 0.0000% | $1053319.00        | $1127810.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 4.5000%  | 0.0000% | $1338668.00        | $1313350.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 4.5000%  | 0.0000% | $1209908.00        | $1179524.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.0000%  | 0.0000% | $1214388.00        | $1214296.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $1423027.00        | $1480923.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1324312.00        | $1391476.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 4.5000%  | 0.0000% | $1131389.00        | $1110315.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $6216230.00        | $6402372.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $182196.00         | $186477.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $2280427.00        | $2360660.64        | Agency Mortgage-Backed Securities |

### Security 190: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.060000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AC4F7, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1AC4F7_4.06_1107
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill  | 2026-01-27      | N/A      | 0.0000% | $196485100.00      | $194683331.60      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-08-15      | N/A      | 0.0000% | $286100.00         | $106736.47         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $138900.00         | $71329.59          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-05-15      | N/A      | 0.0000% | $200.00            | $56.83             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-05-15      | N/A      | 0.0000% | $200.00            | $54.58             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2026-01-15      | 2.0000%  | 0.0000% | $23009000.00       | $37760580.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2041-05-15      | 4.3750%  | 0.0000% | $400.00            | $403.44            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2054-05-15      | 4.6250%  | 0.0000% | $385103900.00      | $391101819.98      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-04-30      | 2.8750%  | 0.0000% | $81262300.00       | $79211808.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-04-15      | 3.7500%  | 0.0000% | $111129000.00      | $111655568.27      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-07-15      | 1.8750%  | 0.0000% | $800.00            | $816.90            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-08-15      | 4.2500%  | 0.0000% | $51317200.00       | $52406852.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-02-15      | N/A      | 0.0000% | $61.10             | $37.28             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-05-15      | N/A      | 0.0000% | $25.19             | $23.81             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-08-15      | N/A      | 0.0000% | $10.24             | $9.59              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-08-15      | N/A      | 0.0000% | $569.43            | $494.34            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $4.64              | $2.40              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-02-15      | N/A      | 0.0000% | $33.01             | $15.20             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-08-15      | N/A      | 0.0000% | $135.40            | $54.30             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-02-15      | N/A      | 0.0000% | $7.02              | $2.50              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $6.70              | $2.33              | U.S. Treasuries (including strips) |

### Security 191: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.100000%
- **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: ARP1AKRC1, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP1AKRC1_4.10_0302
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2047-01-01      | 3.5000%  | 0.0000% | $344606673.00      | $49640762.65       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $125020763.00      | $53359237.46       | Agency Mortgage-Backed Securities |

### Security 192: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1ALZJ5, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP1ALZJ5_4.09_1107
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $761800.00         | $791914.00         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-08-01      | 5.0000%  | 0.0000% | $1000.00           | $639.55            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 6.0000%  | 0.0000% | $1027.00           | $874.47            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $1024.00           | $824.05            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.0000%  | 0.0000% | $82989.00          | $77376.78          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $565.72            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.0000%  | 0.0000% | $157485.00         | $136756.74         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $476.91            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 7.5000%  | 0.0000% | $1001.00           | $353.43            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $346.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $991.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $959.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $961.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.5000%  | 0.0000% | $1001.00           | $1053.83           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.16           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $1034.67           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.17           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-08-01      | 4.0000%  | 0.0000% | $1000.00           | $173.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $631.86            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $438573.00         | $447562.51         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $727183.00         | $741204.96         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2054-05-15      | 4.6250%  | 0.0000% | $325913600.00      | $330105764.67      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2055-02-15      | 4.6250%  | 0.0000% | $200.00            | $200.45            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-02-15      | 2.7500%  | 0.0000% | $16767600.00       | $16552623.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-05-31      | 2.1250%  | 0.0000% | $331000.00         | $330753.80         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-11-15      | 2.0000%  | 0.0000% | $179000.00         | $177502.81         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-08-15      | 0.6250%  | 0.0000% | $30422500.00       | $26377760.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-11-15      | 0.8750%  | 0.0000% | $620000.00         | $542255.93         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-03-31      | 1.2500%  | 0.0000% | $448600.00         | $424947.37         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-04-30      | 3.5000%  | 0.0000% | $327000.00         | $326233.51         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-06-30      | 3.7500%  | 0.0000% | $176568800.00      | $179138576.58      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-09-30      | 4.6250%  | 0.0000% | $19686700.00       | $20315746.63       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-03-31      | 4.1250%  | 0.0000% | $7000000.00        | $7149163.35        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-06-30      | 4.6250%  | 0.0000% | $3172500.00        | $3238239.15        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-07-31      | 4.0000%  | 0.0000% | $3551300.00        | $3629137.39        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-07-31      | 4.1250%  | 0.0000% | $74952400.00       | $77013778.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-08-31      | 3.7500%  | 0.0000% | $46195700.00       | $46481284.63       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-11-30      | 4.1250%  | 0.0000% | $199791800.00      | $206479001.82      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-12-15      | 4.0000%  | 0.0000% | $2000.00           | $2046.86           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-01-15      | 4.2500%  | 0.0000% | $317882200.00      | $326146764.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2032-07-31      | 4.0000%  | 0.0000% | $34275300.00       | $34859625.31       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2032-10-31      | 3.7500%  | 0.0000% | $167148000.00      | $165680440.60      | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-01-22      | N/A      | 0.0000% | $14868400.00       | $14744338.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2025-11-06      | N/A      | 0.0000% | $793500.00         | $793245.29         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2049-11-15      | 2.3750%  | 0.0000% | $150616300.00      | $101259779.69      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2040-08-15      | 1.1250%  | 0.0000% | $563811600.00      | $359598441.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2050-11-15      | 1.6250%  | 0.0000% | $1395500.00        | $768681.36         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-02-15      | 1.8750%  | 0.0000% | $78200.00          | $55695.23          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2052-11-15      | 4.0000%  | 0.0000% | $126829000.00      | $115622714.89      | U.S. Treasuries (including strips) |

### Security 193: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.080000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1AM3Q2, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP1AM3Q2_4.08_0302
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2047-01-01      | 3.5000%  | 0.0000% | $134881300.00      | $19429718.35       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-01-01      | 3.5000%  | 0.0000% | $400142379.00      | $69333280.92       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $32728792.00       | $14237000.85       | Agency Mortgage-Backed Securities |

### Security 194: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.850000%
- **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: ARP1B6P33, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP1B6P33_3.85_1107
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-02-28      | 1.8750%  | 0.0000% | $507488400.00      | $497349558.42      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $254363900.00      | $259393124.64      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-15      | 3.8750%  | 0.0000% | $108225100.00      | $110568785.48      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $150504900.00      | $152688570.71      | U.S. Treasuries (including strips) |

### Security 195: Bank of America NA

- **C.1 - Title:** Bank of America NA 3.930000%
- **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: ARP1BCC18, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP1BCC18_3.93_0330
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-03-30
- **C.12 - Maturity Date (WAL):** 2026-03-30
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $201339366.00      | $21924985.55       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $255654058.00      | $23385242.70       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-10-01      | 3.5000%  | 0.0000% | $150029635.00      | $22441324.73       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $228411593.00      | $23562275.62       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $223210297.00      | $21902823.59       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $217262449.00      | $23352684.30       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $196370555.00      | $23513019.74       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.0000%  | 0.0000% | $118668058.00      | $22954498.62       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 3.5000%  | 0.0000% | $170805251.00      | $25149530.88       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-06-01      | 3.0000%  | 0.0000% | $169468874.00      | $25644155.81       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 3.0000%  | 0.0000% | $169613613.00      | $24593542.69       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-12-01      | 3.5000%  | 0.0000% | $190377897.00      | $21672006.85       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 2.0000%  | 0.0000% | $50432734.00       | $21899514.87       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $155184392.00      | $22992527.43       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 3.5000%  | 0.0000% | $165084111.00      | $23261314.06       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $189375922.00      | $23981710.62       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $109154670.00      | $23717813.02       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-06-01      | 3.5000%  | 0.0000% | $249765876.00      | $21824452.02       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $51129796.00       | $4244023.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 3.5000%  | 0.0000% | $116461619.00      | $15908399.42       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $248594948.00      | $25574153.68       | Agency Mortgage-Backed Securities |

### Security 196: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.840000%
- **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: ARP1BCX15, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP1BCX15_3.84_1107
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2043-10-01      | 3.0000%  | 0.0000% | $150000.00         | $50379.62          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $228000.00         | $92455.22          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2060-07-01      | 2.5000%  | 0.0000% | $13312.00          | $6359.16           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2061-03-01      | 2.5000%  | 0.0000% | $2292098.00        | $1211689.93        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2062-03-01      | 4.0000%  | 0.0000% | $34542318.00       | $26422450.39       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2063-09-01      | 4.0000%  | 0.0000% | $708120.00         | $573968.41         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-09-01      | 4.0000%  | 0.0000% | $4618992.00        | $1376166.84        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-11-01      | 3.5000%  | 0.0000% | $202813151.00      | $32412935.03       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $2204352.00        | $468874.53         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-03-01      | 4.5000%  | 0.0000% | $21337379.00       | $6766920.21        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-07-01      | 5.0000%  | 0.0000% | $12875390.00       | $126694.24         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-06-01      | 6.2050%  | 0.0000% | $22520170.00       | $103492.55         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $1112965.00        | $1153021.99        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $3026161.00        | $2644555.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $545791.00         | $404834.27         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 5.5000%  | 0.0000% | $84616.00          | $77190.39          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $2130379.00        | $1120302.84        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $4523372.00        | $4380851.34        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 7.0000%  | 0.0000% | $1361697.00        | $1424758.96        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $3397218.00        | $3410182.94        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-04-01      | 7.0000%  | 0.0000% | $1097290.00        | $831221.04         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1028240.00        | $1061216.21        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1280410.00        | $1302208.11        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 7.0000%  | 0.0000% | $457569.00         | $279894.79         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 7.0000%  | 0.0000% | $814046.00         | $611498.50         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 7.0000%  | 0.0000% | $1145376.00        | $964963.40         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 7.0000%  | 0.0000% | $2000177.00        | $1594392.18        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 7.0000%  | 0.0000% | $1165238.00        | $1220071.64        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 5.0000%  | 0.0000% | $1005806.00        | $873446.68         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $1205413.00        | $1114554.08        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $2575047.00        | $2409480.46        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $1000935.00        | $1011068.21        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 7.0000%  | 0.0000% | $1061635.00        | $1116543.33        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $1018.00           | $1070.23           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $682705.00         | $690694.04         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $1556021.00        | $1539410.30        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $73793773.00       | $71090091.80       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $1029.59           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $999.32            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-08-01      | 3.5000%  | 0.0000% | $189003.00         | $24915.99          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-04-01      | 4.5000%  | 0.0000% | $4408000.00        | $1318086.70        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2044-12-01      | 4.0000%  | 0.0000% | $7047000.00        | $2341410.88        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-04-01      | 4.0000%  | 0.0000% | $465000.00         | $146681.64         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-10-01      | 4.0000%  | 0.0000% | $3059022.00        | $455358.70         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-07-01      | 4.5000%  | 0.0000% | $17314566.00       | $3808479.96        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-03-01      | 4.5000%  | 0.0000% | $571185.00         | $90171.92          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $4745155.00        | $794661.20         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-01-01      | 3.0000%  | 0.0000% | $225000.00         | $68683.34          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $5119.00           | $5281.04           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $3013.00           | $3162.80           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $1255300.00        | $1330962.49        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $1253950.00        | $1328059.93        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $662856.00         | $698589.02         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-10-01      | 4.0000%  | 0.0000% | $4631568.00        | $907653.99         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-10-01      | 4.0000%  | 0.0000% | $1284550.00        | $312251.08         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-07-01      | 3.5000%  | 0.0000% | $4575111.00        | $1312251.16        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-07-01      | 3.5000%  | 0.0000% | $665000.00         | $118448.51         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-02-01      | 4.0000%  | 0.0000% | $3000000.00        | $628193.93         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $5800000.00        | $1008515.65        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $2972298.00        | $1686079.14        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-10-01      | 5.5000%  | 0.0000% | $24500000.00       | $253544.55         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-01-01      | 5.9250%  | 0.0000% | $4849188.00        | $270709.58         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-01-01      | 6.2910%  | 0.0000% | $4768466.00        | $716784.64         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-04-01      | 6.3780%  | 0.0000% | $2258.00           | $119.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-12-01      | 5.3000%  | 0.0000% | $750000.00         | $598087.28         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-04-01      | 5.0000%  | 0.0000% | $3355319.00        | $163164.11         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-05-01      | 5.0000%  | 0.0000% | $585000.00         | $122930.85         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-07-01      | 4.5000%  | 0.0000% | $17957186.00       | $559063.22         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-08-01      | 5.0000%  | 0.0000% | $6445000.00        | $654559.39         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-10-01      | 3.5000%  | 0.0000% | $10209180.00       | $696534.01         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-03-01      | 3.5000%  | 0.0000% | $20000.00          | $1531.16           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-06-01      | 4.5000%  | 0.0000% | $39877963.00       | $1596843.80        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-04-01      | 4.5000%  | 0.0000% | $19000000.00       | $675811.35         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $76538890.00       | $7674950.20        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-12-01      | 3.5000%  | 0.0000% | $47922176.00       | $7055250.24        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-04-01      | 4.5000%  | 0.0000% | $20000000.00       | $1712664.11        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2044-01-01      | 4.5000%  | 0.0000% | $200000.00         | $25738.34          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-05-01      | 5.5000%  | 0.0000% | $1150000.00        | $160049.36         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-08-01      | 4.5000%  | 0.0000% | $3200000.00        | $588963.31         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-08-01      | 3.0000%  | 0.0000% | $96400.00          | $24870.87          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-03-01      | 3.5000%  | 0.0000% | $36149120.00       | $8812615.35        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-02-01      | 3.0000%  | 0.0000% | $3000000.00        | $687311.32         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-08-01      | 3.0000%  | 0.0000% | $3592816.00        | $848132.77         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-10-01      | 4.5000%  | 0.0000% | $1000.00           | $188.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-03-01      | 3.2800%  | 0.0000% | $1997065.00        | $1877433.48        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $3466019.00        | $266549.57         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-06-01      | 3.5000%  | 0.0000% | $23961824.00       | $2727373.47        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-07-01      | 3.0000%  | 0.0000% | $5000000.00        | $104725.39         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $18882697.00       | $2342702.35        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-10-01      | 3.0000%  | 0.0000% | $2405452.00        | $456011.63         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-09-01      | 2.5000%  | 0.0000% | $2000000.00        | $52700.66          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-12-01      | 3.5000%  | 0.0000% | $16407065.00       | $2980317.57        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-12-01      | 3.0000%  | 0.0000% | $3242584.00        | $676806.04         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $1102978.00        | $316906.54         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-02-01      | 3.0000%  | 0.0000% | $4000592.00        | $857298.99         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-01-01      | 3.0000%  | 0.0000% | $3177312.00        | $691398.93         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-02-01      | 3.0000%  | 0.0000% | $4019776.00        | $429539.32         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-02-01      | 3.0000%  | 0.0000% | $3589564.00        | $569235.37         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-04-01      | 3.5000%  | 0.0000% | $4422872.00        | $467576.39         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-06-01      | 3.0000%  | 0.0000% | $815213.00         | $54979.49          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $9351737.00        | $1203577.79        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-05-01      | 3.5000%  | 0.0000% | $50107968.00       | $7946110.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-11-01      | 3.5000%  | 0.0000% | $76655261.00       | $7688672.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $50487488.00       | $7388975.52        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $109998000.00      | $12970054.08       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-10-01      | 3.5000%  | 0.0000% | $4059641.00        | $1214046.81        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-11-01      | 3.5000%  | 0.0000% | $46755328.00       | $7692835.37        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-02-01      | 3.0000%  | 0.0000% | $57190208.00       | $7945316.52        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-02-01      | 3.5000%  | 0.0000% | $60004288.00       | $12187738.62       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-06-01      | 3.0000%  | 0.0000% | $62902209.00       | $9153286.99        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $46974528.00       | $7662303.19        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-03-01      | 3.5000%  | 0.0000% | $1001.00           | $204.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $248442.00         | $50685.89          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-01-01      | 3.0000%  | 0.0000% | $36507706.00       | $7658440.87        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-01-01      | 3.5000%  | 0.0000% | $73337216.00       | $16714683.28       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-02-01      | 3.5000%  | 0.0000% | $28498240.00       | $5426385.63        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-05-01      | 4.0000%  | 0.0000% | $425000.00         | $95107.52          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-05-01      | 4.5000%  | 0.0000% | $34486761.00       | $8940147.69        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-07-01      | 4.5000%  | 0.0000% | $26378268.00       | $5993069.67        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-05-01      | 3.0000%  | 0.0000% | $26548784.00       | $5992164.72        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $15446947.00       | $2677180.71        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-07-01      | 3.0000%  | 0.0000% | $36003040.00       | $6591660.30        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $37722028.00       | $7525901.63        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-09-01      | 3.5000%  | 0.0000% | $3260650.00        | $171172.38         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-09-01      | 4.0000%  | 0.0000% | $3564565.00        | $533389.55         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-10-01      | 3.5000%  | 0.0000% | $1000.00           | $41.58             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-11-01      | 3.5000%  | 0.0000% | $432361.00         | $28267.53          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-02-01      | 4.0000%  | 0.0000% | $200000.00         | $18229.40          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-04-01      | 3.0000%  | 0.0000% | $614558.00         | $36180.88          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-01-01      | 3.5000%  | 0.0000% | $48252416.00       | $2723320.52        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $62830720.00       | $7457275.06        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $58745114.00       | $5271224.92        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-01-01      | 3.0000%  | 0.0000% | $1063683.00        | $304842.73         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-06-01      | 5.5000%  | 0.0000% | $26441261.00       | $247672.59         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1405999.00        | $933635.15         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1360931.00        | $952956.27         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1385395.00        | $1325675.30        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $442825.00         | $341807.57         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1395030.00        | $1339517.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $2755402.00        | $1471950.69        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 4.0000%  | 0.0000% | $683153.00         | $482624.46         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1417206.00        | $1226027.56        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1396171.00        | $1241947.58        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1147831.00        | $769462.17         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1394380.00        | $1166012.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $313684.00         | $206309.45         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1083523.00        | $864564.39         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 7.0000%  | 0.0000% | $818270.00         | $657112.30         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 7.0000%  | 0.0000% | $2239918.00        | $1581503.94        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1003.95           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $1586915.00        | $1514805.94        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 6.5000%  | 0.0000% | $1229179.00        | $943596.15         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $1159003.00        | $928999.46         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $594000.00         | $539999.20         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 4.5000%  | 0.0000% | $1241344.00        | $701529.16         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 6.5000%  | 0.0000% | $1107637.00        | $859863.90         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-04-01      | 5.0800%  | 0.0000% | $4000000.00        | $4194837.33        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-06-01      | 5.1100%  | 0.0000% | $3734000.00        | $3882521.10        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-03-01      | 5.2100%  | 0.0000% | $5083809.00        | $5288131.45        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-09-01      | 4.6500%  | 0.0000% | $5543000.00        | $5650451.05        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-11-01      | 4.6500%  | 0.0000% | $10065000.00       | $10202830.11       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $470000.00         | $136896.25         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-09-01      | 3.5000%  | 0.0000% | $4196816.00        | $1109150.45        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-07-01      | 4.0000%  | 0.0000% | $5182685.00        | $455083.26         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-10-01      | 4.0000%  | 0.0000% | $3730.00           | $666.50            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-02-01      | 4.5000%  | 0.0000% | $4000000.00        | $1032816.11        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-10-01      | 4.5000%  | 0.0000% | $1030000.00        | $152887.54         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-06-01      | 4.0000%  | 0.0000% | $1339549.00        | $326742.84         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-07-01      | 4.5000%  | 0.0000% | $58877991.00       | $18235567.88       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $776812.00         | $221101.33         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-03-01      | 2.0000%  | 0.0000% | $616000.00         | $289559.92         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $500.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-07-01      | 2.5000%  | 0.0000% | $471000.00         | $198563.87         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $1525000.00        | $631082.62         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.5000%  | 0.0000% | $200000.00         | $98018.83          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 3.5000%  | 0.0000% | $765000.00         | $418414.66         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 3.5000%  | 0.0000% | $1063284.00        | $620155.43         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-07-01      | 2.5000%  | 0.0000% | $4524091.00        | $2781887.69        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $609000.00         | $375727.34         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-09-01      | 3.5000%  | 0.0000% | $670000.00         | $391798.52         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $50147481.00       | $30794455.35       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $2117050.00        | $1518905.52        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $50000000.00       | $34714075.52       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $1161214.00        | $768933.49         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $84786.00          | $62723.59          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $66517.00          | $50832.93          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $300000.00         | $217863.78         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.5000%  | 0.0000% | $44105250.00       | $33364335.46       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 3.0000%  | 0.0000% | $2230736.00        | $1578509.72        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 5.0000%  | 0.0000% | $6668001.00        | $4906626.56        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $1460000.00        | $1059970.86        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-06-01      | 4.5000%  | 0.0000% | $365506.00         | $154125.69         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $6905925.00        | $5053081.85        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-01-01      | 5.5000%  | 0.0000% | $2087570.00        | $1372484.90        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-01-01      | 5.5000%  | 0.0000% | $1990736.00        | $1203125.56        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-12-01      | 5.5000%  | 0.0000% | $1934136.00        | $1171505.88        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-09-01      | 5.0000%  | 0.0000% | $2425000.00        | $1552747.84        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1608164.00        | $1278657.56        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $290025.00         | $234680.61         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-09-01      | 5.0000%  | 0.0000% | $1354000.00        | $734885.42         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-09-01      | 5.0000%  | 0.0000% | $2281000.00        | $1259585.27        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-09-01      | 5.0000%  | 0.0000% | $1556000.00        | $829300.59         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-09-01      | 5.0000%  | 0.0000% | $1567000.00        | $825228.75         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-09-01      | 5.0000%  | 0.0000% | $3155000.00        | $1878067.91        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $800816.00         | $627134.24         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-11-01      | 4.5000%  | 0.0000% | $2072303.00        | $1048067.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $2975994.00        | $2390420.11        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $1075000.00        | $896743.17         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $4147830.00        | $3223406.90        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $4852605.00        | $3890202.10        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 7.0000%  | 0.0000% | $1308335.00        | $938535.15         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 7.0000%  | 0.0000% | $1653764.00        | $800442.16         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $1024.00           | $754.27            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $450000.00         | $395803.64         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $902624.00         | $806465.28         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $1008.00           | $991.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-03-01      | 6.5000%  | 0.0000% | $3000.00           | $2677.00           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $9072415.00        | $8668459.79        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $973.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1894018.00        | $1876752.77        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 7.0000%  | 0.0000% | $1552815.00        | $1087008.72        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $1869489.00        | $1445924.48        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $1265228.00        | $1274291.01        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $1259283.00        | $1288619.51        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 6.0000%  | 0.0000% | $1452173.00        | $1494997.23        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1446897.00        | $1104786.63        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $1432707.00        | $1436487.20        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1079393.00        | $957510.42         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $3093154.00        | $2995493.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1001600.00        | $1010369.46        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1458364.00        | $1466167.23        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 4.0000%  | 0.0000% | $1032230.00        | $955816.74         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $1061.06           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $1067049.00        | $1085479.33        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $2227083.00        | $2271100.85        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $1026100.00        | $689352.15         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $1557503.00        | $1552398.09        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 6.5000%  | 0.0000% | $7010.00           | $4779.93           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 5.0000%  | 0.0000% | $2038702.00        | $2038493.69        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $1516608.00        | $1586550.20        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $6744550.00        | $6215633.46        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $3006650.00        | $3096890.70        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $1837783.00        | $1866934.22        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $50298.00          | $50026.85          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $2320845.00        | $2391049.93        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.5000%  | 0.0000% | $1465637.00        | $1527594.18        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $2001.00           | $2076.48           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $2932.00           | $3083.24           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $1738823.00        | $1824218.40        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $2028485.00        | $1826228.40        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $1016044.00        | $1062350.85        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $429952.00         | $418976.00         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $5034.00           | $5229.01           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $2004.00           | $2063.23           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $1313138.00        | $1371576.09        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 7.5000%  | 0.0000% | $1438969.00        | $1564956.34        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 5.0000%  | 0.0000% | $1738365.00        | $1732948.31        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $1994722.00        | $2037773.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $331640.00         | $349313.87         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $2000.00           | $2058.20           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $1156000.00        | $1181381.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 4.0000%  | 0.0000% | $2001785.00        | $1906052.56        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 6.5000%  | 0.0000% | $100000.00         | $84235.37          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 5.5000%  | 0.0000% | $250646.00         | $206242.49         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 6.0000%  | 0.0000% | $1374158.00        | $1201099.74        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 5.5000%  | 0.0000% | $900359.00         | $787810.05         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 5.5000%  | 0.0000% | $44743.00          | $44549.58          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2037-09-01      | 4.5000%  | 0.0000% | $319988.00         | $204057.77         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2037-08-01      | 4.5000%  | 0.0000% | $410413.00         | $253635.74         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-11-01      | 5.0000%  | 0.0000% | $2989837.00        | $1466454.87        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $811.14            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.0000%  | 0.0000% | $369536.00         | $303262.76         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2040-07-01      | 2.5000%  | 0.0000% | $600000.00         | $209116.87         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2041-06-01      | 2.5000%  | 0.0000% | $479000.00         | $279179.32         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-07-01      | 3.5000%  | 0.0000% | $185916.00         | $138848.12         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-09-01      | 3.5000%  | 0.0000% | $3746755.00        | $2611258.39        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 2.5000%  | 0.0000% | $500000.00         | $365613.00         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-02-01      | 4.0000%  | 0.0000% | $599252.00         | $176440.32         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 4.0000%  | 0.0000% | $1102539.00        | $353195.47         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 4.0000%  | 0.0000% | $14722286.00       | $3212025.22        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-06-01      | 4.5000%  | 0.0000% | $80225.00          | $21357.65          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-04-01      | 4.0000%  | 0.0000% | $479573.00         | $233645.36         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $34189056.00       | $6223873.47        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-09-01      | 4.0000%  | 0.0000% | $73192382.00       | $11961187.10       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-12-01      | 3.8100%  | 0.0000% | $880000.00         | $878446.80         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-01-01      | 2.4400%  | 0.0000% | $38000000.00       | $34399550.65       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-01-01      | 2.2600%  | 0.0000% | $17553106.00       | $16384039.88       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-02-01      | 4.0000%  | 0.0000% | $94000.00          | $21919.99          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $113436541.00      | $12874858.19       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-04-01      | 4.0000%  | 0.0000% | $2625000.00        | $528884.95         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-05-01      | 3.5000%  | 0.0000% | $15101130.00       | $4561384.52        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $268.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-09-01      | 4.0000%  | 0.0000% | $638000.00         | $39720.36          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-02-01      | 5.0000%  | 0.0000% | $19800000.00       | $6169405.71        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-03-01      | 4.0000%  | 0.0000% | $30531264.00       | $8209013.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-03-01      | 4.0000%  | 0.0000% | $49165726.00       | $13629098.93       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-04-01      | 4.0000%  | 0.0000% | $54646823.00       | $15226722.03       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2026-11-01      | 3.3426%  | 0.0000% | $703956.00         | $119711.34         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-04-01      | 1.8698%  | 0.0000% | $25000000.00       | $5797550.96        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $200000.00         | $138588.21         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-05-01      | 3.1911%  | 0.0000% | $30568022.00       | $27370892.72       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 3.3490%  | 0.0000% | $38223218.00       | $31848879.02       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $4925380.00        | $1071260.69        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $5484628.00        | $1109239.05        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-03-01      | 4.0000%  | 0.0000% | $10000000.00       | $1244260.40        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-05-01      | 5.0000%  | 0.0000% | $1458131.00        | $486926.71         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-07-01      | 4.0000%  | 0.0000% | $13521463.00       | $3876798.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-10-01      | 3.0000%  | 0.0000% | $3806927.00        | $691300.62         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $400000.00         | $103318.46         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-04-01      | 3.0000%  | 0.0000% | $1340868.00        | $851752.39         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-04-01      | 3.0000%  | 0.0000% | $1120717.00        | $831016.98         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $1792.00           | $857.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $400000.00         | $230196.96         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1000000.00        | $453575.89         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $19613558.00       | $10620955.23       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-07-01      | 1.2700%  | 0.0000% | $400700.00         | $364885.84         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-07-01      | 1.9000%  | 0.0000% | $3819557.00        | $3357773.83        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-09-01      | 1.8200%  | 0.0000% | $76309571.00       | $63782337.49       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-01-01      | 2.2100%  | 0.0000% | $1317719.00        | $1126744.18        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-07-01      | 5.4600%  | 0.0000% | $1000.00           | $1012.81           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-09-01      | 4.2700%  | 0.0000% | $33857190.00       | $33780650.17       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-09-01      | 4.2700%  | 0.0000% | $32382987.00       | $32309779.85       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-10-01      | 2.0000%  | 0.0000% | $122905.00         | $74379.70          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-08-01      | 3.0000%  | 0.0000% | $1646411.00        | $885998.40         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $1668691.00        | $1432058.93        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 5.0000%  | 0.0000% | $1469362.00        | $1452841.74        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 5.0000%  | 0.0000% | $1682444.00        | $1665640.45        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $1623991.00        | $1377362.24        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $225000.00         | $166327.68         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 2.0000%  | 0.0000% | $170000.00         | $107542.20         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1416872.00        | $869327.93         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $1655016.00        | $1316562.15        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $280000.00         | $179059.99         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 5.0000%  | 0.0000% | $1420000.00        | $1039728.86        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $1044429.00        | $648423.20         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-07-01      | 4.5000%  | 0.0000% | $226693.00         | $130691.37         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $2150000.00        | $1648348.58        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-12-01      | 3.5000%  | 0.0000% | $18000.00          | $4446.25           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-03-01      | 3.5000%  | 0.0000% | $15127062.00       | $4043847.89        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2029-07-01      | 3.8300%  | 0.0000% | $8986643.00        | $8824151.04        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2029-10-01      | 4.0900%  | 0.0000% | $16358113.00       | $16395774.83       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-11-01      | 4.0000%  | 0.0000% | $4332.00           | $1792.02           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 4.5000%  | 0.0000% | $1121109.00        | $194152.77         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 4.5000%  | 0.0000% | $1072963.00        | $105759.10         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-03-01      | 4.5000%  | 0.0000% | $1800000.00        | $448156.77         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-04-01      | 5.0000%  | 0.0000% | $2304382.00        | $905998.58         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-08-01      | 3.0000%  | 0.0000% | $9732192.00        | $3970959.44        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $665.08            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-10-01      | 3.0000%  | 0.0000% | $392819.00         | $226397.59         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-02-01      | 2.5000%  | 0.0000% | $1035.00           | $711.43            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 4.0000%  | 0.0000% | $780000.00         | $474855.04         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 4.5000%  | 0.0000% | $2142075.00        | $1175573.94        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 4.0000%  | 0.0000% | $593000.00         | $418430.06         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $1008.00           | $846.71            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $3773853.00        | $2818006.56        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.5000%  | 0.0000% | $215784.00         | $214018.52         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 6.0000%  | 0.0000% | $1963362.00        | $1434767.02        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.0000%  | 0.0000% | $1180175.00        | $971206.05         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 6.5000%  | 0.0000% | $1006759.00        | $734906.03         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 6.5000%  | 0.0000% | $1138906.00        | $916511.04         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 6.5000%  | 0.0000% | $1036541.00        | $864245.68         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.5000%  | 0.0000% | $1470426.00        | $893313.27         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.0000%  | 0.0000% | $1539800.00        | $1580388.89        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.5000%  | 0.0000% | $1588832.00        | $1337361.37        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 7.5000%  | 0.0000% | $2330954.00        | $1801436.30        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 7.0000%  | 0.0000% | $1117561.00        | $1073586.52        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 7.5000%  | 0.0000% | $1060070.00        | $573753.14         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.5000%  | 0.0000% | $950046.00         | $989365.25         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.5000%  | 0.0000% | $1534134.00        | $1315567.03        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $1705793.00        | $1513743.35        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $12195424.00       | $11546844.28       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $1426357.00        | $1316802.35        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $1335053.00        | $1360103.59        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-08-01      | 5.5000%  | 0.0000% | $773666.00         | $261167.85         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $434.69            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $544.79            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 3.5000%  | 0.0000% | $314001.00         | $216502.14         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-02-01      | 2.5000%  | 0.0000% | $499000.00         | $318655.70         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $48911.00          | $36032.84          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $712709.00         | $624494.13         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 6.0000%  | 0.0000% | $52385727.00       | $37281558.69       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 4.5000%  | 0.0000% | $18497766.00       | $14043947.42       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.5000%  | 0.0000% | $3531504.00        | $2678539.85        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-12-01      | 7.5000%  | 0.0000% | $7769.00           | $161.57            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2035-01-01      | 5.0000%  | 0.0000% | $23571.00          | $848.74            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2034-11-01      | 6.0000%  | 0.0000% | $10848.00          | $143.84            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-10-01      | 6.0000%  | 0.0000% | $9872.00           | $169.94            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2037-08-01      | 6.0000%  | 0.0000% | $1513.00           | $70.12             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-07-01      | 6.0000%  | 0.0000% | $7616.00           | $71.15             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2044-08-01      | 4.0000%  | 0.0000% | $8597.00           | $1376.62           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 4.0000%  | 0.0000% | $7525000.00        | $544369.28         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2032-09-01      | 2.5000%  | 0.0000% | $12814000.00       | $1757315.29        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2039-05-01      | 4.0000%  | 0.0000% | $25677353.00       | $2638561.18        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2039-06-01      | 4.5000%  | 0.0000% | $1375.00           | $54.93             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-08-01      | 6.0000%  | 0.0000% | $1813647.00        | $91298.31          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2026-09-01      | 3.0000%  | 0.0000% | $5000000.00        | $47284.15          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2026-11-01      | 3.0000%  | 0.0000% | $5000000.00        | $42639.72          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2031-12-01      | 2.5000%  | 0.0000% | $2964914.00        | $494311.22         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2037-02-01      | 4.5000%  | 0.0000% | $5172.00           | $136.79            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2041-07-01      | 5.0000%  | 0.0000% | $14504.00          | $967.36            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2041-06-01      | 4.5000%  | 0.0000% | $14287804.00       | $1422555.57        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-02-01      | 4.0000%  | 0.0000% | $4364.00           | $624.73            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-07-01      | 3.0000%  | 0.0000% | $2170778.00        | $143442.21         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2045-08-01      | 3.5000%  | 0.0000% | $2850000.00        | $734339.84         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-02-01      | 4.0000%  | 0.0000% | $8803562.00        | $2849806.45        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-03-01      | 4.0000%  | 0.0000% | $6766082.00        | $2061929.97        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-12-01      | 4.0000%  | 0.0000% | $949832.00         | $337024.59         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 4.5000%  | 0.0000% | $1000000.00        | $169715.29         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $312.89            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2043-06-01      | 3.0000%  | 0.0000% | $1000.00           | $95.53             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2043-07-01      | 3.0000%  | 0.0000% | $1000.00           | $133.17            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2032-07-01      | 3.5000%  | 0.0000% | $1133180.00        | $213757.64         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2033-05-01      | 3.5000%  | 0.0000% | $1006127.00        | $116255.29         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-06-01      | 4.0000%  | 0.0000% | $29873577.00       | $2759663.65        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-06-01      | 4.0000%  | 0.0000% | $1705000.00        | $197479.74         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.5000%  | 0.0000% | $4838865.00        | $977286.01         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2038-02-01      | 3.5000%  | 0.0000% | $2000000.00        | $292195.05         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-04-01      | 4.0000%  | 0.0000% | $5427675.00        | $687482.64         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2041-07-01      | 4.5000%  | 0.0000% | $8866.00           | $692.17            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2030-01-01      | 2.5000%  | 0.0000% | $2040000.00        | $115238.90         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2030-12-01      | 3.5000%  | 0.0000% | $5600000.00        | $60206.78          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2028-03-01      | 2.0000%  | 0.0000% | $1500000.00        | $71000.48          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-06-01      | 4.5000%  | 0.0000% | $5376189.00        | $1156723.98        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-05-01      | 3.5000%  | 0.0000% | $751236.00         | $203692.57         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2046-01-01      | 3.0000%  | 0.0000% | $1817610.00        | $599686.27         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-06-01      | 1.5000%  | 0.0000% | $574000.00         | $308648.95         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-07-01      | 2.0000%  | 0.0000% | $1006690.00        | $538662.80         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-03-01      | 3.0000%  | 0.0000% | $3783.00           | $2372.67           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 3.0000%  | 0.0000% | $9338684.00        | $6268994.76        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 4.0000%  | 0.0000% | $1891075.00        | $1460069.82        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.0000%  | 0.0000% | $1776000.00        | $1329392.21        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $25868339.00       | $19293936.06       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 6.5000%  | 0.0000% | $14435009.00       | $11503515.57       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.0000%  | 0.0000% | $583000.00         | $483933.38         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 6.0000%  | 0.0000% | $53198640.00       | $45471598.97       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 5.0000%  | 0.0000% | $85574401.00       | $75988571.70       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 5.5000%  | 0.0000% | $15000.00          | $14287.26          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 5.0000%  | 0.0000% | $1000.00           | $966.82            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 5.5000%  | 0.0000% | $1026.00           | $947.08            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-11-01      | 3.5000%  | 0.0000% | $2285820.00        | $297015.54         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-12-01      | 2.5000%  | 0.0000% | $6070392.00        | $1464814.52        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-09-01      | 2.5000%  | 0.0000% | $1314000.00        | $536935.30         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-08-01      | 2.5000%  | 0.0000% | $548000.00         | $262740.77         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 4.0000%  | 0.0000% | $200000.00         | $150614.78         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-03-01      | 3.0000%  | 0.0000% | $3645000.00        | $2469345.42        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 2.5000%  | 0.0000% | $140000.00         | $103484.39         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 6.5000%  | 0.0000% | $400000.00         | $313308.16         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.5000%  | 0.0000% | $17284258.00       | $14335179.79       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.0000%  | 0.0000% | $42487898.00       | $37567454.42       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-04-01      | 4.0000%  | 0.0000% | $71562416.00       | $17348350.48       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-12-01      | 4.0000%  | 0.0000% | $1516990.00        | $224507.23         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2046-11-01      | 4.5000%  | 0.0000% | $1422171.00        | $387014.91         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $1577710.00        | $1593035.96        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $1588668.00        | $1602424.30        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $2061825.00        | $1670624.57        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $1295494.00        | $1076629.73        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $2162400.00        | $2008406.36        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $1322019.00        | $1315169.17        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $1213898.00        | $1212802.67        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $1460448.00        | $1489916.39        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $351655.00         | $349489.26         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 6.5000%  | 0.0000% | $2111360.00        | $2207480.37        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 6.5000%  | 0.0000% | $3144050.00        | $2710806.25        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 7.0000%  | 0.0000% | $1086400.00        | $1150781.15        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 6.0000%  | 0.0000% | $1484812.00        | $1527236.90        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 7.0000%  | 0.0000% | $372606.00         | $378001.25         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $1626510.00        | $1664230.27        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.5000%  | 0.0000% | $2074473.00        | $2150507.05        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.5000%  | 0.0000% | $6956.00           | $7307.90           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.5000%  | 0.0000% | $6250.00           | $6513.01           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.5000%  | 0.0000% | $4000.00           | $4234.77           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $1248500.00        | $1294648.66        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $4001.00           | $4149.49           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $2055.00           | $2028.17           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-12-01      | 2.5000%  | 0.0000% | $2025000.00        | $954091.92         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $300000.00         | $171105.49         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $285847.00         | $150066.15         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $300000.00         | $160566.56         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-03-01      | 2.5000%  | 0.0000% | $930000.00         | $446942.01         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-05-01      | 2.0000%  | 0.0000% | $500000.00         | $289020.74         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $750000.00         | $433088.49         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-12-01      | 3.0000%  | 0.0000% | $1611000.00        | $1090527.48        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $5026270.00        | $4824465.43        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $1453000.00        | $1490322.09        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 4.0000%  | 0.0000% | $10152.00          | $9494.99           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 4.0000%  | 0.0000% | $143909.00         | $136167.94         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $375000.00         | $242789.79         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $1250000.00        | $851359.56         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $625000.00         | $396399.52         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $300000.00         | $230464.52         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $600000.00         | $436577.09         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $48718248.00       | $34569442.37       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 3.5000%  | 0.0000% | $2300000.00        | $1500269.85        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $935000.00         | $704703.06         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-10-01      | 4.0000%  | 0.0000% | $3738274.00        | $2863489.57        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 6.0000%  | 0.0000% | $3520.00           | $2955.00           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 4.5000%  | 0.0000% | $2927951.00        | $2371504.41        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-02-01      | 6.0000%  | 0.0000% | $1015000.00        | $871605.60         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $1197000.00        | $1051567.80        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.5000%  | 0.0000% | $43365602.00       | $39648481.17       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1218975.00        | $1205105.02        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $1008.00           | $984.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $47063286.00       | $46689542.13       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-02-01      | 7.0000%  | 0.0000% | $1230145.00        | $1018741.64        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-08-01      | 5.0000%  | 0.0000% | $33710000.00       | $358054.15         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-06-01      | 6.0000%  | 0.0000% | $94842156.00       | $1000490.33        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-08-01      | 5.5000%  | 0.0000% | $17500000.00       | $267294.03         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-06-01      | 5.5000%  | 0.0000% | $22990000.00       | $197557.59         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-12-01      | 5.5000%  | 0.0000% | $2174644.00        | $167364.89         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-07-01      | 6.0000%  | 0.0000% | $2398288.00        | $383492.83         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-11-01      | 5.5000%  | 0.0000% | $2340203.00        | $151474.36         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-12-01      | 6.0000%  | 0.0000% | $1642490.00        | $228144.83         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-11-01      | 5.5000%  | 0.0000% | $2150025.00        | $201783.73         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-12-01      | 5.5000%  | 0.0000% | $3388001.00        | $206496.03         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-10-01      | 5.5000%  | 0.0000% | $1197144.00        | $203311.55         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-02-01      | 5.5000%  | 0.0000% | $1788402.00        | $106346.40         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-07-01      | 6.0000%  | 0.0000% | $2000000.00        | $36854.20          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-03-01      | 6.0000%  | 0.0000% | $11270340.00       | $438250.24         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-12-01      | 6.0000%  | 0.0000% | $25760000.00       | $165991.64         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-05-01      | 6.0000%  | 0.0000% | $2032588.00        | $196461.31         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-06-01      | 6.0000%  | 0.0000% | $1659987.00        | $140381.99         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-07-01      | 7.5000%  | 0.0000% | $1011447.00        | $114851.16         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-09-01      | 6.5000%  | 0.0000% | $1323880.00        | $241552.43         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-05-01      | 7.0000%  | 0.0000% | $1824217.00        | $315450.02         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-01-01      | 5.5000%  | 0.0000% | $1086815.00        | $197126.90         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-07-01      | 4.5000%  | 0.0000% | $21643705.00       | $2517236.74        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2026-10-01      | 3.0000%  | 0.0000% | $5000000.00        | $28908.51          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-01-01      | 3.5000%  | 0.0000% | $3154281.00        | $943416.08         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-03-01      | 2.0000%  | 0.0000% | $6930000.00        | $291095.71         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-05-01      | 3.0000%  | 0.0000% | $5281245.00        | $1083416.21        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-11-01      | 6.0000%  | 0.0000% | $1017411.00        | $113446.84         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-12-01      | 6.0000%  | 0.0000% | $1167834.00        | $113495.54         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-03-01      | 5.5000%  | 0.0000% | $1007813.00        | $118817.35         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-01-01      | 5.5000%  | 0.0000% | $3389678.00        | $190523.27         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-02-01      | 5.5000%  | 0.0000% | $13020557.00       | $584442.02         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-12-01      | 4.0000%  | 0.0000% | $21900000.00       | $2847281.17        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-01-01      | 3.0000%  | 0.0000% | $3590095.00        | $354946.27         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-12-01      | 3.5000%  | 0.0000% | $1024.00           | $150.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-09-01      | 3.5000%  | 0.0000% | $3125394.00        | $171826.28         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-11-01      | 4.0000%  | 0.0000% | $6425000.00        | $506673.24         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-02-01      | 3.5000%  | 0.0000% | $3606118.00        | $1001156.64        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-06-01      | 3.5000%  | 0.0000% | $2500000.00        | $217435.46         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-08-01      | 3.5000%  | 0.0000% | $2000000.00        | $203205.54         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-03-01      | 3.5000%  | 0.0000% | $2500000.00        | $365895.06         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-05-01      | 3.0000%  | 0.0000% | $350000.00         | $87956.07          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-06-01      | 3.0000%  | 0.0000% | $1275000.00        | $341406.11         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-01-01      | 2.5000%  | 0.0000% | $530000.00         | $251448.04         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $5502000.00        | $3568095.93        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $1600000.00        | $1203080.33        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 4.0000%  | 0.0000% | $201000.00         | $134139.57         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 4.0000%  | 0.0000% | $1600000.00        | $1226083.96        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-06-01      | 3.5000%  | 0.0000% | $950000.00         | $548660.16         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 3.5000%  | 0.0000% | $1088000.00        | $861341.20         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $66366463.00       | $52504930.83       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-12-01      | 4.0000%  | 0.0000% | $875000.00         | $510372.27         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $553161.00         | $430504.49         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 5.0000%  | 0.0000% | $159949416.00      | $128752445.80      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 6.5000%  | 0.0000% | $3635100.00        | $2030272.95        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-04-01      | 4.0000%  | 0.0000% | $228620.00         | $91173.59          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $969000.00         | $777946.04         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 3.5000%  | 0.0000% | $1138000.00        | $901465.61         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1702.17           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $999000.00         | $829709.20         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1369000.00        | $1254822.08        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $220690228.00      | $207937694.47      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-04-01      | 6.0000%  | 0.0000% | $1080228.00        | $187097.17         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-11-01      | 7.0000%  | 0.0000% | $3138301.00        | $539457.30         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-03-01      | 6.0000%  | 0.0000% | $1711447.00        | $156114.09         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-05-01      | 6.0000%  | 0.0000% | $1541484.00        | $136507.32         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-09-01      | 5.5000%  | 0.0000% | $1011959.00        | $190477.13         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-08-01      | 5.5000%  | 0.0000% | $2075068.00        | $93935.16          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-06-01      | 5.5000%  | 0.0000% | $1186966.00        | $173442.43         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-06-01      | 5.5000%  | 0.0000% | $1932667.00        | $109253.69         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-07-01      | 5.5000%  | 0.0000% | $16777841.00       | $852995.60         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-08-01      | 6.0000%  | 0.0000% | $1848692.00        | $106678.47         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-09-01      | 5.5000%  | 0.0000% | $1506477.00        | $193789.17         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-09-01      | 6.0000%  | 0.0000% | $1312642.00        | $145225.61         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-10-01      | 5.5000%  | 0.0000% | $2569603.00        | $304085.30         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-11-01      | 6.0000%  | 0.0000% | $1950199.00        | $93521.15          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-11-01      | 4.0000%  | 0.0000% | $4993839.00        | $490267.32         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-05-01      | 4.5000%  | 0.0000% | $1966493.00        | $383036.06         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $1535984.00        | $1525090.96        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1028.40           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $215528.00         | $201544.90         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $1739163.00        | $1750391.44        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-09-01      | 3.5000%  | 0.0000% | $2425000.00        | $938311.68         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $961000.00         | $504903.96         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-09-01      | 5.0000%  | 0.0000% | $1000000.00        | $307020.25         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Strip                   | 2026-11-15      | N/A      | 0.0000% | $222800.00         | $215096.91         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2037-02-15      | N/A      | 0.0000% | $400000.00         | $251024.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2039-05-15      | N/A      | 0.0000% | $500200.00         | $276535.57         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2042-08-15      | N/A      | 0.0000% | $824800.00         | $377604.16         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-12-15      | 4.0000%  | 0.0000% | $24500.00          | $25074.11          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2035-11-15      | N/A      | 0.0000% | $647000.00         | $420557.76         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2029-05-15      | N/A      | 0.0000% | $386000.00         | $338635.48         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2030-05-15      | N/A      | 0.0000% | $383996.00         | $323395.29         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2036-05-15      | N/A      | 0.0000% | $354000.00         | $224163.07         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2040-05-15      | N/A      | 0.0000% | $522597.68         | $265389.21         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2042-02-15      | N/A      | 0.0000% | $663000.00         | $304590.82         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2043-08-15      | N/A      | 0.0000% | $960000.00         | $405336.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2044-02-15      | N/A      | 0.0000% | $806998.00         | $331281.56         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2044-11-15      | N/A      | 0.0000% | $996975.53         | $394275.91         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2047-02-15      | N/A      | 0.0000% | $915000.00         | $324475.47         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2048-08-15      | N/A      | 0.0000% | $869737.00         | $286340.90         | U.S. Treasuries (including strips) |

### Security 197: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.060000%
- **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: ARP1BJTC1, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP1BJTC1_4.06_1107
- **C.18 - Value (incl. sponsor support):** $4250000000.00
- **C.18.a - Value (excl. sponsor support):** $4250000000.00
- **C.19 - Percentage of Net Assets:** 2.4600%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $120582144.00      | $73626683.79       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $782766080.00      | $501277897.85      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 1.5000%  | 0.0000% | $212718.00         | $158963.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $724949.00         | $547436.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-01-20      | 7.5000%  | 0.0000% | $33249.00          | $8328.12           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 4.5000%  | 0.0000% | $2135000.00        | $1665732.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 4.0000%  | 0.0000% | $1004156.00        | $860161.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $776853504.00      | $282893494.87      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $231110400.00      | $100295928.76      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $20000000.00       | $11545870.15       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-12-15      | 4.0000%  | 0.0000% | $471754.00         | $27060.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-15      | 3.0000%  | 0.0000% | $677731.00         | $291345.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $1848000.00        | $457860.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-15      | 5.0000%  | 0.0000% | $180903.00         | $36811.19          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-07-20      | 4.5000%  | 0.0000% | $199983.00         | $59533.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-12-15      | 5.5000%  | 0.0000% | $457737.00         | $40615.36          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $1163360.00        | $539634.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $593269.00         | $372375.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 3.0000%  | 0.0000% | $76752.00          | $50995.51          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-03-20      | 6.5000%  | 0.0000% | $1277172.00        | $699103.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-08-20      | 6.0000%  | 0.0000% | $2208372.00        | $1412024.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-06-20      | 5.5000%  | 0.0000% | $3186136.00        | $1169309.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $146807.00         | $108315.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-09-20      | 5.5000%  | 0.0000% | $3079848.00        | $1618280.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 5.5000%  | 0.0000% | $2853908.00        | $2549960.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 5.0000%  | 0.0000% | $1108380.00        | $792478.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $32835776.00       | $30001854.76       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $1289250.00        | $1115790.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 7.5000%  | 0.0000% | $2374576.00        | $1636343.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-01-15      | 5.9200%  | 0.0000% | $48679.00          | $51252.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-01-20      | 7.5000%  | 0.0000% | $658343.00         | $63108.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-12-20      | 7.5000%  | 0.0000% | $266186.00         | $180655.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-06-15      | 5.8400%  | 0.0000% | $3346500.00        | $3541371.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $1179490.00        | $1172139.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-12-15      | 5.2100%  | 0.0000% | $10824224.00       | $10798328.86       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $1564464.00        | $1634775.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $14807472.00       | $15661160.46       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $9860272.00        | $9538367.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2603024.00        | $2722893.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2040-04-30      | 2.4700%  | 0.0000% | $30000000.00       | $22628310.00       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2034-08-17      | 5.0000%  | 0.0000% | $14250000.00       | $14326619.08       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2033-06-20      | 3.9900%  | 0.0000% | $13000000.00       | $12855377.17       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2034-07-18      | 2.9900%  | 0.0000% | $9729000.00        | $8910126.82        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2040-08-27      | 2.0000%  | 0.0000% | $5224000.00        | $3668368.84        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2040-06-18      | 2.0900%  | 0.0000% | $3000000.00        | $2158924.17        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2041-01-28      | 2.1000%  | 0.0000% | $1930000.00        | $1365071.63        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2042-02-24      | 3.4400%  | 0.0000% | $4416000.00        | $3700242.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-07-15      | 3.5000%  | 0.0000% | $4118872.00        | $515048.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-01-20      | 2.0000%  | 0.0000% | $444249.00         | $11270.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-08-20      | 4.0000%  | 0.0000% | $895127.00         | $52959.07          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-08-20      | 5.0000%  | 0.0000% | $540000.00         | $45177.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-10-20      | 3.5000%  | 0.0000% | $40000000.00       | $1348456.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-20      | 3.0000%  | 0.0000% | $129000.00         | $14723.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-05-20      | 5.0000%  | 0.0000% | $147500.00         | $13165.60          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-07-20      | 2.5000%  | 0.0000% | $950000.00         | $86684.93          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 3.5000%  | 0.0000% | $625000.00         | $80874.48          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-09-20      | 3.5000%  | 0.0000% | $625000.00         | $68627.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-06-20      | 2.0000%  | 0.0000% | $57187.00          | $27910.39          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-08-20      | 5.5000%  | 0.0000% | $684160.00         | $59056.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-09-20      | 4.5000%  | 0.0000% | $5719000.00        | $443253.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 4.0000%  | 0.0000% | $3887000.00        | $1429400.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 2.5000%  | 0.0000% | $134486016.00      | $39521884.01       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-06-20      | 7.0000%  | 0.0000% | $99214.00          | $39217.78          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 2.0000%  | 0.0000% | $108331776.00      | $69205539.82       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 2.0000%  | 0.0000% | $2415000.00        | $1350518.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 2.0000%  | 0.0000% | $1772507136.00     | $1000566977.21     | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $3137396.00        | $1797868.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $3801380.00        | $3965951.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $20789216.00       | $21123017.12       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 6.5000%  | 0.0000% | $1946282.00        | $2009982.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1321422.00        | $1365782.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2319384.00        | $2425928.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $2202890.00        | $2276841.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $32528704.00       | $33183224.88       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $1911236.00        | $1998070.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $6520400.00        | $6811330.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2744152.00        | $2872772.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $1669948.00        | $1710847.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1975952.00        | $2017711.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $6480528.00        | $6707988.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $5194456.00        | $5368833.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $4100192.00        | $4296552.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $11638256.00       | $12195631.48       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 3.5000%  | 0.0000% | $711466.00         | $641966.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $1664276.00        | $1680792.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $1505908.00        | $1510997.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1002014.00        | $1049146.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $803877.00         | $853749.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 5.0000%  | 0.0000% | $202896.00         | $202145.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $9209408.00        | $9379558.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1287642.00        | $1333627.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1327906.00        | $1360339.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1238286.00        | $1266246.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $40017664.00       | $40766884.58       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $1889032.00        | $1950111.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 2.0000%  | 0.0000% | $479043.00         | $378029.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $6318152.00        | $6365182.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $5030488.00        | $5199366.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $5502416.00        | $5521436.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $6108448.00        | $6231358.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 5.0000%  | 0.0000% | $230244.00         | $229533.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 3.0000%  | 0.0000% | $357621.00         | $316937.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 4.0000%  | 0.0000% | $378330.00         | $357398.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 4.5000%  | 0.0000% | $319352.00         | $311400.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $1600827392.00     | $1591077560.51     | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-09-20      | 6.5000%  | 0.0000% | $255307.00         | $265829.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $118482688.00      | $119842024.47      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 4.5000%  | 0.0000% | $18071872.00       | $18149400.33       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $155343360.00      | $157667037.75      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $1549216.00        | $1545168.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-12-20      | 7.5000%  | 0.0000% | $183581.00         | $189560.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $4610544.00        | $4628595.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-06-15      | 3.0000%  | 0.0000% | $90446.00          | $19931.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 3.5000%  | 0.0000% | $138000.00         | $30137.33          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-09-15      | 6.5000%  | 0.0000% | $5999576.00        | $42332.22          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-09-15      | 6.5000%  | 0.0000% | $4000000.00        | $24052.17          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-07-20      | 5.0000%  | 0.0000% | $390000.00         | $11276.31          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-10-20      | 6.5000%  | 0.0000% | $4700000.00        | $51568.54          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-07-20      | 4.6250%  | 0.0000% | $25001780.00       | $6458.46           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-15      | 2.5000%  | 0.0000% | $199794.00         | $69092.69          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $53381760.00       | $52080525.88       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-10-15      | 5.0000%  | 0.0000% | $10019264.00       | $191215.79         | Agency Mortgage-Backed Securities |

### Security 198: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.040000%
- **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: ARP1BK419, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1BK419_4.04_1107
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $1000.00           | $445.43            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 2.0000%  | 0.0000% | $1300000.00        | $713461.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 1.5000%  | 0.0000% | $104569.00         | $55297.21          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 2.0000%  | 0.0000% | $181097004.00      | $91856748.53       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $871000.00         | $395762.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 3.0000%  | 0.0000% | $1886.00           | $706.15            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 3.0000%  | 0.0000% | $64738.00          | $24238.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 3.5000%  | 0.0000% | $7000242.00        | $2675439.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 3.0000%  | 0.0000% | $5332023.00        | $2129940.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 2.0000%  | 0.0000% | $1200000.00        | $671064.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 2.5000%  | 0.0000% | $1699000.00        | $870354.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 3.0000%  | 0.0000% | $47687782.00       | $21635298.33       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 3.5000%  | 0.0000% | $2198999.00        | $916285.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 4.0000%  | 0.0000% | $2976820.00        | $1178841.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 4.5000%  | 0.0000% | $1468000.00        | $550637.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $66695102.00       | $35299533.04       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $441000.00         | $216267.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $41307288.00       | $20257236.33       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $200000.00         | $93227.74          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 4.0000%  | 0.0000% | $485000.00         | $204369.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 4.5000%  | 0.0000% | $256471.00         | $89575.56          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $81407680.00       | $45020169.51       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $99370289.00       | $54953872.35       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $11513920.00       | $5829510.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $51630682.00       | $26140670.91       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $1635554.00        | $798129.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 4.5000%  | 0.0000% | $395000.00         | $157254.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $143024.00         | $81959.17          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $718826997.00      | $411920134.36      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $54980877.00       | $29581575.99       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $41753152.00       | $21863314.14       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $32260763.00       | $22496928.13       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 2.0000%  | 0.0000% | $3697896.00        | $2306023.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 2.0000%  | 0.0000% | $6194867.00        | $3999870.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $5628801.00        | $4093730.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 2.5000%  | 0.0000% | $227005.00         | $165336.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $197961.00         | $138071.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $500001.00         | $348734.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $1090923.00        | $710767.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 2.5000%  | 0.0000% | $6985229.00        | $4374544.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 3.5000%  | 0.0000% | $94992.00          | $66989.46          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $4675405.00        | $3421680.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 3.5000%  | 0.0000% | $474005.00         | $355046.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 3.5000%  | 0.0000% | $185024.00         | $118520.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $422772.00         | $254640.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $70855.00          | $59416.92          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $439146.00         | $336279.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $153882.00         | $107010.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $3985885.00        | $2661619.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $7745711.00        | $4299690.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $110095.00         | $57300.47          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $31629292.00       | $10285994.25       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $2281872.00        | $1753602.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $60084232.00       | $32197531.78       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 2.5000%  | 0.0000% | $100000.00         | $56240.09          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $82469347.00       | $39388933.50       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 3.5000%  | 0.0000% | $200000.00         | $87252.30          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $250000.00         | $150765.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $600000.00         | $354945.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $65540890.00       | $35879294.37       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $95974379.00       | $59149432.16       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $737751.00         | $442549.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $35836910.00       | $22923201.63       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-15      | 3.0000%  | 0.0000% | $218015.00         | $169942.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $900000.00         | $606789.23         | Agency Mortgage-Backed Securities |

### Security 199: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1BLDP4, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1BLDP4_4.20_1230
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2028-08-15      | 4.4018%  | 0.0000% | $221.00            | $0.01              | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-07-25      | 1.7527%  | 0.0000% | $100076012.00      | $1565786.52        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-02-25      | 1.5000%  | 0.0000% | $1000.00           | $100.48            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-05-25      | 5.5000%  | 0.0000% | $7124683.00        | $113161.92         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-03-25      | 1.6713%  | 0.0000% | $82543545.00       | $940589.80         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-06-25      | 1.8027%  | 0.0000% | $23002208.00       | $654524.95         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-06-25      | 1.8092%  | 0.0000% | $50000000.00       | $608348.87         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2059-08-25      | 1.5788%  | 0.0000% | $52871645.00       | $581597.67         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-07-25      | 1.2812%  | 0.0000% | $14546000.00       | $393383.12         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 2.5000%  | 0.0000% | $100020.00         | $11257.73          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 4.0000%  | 0.0000% | $28180898.00       | $2811403.24        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 2.5000%  | 0.0000% | $5299992.00        | $626925.11         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 2.5000%  | 0.0000% | $500005.00         | $57248.28          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 2.0000%  | 0.0000% | $4680000.00        | $347924.04         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-25      | 2.0000%  | 0.0000% | $199998.00         | $22105.71          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-11-25      | 1.8948%  | 0.0000% | $100017.00         | $4867.45           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 2.5000%  | 0.0000% | $100000.00         | $12708.05          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-02-25      | 1.9280%  | 0.0000% | $38326592.00       | $917150.13         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-05-25      | 2.5000%  | 0.0000% | $100000.00         | $9036.16           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-12-25      | 2.5000%  | 0.0000% | $5000000.00        | $517394.27         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-04-25      | 2.5000%  | 0.0000% | $299999.00         | $35513.59          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-09-25      | 2.5000%  | 0.0000% | $6934855.00        | $527612.88         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-10-25      | 2.5000%  | 0.0000% | $899985.00         | $106108.34         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-06-25      | 1.9710%  | 0.0000% | $13246930.00       | $307273.19         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-05-25      | 3.5000%  | 0.0000% | $42700000.00       | $2184869.99        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-01-25      | 2.5000%  | 0.0000% | $100000.00         | $12064.00          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.5000%  | 0.0000% | $4640000.00        | $372045.84         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 1.8902%  | 0.0000% | $93797232.00       | $2475685.19        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-25      | 2.5000%  | 0.0000% | $1468111.00        | $206785.04         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-04-25      | 6.0000%  | 0.0000% | $10620166.00       | $1496971.52        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2061-03-25      | 1.6512%  | 0.0000% | $385837056.00      | $12745779.81       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 2.5000%  | 0.0000% | $791790.00         | $91565.36          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 2.0000%  | 0.0000% | $1000001.00        | $102822.12         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2061-09-25      | 5.5000%  | 0.0000% | $31080421.00       | $4490937.06        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | N/A      | 0.0000% | $7700698.00        | $4331665.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 2.7172%  | 0.0000% | $84906499.00       | $3679870.69        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | 19.7237% | 0.0000% | $1843347.00        | $1982054.69        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 3.9172%  | 0.0000% | $4945761.00        | $368601.36         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 23.6237% | 0.0000% | $1861281.00        | $1588562.31        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 1.8672%  | 0.0000% | $26038400.00       | $1627495.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 2.8172%  | 0.0000% | $65891400.00       | $2342822.92        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 2.9172%  | 0.0000% | $5637784.00        | $411938.44         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | N/A      | 0.0000% | $4376901.00        | $2679812.60        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 1.7372%  | 0.0000% | $29257019.00       | $1845691.81        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-05-25      | 5.0000%  | 0.0000% | $6648208.00        | $6514258.17        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-04-25      | 4.6200%  | 0.0000% | $1000.00           | $1022.10           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 1.6572%  | 0.0000% | $21190272.00       | $1071939.14        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 1.7672%  | 0.0000% | $27329980.00       | $1834266.18        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-25      | 5.5000%  | 0.0000% | $1000.00           | $969.42            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-07-25      | 5.5000%  | 0.0000% | $1008.00           | $1019.31           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 0.4872%  | 0.0000% | $168987655.00      | $4944217.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-08-25      | 4.5000%  | 0.0000% | $1000.00           | $973.27            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-08-15      | 2.2519%  | 0.0000% | $99899900.00       | $259958.63         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-04-15      | 4.0000%  | 0.0000% | $661200.00         | $281694.38         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-07-25      | 2.3400%  | 0.0000% | $2991.00           | $522.11            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-03-15      | 1.8552%  | 0.0000% | $15435819.00       | $125009.55         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 2.5000%  | 0.0000% | $300000.00         | $24544.72          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 2.5000%  | 0.0000% | $100000.00         | $9905.80           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 3.0000%  | 0.0000% | $10100000.00       | $1180638.83        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 2.5000%  | 0.0000% | $3484810.00        | $328489.14         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2034-01-25      | 3.7940%  | 0.0000% | $1003.00           | $967.39            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-12-25      | 1.2575%  | 0.0000% | $1839852.00        | $12927.67          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-06-25      | 0.8730%  | 0.0000% | $1000000.00        | $26910.63          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-01-25      | 1.1070%  | 0.0000% | $5000000.00        | $189718.92         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-05-25      | 4.0000%  | 0.0000% | $4504800.00        | $185247.65         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | 2.5000%  | 0.0000% | $999809.00         | $91627.32          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-07-25      | 1.4117%  | 0.0000% | $5596080.00        | $298583.71         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-07-25      | 1.4117%  | 0.0000% | $8095904.00        | $431963.99         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-05-25      | 0.9068%  | 0.0000% | $75900000.00       | $1581692.58        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-08-25      | 2.5000%  | 0.0000% | $26853568.00       | $2506694.24        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $100000.00         | $8787.81           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-06-25      | 2.0000%  | 0.0000% | $1003375.00        | $103348.17         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $2619568.00        | $213447.44         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 3.0000%  | 0.0000% | $270000.00         | $60220.57          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-05-25      | 2.5000%  | 0.0000% | $4808824.00        | $582873.16         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 2.5000%  | 0.0000% | $5850000.00        | $486393.58         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-10-25      | 2.5000%  | 0.0000% | $16480003.00       | $1662462.50        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 2.5000%  | 0.0000% | $100000.00         | $8905.80           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-09-25      | 4.8328%  | 0.0000% | $1000.00           | $702.54            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-04-25      | 2.5000%  | 0.0000% | $695639.00         | $91184.14          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-03-25      | 2.0000%  | 0.0000% | $1980000.00        | $209702.81         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-09-25      | 2.0172%  | 0.0000% | $44058832.00       | $1867713.33        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | 1.3672%  | 0.0000% | $23270484.00       | $662717.77         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 2.5000%  | 0.0000% | $1502584.00        | $159658.33         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-08-15      | 1.7883%  | 0.0000% | $126964917.00      | $5384965.04        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 2.1772%  | 0.0000% | $681317.00         | $41330.33          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 21.0237% | 0.0000% | $1349437.00        | $1087913.97        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 2.9172%  | 0.0000% | $23392736.00       | $1048668.69        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 12.6412% | 0.0000% | $5109157.00        | $5357113.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.9172%  | 0.0000% | $27102976.00       | $645114.14         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 2.9672%  | 0.0000% | $43002845.00       | $3021675.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 1.1672%  | 0.0000% | $200000.00         | $10333.67          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-01-25      | 1.1824%  | 0.0000% | $2104466.00        | $114047.94         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-11-25      | 5.0000%  | 0.0000% | $1024.00           | $972.26            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-07-25      | 0.2972%  | 0.0000% | $59000000.00       | $1203878.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-01-25      | 2.5000%  | 0.0000% | $26226100.00       | $4399647.33        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | N/A      | 0.0000% | $9095456.00        | $7587497.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | N/A      | 0.0000% | $11365831.00       | $9360011.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 1.1672%  | 0.0000% | $269357085.00      | $14887329.47       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 1.3172%  | 0.0000% | $126000000.00      | $6085596.95        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 1.2672%  | 0.0000% | $70724000.00       | $3767547.12        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 1.1672%  | 0.0000% | $48664800.00       | $2465366.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-01-20      | 1.8545%  | 0.0000% | $40025793.00       | $309441.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-08-20      | 5.0000%  | 0.0000% | $55885821.00       | $8910.80           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-12-16      | 1.9537%  | 0.0000% | $5700576.00        | $41412.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-09-20      | 2.0545%  | 0.0000% | $57330752.00       | $974705.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-06-20      | 5.0000%  | 0.0000% | $16881450.00       | $169352.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 5.5000%  | 0.0000% | $45617045.00       | $810551.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-20      | 6.0000%  | 0.0000% | $5017156.00        | $66049.68          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-06-20      | 4.0000%  | 0.0000% | $2585508.00        | $21895.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | N/A      | 0.0000% | $200000000.00      | $1676293.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $22500000.00       | $1856552.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $8232448.00        | $487098.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $617072.00         | $34458.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $100000.00         | $9016.66           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 2.1545%  | 0.0000% | $6427192.00        | $621270.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-01-20      | 0.9423%  | 0.0000% | $12259472.00       | $981454.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-02-20      | 0.9948%  | 0.0000% | $16752845.00       | $1275657.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-09-20      | 0.6477%  | 0.0000% | $23364456.00       | $1315935.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-11-20      | 0.6022%  | 0.0000% | $125334154.00      | $8088875.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-12-20      | 0.5885%  | 0.0000% | $1895210.00        | $122676.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-01-20      | 0.6647%  | 0.0000% | $114548400.00      | $7310053.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 2.0862%  | 0.0000% | $100007.00         | $5282.30           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $670637.00         | $412263.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | N/A      | 0.0000% | $33072201.00       | $19565868.00       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 2.0662%  | 0.0000% | $31098064.00       | $1463901.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.5162%  | 0.0000% | $2213387.00        | $43210.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.1338%  | 0.0000% | $673667.00         | $593791.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $15390370.00       | $9308666.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.3338%  | 0.0000% | $254000.00         | $189870.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | N/A      | 0.0000% | $3076923.00        | $1197980.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.0838%  | 0.0000% | $1088.00           | $979.27            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 1.5162%  | 0.0000% | $11292541.00       | $358494.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 1.8162%  | 0.0000% | $42264000.00       | $2249628.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 2.9162%  | 0.0000% | $24667960.00       | $1600653.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | N/A      | 0.0000% | $573624.00         | $230739.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | N/A      | 0.0000% | $2886667.00        | $1195109.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.6838%  | 0.0000% | $1299.00           | $489.26            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.2838%  | 0.0000% | $9861360.00        | $4556794.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0500%  | 0.0000% | $35081296.00       | $30268.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.6162%  | 0.0000% | $39056911.00       | $922060.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 1.2162%  | 0.0000% | $91858688.00       | $4369400.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.9162%  | 0.0000% | $23356308.00       | $1793827.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.5162%  | 0.0000% | $9879087.00        | $476414.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.4838%  | 0.0000% | $1024.00           | $595.27            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $1067840.00        | $1151895.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 3.0862%  | 0.0000% | $17980294.00       | $1284655.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.2438%  | 0.0000% | $1000.00           | $798.60            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.3338%  | 0.0000% | $1000.00           | $786.95            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | N/A      | 0.0000% | $16264177.00       | $11044295.88       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | N/A      | 0.0000% | $14690662.00       | $6731498.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.5662%  | 0.0000% | $4488970.00        | $209225.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.3162%  | 0.0000% | $8517323.00        | $368556.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | N/A      | 0.0000% | $2791770.00        | $1572219.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 0.0500%  | 0.0000% | $21873341.00       | $24813.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 24.2607% | 0.0000% | $5622380.00        | $7630271.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.3662%  | 0.0000% | $20436087.00       | $959042.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 5.0338%  | 0.0000% | $11554048.00       | $8140881.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 5.1838%  | 0.0000% | $3995900.00        | $3583003.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.8662%  | 0.0000% | $30599168.00       | $1697366.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 1.7462%  | 0.0000% | $37185299.00       | $2970805.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 1.7162%  | 0.0000% | $1384600.00        | $32588.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 6.1094%  | 0.0000% | $344068.00         | $360943.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 6.0000%  | 0.0000% | $704272.00         | $57795.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 6.5000%  | 0.0000% | $2319380.00        | $399399.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 5.1838%  | 0.0000% | $14215200.00       | $9252448.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | N/A      | 0.0000% | $9468026.00        | $7501054.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 0.2500%  | 0.0000% | $21213979.00       | $210129.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 0.5500%  | 0.0000% | $14368450.00       | $294249.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.4162%  | 0.0000% | $75778425.00       | $6495489.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 1.9545%  | 0.0000% | $56643908.00       | $1972077.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 0.3225%  | 0.0000% | $21754923.00       | $134438.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 4.5000%  | 0.0000% | $24545218.00       | $915880.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | N/A      | 0.0000% | $70645007.00       | $175303.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 1.9545%  | 0.0000% | $15622528.00       | $663767.09         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-07-15      | 6.5000%  | 0.0000% | $17.00             | $0.58              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.2338%  | 0.0000% | $79921500.00       | $77171513.08       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.7662%  | 0.0000% | $38907150.00       | $2567489.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.8762%  | 0.0000% | $327978.00         | $17726.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.3000%  | 0.0000% | $40000000.00       | $312461.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.2362%  | 0.0000% | $67930380.00       | $3365861.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.2362%  | 0.0000% | $21995403.00       | $1244751.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 1.6162%  | 0.0000% | $14061902.00       | $1221672.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.9462%  | 0.0000% | $4795457.00        | $214409.50         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-05-01      | 6.5470%  | 0.0000% | $6098288.00        | $22138.43          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $826.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.5000%  | 0.0000% | $1318745.00        | $1114241.04        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1124.00           | $1120.06           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $725.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $996.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $881.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1008.00           | $1022.57           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 3.4700%  | 0.0000% | $1000.00           | $578.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-09-01      | 3.0000%  | 0.0000% | $1000.00           | $156.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-10-01      | 6.0000%  | 0.0000% | $1888.00           | $74.07             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-05-01      | 4.0000%  | 0.0000% | $1000.00           | $69.69             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $76.94             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $4471400.00        | $616815.66         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 2.5000%  | 0.0000% | $1024.00           | $234.32            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $407.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $1021000.00        | $582406.45         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $558.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $791.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $5339000.00        | $3496656.66        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $668.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $775.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $761.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $762700.00         | $640696.93         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 4.0000%  | 0.0000% | $1008.00           | $841.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $979.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1008.00           | $1011.22           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 4.5000%  | 0.0000% | $2024.00           | $1981.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $804328.00         | $804622.92         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 4.0000%  | 0.0000% | $1000.00           | $951.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $856.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1027.80           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $841.77            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1004.74           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $1000.00           | $957.04            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-05-20      | 7.0000%  | 0.0000% | $4716440.00        | $4550617.72        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 7.5000%  | 0.0000% | $1000.00           | $1074.98           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1024.00           | $1085.92           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $246052.00         | $214373.90         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $1000.00           | $1065.69           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $2112.00           | $2250.75           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $3000.00           | $3148.56           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1010.00           | $1041.94           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 7.5000%  | 0.0000% | $1000.00           | $1079.79           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1006.00           | $1065.23           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1109022.00        | $1174323.06        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $1000.00           | $958.06            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $64449.00          | $60600.64          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $506416.00         | $494833.75         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $444325.00         | $434202.88         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $1025.00           | $1014.40           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $2048.00           | $2047.61           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $3024.00           | $3006.89           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $2064.00           | $2070.20           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $51696.00          | $52038.52          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $3048.00           | $3069.75           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $2048.00           | $2084.91           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $1000.00           | $1010.65           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $1024.00           | $1026.20           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1024.00           | $1049.29           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-02-20      | 4.0000%  | 0.0000% | $816289.00         | $41604.13          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-06-20      | 4.0000%  | 0.0000% | $1004.00           | $54.94             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2031-10-01      | 7.0000%  | 0.0000% | $3105.00           | $35.22             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-10-01      | 5.5000%  | 0.0000% | $1252.00           | $44.47             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-12-01      | 6.5000%  | 0.0000% | $1000.00           | $7.53              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-03-01      | 4.5000%  | 0.0000% | $1000.00           | $274.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2038-03-01      | 6.5000%  | 0.0000% | $1000.00           | $4.10              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-06-01      | 4.0000%  | 0.0000% | $1000.00           | $111.00            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $156.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-09-01      | 2.5000%  | 0.0000% | $1000.00           | $756.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.5000%  | 0.0000% | $1825000.00        | $1368675.12        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.5000%  | 0.0000% | $1024.00           | $662.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $762.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.0000%  | 0.0000% | $5962010.00        | $4845116.98        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $887.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.0000%  | 0.0000% | $4888319.00        | $4340741.79        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $856.97            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $819.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.5000%  | 0.0000% | $1001.00           | $626.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 2.5000%  | 0.0000% | $200000.00         | $100124.50         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-10-01      | 4.0000%  | 0.0000% | $1000.00           | $79.83             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 4.0000%  | 0.0000% | $1000.00           | $170.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $1007.00           | $1049.60           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $919.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $254558.00         | $266629.59         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $1032.00           | $1077.66           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $819396.00         | $863686.72         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.63           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1003.16           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.79           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $1008.00           | $1027.12           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $915.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $67605.00          | $66043.28          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1026.64           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 3.0000%  | 0.0000% | $1000.00           | $863.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 2.5000%  | 0.0000% | $1008.00           | $854.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $1024.00           | $1019.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1050.75           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $1024.00           | $1058.54           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $997.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1000.10           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $31094504.00       | $31524802.39       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $173284.00         | $173756.74         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $8625279.00        | $8345772.32        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.0000%  | 0.0000% | $1024.00           | $1024.38           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-12-20      | 4.0000%  | 0.0000% | $6948000.00        | $642884.98         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-01-20      | 4.0000%  | 0.0000% | $1024.00           | $82.25             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $1000.00           | $334.66            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $3060.00           | $2374.99           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $1280.00           | $811.06            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 4.0000%  | 0.0000% | $1008.00           | $756.82            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $1008.00           | $760.55            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $1000.00           | $701.58            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-02-20      | 4.5000%  | 0.0000% | $1032.00           | $825.51            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $2448.00           | $1741.53           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $1024.00           | $741.64            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $2048.00           | $1252.10           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $2048.00           | $1681.87           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $1024.00           | $591.15            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $848413.00         | $189609.32         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-03-20      | 4.0000%  | 0.0000% | $1000.00           | $691.15            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $1008.00           | $949.11            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-09-20      | 7.5000%  | 0.0000% | $2180.00           | $2326.76           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-15      | 7.0000%  | 0.0000% | $2048.00           | $2100.38           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $11143403.00       | $11027535.62       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $2000.00           | $2044.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1575695.00        | $1653920.19        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $1006.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $3157924.00        | $3101654.01        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 7.0000%  | 0.0000% | $1000.00           | $1055.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1008.00           | $1043.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 3.0000%  | 0.0000% | $2000.00           | $460.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $1000.00           | $236.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-06-01      | 4.5000%  | 0.0000% | $1000.00           | $257.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 4.0000%  | 0.0000% | $8276.00           | $1368.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 6.6180%  | 0.0000% | $1028858.00        | $984805.88         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 6.5040%  | 0.0000% | $573346.00         | $562959.12         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 5.0000%  | 0.0000% | $1358856.00        | $163670.35         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $128.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $744.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $826.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $979.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $730.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1000.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $301473.00         | $215084.12         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $674274.00         | $539305.95         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $972.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-11-01      | 4.0000%  | 0.0000% | $1024.00           | $296.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-02-01      | 4.5000%  | 0.0000% | $1008.00           | $289.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $630.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $655.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-05-01      | 3.0000%  | 0.0000% | $1000.00           | $644.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1008.00           | $642.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $10000.00          | $8000.87           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $811.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $808.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $802.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.5000%  | 0.0000% | $2048.00           | $1659.48           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $951.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $952.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $2090.00           | $2146.99           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1007.00           | $1050.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $1066.99           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $503.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $1000.00           | $467.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 4.5000%  | 0.0000% | $593860.00         | $279817.82         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $629.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $637.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 4.5000%  | 0.0000% | $1008.00           | $837.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $778.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $913.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1065.40           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1052.24           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $615.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $638.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.0000%  | 0.0000% | $130040.00         | $84729.09          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.5000%  | 0.0000% | $57491.00          | $41962.33          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $730.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.0000%  | 0.0000% | $43957568.00       | $41829302.40       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 7.0000%  | 0.0000% | $1000.00           | $861.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-03-01      | 4.4500%  | 0.0000% | $5346778.00        | $5345491.20        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-09-01      | 4.0000%  | 0.0000% | $1000.00           | $183.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-01-01      | 3.5000%  | 0.0000% | $2000.00           | $355.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-11-01      | 3.5000%  | 0.0000% | $1001.00           | $527.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-01-01      | 3.5000%  | 0.0000% | $1006.00           | $173.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $524.22            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $434.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $825.62            | Agency Mortgage-Backed Securities         |
| U.S. Treasury Strip                      | 2047-08-15      | N/A      | 0.0000% | $100.00            | $35.43             | U.S. Treasuries (including strips)        |
| U.S. Treasury Strip                      | 2026-02-15      | N/A      | 0.0000% | $11.60             | $11.47             | U.S. Treasuries (including strips)        |
| U.S. Treasury Strip                      | 2037-08-15      | N/A      | 0.0000% | $9605.12           | $5706.50           | U.S. Treasuries (including strips)        |

### Security 200: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1BLDQ2, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1BLDQ2_4.20_1205
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2049-01-16      | 5.0000%  | 0.0000% | $7885348.00        | $176762.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 6.1094%  | 0.0000% | $8562631.00        | $8982610.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 6.5000%  | 0.0000% | $561348.00         | $96664.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 1.9545%  | 0.0000% | $3160500.00        | $110033.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 0.3225%  | 0.0000% | $200001.00         | $1235.94           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 0.3545%  | 0.0000% | $187684679.00      | $1782170.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 5.5000%  | 0.0000% | $17088939.00       | $728280.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 0.0545%  | 0.0000% | $100254.00         | $911.35            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $12844115.00       | $47711.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $99900000.00       | $8544651.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $47031620.00       | $2782771.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $82790777.00       | $23468.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 3.5000%  | 0.0000% | $31116000.00       | $2034833.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $5821113.00        | $429701.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $68732386.00       | $3838177.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | N/A      | 0.0000% | $79598171.00       | $905672.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 2.1545%  | 0.0000% | $29567902.00       | $2858118.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $2184237.00        | $270116.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-04-20      | 0.8391%  | 0.0000% | $40176915.00       | $2681717.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-01-20      | 0.9423%  | 0.0000% | $22208484.00       | $1777941.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-11-20      | 0.6022%  | 0.0000% | $11513757.00       | $743080.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-08-20      | 0.8183%  | 0.0000% | $22155930.00       | $1618353.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-12-20      | 0.5885%  | 0.0000% | $42106880.00       | $2725574.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-09-20      | 0.8267%  | 0.0000% | $800000.00         | $58550.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-10-20      | 0.8572%  | 0.0000% | $3298304.00        | $241602.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-12-16      | 1.8537%  | 0.0000% | $11892835.00       | $700632.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $1563054.00        | $960863.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $8017968.00        | $110299.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 4.5000%  | 0.0000% | $14829551.00       | $10453582.31       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.2838%  | 0.0000% | $4523159.00        | $3380336.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 2.0662%  | 0.0000% | $31397774.00       | $1373623.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.0638%  | 0.0000% | $17872691.00       | $12472848.64       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.5662%  | 0.0000% | $50000000.00       | $1768603.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 5.1838%  | 0.0000% | $43246365.00       | $18696668.55       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.1838%  | 0.0000% | $9219234.00        | $5417208.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.1838%  | 0.0000% | $93303.00          | $70441.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $14882046.00       | $9001213.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.0838%  | 0.0000% | $1624096.00        | $1461784.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 1.9162%  | 0.0000% | $3923269.00        | $313044.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.1838%  | 0.0000% | $5260947.00        | $2382098.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 1.5162%  | 0.0000% | $38507419.00       | $1222459.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.2038%  | 0.0000% | $738051.00         | $618381.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 1.6162%  | 0.0000% | $82510592.00       | $3058158.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 1.5162%  | 0.0000% | $29900000.00       | $992675.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 2.9162%  | 0.0000% | $36959393.00       | $2398219.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 2.2162%  | 0.0000% | $129859.00         | $4955.30           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 2.8162%  | 0.0000% | $30417194.00       | $1974261.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.6838%  | 0.0000% | $41175469.00       | $15509148.10       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 0.0100%  | 0.0000% | $99893235.00       | $8611.24           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.8662%  | 0.0000% | $5404417.00        | $211506.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.4338%  | 0.0000% | $879524.00         | $438534.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.3162%  | 0.0000% | $49500000.00       | $2502496.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $89151.00          | $89940.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 5.3838%  | 0.0000% | $11882221.00       | $5510328.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 0.1000%  | 0.0000% | $17121374.00       | $29218.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.6162%  | 0.0000% | $534262.00         | $12612.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.8162%  | 0.0000% | $50000000.00       | $1236360.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 2.2162%  | 0.0000% | $903507.00         | $34871.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.6112%  | 0.0000% | $69848516.00       | $2602872.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.4838%  | 0.0000% | $1024.00           | $595.27            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.2838%  | 0.0000% | $10143699.00       | $8196437.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 3.0862%  | 0.0000% | $4791830.00        | $342366.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.2938%  | 0.0000% | $236013.00         | $170308.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.2438%  | 0.0000% | $1000.00           | $798.60            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.3338%  | 0.0000% | $1000.00           | $786.95            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | N/A      | 0.0000% | $1865456.00        | $1133806.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | N/A      | 0.0000% | $1217271.00        | $557773.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 2.5162%  | 0.0000% | $368213.00         | $24054.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 0.0170%  | 0.0000% | $145040096.00      | $82152.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | N/A      | 0.0000% | $3349132.00        | $1886105.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 24.2607% | 0.0000% | $3619287.00        | $4911824.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.3662%  | 0.0000% | $54523730.00       | $2558736.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 5.0338%  | 0.0000% | $1000.00           | $704.59            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 5.1838%  | 0.0000% | $1000.00           | $896.67            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 2.3862%  | 0.0000% | $16274976.00       | $1221783.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.8862%  | 0.0000% | $66274496.00       | $4531718.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.8762%  | 0.0000% | $199330220.00      | $10773492.50       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.2362%  | 0.0000% | $80729794.00       | $4568614.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-05-20      | 0.7662%  | 0.0000% | $870033.00         | $17499.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 1.1162%  | 0.0000% | $56099316.00       | $1308539.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-05-20      | 1.6662%  | 0.0000% | $51807801.00       | $1319724.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 1.6162%  | 0.0000% | $10938098.00       | $950282.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.9462%  | 0.0000% | $44392407.00       | $1984827.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-12-16      | 1.4037%  | 0.0000% | $32895914.00       | $341825.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-10-20      | 3.0000%  | 0.0000% | $1000.00           | $1178.07           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-02-20      | 1.9545%  | 0.0000% | $18173336.00       | $295611.47         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-03-25      | 2.2027%  | 0.0000% | $2489062.00        | $21834.71          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-09-25      | 1.7527%  | 0.0000% | $32564675.00       | $311801.38         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-02-25      | 1.8728%  | 0.0000% | $329138.00         | $3044.97           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-03-25      | 1.6535%  | 0.0000% | $129096691.00      | $617153.61         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-05-25      | 1.7310%  | 0.0000% | $119344842.00      | $843588.88         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2059-02-25      | 1.4980%  | 0.0000% | $21158243.00       | $189529.16         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 2.5000%  | 0.0000% | $5647585.00        | $720688.64         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 4.0000%  | 0.0000% | $1976644.00        | $147475.01         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 2.5000%  | 0.0000% | $378169.00         | $42564.72          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 4.0000%  | 0.0000% | $3814102.00        | $380505.22         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 2.5000%  | 0.0000% | $100000.00         | $11828.79          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 2.5000%  | 0.0000% | $1484840.00        | $170007.37         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 2.5000%  | 0.0000% | $6038975.00        | $566376.59         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-11-25      | 1.8948%  | 0.0000% | $475897.00         | $23160.11          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 2.5000%  | 0.0000% | $1958924.00        | $247615.86         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-02-25      | 1.9280%  | 0.0000% | $100070.00         | $2394.67           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-05-25      | 2.5000%  | 0.0000% | $100000.00         | $9036.16           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-25      | 2.5000%  | 0.0000% | $50814000.00       | $4910182.14        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-06-25      | 3.0000%  | 0.0000% | $10731627.00       | $511383.78         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 1.8902%  | 0.0000% | $178492945.00      | $4711144.79        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-25      | 1.9108%  | 0.0000% | $137608095.00      | $3975299.34        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-25      | 2.5000%  | 0.0000% | $3380763.00        | $476184.18         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2061-03-25      | 1.6512%  | 0.0000% | $75671138.00       | $2499727.93        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 2.5000%  | 0.0000% | $991192.00         | $114624.91         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 2.0000%  | 0.0000% | $999996.00         | $102821.61         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | 6.0000%  | 0.0000% | $4934166.00        | $1004682.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | N/A      | 0.0000% | $3231808.00        | $1817901.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 2.8172%  | 0.0000% | $3740633.00        | $201729.01         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 3.9172%  | 0.0000% | $12909032.00       | $962093.95         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 1.8672%  | 0.0000% | $41562471.00       | $2597807.41        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 0.1000%  | 0.0000% | $51899016.00       | $143291.63         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 2.9172%  | 0.0000% | $6766906.00        | $494440.49         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.8972%  | 0.0000% | $132602843.00      | $4033807.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.8672%  | 0.0000% | $200000000.00      | $4825418.18        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 1.7172%  | 0.0000% | $100000.00         | $6283.82           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 1.7172%  | 0.0000% | $50515583.00       | $2348352.11        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 1.6572%  | 0.0000% | $6059984.00        | $306552.65         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 5.6328%  | 0.0000% | $11240.00          | $10184.13          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 2.8172%  | 0.0000% | $10455000.00       | $880575.53         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-08-25      | 5.5000%  | 0.0000% | $318183.00         | $37291.45          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-12-01      | 5.5000%  | 0.0000% | $63822621.00       | $172528.38         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-05-15      | 3.0000%  | 0.0000% | $30835000.00       | $10316.66          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-02-15      | 2.3018%  | 0.0000% | $200831.00         | $1925.03           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-09-15      | 3.5000%  | 0.0000% | $2841907.00        | $1775778.93        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-05-15      | 1.8494%  | 0.0000% | $119267492.00      | $477663.59         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-05-15      | 5.0000%  | 0.0000% | $33523223.00       | $495253.08         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-05-15      | 1.7518%  | 0.0000% | $92000000.00       | $1366217.70        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-07-15      | 1.8411%  | 0.0000% | $33816211.00       | $101991.40         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-08-15      | 1.7518%  | 0.0000% | $224463006.00      | $3887554.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-03-15      | 1.8552%  | 0.0000% | $114250767.00      | $925278.85         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 3.0000%  | 0.0000% | $50000045.00       | $4689281.81        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2034-01-25      | 3.7940%  | 0.0000% | $1000.00           | $964.50            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-12-25      | 1.2575%  | 0.0000% | $51143359.00       | $359357.51         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-01-25      | 1.1070%  | 0.0000% | $3519269.00        | $133534.38         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-05-25      | 4.0000%  | 0.0000% | $14678200.00       | $603601.05         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-06-25      | 2.5000%  | 0.0000% | $75454016.00       | $3623181.05        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $11342126.00       | $996724.46         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-06-25      | 2.0000%  | 0.0000% | $499995.00         | $51499.75          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $21574916.00       | $1757965.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 3.0000%  | 0.0000% | $817836.00         | $182409.44         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-10-25      | 2.5000%  | 0.0000% | $799997.00         | $80701.74          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 2.5000%  | 0.0000% | $3038880.00        | $270636.57         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-11-25      | 0.1537%  | 0.0000% | $15146496.00       | $180851.58         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 2.0000%  | 0.0000% | $1100000.00        | $122585.33         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | 1.5172%  | 0.0000% | $42358500.00       | $1317113.34        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 31.0409% | 0.0000% | $1231288.00        | $1408717.07        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 2.5000%  | 0.0000% | $2700000.00        | $286890.79         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-08-15      | 1.7883%  | 0.0000% | $58019200.00       | $2460769.25        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 2.1772%  | 0.0000% | $100000.00         | $6066.24           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 2.5000%  | 0.0000% | $670662.00         | $76815.41          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 1.8172%  | 0.0000% | $15000000.00       | $716674.36         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 2.3172%  | 0.0000% | $59243969.00       | $1485777.24        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 1.7172%  | 0.0000% | $41591340.00       | $2500738.98        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 1.7672%  | 0.0000% | $41320460.00       | $2501442.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 2.9172%  | 0.0000% | $28974766.00       | $1943684.35        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 2.9672%  | 0.0000% | $18477024.00       | $1298322.58        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 1.1672%  | 0.0000% | $200001.00         | $10333.72          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | N/A      | 0.0000% | $1184000.00        | $975050.05         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-12-01      | 4.0000%  | 0.0000% | $1967.00           | $59.59             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-08-01      | 4.0000%  | 0.0000% | $1730613.00        | $182010.76         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-09-01      | 4.5000%  | 0.0000% | $1216128.00        | $151783.97         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-01-01      | 6.3660%  | 0.0000% | $7001019.00        | $657814.26         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 4.0000%  | 0.0000% | $1000.00           | $170.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 3.4700%  | 0.0000% | $1000.00           | $578.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-01-01      | 4.5000%  | 0.0000% | $1104037.00        | $60857.06          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-01-01      | 4.5000%  | 0.0000% | $200000.00         | $31776.80          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-12-01      | 3.0000%  | 0.0000% | $32000.00          | $5949.40           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-07-01      | 4.0000%  | 0.0000% | $919123.00         | $146825.79         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-09-01      | 4.0000%  | 0.0000% | $100000.00         | $12385.89          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-10-01      | 5.0000%  | 0.0000% | $2375710.00        | $586392.94         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-12-01      | 3.5000%  | 0.0000% | $1000000.00        | $118543.54         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $8135277.00        | $504253.17         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-04-01      | 3.0000%  | 0.0000% | $666969.00         | $130145.58         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 5.9710%  | 0.0000% | $10000000.00       | $107442.24         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 6.5000%  | 0.0000% | $5792613.00        | $64983.94          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-07-01      | 5.9150%  | 0.0000% | $2249983.00        | $77005.96          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 6.5750%  | 0.0000% | $5590605.00        | $75143.17          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-07-01      | 6.6520%  | 0.0000% | $5093886.00        | $81564.81          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-10-01      | 5.7400%  | 0.0000% | $1322239.00        | $6356.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-06-01      | 6.1190%  | 0.0000% | $68017058.00       | $173048.35         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-03-01      | 6.1750%  | 0.0000% | $25065000.00       | $254838.22         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 7.5000%  | 0.0000% | $143932.00         | $153815.72         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 7.5000%  | 0.0000% | $1106382.00        | $842158.94         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 7.5000%  | 0.0000% | $170452.00         | $181543.65         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $999.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 4.6180%  | 0.0000% | $81669.00          | $63085.81          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-03-01      | 6.3650%  | 0.0000% | $2094151.00        | $28719.70          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-09-01      | 6.3450%  | 0.0000% | $2000000.00        | $40362.75          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-12-01      | 6.5000%  | 0.0000% | $1051.00           | $7.91              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $1024.00           | $591.15            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $2008.00           | $1890.69           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-05-20      | 7.0000%  | 0.0000% | $2008.00           | $1937.40           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 7.5000%  | 0.0000% | $1000.00           | $1074.98           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 4.5000%  | 0.0000% | $2009.00           | $1876.30           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $2000.00           | $2131.39           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1049.52           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 7.5000%  | 0.0000% | $1000.00           | $1079.79           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1006.00           | $1065.23           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1008.00           | $1067.35           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $2144.00           | $2015.98           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $2048.00           | $2001.35           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $1080.00           | $1068.83           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $2048.00           | $2047.61           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $3984.00           | $3995.96           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $3072.00           | $3093.92           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $1024.00           | $1022.58           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $1024.00           | $1042.46           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $2048.00           | $2111.61           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $1000.00           | $1000.80           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $1000.00           | $1010.65           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 4.5000%  | 0.0000% | $404900.00         | $397076.53         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-11-20      | 6.5000%  | 0.0000% | $1000.00           | $101.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2041-02-01      | 4.0000%  | 0.0000% | $555000.00         | $55931.25          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2044-07-01      | 3.5000%  | 0.0000% | $297722.00         | $62661.73          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-09-01      | 5.0000%  | 0.0000% | $164446.00         | $11987.73          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2028-01-01      | 6.0000%  | 0.0000% | $1500000.00        | $7816.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-08-01      | 3.5000%  | 0.0000% | $900000.00         | $66038.21          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-04-01      | 4.0000%  | 0.0000% | $1475000.00        | $239815.22         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-05-01      | 4.5000%  | 0.0000% | $600000.00         | $67624.16          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-11-01      | 4.5000%  | 0.0000% | $1153.00           | $121.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2031-08-01      | 7.5000%  | 0.0000% | $1095808.00        | $4642.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-06-01      | 4.0000%  | 0.0000% | $3011.00           | $334.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-01-01      | 4.5000%  | 0.0000% | $106000.00         | $24299.14          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-12-01      | 4.0000%  | 0.0000% | $23019114.00       | $3353920.32        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 3.0000%  | 0.0000% | $790000.00         | $392406.60         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.0000%  | 0.0000% | $8993.00           | $6912.63           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $7000.00           | $5098.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $211892.00         | $193984.86         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $812.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $1327482.00        | $1101083.39        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $877.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 2.5000%  | 0.0000% | $1549782.00        | $664614.08         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $52000.00          | $34491.07          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $638.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.5000%  | 0.0000% | $60000.00          | $46030.82          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 4.0000%  | 0.0000% | $1000.00           | $810.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $22000.00          | $17444.40          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 4.5000%  | 0.0000% | $139983.00         | $120639.44         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.0000%  | 0.0000% | $101000.00         | $93091.24          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.0000%  | 0.0000% | $45000.00          | $39503.68          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-11-01      | 1.2200%  | 0.0000% | $978676.00         | $784738.30         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-03-01      | 4.4500%  | 0.0000% | $1209700.00        | $1209408.86        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $177.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.0000%  | 0.0000% | $2000.00           | $1048.45           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $693.61            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.5000%  | 0.0000% | $99000.00          | $65239.86          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $296000.00         | $215467.38         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $2769752.00        | $2820727.61        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.0000%  | 0.0000% | $411150.00         | $388623.06         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-12-01      | 2.0000%  | 0.0000% | $100000.00         | $47795.05          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.0000%  | 0.0000% | $280465.00         | $181274.53         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 5.0000%  | 0.0000% | $8142199.00        | $6065918.94        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.5000%  | 0.0000% | $29000.00          | $23443.38          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 6.5000%  | 0.0000% | $400000.00         | $266375.62         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $825.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2044-07-01      | 5.5000%  | 0.0000% | $10000.00          | $7149.35           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.5000%  | 0.0000% | $796894.00         | $728636.83         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-06-01      | 5.0000%  | 0.0000% | $2200000.00        | $257100.24         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-10-01      | 3.6900%  | 0.0000% | $1219393.00        | $1172342.72        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-09-01      | 2.8900%  | 0.0000% | $345075.00         | $310207.36         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-11-01      | 2.4750%  | 0.0000% | $360283.00         | $328401.56         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-05-01      | 5.5000%  | 0.0000% | $30000.00          | $6647.15           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-04-01      | 6.7730%  | 0.0000% | $115000.00         | $21085.53          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 4.8420%  | 0.0000% | $2263720.00        | $1851242.10        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 4.1840%  | 0.0000% | $123308.00         | $114538.23         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 6.5040%  | 0.0000% | $206790.00         | $203043.74         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 3.0000%  | 0.0000% | $1000.00           | $431.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $596.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $97999.00          | $56056.32          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-12-01      | 5.3100%  | 0.0000% | $137420.00         | $144372.76         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $63131.00          | $29617.53          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $746.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $899999.00         | $579857.60         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $707.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1577492.00        | $1009252.45        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $979.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1578153.00        | $1295132.72        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-01-01      | 5.2800%  | 0.0000% | $150000.00         | $155588.40         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 5.0000%  | 0.0000% | $21912626.00       | $4032934.24        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $3594999.00        | $565737.87         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 5.5000%  | 0.0000% | $6715149.00        | $1233376.82        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 3.0000%  | 0.0000% | $50000.00          | $11828.93          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $3538832.00        | $1522465.86        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $383.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $42370.00          | $23725.94          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $27999.00          | $15427.66          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $9735280.00        | $7086008.45        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 5.0000%  | 0.0000% | $556364.00         | $486070.43         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $1008.00           | $804.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $1953366.00        | $1776723.31        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $2105374.00        | $1916559.43        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $47048.00          | $47453.82          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $1051.92           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 5.5000%  | 0.0000% | $78506244.00       | $19831997.61       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 3.0000%  | 0.0000% | $1004.00           | $184.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 5.0000%  | 0.0000% | $948966.00         | $222728.37         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $470.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $1165.00           | $545.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 4.5000%  | 0.0000% | $3726390.00        | $1755818.43        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-06-01      | 3.0000%  | 0.0000% | $71915.00          | $31762.29          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $629.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $95000.00          | $63255.31          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1819931.00        | $1474507.58        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $488890.00         | $359290.75         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 2.5000%  | 0.0000% | $109884.00         | $76983.73          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $7001.00           | $5135.21           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 3.0000%  | 0.0000% | $20000.00          | $15640.90          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 2.0000%  | 0.0000% | $38859.00          | $29352.74          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $1327736.00        | $1034016.03        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $825.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $168461.00         | $145577.86         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $94000.00          | $79525.88          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.0000%  | 0.0000% | $175000.00         | $170478.09         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $232895.00         | $202152.43         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1400139.00        | $1491712.88        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-03-01      | 7.2010%  | 0.0000% | $1500000.00        | $24567.00          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-02-01      | 6.1520%  | 0.0000% | $1500000.00        | $12156.73          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-07-01      | 6.0000%  | 0.0000% | $4237208.00        | $40717.92          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-10-01      | 6.0000%  | 0.0000% | $1063281.00        | $44199.71          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-10-01      | 4.5000%  | 0.0000% | $1000.00           | $25.46             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-01-01      | 4.0000%  | 0.0000% | $2441000.00        | $242528.44         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 5.0000%  | 0.0000% | $176201.00         | $12181.26          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 4.0000%  | 0.0000% | $1073419.00        | $114154.97         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $259323362.00      | $19496237.13       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $121875.00         | $9927.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $9243.00           | $5440.40           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $1871000.00        | $1159579.48        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $33000.00          | $20508.14          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $494011.00         | $68117.16          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 3.0000%  | 0.0000% | $32999.00          | $5852.93           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.5000%  | 0.0000% | $824999.00         | $413004.50         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $16015.00          | $7334.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 3.5000%  | 0.0000% | $17999.00          | $7225.23           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 2.5000%  | 0.0000% | $104000.00         | $73071.51          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $719702.00         | $516966.89         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $181000.00         | $132899.68         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 3.5000%  | 0.0000% | $16994.00          | $13226.33          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $14207.00          | $10822.06          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $7985.00           | $5739.72           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 4.0000%  | 0.0000% | $44000.00          | $37274.91          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $11371.00          | $9444.07           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 4.5000%  | 0.0000% | $7000.00           | $6460.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 3.5000%  | 0.0000% | $2319719.00        | $2078915.25        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 4.5000%  | 0.0000% | $2024.00           | $1981.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $1540624.00        | $1541188.90        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-03-01      | 5.0000%  | 0.0000% | $4702.00           | $126.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-11-01      | 4.5000%  | 0.0000% | $135000.00         | $13811.63          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $2083690.00        | $2032512.07        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $5796261.00        | $4892397.46        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $2000.00           | $1712.27           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $86026.00          | $72413.87          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $1003.00           | $992.59            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 7.0000%  | 0.0000% | $1149848.00        | $1070169.46        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $994.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.00           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $462328.00         | $461041.60         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $136436.00         | $142345.80         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $1100388.00        | $1121553.50        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1039.27           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $915.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.45           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $1008.00           | $1003.28           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1000.10           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $2027.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $2016.00           | $1950.67           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 7.0000%  | 0.0000% | $3000.00           | $3048.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.0000%  | 0.0000% | $4993402.00        | $4995232.91        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $6050524.00        | $6145355.88        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-03-20      | 6.3750%  | 0.0000% | $2974667.00        | $23801.84          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $1008.00           | $120.34            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-11-20      | 4.0000%  | 0.0000% | $1024.00           | $95.10             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-12-20      | 4.0000%  | 0.0000% | $1000.00           | $92.53             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $1000.00           | $334.66            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $2000.00           | $1146.04           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $2000.00           | $1552.28           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 4.0000%  | 0.0000% | $1008.00           | $756.82            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $1000.00           | $754.56            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $1000.00           | $778.53            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-02-20      | 4.5000%  | 0.0000% | $2160.00           | $1727.80           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $2000.00           | $1121.73           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1280.00           | $760.35            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $2048.00           | $1252.10           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $1120.00           | $919.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $200750.00         | $209285.78         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $814819.00         | $788961.17         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $782959.00         | $811836.83         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $86206.00          | $87911.61          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 3.0000%  | 0.0000% | $2424.00           | $558.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-05-01      | 6.4510%  | 0.0000% | $398000.00         | $36951.98          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 5.0000%  | 0.0000% | $3684346.00        | $859425.93         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $3842500.00        | $3445817.32        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $1516824.00        | $1297202.53        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $1078004.00        | $1039467.62        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 6.5000%  | 0.0000% | $1812085.00        | $1617442.10        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.5000%  | 0.0000% | $2418121.00        | $2102482.29        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $21000.00          | $21915.37          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $340584.00         | $347804.11         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $810840.00         | $802547.49         | Agency Mortgage-Backed Securities         |
| U.S. Treasury Bill                       | 2026-01-02      | N/A      | 0.0000% | $263600.00         | $261831.24         | U.S. Treasuries (including strips)        |
| U.S. Treasury Strip                      | 2047-08-15      | N/A      | 0.0000% | $5400.00           | $1912.97           | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2026-09-30      | 0.8750%  | 0.0000% | $413900.00         | $403566.66         | U.S. Treasuries (including strips)        |
| U.S. Treasury Strip                      | 2026-02-15      | N/A      | 0.0000% | $29.60             | $29.27             | U.S. Treasuries (including strips)        |

### Security 201: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.870000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1BM183, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1BM183_3.87_0409
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.8360%  | 0.0000% | $9711008.00        | $9891079.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $1021875.00        | $987791.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $2590665.00        | $2642434.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.0000%  | 0.0000% | $1456156.00        | $1460571.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.0000%  | 0.0000% | $3336780.00        | $3325910.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.0000%  | 0.0000% | $407137.00         | $392768.21         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1027.43           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.0000%  | 0.0000% | $314756.00         | $315094.72         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $75261.00          | $76213.02          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $1296752.00        | $1340926.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 7.0000%  | 0.0000% | $1157033.00        | $1222448.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $4784304.00        | $4839654.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $6249217.00        | $6390644.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $1228900.00        | $1245354.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.0000%  | 0.0000% | $9143.00           | $9177.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $1038023.00        | $1059610.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $1130876.00        | $1162026.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1872126.00        | $1951982.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $14053662.00       | $14443504.60       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $2270937.00        | $2326544.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $1222119.00        | $1272864.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $9815515.00        | $10186342.88       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.8310%  | 0.0000% | $712583.00         | $727919.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.2490%  | 0.0000% | $12780848.00       | $12521233.81       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 3.8270%  | 0.0000% | $1343742.00        | $1292661.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 3.0200%  | 0.0000% | $898945.00         | $837037.33         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.0000%  | 0.0000% | $9132521.00        | $9104625.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1217467.00        | $1282688.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $5012565.00        | $5011634.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $1142493.00        | $1165760.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $4454690.00        | $4512465.86        | Agency Mortgage-Backed Securities |

### Security 202: Bank of America NA

- **C.1 - Title:** Bank of America NA 3.870000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1BM1K6, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP1BM1K6_3.87_0409
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2045-09-01      | 2.0000%  | 0.0000% | $93461369.00       | $47591032.60       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $127377149.00      | $55408967.68       | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.030000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BNYQ5, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1BNYQ5_4.03_1107
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2042-11-15      | 2.7500%  | 0.0000% | $100.00            | $79.39             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-02-15      | 0.6250%  | 0.0000% | $142600.00         | $154063.93         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-11-15      | 4.0000%  | 0.0000% | $100.00            | $95.10             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-02-15      | 3.8750%  | 0.0000% | $3300.00           | $3049.90           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-05-15      | 3.8750%  | 0.0000% | $8427400.00        | $7857004.21        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-11-15      | 4.7500%  | 0.0000% | $384027900.00      | $399985741.15      | U.S. Treasuries (including strips) |

### Security 204: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 4.120000%
- **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: ARP1BQEW7, C.3 - LEI: G5GSEF7VJP5I, C.5 - Other ID: ARP1BQEW7_4.12_1107
- **C.18 - Value (incl. sponsor support):** $2200000000.00
- **C.18.a - Value (excl. sponsor support):** $2200000000.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2030-12-25      | 0.1000%  | 0.0000% | $50628655.00       | $201316.44         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-06-25      | N/A      | 0.0000% | $54067777.00       | $25685870.68       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-10-25      | 0.1000%  | 0.0000% | $62265384.00       | $416327.15         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-10-25      | N/A      | 0.0000% | $62265384.00       | $37511718.33       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 0.1000%  | 0.0000% | $1146002000.00     | $4403971.48        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 0.1000%  | 0.0000% | $262295816.00      | $1148418.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | N/A      | 0.0000% | $116457138.00      | $61701437.31       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-08-25      | 0.1000%  | 0.0000% | $984577000.00      | $4265733.45        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-08-25      | 0.1000%  | 0.0000% | $230951341.00      | $1074462.55        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 0.1000%  | 0.0000% | $1011328000.00     | $4638619.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 0.1000%  | 0.0000% | $253227997.00      | $1244193.73        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 0.1000%  | 0.0000% | $1017100000.00     | $4877318.24        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 0.1000%  | 0.0000% | $250300000.00      | $1262596.80        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-09-25      | 0.1529%  | 0.0000% | $214000000.00      | $4069943.29        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-01-15      | 3.5000%  | 0.0000% | $44045604.00       | $946683.77         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-12-15      | 3.0000%  | 0.0000% | $30592000.00       | $924599.54         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-05-15      | 4.5000%  | 0.0000% | $19469225.00       | $991141.99         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-11-15      | 5.0000%  | 0.0000% | $73211702.00       | $12672565.26       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-04-15      | 2.0000%  | 0.0000% | $10000000.00       | $1154215.91        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-01-25      | 2.0000%  | 0.0000% | $100000000.00      | $8662187.40        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-09-25      | 2.2027%  | 0.0000% | $250093527.00      | $2751178.58        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-10-25      | 1.8027%  | 0.0000% | $186086160.00      | $2484362.84        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-08-25      | 1.8027%  | 0.0000% | $44514530.00       | $1590386.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-06-25      | 3.5000%  | 0.0000% | $26646000.00       | $2573987.55        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 4.0000%  | 0.0000% | $50000000.00       | $3755703.42        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-25      | 3.0000%  | 0.0000% | $34000000.00       | $3695158.55        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 2.5000%  | 0.0000% | $117856800.00      | $9902367.56        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 2.5000%  | 0.0000% | $55000000.00       | $5808037.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-08-25      | 4.0000%  | 0.0000% | $61584249.00       | $5124928.20        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-05-25      | 4.0000%  | 0.0000% | $57947062.00       | $4462106.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-06-25      | 3.5000%  | 0.0000% | $41935638.00       | $3687912.56        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-07-25      | 3.1608%  | 0.0000% | $10999504.00       | $1629840.89        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-05-25      | 3.5000%  | 0.0000% | $75076104.00       | $6984307.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 3.0000%  | 0.0000% | $75593750.00       | $7989177.50        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-08-25      | 3.0000%  | 0.0000% | $111364000.00      | $11983111.91       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 3.0000%  | 0.0000% | $29457333.00       | $1911369.98        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-08-25      | 1.7672%  | 0.0000% | $50085972.00       | $3742527.56        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-08-25      | 1.1172%  | 0.0000% | $50477142.00       | $3408702.19        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-09-25      | 1.1172%  | 0.0000% | $60739852.00       | $4105522.77        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-07-25      | 1.7672%  | 0.0000% | $100000000.00      | $3034503.80        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-07-25      | 1.5172%  | 0.0000% | $47000000.00       | $2250112.32        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 2.1672%  | 0.0000% | $63461538.00       | $3549620.31        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | 2.0172%  | 0.0000% | $141356296.00      | $4385821.16        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | 2.6672%  | 0.0000% | $75000000.00       | $4061507.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | 2.2872%  | 0.0000% | $62302519.00       | $2754088.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 2.3172%  | 0.0000% | $100000000.00      | $2457543.76        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-06-25      | 4.0000%  | 0.0000% | $16086759.00       | $2877462.32        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 1.7172%  | 0.0000% | $73405076.00       | $2532870.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 2.0672%  | 0.0000% | $62000000.00       | $2436256.91        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 2.3672%  | 0.0000% | $100000000.00      | $2547465.56        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 2.9672%  | 0.0000% | $38559235.00       | $2171666.68        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 6.5000%  | 0.0000% | $39919303.00       | $4557385.08        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 1.6172%  | 0.0000% | $96642475.00       | $2754618.92        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 2.9672%  | 0.0000% | $45000000.00       | $3291242.98        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.9172%  | 0.0000% | $74000000.00       | $2399731.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 1.6172%  | 0.0000% | $100000000.00      | $2792672.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 2.9172%  | 0.0000% | $45841134.00       | $4749135.94        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 1.2172%  | 0.0000% | $135326134.00      | $4555469.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.5172%  | 0.0000% | $174753955.00      | $3873265.73        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 1.1172%  | 0.0000% | $77784860.00       | $2671265.02        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.3672%  | 0.0000% | $118341176.00      | $2509619.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 1.2172%  | 0.0000% | $49973910.00       | $2763847.82        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.9172%  | 0.0000% | $310000000.00      | $6934890.87        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.8672%  | 0.0000% | $125000000.00      | $3436157.19        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 1.6672%  | 0.0000% | $75000000.00       | $3333829.48        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 0.8672%  | 0.0000% | $200000000.00      | $4443798.17        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.8672%  | 0.0000% | $156000000.00      | $4444905.47        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 1.6672%  | 0.0000% | $47873146.00       | $3167898.69        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 1.3172%  | 0.0000% | $100000000.00      | $3476529.04        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 1.6672%  | 0.0000% | $72995812.00       | $4410685.47        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 1.7672%  | 0.0000% | $202044975.00      | $9414592.15        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 1.0672%  | 0.0000% | $204158667.00      | $7753912.41        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-07-25      | 1.6672%  | 0.0000% | $53036905.00       | $3961490.33        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-07-25      | N/A      | 0.0000% | $45957448.00       | $34683290.66       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 1.6172%  | 0.0000% | $136000000.00      | $9789801.15        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 2.3672%  | 0.0000% | $28822756.00       | $5022249.54        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 0.9172%  | 0.0000% | $115377154.00      | $3538254.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 1.1672%  | 0.0000% | $105485266.00      | $5767293.99        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-11-01      | 3.0000%  | 0.0000% | $38158553.00       | $940450.78         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-01      | 1.5000%  | 0.0000% | $20000000.00       | $1718536.76        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $17000000.00       | $1735979.50        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-07-25      | 2.0000%  | 0.0000% | $23640096.00       | $2547877.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-25      | 2.0000%  | 0.0000% | $15000000.00       | $1610060.62        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-04-25      | 2.5000%  | 0.0000% | $28642603.00       | $3989249.15        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-08-25      | 4.5000%  | 0.0000% | $33248274.00       | $5375178.36        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $11619075.00       | $1958899.94        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-01      | 2.0000%  | 0.0000% | $200611345.00      | $22567663.39       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-01      | 2.5000%  | 0.0000% | $25000000.00       | $2810160.81        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $118394156.00      | $16489949.54       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $183034888.00      | $27501662.47       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-05-01      | 4.5000%  | 0.0000% | $25469583.00       | $4737686.60        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $38192470.00       | $6948511.78        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-01      | 4.5000%  | 0.0000% | $21447567.00       | $4256085.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-03-25      | 4.5000%  | 0.0000% | $44006575.00       | $7950639.81        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-09-25      | 1.5172%  | 0.0000% | $273858212.00      | $9217367.92        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | 1.4172%  | 0.0000% | $200000000.00      | $6505426.76        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | 1.3672%  | 0.0000% | $110435000.00      | $3513832.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | 1.8672%  | 0.0000% | $75000000.00       | $2918575.00        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-07-25      | 4.0000%  | 0.0000% | $19000000.00       | $3624086.02        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-08-25      | 4.5000%  | 0.0000% | $20000000.00       | $3876187.17        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 1.6172%  | 0.0000% | $135500000.00      | $3671054.04        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | 4.0000%  | 0.0000% | $25496981.00       | $5096766.56        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | N/A      | 0.0000% | $52159495.00       | $34726279.15       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 2.5000%  | 0.0000% | $45000000.00       | $3791624.80        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-25      | 3.0000%  | 0.0000% | $22300000.00       | $2490081.60        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-09-25      | 4.0000%  | 0.0000% | $146323282.00      | $17674917.83       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 3.0000%  | 0.0000% | $107041666.00      | $11304772.39       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-07-25      | 3.0000%  | 0.0000% | $165881263.00      | $15234642.85       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-07-25      | 3.0000%  | 0.0000% | $19267988.00       | $2748479.76        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-25      | 3.0000%  | 0.0000% | $75425232.00       | $7975184.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 3.0000%  | 0.0000% | $168632893.00      | $15561965.21       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-25      | 3.5000%  | 0.0000% | $33691833.00       | $4057233.69        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-25      | 1.9172%  | 0.0000% | $50000000.00       | $3330087.67        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-12-25      | 1.3672%  | 0.0000% | $175000000.00      | $5625033.93        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-09-25      | 1.6172%  | 0.0000% | $79000000.00       | $2887526.09        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 2.2672%  | 0.0000% | $109913370.00      | $2766458.93        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 1.5672%  | 0.0000% | $73500000.00       | $2786191.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 2.9172%  | 0.0000% | $75000000.00       | $2990305.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 1.1472%  | 0.0000% | $125000000.00      | $4427234.54        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 1.5672%  | 0.0000% | $115000000.00      | $3210255.45        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 1.8172%  | 0.0000% | $30590447.00       | $2942578.29        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.8172%  | 0.0000% | $130000000.00      | $3677324.96        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.9172%  | 0.0000% | $282000000.00      | $6864986.12        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.8672%  | 0.0000% | $105000000.00      | $2485384.04        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 1.2172%  | 0.0000% | $66069423.00       | $2371350.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 1.0672%  | 0.0000% | $31150000.00       | $882094.65         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-10-25      | 0.5172%  | 0.0000% | $109568653.00      | $2495495.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 1.2172%  | 0.0000% | $200018224.00      | $6317275.74        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 1.6672%  | 0.0000% | $52913000.00       | $3308751.99        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 1.1672%  | 0.0000% | $44087837.00       | $2998372.50        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 1.8172%  | 0.0000% | $139195380.00      | $6842711.12        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.9672%  | 0.0000% | $80550000.00       | $3750139.03        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 1.3172%  | 0.0000% | $100000000.00      | $3385290.56        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 0.8172%  | 0.0000% | $114721404.00      | $4851694.66        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 0.8172%  | 0.0000% | $178080180.00      | $5794696.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 1.0672%  | 0.0000% | $241325752.00      | $10384640.57       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 2.9172%  | 0.0000% | $100000000.00      | $6907308.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 6.0000%  | 0.0000% | $4586146.00        | $704879.29         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 1.1172%  | 0.0000% | $75000000.00       | $2790099.84        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-04-25      | 1.6172%  | 0.0000% | $83012302.00       | $7697318.12        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 0.4872%  | 0.0000% | $80119749.00       | $2364354.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-06-15      | 1.6519%  | 0.0000% | $133333333.00      | $1579344.68        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-11-25      | 2.4795%  | 0.0000% | $1907000.00        | $85870.75          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 2.7718%  | 0.0000% | $2893000.00        | $376150.33         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 3.5000%  | 0.0000% | $95184517.00       | $7805455.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-01-25      | 3.0000%  | 0.0000% | $35859000.00       | $3593075.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 0.0972%  | 0.0000% | $173779557.00      | $3231581.69        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-11-25      | 2.0099%  | 0.0000% | $75137000.00       | $2985184.60        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-03-25      | 3.0000%  | 0.0000% | $35000000.00       | $2972622.35        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-04-25      | 2.2813%  | 0.0000% | $40934565.00       | $3110457.66        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-04-15      | 5.5000%  | 0.0000% | $3585309.00        | $176499.86         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-07-25      | 2.5000%  | 0.0000% | $38175343.00       | $2586544.78        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-07-25      | 4.0000%  | 0.0000% | $88600000.00       | $7654148.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-06-25      | 4.5000%  | 0.0000% | $53714422.00       | $3490907.11        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-06-25      | 1.8527%  | 0.0000% | $99019090.00       | $5412621.13        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 3.0000%  | 0.0000% | $50042183.00       | $4878301.08        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-03-25      | 2.0000%  | 0.0000% | $23155000.00       | $1713675.61        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 4.0000%  | 0.0000% | $79857336.00       | $5830200.56        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-11-25      | N/A      | 0.0000% | $5000000.00        | $3098830.00        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-01-25      | N/A      | 0.0000% | $124999999.00      | $109545.49         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-10-25      | N/A      | 0.0000% | $4057000.00        | $2816300.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-12-25      | 0.1000%  | 0.0000% | $451763997.00      | $226027.48         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-11-25      | N/A      | 0.0000% | $58656261.00       | $26153419.03       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-10-25      | 0.1000%  | 0.0000% | $703865000.00      | $3311545.41        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-06-25      | 0.3642%  | 0.0000% | $61500000.00       | $1620136.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-10-25      | 0.1000%  | 0.0000% | $767927000.00      | $4884459.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-12-16      | 4.5000%  | 0.0000% | $30913676.00       | $118719.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-20      | 4.5000%  | 0.0000% | $90954488.00       | $4496013.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-01-16      | 0.9024%  | 0.0000% | $104000000.00      | $1047639.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-16      | 1.0262%  | 0.0000% | $123000000.00      | $4533681.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-01-16      | 0.6180%  | 0.0000% | $25719162.00       | $677202.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-04-16      | 1.2989%  | 0.0000% | $80000000.00       | $5371141.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-01-16      | 0.8535%  | 0.0000% | $98000000.00       | $2607924.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-01-16      | 0.7937%  | 0.0000% | $114925136.00      | $3651607.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 4.5000%  | 0.0000% | $17410888.00       | $65544.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-05-16      | 0.9367%  | 0.0000% | $55000000.00       | $3717591.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-11-16      | 0.8545%  | 0.0000% | $119993468.00      | $7811191.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-16      | 1.0000%  | 0.0000% | $19960466.00       | $514872.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-16      | 1.0000%  | 0.0000% | $2661395.00        | $161124.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-03-16      | 0.8060%  | 0.0000% | $253401703.00      | $18390715.98       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-09-16      | 0.9309%  | 0.0000% | $49590410.00       | $4045984.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-16      | 0.9474%  | 0.0000% | $96176688.00       | $7729002.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-09-16      | 0.8454%  | 0.0000% | $143417941.00      | $10018470.76       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-07-16      | 0.7358%  | 0.0000% | $125000000.00      | $8823979.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-09-16      | 0.4817%  | 0.0000% | $205467400.00      | $11471162.16       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 1.0162%  | 0.0000% | $212000000.00      | $9308223.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.9662%  | 0.0000% | $200000000.00      | $8739957.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | N/A      | 0.0000% | $47661421.00       | $34566224.64       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 2.2162%  | 0.0000% | $71492130.00       | $6765357.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 1.7162%  | 0.0000% | $145036036.00      | $7231602.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 2.3162%  | 0.0000% | $50435334.00       | $5716823.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.3162%  | 0.0000% | $570000000.00      | $8047543.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.1162%  | 0.0000% | $130000000.00      | $6384273.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.7362%  | 0.0000% | $100000000.00      | $6925273.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.1162%  | 0.0000% | $151513329.00      | $2769815.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.7162%  | 0.0000% | $100000000.00      | $5796801.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 1.1162%  | 0.0000% | $90000000.00       | $3916206.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.5662%  | 0.0000% | $263000000.00      | $8863129.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-20      | 1.9545%  | 0.0000% | $96097941.00       | $2735498.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 4.0000%  | 0.0000% | $99902625.00       | $5763622.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 4.0000%  | 0.0000% | $110207694.00      | $5335026.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 3.5000%  | 0.0000% | $147929142.00      | $9243842.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 1.9045%  | 0.0000% | $96961925.00       | $4970180.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 1.9545%  | 0.0000% | $36250000.00       | $2831915.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | N/A      | 0.0000% | $100000000.00      | $97866.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $37673427.00       | $2698077.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 4.5000%  | 0.0000% | $39141711.00       | $2845723.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 1.9045%  | 0.0000% | $190928873.00      | $4899996.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 2.0545%  | 0.0000% | $75209809.00       | $4382268.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 1.9045%  | 0.0000% | $54871755.00       | $1412699.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-01-20      | 2.0545%  | 0.0000% | $66473586.00       | $2635188.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 2.0545%  | 0.0000% | $49592185.00       | $3126804.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $113088094.00      | $7645824.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 3.5000%  | 0.0000% | $66784000.00       | $6562862.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $37916667.00       | $3533296.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $95597556.00       | $8409639.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 3.5000%  | 0.0000% | $44016000.00       | $3347276.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.5000%  | 0.0000% | $37247719.00       | $2933597.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 5.0000%  | 0.0000% | $97454478.00       | $7964925.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $71997207.00       | $6391224.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $161401848.00      | $14075276.37       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 4.0000%  | 0.0000% | $55729944.00       | $4320753.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $82346955.00       | $8394433.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 4.0000%  | 0.0000% | $92753749.00       | $7598188.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 1.9045%  | 0.0000% | $54440000.00       | $2866673.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.1545%  | 0.0000% | $81131426.00       | $3732765.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 3.0000%  | 0.0000% | $85000000.00       | $6533137.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 3.0000%  | 0.0000% | $122499999.00      | $9167913.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.1545%  | 0.0000% | $48010223.00       | $2764661.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $37945748.00       | $2986929.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $41950213.00       | $3195315.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 2.1545%  | 0.0000% | $50000000.00       | $2871160.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $33000000.00       | $3982915.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 2.1545%  | 0.0000% | $126622035.00      | $9140621.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.1545%  | 0.0000% | $31827550.00       | $3202849.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | N/A      | 0.0000% | $293394414.00      | $2262301.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $53247092.00       | $4763804.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | N/A      | 0.0000% | $75820849.00       | $307991.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.0662%  | 0.0000% | $33162715.00       | $3979441.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 2.0662%  | 0.0000% | $21391519.00       | $2497434.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-07-20      | 4.5000%  | 0.0000% | $21179037.00       | $3576564.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 2.1962%  | 0.0000% | $80000000.00       | $3705533.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 1.3162%  | 0.0000% | $100000000.00      | $2500504.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.8162%  | 0.0000% | $42880594.00       | $2380760.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.2162%  | 0.0000% | $150000000.00      | $3104915.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.1662%  | 0.0000% | $100000000.00      | $3661561.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.9662%  | 0.0000% | $50000000.00       | $1541434.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.7662%  | 0.0000% | $136017000.00      | $6579792.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 4.0000%  | 0.0000% | $30879976.00       | $5210374.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $66052542.00       | $5249777.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $68463353.00       | $5714937.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 1.9045%  | 0.0000% | $73151725.00       | $7439691.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 4.0000%  | 0.0000% | $107857312.00      | $19252175.11       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-20      | 4.0000%  | 0.0000% | $23484380.00       | $3091970.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.8162%  | 0.0000% | $75000000.00       | $4231748.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-20      | 4.5000%  | 0.0000% | $95377161.00       | $10632855.22       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $37846775.00       | $4437532.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-20      | 3.5000%  | 0.0000% | $11597408.00       | $1069135.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 4.5000%  | 0.0000% | $8082783.00        | $767944.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $192635000.00      | $11815576.54       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | N/A      | 0.0000% | $171589114.00      | $904829.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $127866666.00      | $15359202.26       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 4.5000%  | 0.0000% | $61849019.00       | $6441234.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.1545%  | 0.0000% | $26227344.00       | $2960377.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $846400.00         | $847154.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $64957500.00       | $5114233.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $54213439.00       | $6205944.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $30000000.00       | $3184302.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.5000%  | 0.0000% | $40000000.00       | $3596824.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $100000000.00      | $5532806.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $227000000.00      | $15068897.10       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $133333333.00      | $6983864.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $97543246.00       | $1304933.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $65765005.00       | $305384.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 2.0545%  | 0.0000% | $53766308.00       | $5056692.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 4.0000%  | 0.0000% | $46845778.00       | $6753760.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $56943429.00       | $4943318.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $31000000.00       | $70309.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $20000000.00       | $41557.80          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 3.0000%  | 0.0000% | $45809602.00       | $5555137.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $30000000.00       | $122057.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-03-20      | 1.9545%  | 0.0000% | $50920532.00       | $4199709.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 1.9045%  | 0.0000% | $54720340.00       | $4556435.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $39920014.00       | $4725271.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $29775000.00       | $3319250.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 2.0662%  | 0.0000% | $200000000.00      | $7160519.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 2.9662%  | 0.0000% | $55620961.00       | $2972332.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-20      | 4.0000%  | 0.0000% | $30811165.00       | $3600306.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $28000000.00       | $3404134.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 1.9662%  | 0.0000% | $37500000.00       | $1839660.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 1.9662%  | 0.0000% | $51071341.00       | $2586255.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 1.4162%  | 0.0000% | $200000000.00      | $5704309.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 1.3762%  | 0.0000% | $100000000.00      | $2883211.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 1.8662%  | 0.0000% | $41420673.00       | $3038869.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 4.0000%  | 0.0000% | $56718489.00       | $9073493.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 1.9045%  | 0.0000% | $42604540.00       | $4159078.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 4.0000%  | 0.0000% | $45264805.00       | $7771198.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 1.9045%  | 0.0000% | $33283888.00       | $3225839.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 1.2162%  | 0.0000% | $85000000.00       | $3105611.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 2.9162%  | 0.0000% | $71250000.00       | $3826729.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 1.0862%  | 0.0000% | $50000000.00       | $1681505.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.2162%  | 0.0000% | $100500000.00      | $3132145.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 3.0162%  | 0.0000% | $80603656.00       | $5719667.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 3.0162%  | 0.0000% | $50000000.00       | $2486755.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 1.6162%  | 0.0000% | $66146366.00       | $3525086.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 3.1162%  | 0.0000% | $100000000.00      | $11178680.46       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-20      | 0.9662%  | 0.0000% | $250000000.00      | $3214471.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 1.0662%  | 0.0000% | $150000000.00      | $3829660.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.3662%  | 0.0000% | $34231517.00       | $2555025.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 1.0662%  | 0.0000% | $300000000.00      | $6315144.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-05-20      | 1.9045%  | 0.0000% | $151753785.00      | $13996301.40       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.2662%  | 0.0000% | $150000000.00      | $6728525.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 1.8162%  | 0.0000% | $137833334.00      | $5743761.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 1.8162%  | 0.0000% | $72100000.00       | $2745530.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 2.0162%  | 0.0000% | $27284020.00       | $3525433.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 1.7662%  | 0.0000% | $100000000.00      | $5567247.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-20      | 1.7162%  | 0.0000% | $265000000.00      | $4709739.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 1.7662%  | 0.0000% | $81995768.00       | $4097805.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.4662%  | 0.0000% | $44894518.00       | $4486449.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 1.7662%  | 0.0000% | $100000000.00      | $3420689.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.7427%  | 0.0000% | $170000000.00      | $3085038.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 2.1545%  | 0.0000% | $45451507.00       | $5772241.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 1.9045%  | 0.0000% | $173153683.00      | $19766825.34       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.2045%  | 0.0000% | $54503825.00       | $6549468.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.5295%  | 0.0000% | $21566888.00       | $3037517.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 1.9045%  | 0.0000% | $93915748.00       | $10209550.69       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 1.9045%  | 0.0000% | $44500075.00       | $4892432.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.8362%  | 0.0000% | $84347826.00       | $7305271.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.0162%  | 0.0000% | $268702694.00      | $9829978.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.8162%  | 0.0000% | $100000000.00      | $4237712.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.5162%  | 0.0000% | $100000000.00      | $4615304.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.5162%  | 0.0000% | $80000000.00       | $2959089.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.1462%  | 0.0000% | $195000000.00      | $7380120.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.8662%  | 0.0000% | $75000000.00       | $4516935.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 2.5162%  | 0.0000% | $66820527.00       | $7212870.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.7062%  | 0.0000% | $100000000.00      | $5351776.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.4162%  | 0.0000% | $70000000.00       | $3315292.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.6662%  | 0.0000% | $100000000.00      | $3478257.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.3162%  | 0.0000% | $200000000.00      | $4537514.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0162%  | 0.0000% | $250000000.00      | $2421305.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.7162%  | 0.0000% | $100000000.00      | $2681017.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.2362%  | 0.0000% | $250000000.00      | $9164181.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.3162%  | 0.0000% | $129491602.00      | $4528784.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.8662%  | 0.0000% | $132025496.00      | $5536199.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.3162%  | 0.0000% | $300000000.00      | $12249649.84       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.2662%  | 0.0000% | $67782608.00       | $3090322.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.7162%  | 0.0000% | $200000000.00      | $5998470.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $74872830.00       | $6693559.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.7162%  | 0.0000% | $130000000.00      | $3404851.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.2162%  | 0.0000% | $100000000.00      | $2682426.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.0962%  | 0.0000% | $320000000.00      | $8441082.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 2.4662%  | 0.0000% | $92045335.00       | $8027819.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.4162%  | 0.0000% | $40000000.00       | $3350370.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.7062%  | 0.0000% | $100000000.00      | $6404156.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 1.7412%  | 0.0000% | $200000000.00      | $12700200.90       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.2573%  | 0.0000% | $253000000.00      | $3540149.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.4162%  | 0.0000% | $78965220.00       | $2561291.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.1662%  | 0.0000% | $100000000.00      | $3259242.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 1.7162%  | 0.0000% | $267283678.00      | $24283790.72       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $14655955.00       | $2923043.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.0962%  | 0.0000% | $190000000.00      | $8038820.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.0162%  | 0.0000% | $250000000.00      | $4538234.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.7662%  | 0.0000% | $210000000.00      | $6360876.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.0662%  | 0.0000% | $200000000.00      | $3369169.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.7662%  | 0.0000% | $115612010.00      | $2696182.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.1662%  | 0.0000% | $93000000.00       | $5802662.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 2.9162%  | 0.0000% | $75000000.00       | $6290252.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.2662%  | 0.0000% | $94847634.00       | $2241563.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $20314497.00       | $2920484.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 3.0162%  | 0.0000% | $91390760.00       | $7004737.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $57515471.00       | $7806308.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.9162%  | 0.0000% | $170000000.00      | $7139259.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.2162%  | 0.0000% | $292500000.00      | $3601469.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.9662%  | 0.0000% | $60000000.00       | $3067015.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.1162%  | 0.0000% | $100000000.00      | $4255373.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 1.9045%  | 0.0000% | $60176659.00       | $7268620.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.9162%  | 0.0000% | $165039690.00      | $7017993.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.9662%  | 0.0000% | $106176411.00      | $3001447.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 2.0045%  | 0.0000% | $28890599.00       | $3050963.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $79204044.00       | $12614719.65       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 1.5162%  | 0.0000% | $38111500.00       | $879503.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 2.1662%  | 0.0000% | $138461541.00      | $6425845.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 2.2162%  | 0.0000% | $250000000.00      | $12886890.15       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 2.0662%  | 0.0000% | $5170476.00        | $615027.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 2.1462%  | 0.0000% | $200000000.00      | $3909574.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 1.8745%  | 0.0000% | $50308129.00       | $4965235.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 1.9045%  | 0.0000% | $87954727.00       | $8728877.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 1.9045%  | 0.0000% | $97582703.00       | $9296730.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 1.9045%  | 0.0000% | $113975590.00      | $11487887.76       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 1.9045%  | 0.0000% | $109490422.00      | $10661726.10       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-04-15      | 5.7400%  | 0.0000% | $147002.00         | $150583.61         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2066-12-15      | 5.7800%  | 0.0000% | $1000.00           | $1037.09           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2063-08-15      | 3.8300%  | 0.0000% | $140359.00         | $129513.59         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2064-10-15      | 4.3400%  | 0.0000% | $444000.00         | $439286.35         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2059-11-15      | 5.0000%  | 0.0000% | $614647.00         | $616407.04         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2064-06-15      | 5.3200%  | 0.0000% | $206300.00         | $211399.31         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2067-05-15      | 5.1800%  | 0.0000% | $1000.00           | $1002.37           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2064-03-15      | 6.9500%  | 0.0000% | $569499.00         | $604576.53         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2066-02-15      | 5.6900%  | 0.0000% | $1095252.00        | $1144767.98        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2059-07-15      | 5.5500%  | 0.0000% | $514000.00         | $530600.96         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2058-10-15      | 5.8500%  | 0.0000% | $32500.00          | $33966.23          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2059-09-15      | 5.2700%  | 0.0000% | $449000.00         | $456735.05         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2059-04-15      | 5.2800%  | 0.0000% | $649000.00         | $658733.86         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2059-09-15      | 5.4800%  | 0.0000% | $570000.00         | $588383.44         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-01-15      | 5.3800%  | 0.0000% | $750000.00         | $770955.53         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2059-09-15      | 5.2000%  | 0.0000% | $647000.00         | $654912.74         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2059-09-15      | 5.2000%  | 0.0000% | $1000.00           | $1012.23           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2059-10-15      | 4.2000%  | 0.0000% | $799000.00         | $757776.90         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2059-11-15      | 5.1700%  | 0.0000% | $750000.00         | $758544.64         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2059-11-15      | 4.9800%  | 0.0000% | $647000.00         | $647754.24         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2059-11-15      | 4.9800%  | 0.0000% | $648000.00         | $648755.41         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-03-15      | 5.9000%  | 0.0000% | $700000.00         | $744832.67         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2067-07-15      | 6.1400%  | 0.0000% | $1292707.00        | $1397467.54        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $1000.00           | $994.75            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $1008.00           | $1027.25           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $9094.00           | $8887.92           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $4551776.00        | $4761016.62        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $1001.00           | $1020.05           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $1473510.00        | $1501143.62        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1000.00           | $1020.12           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $2426624.00        | $2298457.09        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $43717408.00       | $41106963.11       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $32452.00          | $29317.08          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 4.5000%  | 0.0000% | $1000.00           | $967.96            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 4.5000%  | 0.0000% | $822955.00         | $802244.75         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 4.5000%  | 0.0000% | $75903661.00       | $74330449.16       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $1000.00           | $1032.54           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $1000.00           | $1019.73           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1108214.00        | $1165140.75        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-08-15      | 6.5000%  | 0.0000% | $3969307.00        | $20110.22          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-12-20      | 5.5000%  | 0.0000% | $1000.00           | $14.79             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-12-20      | 3.5000%  | 0.0000% | $1000.00           | $72.37             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-11-20      | 3.0000%  | 0.0000% | $1000.00           | $59.31             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-01-20      | 4.0000%  | 0.0000% | $40148000.00       | $2197650.36        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-10-15      | 6.0000%  | 0.0000% | $1000.00           | $3.45              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-09-15      | 6.5000%  | 0.0000% | $1000.00           | $19.33             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-06-15      | 5.5000%  | 0.0000% | $1000.00           | $11.10             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-11-15      | 5.5000%  | 0.0000% | $9543320.00        | $29484.93          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-03-15      | 2.5000%  | 0.0000% | $59115.00          | $18470.86          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $19112192.00       | $12199151.46       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-07-20      | 3.0000%  | 0.0000% | $1000.00           | $671.11            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-04-20      | 4.5000%  | 0.0000% | $1000.00           | $935.83            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-10-15      | 3.0000%  | 0.0000% | $19362240.00       | $3350166.87        | Agency Mortgage-Backed Securities         |

### Security 205: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.070000%
- **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: ARP1BQEX5, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1BQEX5_4.07_1107
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2043-07-15      | 3.0000%  | 0.0000% | $3014392.00        | $288788.13         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-04-20      | 3.0000%  | 0.0000% | $1122886.00        | $532784.85         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-09-20      | 6.5000%  | 0.0000% | $1107.00           | $1145.16           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $1929748.00        | $1650841.76        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-07-20      | 6.5000%  | 0.0000% | $5860.00           | $6056.68           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-06-20      | 7.0000%  | 0.0000% | $703860.00         | $727227.67         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-08-20      | 6.5000%  | 0.0000% | $925682.00         | $957590.87         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-08-20      | 7.0000%  | 0.0000% | $279580.00         | $289082.18         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-06-20      | 7.0000%  | 0.0000% | $4450.00           | $4601.25           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $5932.00           | $6198.93           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 3.5000%  | 0.0000% | $2840656.00        | $2548951.34        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-09-20      | 6.5000%  | 0.0000% | $9164.00           | $9464.65           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $6040.00           | $6313.66           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $6528.00           | $6734.31           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-05-15      | 5.5000%  | 0.0000% | $7260.00           | $7520.58           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-08-15      | 5.7300%  | 0.0000% | $2475000.00        | $2611570.71        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-10-15      | 5.6600%  | 0.0000% | $5180.00           | $5445.94           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $6210.00           | $6389.48           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $47216.00          | $48510.03          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $4288424.00        | $4314986.26        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $9239.00           | $9690.59           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $177763.00         | $184316.71         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $759334.00         | $763301.04         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $6550.00           | $6836.91           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $6735.00           | $6929.07           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $6288.00           | $6556.84           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $3560.00           | $3639.36           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-06-15      | 5.8400%  | 0.0000% | $583805.00         | $619982.18         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-05-20      | 3.5000%  | 0.0000% | $172801.00         | $155668.35         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $7365376.00        | $7683211.34        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-09-15      | 5.4500%  | 0.0000% | $3496040.00        | $3630537.15        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2075-09-20      | 5.6020%  | 0.0000% | $6368.00           | $6891.95           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-10-15      | 4.7000%  | 0.0000% | $7000.00           | $6906.77           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $6584.00           | $6887.90           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $450828.00         | $455029.65         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1623692.00        | $1690348.89        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $117030.00         | $122640.66         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1295244.00        | $1355022.28        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 4.5000%  | 0.0000% | $9408.00           | $9176.53           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-09-20      | 3.0000%  | 0.0000% | $1383214.00        | $1224664.72        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $681591.00         | $691127.86         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $5484.00           | $5731.70           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $18309248.00       | $19121401.11       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $399934.00         | $418774.52         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $15163056.00       | $15846757.87       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2063-11-20      | 3.5000%  | 0.0000% | $168100.00         | $151364.06         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1245030.00        | $1286826.90        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $9124.00           | $9430.31           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $6616.00           | $6823.94           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1537.00           | $1598.04           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $2606776.00        | $2686394.76        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $6686.00           | $6943.61           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $5942216.00        | $6141696.19        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $6136.00           | $6423.60           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $12657.00          | $12925.89          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $6764.00           | $6900.11           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $3085728.00        | $3118382.48        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $6660.00           | $6877.02           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $10944.00          | $11458.30          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $6014632.00        | $6076014.51        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2673100.00        | $2801119.21        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $6680.00           | $6889.95           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $7321.00           | $7541.58           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $3674.00           | $3900.71           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2333028.00        | $2447060.76        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-09-20      | 6.5000%  | 0.0000% | $1038446.00        | $1086758.03        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $6624.00           | $6934.51           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $1125040.00        | $1164285.90        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $6580.00           | $6895.12           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1167176.00        | $1223069.33        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $7630256.00        | $7886411.32        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1785198.00        | $1870685.18        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $8926.00           | $9113.84           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $2884.00           | $2982.69           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $6674.00           | $6928.66           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $3670900.00        | $3784029.80        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $6304.00           | $6515.63           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $5342920.00        | $5404947.74        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 6.5000%  | 0.0000% | $8913.00           | $6378.59           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $8218.00           | $6855.99           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $6912.00           | $6910.66           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-07-20      | 5.0000%  | 0.0000% | $3263.00           | $3184.54           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $6656.00           | $6882.50           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 2.0000%  | 0.0000% | $8137.00           | $6773.78           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $129232.00         | $135068.13         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-06-15      | 5.9700%  | 0.0000% | $897008.00         | $957915.37         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $3928.00           | $4059.87           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $6254.00           | $6489.78           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $10130.00          | $10333.84          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $6656.00           | $6877.41           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $20914.00          | $22123.05          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-02-15      | 4.5000%  | 0.0000% | $224540.00         | $6916.32           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-02-15      | 5.5000%  | 0.0000% | $30689.00          | $288.55            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2031-04-20      | 7.0000%  | 0.0000% | $459990.00         | $513.90            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2037-08-20      | 5.5000%  | 0.0000% | $1230902.00        | $13333.99          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-02-20      | 5.0200%  | 0.0000% | $4416.00           | $80.87             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-04-15      | 5.5000%  | 0.0000% | $1333958.00        | $72842.19          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-09-20      | 5.5000%  | 0.0000% | $73946.00          | $6881.96           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-01-20      | 3.0000%  | 0.0000% | $379090.00         | $178519.82         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-05-15      | 5.5000%  | 0.0000% | $649808.00         | $6880.56           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-09-20      | 3.0000%  | 0.0000% | $32763.00          | $4186.90           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-10-20      | 3.5000%  | 0.0000% | $14436.00          | $1745.38           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $1667102.00        | $199016.71         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-04-20      | 3.0000%  | 0.0000% | $44114.00          | $6893.35           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-11-20      | 3.5000%  | 0.0000% | $38050.00          | $4629.46           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-04-20      | 4.0000%  | 0.0000% | $83997.00          | $6580.47           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-04-20      | 4.5000%  | 0.0000% | $37240.00          | $6882.57           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 2.0000%  | 0.0000% | $4656.00           | $2974.39           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $492992.00         | $254082.71         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $54852800.00       | $31433116.51       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $23040.00          | $13463.68          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $6682.00           | $6880.38           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-08-20      | 6.5000%  | 0.0000% | $323392.00         | $334293.85         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-10-15      | 5.5100%  | 0.0000% | $4500000.00        | $4680061.50        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2075-08-20      | 6.5250%  | 0.0000% | $3972176.00        | $4218440.49        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $4643248.00        | $4861600.55        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2989190.00        | $3137638.16        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $3214636.00        | $3367197.70        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $7030.00           | $7330.30           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2026-07-29      | 1.0600%  | 0.0000% | $20000000.00       | $19646417.78       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2026-07-30      | 0.8700%  | 0.0000% | $21740000.00       | $21310591.52       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2027-02-25      | 2.0000%  | 0.0000% | $25710000.00       | $25172318.20       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2027-09-10      | 4.1250%  | 0.0000% | $315000.00         | $319471.98         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2025-12-03      | 4.2800%  | 0.0000% | $21565000.00       | $21712757.39       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-09-01      | 6.0000%  | 0.0000% | $17949.00          | $194.44            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-07-01      | 2.5000%  | 0.0000% | $27240.00          | $6828.47           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $644.85            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 7.0000%  | 0.0000% | $25600.00          | $12615.51          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $927.58            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $691.08            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-01-01      | 2.0000%  | 0.0000% | $6921.00           | $3855.56           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 1.5000%  | 0.0000% | $9420.00           | $5232.34           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 6.0000%  | 0.0000% | $8836.00           | $6799.43           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2035-09-10      | 1.7300%  | 0.0000% | $6026000.00        | $4751686.80        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2036-03-07      | 2.1500%  | 0.0000% | $4702000.00        | $3800556.07        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2027-01-13      | 0.6800%  | 0.0000% | $40000.00          | $38657.36          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2036-05-05      | 2.3900%  | 0.0000% | $2000.00           | $1668.27           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2031-12-09      | 1.6250%  | 0.0000% | $19999000.00       | $17554516.67       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2028-06-08      | 3.7800%  | 0.0000% | $20000000.00       | $20160300.00       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-09-01      | 5.0000%  | 0.0000% | $9504.00           | $9422.83           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2027-08-26      | 4.0000%  | 0.0000% | $8377000.00        | $8479971.95        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2027-09-13      | 4.1900%  | 0.0000% | $1000.00           | $1001.25           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-05-13      | 5.0000%  | 0.0000% | $50000000.00       | $51072666.67       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2028-05-23      | 4.4900%  | 0.0000% | $140000000.00      | $141711772.22      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2026-01-28      | 0.5500%  | 0.0000% | $1000.00           | $993.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-04-01      | 6.5000%  | 0.0000% | $1245183.00        | $550.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-02-01      | 6.5000%  | 0.0000% | $87246.00          | $1124.44           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-08-01      | 8.5000%  | 0.0000% | $917504.00         | $494.73            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2026-02-01      | 3.5000%  | 0.0000% | $4395008.00        | $4039.89           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-05-01      | 3.5000%  | 0.0000% | $20270.00          | $2866.62           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2028-08-01      | 2.0000%  | 0.0000% | $11714.00          | $575.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-07-01      | 3.5000%  | 0.0000% | $96688.00          | $6847.89           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-08-01      | 3.5000%  | 0.0000% | $66398.00          | $6237.88           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-05-01      | 3.5000%  | 0.0000% | $3116.00           | $2882.51           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-02-01      | 3.5000%  | 0.0000% | $49974.00          | $4066.06           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $9326.00           | $6331.35           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $20416.00          | $15277.29          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 7.0000%  | 0.0000% | $2688.00           | $1158.88           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $7510.00           | $5728.18           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 6.5000%  | 0.0000% | $10880.00          | $7167.94           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 5.0000%  | 0.0000% | $4560.00           | $4246.86           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $5152.00           | $5303.66           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 6.5000%  | 0.0000% | $1024.00           | $702.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-12-01      | 4.0000%  | 0.0000% | $7105.00           | $5805.92           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $6300.00           | $6016.42           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 7.0000%  | 0.0000% | $7120.00           | $6858.21           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-09-01      | 6.5000%  | 0.0000% | $10190.00          | $188.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-12-01      | 4.5000%  | 0.0000% | $94478.00          | $6329.35           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-12-01      | 2.0000%  | 0.0000% | $11300.00          | $5716.61           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 7.0000%  | 0.0000% | $3840.00           | $1878.03           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-03-01      | 1.5000%  | 0.0000% | $10816.00          | $6631.64           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 7.0000%  | 0.0000% | $4800.00           | $2368.49           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 4.0000%  | 0.0000% | $79955.00          | $73628.24          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 7.0000%  | 0.0000% | $5796.00           | $5567.88           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-10-01      | 6.0000%  | 0.0000% | $463780.00         | $6933.76           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 7.0000%  | 0.0000% | $135780.00         | $80058.20          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.0000%  | 0.0000% | $6916.00           | $6939.28           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $2368.00           | $2324.41           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $6600.00           | $6877.33           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 4.0460%  | 0.0000% | $1000.00           | $978.67            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-08-01      | 4.6000%  | 0.0000% | $4604.00           | $4475.25           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $1040.05           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-05-15      | 3.0000%  | 0.0000% | $25000.00          | $3604.10           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-09-15      | 3.0000%  | 0.0000% | $77808.00          | $6094.20           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-06-20      | 3.5000%  | 0.0000% | $22246.00          | $1527.48           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 2.0000%  | 0.0000% | $10624.00          | $6640.84           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-08-20      | 4.5000%  | 0.0000% | $1356399.00        | $809559.57         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $11200.00          | $7065.83           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 4.0000%  | 0.0000% | $2399990.00        | $1631508.48        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-07-20      | 3.0000%  | 0.0000% | $2991.00           | $2007.26           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-07-20      | 4.5000%  | 0.0000% | $199996.00         | $150674.38         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 6.0000%  | 0.0000% | $12732.00          | $6938.69           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-10-20      | 3.5000%  | 0.0000% | $500000.00         | $377727.80         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-12-20      | 6.0000%  | 0.0000% | $2946528.00        | $1664240.26        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $9302.00           | $6871.27           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 4.5000%  | 0.0000% | $59994.00          | $56758.75          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 6.0000%  | 0.0000% | $8900.00           | $6936.17           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $200000.00         | $128435.87         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $44971.00          | $32654.52          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 4.5000%  | 0.0000% | $1000.00           | $884.24            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-10-20      | 4.5000%  | 0.0000% | $101671.00         | $90829.17          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-10-20      | 5.5000%  | 0.0000% | $1000000.00        | $799894.15         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $32768.00          | $14103.55          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 5.0000%  | 0.0000% | $4000.00           | $3698.13           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-01-15      | 4.0000%  | 0.0000% | $11970.00          | $5317.47           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-09-15      | 5.6650%  | 0.0000% | $447818.00         | $470671.50         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Strip                      | 2037-02-15      | N/A      | 0.0000% | $300.00            | $188.39            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2045-08-15      | N/A      | 0.0000% | $100.00            | $39.26             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2028-08-15      | 5.5000%  | 0.0000% | $2500.00           | $2655.24           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-08-15      | 1.7500%  | 0.0000% | $100.00            | $68.89             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2037-11-15      | N/A      | 0.0000% | $981.30            | $575.06            | U.S. Treasuries (including strips) |

### Security 206: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 4.050000%
- **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: ARP1BSVV6, C.3 - LEI: G5GSEF7VJP5I, C.5 - Other ID: ARP1BSVV6_4.05_1107
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2047-06-20      | 4.0000%  | 0.0000% | $117070880.00      | $11494451.72       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-03-20      | 4.0000%  | 0.0000% | $4000.00           | $329.88            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-20      | 4.0000%  | 0.0000% | $152560086.00      | $12628715.77       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-06-20      | 3.0000%  | 0.0000% | $91373000.00       | $12622055.42       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $172513792.00      | $85965570.42       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $67642124.00       | $45605483.59       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $72115820.00       | $47377071.06       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $280104525.00      | $176711586.99      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 5.5000%  | 0.0000% | $51422953.00       | $39866684.85       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 4.5000%  | 0.0000% | $55933951.00       | $52384779.34       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-12-15      | 5.7800%  | 0.0000% | $13931376.00       | $14448072.17       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 4.0000%  | 0.0000% | $25515986.00       | $23422951.37       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 4.5000%  | 0.0000% | $39861200.00       | $37256150.08       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-01-15      | 5.6000%  | 0.0000% | $650000.00         | $676313.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-05-15      | 5.1800%  | 0.0000% | $739553.00         | $741303.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2058-09-15      | 5.7300%  | 0.0000% | $22500.00          | $23310.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2058-12-15      | 5.9600%  | 0.0000% | $22500.00          | $23600.03          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-08-15      | 5.6800%  | 0.0000% | $4517075.00        | $4749539.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-01-15      | 5.6400%  | 0.0000% | $22500.00          | $23255.14          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-10-15      | 5.3900%  | 0.0000% | $750000.00         | $769903.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-07-15      | 5.7500%  | 0.0000% | $4055839.00        | $4252152.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-09-15      | 5.4700%  | 0.0000% | $570000.00         | $588009.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-10-15      | 6.0600%  | 0.0000% | $800000.00         | $858782.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-01-15      | 5.8400%  | 0.0000% | $278226.00         | $294358.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $4894860.00        | $3684922.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-11-15      | 5.2300%  | 0.0000% | $650000.00         | $660213.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-06-15      | 5.5700%  | 0.0000% | $37901.00          | $38831.07          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-09-15      | 5.8300%  | 0.0000% | $3269582.00        | $3443181.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-11-15      | 4.9800%  | 0.0000% | $649000.00         | $649756.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-04-15      | 5.7700%  | 0.0000% | $650000.00         | $685970.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-08-15      | 6.1200%  | 0.0000% | $2239200.00        | $2420033.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-09-15      | 5.3100%  | 0.0000% | $11077865.00       | $11389101.74       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-04-15      | 5.7500%  | 0.0000% | $3095625.00        | $3227129.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-06-15      | 5.9400%  | 0.0000% | $800000.00         | $855576.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 6.5000%  | 0.0000% | $1246.00           | $1285.51           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $288173.00         | $300797.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 6.5000%  | 0.0000% | $1174095.00        | $1212541.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 5.5300%  | 0.0000% | $800000.00         | $833217.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 4.8000%  | 0.0000% | $10324000.00       | $10263346.50       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-09-15      | 5.5800%  | 0.0000% | $11862500.00       | $12347649.39       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $9862608.00        | $10315956.01       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-09-15      | 6.0000%  | 0.0000% | $8742175.00        | $9231072.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 6.5000%  | 0.0000% | $9884766.00        | $10221537.14       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-09-15      | 4.6300%  | 0.0000% | $11456200.00       | $11260329.79       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $7040124.00        | $7182653.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $6419.00           | $6715.44           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $3994192.00        | $3826686.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 5.0000%  | 0.0000% | $16196000.00       | $15715636.82       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $153066.00         | $146233.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.0000%  | 0.0000% | $31218855.00       | $30815893.08       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-07-20      | 5.0000%  | 0.0000% | $11161551.00       | $10893158.09       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $272397.00         | $283596.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $382737.00         | $394541.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $4791435.00        | $4597435.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-06-15      | 5.9700%  | 0.0000% | $799286.00         | $853557.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $1000.00           | $1045.30           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $11453436.00       | $11946880.83       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-03-15      | 4.5000%  | 0.0000% | $1221396.00        | $80148.58          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-08-20      | 5.0000%  | 0.0000% | $12000000.00       | $475493.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-05-15      | 4.0000%  | 0.0000% | $206594.00         | $21454.27          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 6.0000%  | 0.0000% | $1622779.00        | $1185784.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $15000000.00       | $11441413.61       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 4.0000%  | 0.0000% | $10897425.00       | $8260850.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-06-20      | 4.5000%  | 0.0000% | $133400.00         | $6561.68           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-03-15      | 6.0000%  | 0.0000% | $904270.00         | $39210.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-07-15      | 5.0000%  | 0.0000% | $1744060.00        | $38445.71          | Agency Mortgage-Backed Securities |

### Security 207: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.040000%
- **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: ARP1BU4S8, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1BU4S8_4.04_1107
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2048-10-20      | 5.0000%  | 0.0000% | $31842592.00       | $2212787.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-10-20      | 5.5000%  | 0.0000% | $847610.00         | $70528.81          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-11-20      | 3.5000%  | 0.0000% | $922855.00         | $112281.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-11-20      | 3.5000%  | 0.0000% | $11021423.00       | $1340952.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-11-20      | 4.0000%  | 0.0000% | $3799315.00        | $352849.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-11-20      | 4.5000%  | 0.0000% | $2072305.00        | $155458.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-11-20      | 5.0000%  | 0.0000% | $32347125.00       | $1965480.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-12-20      | 3.5000%  | 0.0000% | $6214887.00        | $736705.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-12-20      | 4.0000%  | 0.0000% | $5886667.00        | $544681.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-12-20      | 4.5000%  | 0.0000% | $10742664.00       | $733586.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-12-20      | 5.0000%  | 0.0000% | $228573146.00      | $14162715.24       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-12-20      | 5.5000%  | 0.0000% | $29295298.00       | $2172866.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-01-20      | 5.5000%  | 0.0000% | $5445000.00        | $420589.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-01-20      | 3.0000%  | 0.0000% | $576000.00         | $115358.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-01-20      | 3.5000%  | 0.0000% | $1169218.00        | $153517.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-01-20      | 4.5000%  | 0.0000% | $34414087.00       | $2257901.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-01-20      | 5.0000%  | 0.0000% | $34460637.00       | $2057765.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-02-20      | 3.5000%  | 0.0000% | $2183849.00        | $225360.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-02-20      | 4.0000%  | 0.0000% | $48561656.00       | $3877604.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-02-20      | 4.5000%  | 0.0000% | $6427840.00        | $475791.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-02-20      | 4.5000%  | 0.0000% | $33455145.00       | $2476366.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-01-20      | 5.0000%  | 0.0000% | $7412000.00        | $490594.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-02-20      | 5.5000%  | 0.0000% | $39648000.00       | $3428128.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-03-20      | 3.5000%  | 0.0000% | $1620172.00        | $146132.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-03-20      | 4.0000%  | 0.0000% | $296507605.00      | $24453092.42       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-03-20      | 4.5000%  | 0.0000% | $44804729.00       | $3407211.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-03-20      | 5.0000%  | 0.0000% | $8194413.00        | $554452.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-03-20      | 5.5000%  | 0.0000% | $697349.00         | $56289.64          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-03-20      | 5.5000%  | 0.0000% | $11333191.00       | $914809.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-04-20      | 3.5000%  | 0.0000% | $8855000.00        | $817896.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-04-20      | 4.0000%  | 0.0000% | $89304922.00       | $6996300.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-04-20      | 4.5000%  | 0.0000% | $1298694.00        | $112410.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-03-20      | 5.0000%  | 0.0000% | $3447000.00        | $260734.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-03-20      | 5.0000%  | 0.0000% | $6781308.00        | $512945.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-03-20      | 5.5000%  | 0.0000% | $2488000.00        | $226146.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-20      | 3.5000%  | 0.0000% | $501431689.00      | $48773117.21       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-20      | 4.0000%  | 0.0000% | $62347661.00       | $5161054.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-11-20      | 5.5000%  | 0.0000% | $1847052.00        | $770530.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-07-20      | 5.0000%  | 0.0000% | $200000.00         | $118976.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 3.5000%  | 0.0000% | $11059812.00       | $8968459.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 4.0000%  | 0.0000% | $505192.00         | $71004.47          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-09-20      | 4.5000%  | 0.0000% | $488180.00         | $101756.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-09-20      | 4.5000%  | 0.0000% | $1036117.00        | $215968.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $6271000.00        | $1553701.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-15      | 5.0000%  | 0.0000% | $2416857.00        | $527916.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-15      | 5.0000%  | 0.0000% | $411764.00         | $75103.20          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $600000.00         | $346843.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-01-20      | 5.0000%  | 0.0000% | $1481386.00        | $1050770.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-04-20      | 5.0000%  | 0.0000% | $1009485.00        | $479453.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | 0.0000% | $500000.00         | $128662.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $840665.00         | $317552.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-15      | 5.0000%  | 0.0000% | $893586.00         | $181832.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-15      | 5.0000%  | 0.0000% | $1436757.00        | $213002.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-15      | 5.0000%  | 0.0000% | $466034.00         | $92928.40          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-20      | 4.0000%  | 0.0000% | $197764.00         | $53057.46          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 4.0000%  | 0.0000% | $511400.00         | $71676.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-06-15      | 5.0000%  | 0.0000% | $234570.00         | $82570.90          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-01-15      | 4.5000%  | 0.0000% | $1007570.00        | $704207.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-07-15      | 5.0000%  | 0.0000% | $488862.00         | $88700.15          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-11-15      | 5.0000%  | 0.0000% | $1769452.00        | $738125.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-02-15      | 5.0000%  | 0.0000% | $10024031.00       | $2742081.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-03-20      | 6.0000%  | 0.0000% | $2344011.00        | $408222.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-10-15      | 5.5000%  | 0.0000% | $998659.00         | $86964.94          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-12-15      | 5.5000%  | 0.0000% | $1679251.00        | $149001.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-02-15      | 5.5000%  | 0.0000% | $1416078.00        | $306490.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-02-20      | 4.5000%  | 0.0000% | $6003765.00        | $557962.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-03-20      | 4.5000%  | 0.0000% | $9571287.00        | $2305269.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-15      | 5.0000%  | 0.0000% | $1966642.00        | $281338.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-12-15      | 4.0000%  | 0.0000% | $1244485.00        | $298170.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-07-20      | 5.0000%  | 0.0000% | $2050771.00        | $587047.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-04-20      | 5.0000%  | 0.0000% | $2717554.00        | $1529555.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 3.5000%  | 0.0000% | $1793636.00        | $990264.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-06-20      | 3.5000%  | 0.0000% | $11000000.00       | $6923976.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-06-20      | 4.5000%  | 0.0000% | $8967782.00        | $399310.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-07-20      | 3.5000%  | 0.0000% | $4402935.00        | $537530.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-07-20      | 4.0000%  | 0.0000% | $105884501.00      | $9637420.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-06-20      | 4.5000%  | 0.0000% | $19762252.00       | $1449397.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-07-20      | 5.0000%  | 0.0000% | $50996586.00       | $3543985.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-08-20      | 4.0000%  | 0.0000% | $328017227.00      | $31037381.02       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-08-20      | 4.5000%  | 0.0000% | $99409575.00       | $8031217.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-08-20      | 5.0000%  | 0.0000% | $109403559.00      | $7519446.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.0000%  | 0.0000% | $1000.00           | $142.81            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $29722574.00       | $3513346.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 5.0000%  | 0.0000% | $43781.00          | $4281.57           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 3.0000%  | 0.0000% | $37611569.00       | $5264258.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 3.5000%  | 0.0000% | $40606368.00       | $5053096.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 4.0000%  | 0.0000% | $31850000.00       | $3197894.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 4.5000%  | 0.0000% | $1201000.00        | $100789.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-20      | 3.0000%  | 0.0000% | $48253787.00       | $6585847.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $57856262.00       | $6906813.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-20      | 4.0000%  | 0.0000% | $74505421.00       | $6814755.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-20      | 4.5000%  | 0.0000% | $667999.00         | $59532.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-20      | 5.0000%  | 0.0000% | $4170000.00        | $328722.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 3.0000%  | 0.0000% | $8392497.00        | $1311430.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 3.5000%  | 0.0000% | $16169716.00       | $1947634.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | 0.0000% | $3653432.00        | $292928.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 4.5000%  | 0.0000% | $17830000.00       | $1389501.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-05-20      | 3.5000%  | 0.0000% | $48520760.00       | $5832657.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-05-20      | 4.0000%  | 0.0000% | $10779467.00       | $939717.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-05-20      | 4.5000%  | 0.0000% | $24830415.00       | $1873896.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 5.0000%  | 0.0000% | $93346504.00       | $7052347.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-05-20      | 5.5000%  | 0.0000% | $1134416.00        | $87317.53          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $167481765.00      | $19984280.68       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-06-20      | 4.0000%  | 0.0000% | $7995207.00        | $718980.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-05-20      | 4.5000%  | 0.0000% | $900000.00         | $65743.32          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-05-20      | 4.5000%  | 0.0000% | $155782454.00      | $11379618.01       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-06-20      | 5.0000%  | 0.0000% | $82966833.00       | $6293663.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-09-20      | 3.5000%  | 0.0000% | $459649999.00      | $49916201.52       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-09-20      | 4.0000%  | 0.0000% | $1766855.00        | $166968.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-09-20      | 4.0000%  | 0.0000% | $62112925.00       | $5869705.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-09-20      | 4.5000%  | 0.0000% | $16693733.00       | $1293854.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-09-20      | 5.0000%  | 0.0000% | $46180539.00       | $3570012.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-10-20      | 3.5000%  | 0.0000% | $54729652.00       | $5937743.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-10-20      | 4.0000%  | 0.0000% | $1510000.00        | $139643.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-10-20      | 4.5000%  | 0.0000% | $17817914.00       | $1387657.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 3.5000%  | 0.0000% | $14394940.00       | $4544977.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 5.0000%  | 0.0000% | $698261.00         | $131566.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 3.5000%  | 0.0000% | $6500000.00        | $1698311.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 4.0000%  | 0.0000% | $400000.00         | $58184.17          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-09-20      | 3.5000%  | 0.0000% | $5880000.00        | $1065391.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-04-20      | 3.0000%  | 0.0000% | $31984840.00       | $6812422.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 3.5000%  | 0.0000% | $200000.00         | $51006.60          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 3.5000%  | 0.0000% | $125142707.00      | $31915516.09       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 4.0000%  | 0.0000% | $21907579.00       | $5047062.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-02-20      | 4.0000%  | 0.0000% | $89988736.00       | $18246522.77       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-02-20      | 4.0000%  | 0.0000% | $149195212.00      | $30251495.39       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-03-15      | 5.0000%  | 0.0000% | $40750295.00       | $9646327.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-03-15      | 5.5000%  | 0.0000% | $5300291.00        | $2005470.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-02-15      | 4.5000%  | 0.0000% | $304597.00         | $165195.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-15      | 5.0000%  | 0.0000% | $7232298.00        | $4356033.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-01-15      | 5.0000%  | 0.0000% | $748433.00         | $354878.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 3.5000%  | 0.0000% | $230000.00         | $190735.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-15      | 3.0000%  | 0.0000% | $221000.00         | $141759.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-04-15      | 3.0000%  | 0.0000% | $130901.00         | $93445.12          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-15      | 3.0000%  | 0.0000% | $156978.00         | $105495.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-01-20      | 7.0000%  | 0.0000% | $1200155.00        | $1002405.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 3.5000%  | 0.0000% | $500000.00         | $135551.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-06-15      | 3.5000%  | 0.0000% | $2270752.00        | $544132.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-07-20      | 4.0000%  | 0.0000% | $7557352.00        | $83953.22          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-15      | 5.0000%  | 0.0000% | $3007367.00        | $1342310.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $322105.00         | $95295.72          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-01-20      | 5.0000%  | 0.0000% | $600000.00         | $103409.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-02-20      | 4.5000%  | 0.0000% | $400000.00         | $72623.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-05-15      | 4.0000%  | 0.0000% | $1147768.00        | $103227.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $509337.00         | $147001.86         | Agency Mortgage-Backed Securities |

### Security 208: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.110000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BU6Q0, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1BU6Q0_4.11_1107
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-10-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2046-05-15      | N/A      | 0.0000% | $12981000.00       | $4905857.41        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-05-15      | N/A      | 0.0000% | $514332000.00      | $152567844.20      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-10-15      | 3.5000%  | 0.0000% | $46241200.00       | $46164368.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-11-15      | N/A      | 0.0000% | $1219300.93        | $361929.97         | U.S. Treasuries (including strips) |

### Security 209: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.700000%
- **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: ARP1BVCR9, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP1BVCR9_3.70_1107
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $506837800.00      | $510000030.66      | U.S. Treasuries (including strips) |

### Security 210: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.740000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BZET4, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1BZET4_3.74_1107
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $13738100.00       | $6215377.46        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $9151100.00        | $4085371.33        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $2755700.00        | $1109428.29        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $800.00            | $318.17            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-05-15      | N/A      | 0.0000% | $2800.00           | $1058.19           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $31008600.00       | $11144242.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-11-15      | N/A      | 0.0000% | $1800.00           | $546.83            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-11-15      | N/A      | 0.0000% | $1100.00           | $307.69            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-05-15      | N/A      | 0.0000% | $38414000.00       | $10483065.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2027-01-15      | 2.3750%  | 0.0000% | $100.00            | $163.83            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2040-02-15      | 4.6250%  | 0.0000% | $200.00            | $206.61            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-08-15      | 3.3750%  | 0.0000% | $1400.00           | $1214.02           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-05-15      | 2.8750%  | 0.0000% | $59525800.00       | $56891969.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-01-15      | 2.1250%  | 0.0000% | $100.00            | $106.08            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-02-15      | 4.6250%  | 0.0000% | $1265000.00        | $1331801.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-05-31      | 4.0000%  | 0.0000% | $121153800.00      | $124694072.93      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-02-15      | N/A      | 0.0000% | $63526725.60       | $47333191.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $42385876.80       | $29382483.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $98743870.70       | $63388726.54       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-08-15      | N/A      | 0.0000% | $25325917.79       | $15844375.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-05-15      | N/A      | 0.0000% | $17.63             | $12.38             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-11-15      | N/A      | 0.0000% | $522109.26         | $322400.38         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-05-15      | N/A      | 0.0000% | $35272253.95       | $21238623.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $2100.00           | $1078.42           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $7526584.29        | $3886291.59        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $27476442.53       | $10643549.54       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-02-15      | N/A      | 0.0000% | $42.69             | $17.58             | U.S. Treasuries (including strips) |

### Security 211: Natixis SA

- **C.1 - Title:** Natixis SA 3.790000%
- **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: ARP1C0719, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP1C0719_3.79_0422
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-22
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.0000%  | 0.0000% | $1024.00           | $304.50            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $236048.00         | $215568.42         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-06-01      | 6.3750%  | 0.0000% | $1024.00           | $31.48             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $1070.00           | $1098.49           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1054.82           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.55           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.84           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.65           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-02-01      | 2.3000%  | 0.0000% | $1850.00           | $1743.34           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.0000%  | 0.0000% | $1024.00           | $912.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-07-01      | 4.8600%  | 0.0000% | $1000.00           | $1030.22           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-09-01      | 4.2250%  | 0.0000% | $1000.00           | $994.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.5000%  | 0.0000% | $1282.00           | $977.59            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1010.58           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $1020.00           | $1052.74           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.44           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2039-08-15      | 4.5000%  | 0.0000% | $100.00            | $102.27            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-05-15      | 3.0000%  | 0.0000% | $100.00            | $83.18             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2046-08-15      | 2.2500%  | 0.0000% | $400.00            | $272.29            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-11-15      | 2.0000%  | 0.0000% | $200.00            | $143.68            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-08-15      | 2.2500%  | 0.0000% | $1363900.00        | $1337779.79        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-03-31      | 0.6250%  | 0.0000% | $1331200.00        | $1276670.43        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-03-15      | 4.2500%  | 0.0000% | $100.00            | $101.31            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-06-30      | 4.6250%  | 0.0000% | $200.00            | $204.14            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-11-30      | 4.1250%  | 0.0000% | $95909700.00       | $99155653.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-03-31      | 4.0000%  | 0.0000% | $1100.00           | $1117.12           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-10-31      | 3.6250%  | 0.0000% | $200.00            | $199.14            | U.S. Treasuries (including strips) |

### Security 212: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C0VK0, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1C0VK0_4.08_1107
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2031-06-30      | 4.2500%  | 0.0000% | $114360000.00      | $118651377.65      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-06-30      | 4.2500%  | 0.0000% | $82509900.00       | $85348666.56       | U.S. Treasuries (including strips) |

### Security 213: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.050000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C54R4, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP1C54R4_4.05_1104
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-07-15      | 0.7500%  | 0.0000% | $159225800.00      | $204114755.98      | U.S. Treasuries (including strips) |

### Security 214: NatWest Markets Securities, Inc.

- **C.1 - Title:** NatWest Markets Securities, Inc. 4.000000%
- **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: ARP1C5QM1, C.3 - LEI: ZE2ZWJ5BTIQJ, C.5 - Other ID: ARP1C5QM1_4.00_1106
- **C.18 - Value (incl. sponsor support):** $1200000000.00
- **C.18.a - Value (excl. sponsor support):** $1200000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2047-01-01      | 3.5000%  | 0.0000% | $38649795.00       | $29022317.88       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-08-01      | 4.5000%  | 0.0000% | $62073810.00       | $2950502.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $19418831.00       | $3295514.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-01-01      | 4.0000%  | 0.0000% | $15387425.00       | $2582163.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 4.0000%  | 0.0000% | $7862920.00        | $2533823.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2062-03-01      | 2.5000%  | 0.0000% | $60755427.00       | $41097617.27       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2062-06-01      | 4.5000%  | 0.0000% | $26502317.00       | $19118523.80       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-01      | 3.5000%  | 0.0000% | $3633230.00        | $1370189.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 4.0000%  | 0.0000% | $11845406.00       | $2614667.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 4.0000%  | 0.0000% | $6389802.00        | $2643560.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.0000%  | 0.0000% | $11155324.00       | $2440357.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 5.0000%  | 0.0000% | $8833899.00        | $2570448.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.5000%  | 0.0000% | $39535627.00       | $31413208.47       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-12-01      | 4.5000%  | 0.0000% | $11106986.00       | $2613406.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $2513363.00        | $2584338.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $4456102.00        | $2577152.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $3314450.00        | $2658458.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $4958400.00        | $3267404.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $29312422.00       | $20142951.40       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 3.5000%  | 0.0000% | $150804954.00      | $54825820.80       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 4.5000%  | 0.0000% | $194288889.00      | $48289778.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $134699307.00      | $26145514.11       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 4.0000%  | 0.0000% | $7199359.00        | $2435539.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $6813765.00        | $2888090.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.5000%  | 0.0000% | $39360269.00       | $25591534.20       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $24145957.00       | $18538705.75       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $30822005.00       | $23552143.14       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $25833207.00       | $18825575.47       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $64211211.00       | $52638660.89       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $29700310.00       | $22861189.31       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $37975619.00       | $29585170.97       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.0000%  | 0.0000% | $60914376.00       | $50465313.67       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.0000%  | 0.0000% | $59612595.00       | $49267176.08       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $42509035.00       | $30493072.71       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $28229479.00       | $23024908.62       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $31705627.00       | $24913055.03       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $25339446.00       | $22801924.71       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.0000%  | 0.0000% | $24070338.00       | $20858115.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 4.5000%  | 0.0000% | $30471399.00       | $26867257.38       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $70994075.00       | $64119488.66       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $22410000.00       | $21019865.70       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 4.0000%  | 0.0000% | $46500000.00       | $17405674.28       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.5000%  | 0.0000% | $4635500.00        | $2641911.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $24254037.00       | $16084220.51       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $28759280.00       | $18910350.50       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $3679085.00        | $2635301.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 4.5000%  | 0.0000% | $32460224.00       | $24935527.89       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.0000%  | 0.0000% | $27858246.00       | $20470451.50       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $43487272.00       | $37696548.85       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $43024348.00       | $38116886.80       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.5000%  | 0.0000% | $13885000.00       | $10874023.40       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $22007340.00       | $21087351.61       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $20880000.00       | $19234420.32       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-06-01      | 3.5000%  | 0.0000% | $14657784.00       | $2595714.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 4.5000%  | 0.0000% | $166635000.00      | $35808180.68       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.0000%  | 0.0000% | $65430695.00       | $47437362.79       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.0000%  | 0.0000% | $3100000.00        | $2586713.36        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-02-06      | 5.2000%  | 0.0000% | $24000.00          | $24366.31          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-05-01      | 5.2700%  | 0.0000% | $43000.00          | $46468.85          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-03-12      | 3.4800%  | 0.0000% | $15000.00          | $14837.04          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-07-16      | 2.7500%  | 0.0000% | $52000.00          | $51639.42          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-07-24      | 3.0200%  | 0.0000% | $15000.00          | $14477.23          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2033-08-01      | 4.1000%  | 0.0000% | $15000.00          | $15193.78          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-09-23      | 4.3000%  | 0.0000% | $100000.00         | $102298.69         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2025-11-25      | 2.7000%  | 0.0000% | $75000.00          | $75824.10          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-11-28      | 2.8300%  | 0.0000% | $1000.00           | $988.19            | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-10-13      | 2.5500%  | 0.0000% | $52000.00          | $51469.13          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2033-06-29      | 2.9500%  | 0.0000% | $120000.00         | $111601.71         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2030-02-06      | 3.1250%  | 0.0000% | $15000.00          | $14733.42          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-12-14      | 3.3500%  | 0.0000% | $7000.00           | $7034.08           | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2033-05-17      | 3.5600%  | 0.0000% | $40000.00          | $39160.35          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-08-24      | 3.1000%  | 0.0000% | $225000.00         | $224900.20         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2049-10-15      | 2.6250%  | 0.0000% | $128000.00         | $83201.11          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-06-12      | 2.5000%  | 0.0000% | $150000.00         | $145449.12         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-01-03      | 2.3000%  | 0.0000% | $100000.00         | $97977.89          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-04-03      | 2.5300%  | 0.0000% | $70000.00          | $65711.22          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-10-03      | 2.0700%  | 0.0000% | $30000.00          | $27082.50          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-12-18      | 2.0000%  | 0.0000% | $10000.00          | $9597.96           | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2037-01-29      | 2.4300%  | 0.0000% | $1150000.00        | $947215.90         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-02-05      | 1.9400%  | 0.0000% | $136000.00         | $124414.76         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2030-02-19      | 1.8000%  | 0.0000% | $5000.00           | $4627.29           | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-04-27      | 1.0200%  | 0.0000% | $133000.00         | $127985.94         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-05-11      | 1.2700%  | 0.0000% | $235000.00         | $217991.93         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-07-21      | 1.4400%  | 0.0000% | $100000.00         | $87689.60          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2034-05-17      | 1.9100%  | 0.0000% | $160000.00         | $134812.18         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-02-02      | 3.8750%  | 0.0000% | $3000.00           | $3028.37           | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2032-09-01      | 3.5000%  | 0.0000% | $125000.00         | $121746.55         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-02-16      | 1.8000%  | 0.0000% | $140000.00         | $137111.66         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2037-03-16      | 2.7700%  | 0.0000% | $970000.00         | $823714.78         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2037-03-30      | 3.0800%  | 0.0000% | $1090000.00        | $954243.41         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-04-05      | 2.6000%  | 0.0000% | $350000.00         | $345905.62         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-07-27      | 4.5000%  | 0.0000% | $100000.00         | $101592.60         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2034-04-25      | 3.4000%  | 0.0000% | $118000.00         | $110879.25         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2032-05-19      | 3.3000%  | 0.0000% | $115000.00         | $112121.66         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2025-11-25      | 2.8000%  | 0.0000% | $140000.00         | $141616.77         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2030-03-28      | 4.3750%  | 0.0000% | $50000.00          | $51488.22          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2033-02-23      | 4.2500%  | 0.0000% | $100000.00         | $101509.78         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-03-09      | 4.5000%  | 0.0000% | $241000.00         | $249042.89         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-02-26      | 4.1250%  | 0.0000% | $137000.00         | $138105.30         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-06-21      | 3.8750%  | 0.0000% | $171000.00         | $174490.97         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-07-06      | 4.3750%  | 0.0000% | $14000.00          | $14239.34          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2033-08-08      | 4.5000%  | 0.0000% | $100000.00         | $103027.00         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-01-25      | 4.1250%  | 0.0000% | $284000.00         | $288611.31         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-04-05      | 4.6250%  | 0.0000% | $35000.00          | $36164.32          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-12-10      | 3.8750%  | 0.0000% | $120000.00         | $122353.09         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-04-30      | 4.7500%  | 0.0000% | $5000.00           | $5180.59           | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-06-11      | 4.2500%  | 0.0000% | $445000.00         | $461802.65         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-12-27      | 4.2500%  | 0.0000% | $620000.00         | $637186.33         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-03-03      | 3.7500%  | 0.0000% | $185000.00         | $186603.70         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-06-30      | 3.6250%  | 0.0000% | $1000000.00        | $1002223.83        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-10-27      | 3.3750%  | 0.0000% | $16950000.00       | $16855334.25       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-10-23      | 4.0000%  | 0.0000% | $182000.00         | $183989.79         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-08-27      | 3.6250%  | 0.0000% | $32180000.00       | $32348122.62       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-09-15      | 3.6250%  | 0.0000% | $249000.00         | $249614.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.5000%  | 0.0000% | $24246483.00       | $21428642.12       | Agency Mortgage-Backed Securities |

### Security 215: NatWest Markets Securities, Inc.

- **C.1 - Title:** NatWest Markets Securities, Inc. 3.990000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C5QO7, C.3 - LEI: ZE2ZWJ5BTIQJ, C.5 - Other ID: ARP1C5QO7_3.99_1106
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-02-15      | 2.7500%  | 0.0000% | $48130300.00       | $47513225.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-30      | 0.5000%  | 0.0000% | $48116000.00       | $45798502.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-08-15      | 0.6250%  | 0.0000% | $18672800.00       | $16190209.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 1.0000%  | 0.0000% | $48921700.00       | $45743844.21       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-31      | 0.7500%  | 0.0000% | $48040900.00       | $46938688.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-03-31      | 2.3750%  | 0.0000% | $48950300.00       | $47087382.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-08-15      | 3.8750%  | 0.0000% | $50464900.00       | $50624016.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-15      | 4.5000%  | 0.0000% | $49378100.00       | $51019613.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-15      | 3.8750%  | 0.0000% | $6226700.00        | $6361543.27        | U.S. Treasuries (including strips) |

### Security 216: Bank of America NA

- **C.1 - Title:** Bank of America NA 3.870000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1C5QQ2, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP1C5QQ2_3.87_0430
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2046-02-01      | 3.5000%  | 0.0000% | $8879687.00        | $2037650.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $252493986.00      | $32536426.39       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $214986311.00      | $31619700.40       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $130554437.00      | $32744177.61       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-10-01      | 3.5000%  | 0.0000% | $201586632.00      | $31592617.69       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-10-01      | 3.0000%  | 0.0000% | $176198843.00      | $32423000.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.5000%  | 0.0000% | $282239029.00      | $33365968.08       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $301636374.00      | $31767430.35       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $249773693.00      | $31351935.74       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.0000%  | 0.0000% | $250309916.00      | $33131062.05       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.0000%  | 0.0000% | $249814934.00      | $31522182.49       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.0000%  | 0.0000% | $249517645.00      | $32315195.11       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 3.5000%  | 0.0000% | $243297865.00      | $31988877.89       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 3.0000%  | 0.0000% | $102680037.00      | $23603775.10       | Agency Mortgage-Backed Securities |

### Security 217: Citibank NA

- **C.1 - Title:** Citibank NA 4.010000%
- **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: ARP1C5QX7, C.3 - LEI: E57ODZWZ7FF3, C.5 - Other ID: ARP1C5QX7_4.01_1106
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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 | 2045-08-20      | 3.5000%  | 0.0000% | $19436705.00       | $1807180.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-09-20      | 3.5000%  | 0.0000% | $17047000.00       | $1577043.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-09-20      | 5.0000%  | 0.0000% | $1002.00           | $80.06             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-10-20      | 3.5000%  | 0.0000% | $732002.00         | $67987.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-11-20      | 3.0000%  | 0.0000% | $18326782.00       | $2154305.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-11-20      | 4.0000%  | 0.0000% | $22491451.00       | $1803391.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-20      | 3.0000%  | 0.0000% | $4772000.00        | $544645.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 4.0000%  | 0.0000% | $1179352.00        | $100825.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-20      | 5.0000%  | 0.0000% | $5424983.00        | $492215.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 5.5000%  | 0.0000% | $4525800.00        | $414400.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-05-20      | 3.0000%  | 0.0000% | $20663391.00       | $2325310.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-05-20      | 4.0000%  | 0.0000% | $4058990.00        | $382516.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-06-20      | 4.0000%  | 0.0000% | $692998.00         | $67288.12          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-08-20      | 3.0000%  | 0.0000% | $29458971.00       | $3631097.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-09-01      | 4.1300%  | 0.0000% | $5592.00           | $5549.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-09-01      | 4.8000%  | 0.0000% | $413000.00         | $425633.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-08-01      | 4.0000%  | 0.0000% | $34000.00          | $6514.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-10-01      | 4.5000%  | 0.0000% | $112750.00         | $17959.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $80000.00          | $22129.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-05-01      | 2.0000%  | 0.0000% | $171397.00         | $84306.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $898.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $49993.00          | $47877.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $1050.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $57034782.00       | $58097130.84       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-02-01      | 3.0000%  | 0.0000% | $94992.00          | $29948.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-06-01      | 2.0000%  | 0.0000% | $18985.00          | $10018.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 3.3830%  | 0.0000% | $3309824.00        | $3179138.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-06-01      | 3.0000%  | 0.0000% | $61261.00          | $9998.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-05-01      | 4.0000%  | 0.0000% | $4999000.00        | $448083.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1473.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $624348.00         | $471898.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 4.0000%  | 0.0000% | $1000.00           | $797.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1537.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-06-01      | 4.5000%  | 0.0000% | $1783.00           | $1195.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-11-01      | 6.0000%  | 0.0000% | $1000.00           | $540.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 4.5000%  | 0.0000% | $20000.00          | $19556.29          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.0000%  | 0.0000% | $63852.00          | $62051.41          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.1150%  | 0.0000% | $894200.00         | $902016.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $86229498.00       | $87581001.63       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-09-01      | 4.5000%  | 0.0000% | $363998.00         | $357835.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-06-01      | 4.5000%  | 0.0000% | $456735.00         | $431328.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-02-20      | 4.5000%  | 0.0000% | $49998833.00       | $3173674.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-03-20      | 3.5000%  | 0.0000% | $4226.00           | $315.98            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-03-20      | 4.0000%  | 0.0000% | $32365041.00       | $3224592.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-09-20      | 5.5000%  | 0.0000% | $1000000.00        | $58855.70          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-10-20      | 3.0000%  | 0.0000% | $7000000.00        | $965580.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-10-20      | 3.5000%  | 0.0000% | $5345290.00        | $394008.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-01-20      | 3.0000%  | 0.0000% | $35985000.00       | $3198054.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-01-20      | 4.0000%  | 0.0000% | $35096179.00       | $2746843.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 3.0000%  | 0.0000% | $1000.00           | $106.56            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $48652999.00       | $4777444.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-04-20      | 3.0000%  | 0.0000% | $17118238.00       | $1767164.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-04-20      | 3.5000%  | 0.0000% | $1000.00           | $105.24            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-04-20      | 3.0000%  | 0.0000% | $24970036.00       | $2250440.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-04-20      | 3.5000%  | 0.0000% | $17813201.00       | $1313838.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-05-20      | 3.5000%  | 0.0000% | $24842500.00       | $1970279.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-06-20      | 3.0000%  | 0.0000% | $29590484.00       | $2922786.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-07-20      | 3.5000%  | 0.0000% | $10000000.00       | $880770.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-07-20      | 4.0000%  | 0.0000% | $23893334.00       | $1948180.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-11-01      | 6.5220%  | 0.0000% | $3012.00           | $591.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-02-01      | 3.1000%  | 0.0000% | $293990.00         | $50462.39          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-04-01      | 6.5400%  | 0.0000% | $20512.00          | $908.45            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-08-01      | 6.5680%  | 0.0000% | $4636842.00        | $2047966.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-09-01      | 6.5450%  | 0.0000% | $505000.00         | $15706.04          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-03-01      | 6.3990%  | 0.0000% | $19358.00          | $1016.44           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 6.0000%  | 0.0000% | $20000.00          | $16365.84          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 5.0000%  | 0.0000% | $20999.00          | $18726.32          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-10-01      | 3.0000%  | 0.0000% | $4523.00           | $679.42            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.5000%  | 0.0000% | $6000.00           | $4012.81           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 3.5000%  | 0.0000% | $22000.00          | $16993.06          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.5000%  | 0.0000% | $3020.00           | $2437.22           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 6.0000%  | 0.0000% | $20000.00          | $13437.38          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-03-01      | 4.2500%  | 0.0000% | $939058.00         | $924446.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-06-01      | 4.0700%  | 0.0000% | $795136.00         | $772047.37         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-03-01      | 4.7200%  | 0.0000% | $1422981.00        | $1453041.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-07-01      | 4.1500%  | 0.0000% | $24375142.00       | $24185950.27       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-01-01      | 6.3260%  | 0.0000% | $472490.00         | $3762.00           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $130000.00         | $110306.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-04-01      | 4.0000%  | 0.0000% | $49966.00          | $7694.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-07-01      | 4.0400%  | 0.0000% | $447713.00         | $400161.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-07-01      | 4.0000%  | 0.0000% | $4351549.00        | $363282.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 5.2490%  | 0.0000% | $6524.00           | $6391.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 4.9870%  | 0.0000% | $1259766.00        | $1274880.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 5.5990%  | 0.0000% | $170524.00         | $173477.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $646144.00         | $647852.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-02-01      | 4.5000%  | 0.0000% | $116665.00         | $6888.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-10-01      | 2.5000%  | 0.0000% | $1640000.00        | $427386.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-01-01      | 5.8300%  | 0.0000% | $1057100.00        | $1151489.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 5.1060%  | 0.0000% | $1000.00           | $709.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-08-01      | 4.6300%  | 0.0000% | $3933540.00        | $4018694.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-07-01      | 4.3600%  | 0.0000% | $214875.00         | $216489.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-08-01      | 4.5500%  | 0.0000% | $7296.00           | $7423.21           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $1038044.00        | $753748.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 5.5000%  | 0.0000% | $10482880.00       | $8127064.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $1804386.00        | $1208416.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $687533.00         | $464900.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 5.5000%  | 0.0000% | $1000.00           | $814.18            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $2000.00           | $773.57            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $55934977.00       | $24274331.52       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-12-20      | 2.5000%  | 0.0000% | $3013.00           | $322.02            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $1172915.00        | $783613.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 4.0000%  | 0.0000% | $7338340.00        | $2834182.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 4.0000%  | 0.0000% | $2612568.00        | $2032132.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $6301.00           | $4773.24           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $104569.00         | $78023.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $1195182.00        | $629290.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $2416549.00        | $1658039.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $4533907.00        | $3583396.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $95999.00          | $58268.64          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $9526.00           | $7402.17           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $1072204.00        | $849618.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $393999.00         | $291837.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $1039351.00        | $823569.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $1632734.00        | $1296597.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $1004313.00        | $849342.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $5000000.00        | $3877515.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 4.0000%  | 0.0000% | $5500761.00        | $4413494.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $2000.00           | $1364.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $1048183.00        | $884822.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-07-15      | 2.9000%  | 0.0000% | $68400.00          | $58793.78          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $3840720.00        | $1757884.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $7818724.00        | $4439261.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.3750%  | 0.0000% | $2010666.00        | $1489867.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.6250%  | 0.0000% | $2711967.00        | $2367159.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $4373467.00        | $3347654.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $1000.00           | $941.58            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 5.5000%  | 0.0000% | $3072.00           | $2806.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $1024.00           | $642.37            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $2049.00           | $1258.26           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-05-20      | 3.0000%  | 0.0000% | $1000.00           | $212.31            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.5000%  | 0.0000% | $2688520.00        | $2434713.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-10-20      | 7.0000%  | 0.0000% | $1066322.00        | $981116.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1031.47           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 4.5000%  | 0.0000% | $1373555.00        | $1327454.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $453884.00         | $474909.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1000.00           | $1057.34           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $2000.00           | $2109.95           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $84406.00          | $87074.38          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1037.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $2000.00           | $2088.98           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1927.00           | $2066.52           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1000.00           | $1048.21           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $3000.00           | $3127.30           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1000.00           | $1083.15           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $4033.00           | $4150.57           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1048.32           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $6131.00           | $6454.96           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $122589.00         | $124871.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.0000%  | 0.0000% | $799274.00         | $816088.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1069563.00        | $1108086.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1129468.00        | $1167384.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1485025.00        | $1514904.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $1861501.00        | $1867786.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $11265.00          | $11610.76          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 7.5000%  | 0.0000% | $1504991.00        | $1617753.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.5000%  | 0.0000% | $1000.00           | $1074.20           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $1954042.00        | $1970871.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1182976.00        | $1239630.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1331419.00        | $1409815.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $2016.00           | $1754.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $12864469.00       | $8066367.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $13353846.00       | $12556463.89       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $88904.00          | $86878.69          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $31022.00          | $30898.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $25858.00          | $26037.32          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $900040.00         | $933614.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 3.0000%  | 0.0000% | $762441.00         | $688115.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 3.5000%  | 0.0000% | $3789507.00        | $3483491.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 4.0000%  | 0.0000% | $1634709.00        | $1553418.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $784310.00         | $785993.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $1976860.00        | $2006430.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $94442.00          | $98572.26          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $92956.00          | $97669.88          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1001.00           | $1043.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $2577746.00        | $2645456.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $2530240.00        | $2541225.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $1004843.00        | $1009050.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $4613818.00        | $4738734.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $4751734.00        | $4886223.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $6292567.00        | $6463173.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $3391417.00        | $3513694.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-08-20      | 6.5000%  | 0.0000% | $4390.00           | $58.37             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-10-20      | 4.0000%  | 0.0000% | $3224.00           | $158.58            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2025-12-20      | 4.7500%  | 0.0000% | $200000.00         | $0.65              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2025-11-20      | 4.7500%  | 0.0000% | $35010.00          | $0.03              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $26764.00          | $27289.70          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $25060755.00       | $25538034.85       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $52935248.00       | $53940790.66       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 2.5000%  | 0.0000% | $5935755.00        | $4809827.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $21443603.00       | $2134088.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 3.5000%  | 0.0000% | $13923158.00       | $1940952.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 2.5000%  | 0.0000% | $1000.00           | $165.75            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 3.0000%  | 0.0000% | $24396999.00       | $3436360.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-02-20      | 3.0000%  | 0.0000% | $11778384.00       | $1812330.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 4.0000%  | 0.0000% | $8201355.00        | $763284.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $1024.00           | $510.27            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $18753.00          | $8353.05           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 2.0000%  | 0.0000% | $274952.00         | $139462.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $1002.00           | $289.68            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $8518000.00        | $6065232.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 5.5000%  | 0.0000% | $1000.00           | $583.27            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $1024.00           | $662.03            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 3.0000%  | 0.0000% | $1000.00           | $681.10            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $7000.00           | $3607.73           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $1024.00           | $518.45            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $3311200.00        | $1781537.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 4.0000%  | 0.0000% | $6000000.00        | $2814431.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $400000.00         | $269154.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 4.0000%  | 0.0000% | $3047166.00        | $2071457.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $5070976.00        | $3182822.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $1024.00           | $797.36            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 7.0000%  | 0.0000% | $1495000.00        | $562213.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 2.0000%  | 0.0000% | $7612424.00        | $4894242.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $12967872.00       | $9579197.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $2541938.00        | $1898759.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $1679600.00        | $1299721.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 5.0000%  | 0.0000% | $115992.00         | $98707.36          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 2.0000%  | 0.0000% | $1244122.00        | $753334.62         | Agency Mortgage-Backed Securities |

### Security 218: Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

- **C.1 - Title:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp. 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C5QY5, C.3 - LEI: N/A, C.5 - Other ID: ARP1C5QY5_4.00_1106
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-06-30      | 4.2500%  | 0.0000% | $394257700.00      | $408000010.71      | U.S. Treasuries (including strips) |

### Security 219: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 4.010000%
- **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: ARP1C5QZ2, C.3 - LEI: KB1H1DSPRFMY, C.5 - Other ID: ARP1C5QZ2_4.01_1106
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $1411343485.00     | $1030000000.48     | Agency Mortgage-Backed Securities |

### Security 220: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 4.060000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C5UW4, C.3 - LEI: 549300LGG2RLWD21SU97, C.5 - Other ID: ARP1C5UW4_4.06_1103
- **C.18 - Value (incl. sponsor support):** $1000670980.39
- **C.18.a - Value (excl. sponsor support):** $1000670980.39
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2040-11-15      | 1.3750%  | 0.0000% | $400000000.00      | $266000000.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-11-15      | 4.7500%  | 0.0000% | $462000000.00      | $478262400.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-11-15      | 2.3750%  | 0.0000% | $410000000.00      | $276422000.00      | U.S. Treasuries (including strips) |

### Security 221: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 4.020000%
- **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: ARP1C5W28, C.3 - LEI: RUC0QBLBRPRC, C.5 - Other ID: ARP1C5W28_4.02_1107
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Small Business Administration | 2050-09-01      | 4.7300%  | 0.0000% | $25426000.00       | $25592314.29       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2050-10-01      | 4.7900%  | 0.0000% | $30000000.00       | $30224366.67       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2044-06-01      | 2.7700%  | 0.0000% | $1732000.00        | $984494.02         | Agency Mortgage-Backed Securities |
| Small Business Administration | 2047-08-01      | 3.8000%  | 0.0000% | $6290000.00        | $5275777.05        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2047-12-01      | 4.7100%  | 0.0000% | $25079000.00       | $22754201.38       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2048-02-01      | 4.6100%  | 0.0000% | $1600000.00        | $1375310.92        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2048-04-01      | 4.4800%  | 0.0000% | $6135000.00        | $5320472.86        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2028-12-01      | 6.2200%  | 0.0000% | $1000000.00        | $21423.34          | Agency Mortgage-Backed Securities |
| Small Business Administration | 2029-02-01      | 4.7600%  | 0.0000% | $2900000.00        | $88061.94          | Agency Mortgage-Backed Securities |
| Small Business Administration | 2029-05-01      | 4.4300%  | 0.0000% | $1200000.00        | $39340.20          | Agency Mortgage-Backed Securities |
| Small Business Administration | 2048-05-01      | 4.6200%  | 0.0000% | $8840000.00        | $8149189.12        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2036-10-01      | 2.2100%  | 0.0000% | $2000000.00        | $611569.52         | Agency Mortgage-Backed Securities |
| Small Business Administration | 2036-12-01      | 2.8100%  | 0.0000% | $19002000.00       | $6109905.48        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2037-03-01      | 3.0400%  | 0.0000% | $2000000.00        | $536132.72         | Agency Mortgage-Backed Securities |
| Small Business Administration | 2049-12-01      | 4.8200%  | 0.0000% | $5500000.00        | $5571315.76        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2050-01-01      | 5.2400%  | 0.0000% | $16500000.00       | $17040469.43       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2050-02-01      | 5.0100%  | 0.0000% | $19800000.00       | $20100260.98       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2037-12-01      | 2.7800%  | 0.0000% | $4668000.00        | $1782930.09        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2031-03-01      | 1.6670%  | 0.0000% | $16455000.00       | $12379599.01       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2031-09-01      | 1.3040%  | 0.0000% | $55230000.00       | $46211656.17       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2032-09-01      | 4.2620%  | 0.0000% | $107465000.00      | $89666934.16       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2033-09-01      | 5.6880%  | 0.0000% | $127400000.00      | $112064189.64      | Agency Mortgage-Backed Securities |
| Small Business Administration | 2034-09-01      | 4.3800%  | 0.0000% | $38275000.00       | $38005321.12       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2035-09-10      | 4.5320%  | 0.0000% | $12750000.00       | $12842181.45       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2029-07-25      | 7.5750%  | 0.0000% | $16584646.00       | $1159579.63        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2037-03-25      | 6.0000%  | 0.0000% | $1550000.00        | $334464.32         | Agency Mortgage-Backed Securities |
| Small Business Administration | 2031-02-25      | 7.8830%  | 0.0000% | $8494637.00        | $2692564.82        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2031-07-25      | 8.5840%  | 0.0000% | $47512561.00       | $16609398.57       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2049-03-25      | 7.0750%  | 0.0000% | $30000000.00       | $22862430.56       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2042-08-25      | 7.0750%  | 0.0000% | $21905000.00       | $22661043.58       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2049-11-25      | 6.5750%  | 0.0000% | $12770000.00       | $12910845.17       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2050-01-25      | 7.8050%  | 0.0000% | $10495000.00       | $11200624.47       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2050-05-25      | 6.3050%  | 0.0000% | $33275000.00       | $35282478.58       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2032-02-25      | 8.5970%  | 0.0000% | $56887844.00       | $24051506.85       | Agency Mortgage-Backed Securities |
| Small Business Administration | 2031-03-01      | 4.0900%  | 0.0000% | $375000.00         | $28588.07          | Agency Mortgage-Backed Securities |
| Small Business Administration | 2033-01-01      | 2.1300%  | 0.0000% | $175000.00         | $22447.01          | Agency Mortgage-Backed Securities |
| Small Business Administration | 2034-04-01      | 3.1100%  | 0.0000% | $8175000.00        | $1053768.61        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2034-11-01      | 2.8000%  | 0.0000% | $9256000.00        | $1831714.01        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2035-09-01      | 2.8200%  | 0.0000% | $2200000.00        | $444160.70         | Agency Mortgage-Backed Securities |
| Small Business Administration | 2035-11-01      | 2.7000%  | 0.0000% | $4545000.00        | $1150214.36        | Agency Mortgage-Backed Securities |
| Small Business Administration | 2036-03-01      | 2.5000%  | 0.0000% | $3861000.00        | $956891.86         | Agency Mortgage-Backed Securities |

### Security 222: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 4.030000%
- **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: ARP1C5W36, C.3 - LEI: NQQ6HPCNCCU6, C.5 - Other ID: ARP1C5W36_4.03_1107
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2047-10-25      | 1.9027%  | 0.0000% | $117305846.00      | $2805429.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-09-25      | 1.7527%  | 0.0000% | $78844345.00       | $3550004.99        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-25      | 2.5000%  | 0.0000% | $35649200.00       | $3870551.84        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 4.0000%  | 0.0000% | $93952418.00       | $10606532.08       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 3.0000%  | 0.0000% | $52605499.00       | $5398797.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-09-25      | 1.1172%  | 0.0000% | $310000000.00      | $13241333.94       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 2.8172%  | 0.0000% | $250000000.00      | $10347316.04       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 6.5000%  | 0.0000% | $29508844.00       | $4091252.53        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 1.7672%  | 0.0000% | $109383481.00      | $4527516.74        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-01-25      | 2.8172%  | 0.0000% | $57048000.00       | $1993949.92        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 1.7172%  | 0.0000% | $75000000.00       | $3276680.55        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 1.6672%  | 0.0000% | $49499688.00       | $1614414.47        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 0.2172%  | 0.0000% | $50000000.00       | $990788.44         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 2.8172%  | 0.0000% | $12600000.00       | $1028790.55        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 0.2000%  | 0.0000% | $25200000.00       | $181969.75         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 6.0000%  | 0.0000% | $45189500.00       | $8190009.41        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-11-25      | 2.4226%  | 0.0000% | $36703385.00       | $3399825.75        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 0.0200%  | 0.0000% | $32000000.00       | $26857.70          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-02-25      | 6.0000%  | 0.0000% | $1770895.00        | $310695.19         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 0.3172%  | 0.0000% | $76000000.00       | $1717871.55        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 0.8672%  | 0.0000% | $30500000.00       | $1849724.67        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 0.0500%  | 0.0000% | $51000000.00       | $90387.59          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-02-25      | 6.0000%  | 0.0000% | $416667.00         | $48646.85          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 2.8672%  | 0.0000% | $58991333.00       | $6654120.66        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 0.0500%  | 0.0000% | $15483058.00       | $23234.29          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 6.0000%  | 0.0000% | $864958.00         | $177679.69         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 6.0000%  | 0.0000% | $5043752.00        | $1092164.52        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 2.9172%  | 0.0000% | $41881934.00       | $4776018.56        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 1.5672%  | 0.0000% | $25000000.00       | $1446295.03        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 6.0000%  | 0.0000% | $7000000.00        | $1582967.77        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 6.0000%  | 0.0000% | $5031250.00        | $1138807.19        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 6.0000%  | 0.0000% | $4352416.00        | $968149.72         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 2.9172%  | 0.0000% | $124365670.00      | $14190106.28       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 2.5000%  | 0.0000% | $25000000.00       | $2146427.16        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-09-25      | 1.7527%  | 0.0000% | $67482958.00       | $3062040.89        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-11-25      | 1.7527%  | 0.0000% | $61023860.00       | $1537883.48        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-09-25      | 1.1172%  | 0.0000% | $200000000.00      | $8471265.17        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 2.1672%  | 0.0000% | $81760575.00       | $2134521.25        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 6.5000%  | 0.0000% | $24961538.00       | $3981635.53        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-03-15      | 1.6519%  | 0.0000% | $30959344.00       | $2741892.40        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.5172%  | 0.0000% | $135827942.00      | $4901034.38        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 0.8672%  | 0.0000% | $305000000.00      | $7017058.34        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 1.6672%  | 0.0000% | $76849463.00       | $4145358.05        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 0.9672%  | 0.0000% | $225000000.00      | $5288900.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 1.2172%  | 0.0000% | $150000000.00      | $5976691.45        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 1.2172%  | 0.0000% | $100000000.00      | $4360668.74        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 2.8672%  | 0.0000% | $67897666.00       | $6311140.91        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 1.2672%  | 0.0000% | $25000000.00       | $1307694.66        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 6.0000%  | 0.0000% | $25346417.00       | $4325002.02        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-01-25      | 6.0000%  | 0.0000% | $250000.00         | $28368.16          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 6.0000%  | 0.0000% | $2708459.00        | $513965.58         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 6.0000%  | 0.0000% | $708333.00         | $73868.41          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 1.0172%  | 0.0000% | $155353080.00      | $5796786.30        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 1.7172%  | 0.0000% | $49180480.00       | $2368586.34        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 2.8672%  | 0.0000% | $32122363.00       | $3707096.95        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 0.0500%  | 0.0000% | $25000000.00       | $53297.72          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 6.0000%  | 0.0000% | $447916.00         | $78048.46          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 2.9172%  | 0.0000% | $128883000.00      | $13237800.39       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-07-25      | 5.5000%  | 0.0000% | $7079126.00        | $750028.68         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-11-25      | 1.5192%  | 0.0000% | $100000000.00      | $6255820.33        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-11-25      | 2.3692%  | 0.0000% | $62467855.00       | $5401524.83        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-11-25      | 2.3695%  | 0.0000% | $42754489.00       | $4235855.04        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-05-25      | 6.0000%  | 0.0000% | $4583333.00        | $514332.47         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-11-25      | 2.8479%  | 0.0000% | $75000000.00       | $7728574.12        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-11-25      | 1.5692%  | 0.0000% | $27000000.00       | $1623254.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-11-25      | 1.8233%  | 0.0000% | $80590170.00       | $8052559.71        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-11-25      | 1.2192%  | 0.0000% | $60000000.00       | $3506232.20        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-11-25      | 0.0500%  | 0.0000% | $62467855.00       | $156502.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-04-20      | 2.5642%  | 0.0000% | $13000000.00       | $78742.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-12-20      | 2.3653%  | 0.0000% | $15068715.00       | $215147.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-05-20      | 0.8989%  | 0.0000% | $35000000.00       | $882536.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-07-20      | 1.4996%  | 0.0000% | $50000000.00       | $1781407.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-03-20      | 0.2538%  | 0.0000% | $37155000.00       | $916271.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-11-20      | 2.0065%  | 0.0000% | $21500000.00       | $1070058.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $148687743.00      | $156392.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $100000000.00      | $36423.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | N/A      | 0.0000% | $50000000.00       | $36421.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-07-20      | 0.0197%  | 0.0000% | $64199705.00       | $1248769.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-10-20      | 0.3301%  | 0.0000% | $40000000.00       | $1510300.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-05-20      | 0.4411%  | 0.0000% | $31000000.00       | $1471664.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $50000000.00       | $590932.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $85000000.00       | $531544.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | N/A      | 0.0000% | $100000000.00      | $1140901.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 1.3662%  | 0.0000% | $38450382.00       | $708254.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 1.2162%  | 0.0000% | $100000000.00      | $1323409.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 2.7162%  | 0.0000% | $75000000.00       | $1800211.85        | Agency Collateralized Mortgage Obligation |

### Security 223: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 4.030000%
- **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: ARP1C5W44, C.3 - LEI: RUC0QBLBRPRC, C.5 - Other ID: ARP1C5W44_4.03_1107
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2031-09-25      | 0.3443%  | 0.0000% | $98535000.00       | $1747705.37        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-03-25      | 0.3427%  | 0.0000% | $7000000.00        | $141764.63         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-04-25      | 0.3898%  | 0.0000% | $180000000.00      | $4211604.54        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-06-25      | 0.2303%  | 0.0000% | $107116213.00      | $1645119.56        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-06-25      | 3.5645%  | 0.0000% | $1250000.00        | $242631.81         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-06-25      | 0.3693%  | 0.0000% | $40200000.00       | $921822.76         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-09-25      | 0.3100%  | 0.0000% | $75321000.00       | $1601422.69        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 4.2486%  | 0.0000% | $974273.00         | $478198.57         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2034-05-25      | 0.2822%  | 0.0000% | $40202000.00       | $976118.00         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-06-25      | 0.2264%  | 0.0000% | $125686000.00      | $2034561.12        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-06-25      | 6.7221%  | 0.0000% | $50000.00          | $24172.27          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-08-25      | 0.1996%  | 0.0000% | $102000000.00      | $1472248.48        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-10-25      | 0.9228%  | 0.0000% | $100000000.00      | $1379858.88        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-03-25      | 0.2856%  | 0.0000% | $78665828.00       | $1284894.66        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-01-25      | 0.4606%  | 0.0000% | $156350000.00      | $2194894.30        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-03-25      | 0.6461%  | 0.0000% | $13594000.00       | $443700.11         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 5.3194%  | 0.0000% | $4152591.00        | $2536357.73        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-12-25      | 0.2697%  | 0.0000% | $32110000.00       | $89981.58          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-09-25      | 0.9215%  | 0.0000% | $2368000.00        | $87783.96          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-11-25      | 0.8695%  | 0.0000% | $19829000.00       | $715140.09         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-10-25      | 1.0153%  | 0.0000% | $534000.00         | $21283.18          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-12-25      | 0.7645%  | 0.0000% | $2000000.00        | $64828.18          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-01-25      | 0.5756%  | 0.0000% | $11575000.00       | $287458.73         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-12-25      | 0.3611%  | 0.0000% | $7384000.00        | $50664.86          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-01-25      | 0.3110%  | 0.0000% | $6230000.00        | $85502.96          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-11-25      | 0.1224%  | 0.0000% | $44717000.00       | $333745.52         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-02-25      | 0.7051%  | 0.0000% | $34000000.00       | $724250.79         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-08-25      | 2.0974%  | 0.0000% | $4850000.00        | $346851.79         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-07-25      | 1.2569%  | 0.0000% | $1100000.00        | $5894.05           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-10-25      | 0.8275%  | 0.0000% | $33800000.00       | $959440.32         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-11-25      | 0.6329%  | 0.0000% | $2420000.00        | $53553.97          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-01-25      | 1.1070%  | 0.0000% | $1550000.00        | $58812.86          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-02-25      | 0.2990%  | 0.0000% | $34500000.00       | $323871.21         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-06-25      | 1.3141%  | 0.0000% | $2185727.00        | $112222.49         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-07-25      | 1.4117%  | 0.0000% | $1411000.00        | $75285.13          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-06-25      | 1.1223%  | 0.0000% | $88898767.00       | $3769762.77        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-01-25      | 0.3204%  | 0.0000% | $49886810.00       | $659278.66         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-03-25      | 0.5098%  | 0.0000% | $8660000.00        | $193993.35         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-03-25      | 0.7664%  | 0.0000% | $6445000.00        | $65894.28          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-06-25      | 1.0343%  | 0.0000% | $10034380.00       | $483505.94         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-08-25      | 0.7251%  | 0.0000% | $400000.00         | $112764.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-05-16      | N/A      | 0.0000% | $215000000.00      | $11437262.20       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-04-16      | 1.2989%  | 0.0000% | $137015932.00      | $9199149.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-05-16      | 0.9865%  | 0.0000% | $122314000.00      | $7467700.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-16      | 1.0415%  | 0.0000% | $130329474.00      | $6768802.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-03-16      | 1.4379%  | 0.0000% | $42819203.00       | $2653804.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-06-20      | 3.5000%  | 0.0000% | $8192540.00        | $8743474.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-07-16      | 0.8700%  | 0.0000% | $100000000.00      | $5915988.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-10-16      | 0.6656%  | 0.0000% | $156291051.00      | $6957536.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.5513%  | 0.0000% | $141057617.00      | $6490047.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-11-16      | 0.9982%  | 0.0000% | $135591231.00      | $9644945.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-09-16      | 0.8593%  | 0.0000% | $171000000.00      | $13299389.10       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.9162%  | 0.0000% | $200000000.00      | $6610596.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-06-20      | 2.9162%  | 0.0000% | $75000000.00       | $8982935.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-11-20      | 0.4692%  | 0.0000% | $180000000.00      | $9260321.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-05-20      | 0.4964%  | 0.0000% | $29320000.00       | $1472018.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-05-20      | 0.6195%  | 0.0000% | $299410649.00      | $15964119.49       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-07-20      | 0.5760%  | 0.0000% | $142018722.00      | $8251291.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-08-20      | 0.5299%  | 0.0000% | $125941392.00      | $6744868.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-09-16      | 0.8541%  | 0.0000% | $241747278.00      | $18798488.72       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-11-20      | 0.7466%  | 0.0000% | $88370000.00       | $6494890.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-12-20      | 0.7159%  | 0.0000% | $19820000.00       | $1374820.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-06-20      | 0.6355%  | 0.0000% | $13000000.00       | $849114.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-08-20      | 0.7437%  | 0.0000% | $109440000.00      | $7035237.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-10-20      | 0.4512%  | 0.0000% | $110307599.00      | $5539982.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | 4.5000%  | 0.0000% | $19451372.00       | $14568761.16       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.9662%  | 0.0000% | $150000000.00      | $5393020.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2075-07-20      | 0.7410%  | 0.0000% | $11560000.00       | $795814.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2075-08-20      | 0.8112%  | 0.0000% | $61490000.00       | $4605739.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 2.4662%  | 0.0000% | $100000000.00      | $5527451.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 1.1662%  | 0.0000% | $90000000.00       | $5499444.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.4662%  | 0.0000% | $75000000.00       | $7390757.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-10-16      | 0.7278%  | 0.0000% | $220236408.00      | $14945128.13       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.8162%  | 0.0000% | $75000000.00       | $5422159.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.2662%  | 0.0000% | $160000000.00      | $9578852.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.2362%  | 0.0000% | $250000000.00      | $6484080.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-20      | 1.1162%  | 0.0000% | $250000000.00      | $5352323.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.9662%  | 0.0000% | $250000000.00      | $8094116.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $9544329.00        | $9552355.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $74000000.00       | $75489052.64       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $55000000.00       | $56049953.91       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $60000000.00       | $59700269.71       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $21421481.00       | $11525483.09       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $82389618.00       | $47686471.17       | Agency Mortgage-Backed Securities         |

### Security 224: Prudential Legacy Insurance Company of New Jersey

- **C.1 - Title:** Prudential Legacy Insurance Co. of New Jersey 4.180000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C6V76, C.3 - LEI: 5493005NCNV4ZW27HH91, C.5 - Other ID: ARP1C6V76_4.18_1103
- **C.18 - Value (incl. sponsor support):** $321475000.00
- **C.18.a - Value (excl. sponsor support):** $321475000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2044-05-15      | 0.0100%  | 0.0000% | $30000000.00       | $12240000.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-05-15      | 0.0100%  | 0.0000% | $215000000.00      | $116229000.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-08-15      | 0.0100%  | 0.0000% | $130000000.00      | $69283500.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-05-15      | 0.0100%  | 0.0000% | $93000000.00       | $37113975.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-02-15      | N/A      | 0.0000% | $90000000.00       | $49342500.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-05-15      | 4.6250%  | 0.0000% | $43000000.00       | $43695525.00       | U.S. Treasuries (including strips) |

### Security 225: Credit Agricole Securities (USA), Inc. - Fixed Income Clearing Corp.

- **C.1 - Title:** Credit Agricole Securities (USA), Inc. - Fixed Income Clearing Corp. 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C6V84, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1C6V84_4.15_1103
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2041-11-15      | 3.1250%  | 0.0000% | $140794000.00      | $120318435.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2028-01-15      | 4.2500%  | 0.0000% | $181000000.00      | $185681565.00      | U.S. Treasuries (including strips) |

### Security 226: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C6VA9, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP1C6VA9_4.14_1104
- **C.18 - Value (incl. sponsor support):** $1581000000.00
- **C.18.a - Value (excl. sponsor support):** $1581000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2027-02-15      | N/A      | 0.0000% | $1299000.00        | $1239197.94        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-11-15      | 0.8750%  | 0.0000% | $1623353600.00     | $1419795354.59     | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-08-15      | N/A      | 0.0000% | $212708832.20      | $192141802.50      | U.S. Treasuries (including strips) |

### Security 227: Bank of New York - Fixed Income Clearing Corp.

- **C.1 - Title:** Bank of New York - Fixed Income Clearing Corp. 4.130000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C6W67, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1C6W67_4.13_1103
- **C.18 - Value (incl. sponsor support):** $4200000000.00
- **C.18.a - Value (excl. sponsor support):** $4200000000.00
- **C.19 - Percentage of Net Assets:** 2.4300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2026-01-15      | 0.6250%  | 0.0000% | $969000000.00      | $1319482341.85     | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 3.8750%  | 0.0000% | $1288000000.00     | $1311693747.00     | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-01-15      | 2.1250%  | 0.0000% | $1251000000.00     | $1327014761.97     | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-31      | 3.8750%  | 0.0000% | $307207600.00      | $308973950.38      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-31      | 3.5000%  | 0.0000% | $16872200.00       | $16835249.88       | U.S. Treasuries (including strips) |

### Security 228: MUFG Securities Canada Ltd.

- **C.1 - Title:** MUFG Securities Canada Ltd. 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C6WA8, C.3 - LEI: 549300Y1PMK3, C.5 - Other ID: ARP1C6WA8_4.14_1103
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2026-04-30      | N/A      | 0.0000% | $73432500.00       | $72090961.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-05-15      | 2.3750%  | 0.0000% | $265900.00         | $175903.20         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-01-15      | 0.1250%  | 0.0000% | $74999800.00       | $87462632.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 2.5000%  | 0.0000% | $145278500.00      | $143273093.19      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-11-30      | 3.8750%  | 0.0000% | $25474300.00       | $26083894.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-01-15      | 3.8750%  | 0.0000% | $24999300.00       | $25280674.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-31      | 4.8750%  | 0.0000% | $19989000.00       | $20698009.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-11-30      | 4.1250%  | 0.0000% | $50000000.00       | $51715492.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-03-31      | 4.0000%  | 0.0000% | $13152700.00       | $13362927.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-15      | 3.8750%  | 0.0000% | $68769800.00       | $70032364.19       | U.S. Treasuries (including strips) |

### Security 229: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C6WC4, C.3 - LEI: FOR8UP27PHTH, C.5 - Other ID: ARP1C6WC4_4.15_1103
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2042-05-15      | N/A      | 0.0000% | $676995.00         | $307356.41         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $26231193.60       | $11411566.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-05-15      | N/A      | 0.0000% | $78000.00          | $33469.33          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-11-15      | N/A      | 0.0000% | $16368224.00       | $6488871.41        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-08-15      | N/A      | 0.0000% | $4800720.00        | $1833846.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $52495232.00       | $19817055.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-02-15      | N/A      | 0.0000% | $16750048.00       | $6246076.15        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-11-15      | N/A      | 0.0000% | $28594040.00       | $9816248.15        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-02-15      | N/A      | 0.0000% | $41100880.00       | $13937267.31       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-11-15      | N/A      | 0.0000% | $1995000.00        | $651612.88         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-02-15      | N/A      | 0.0000% | $990000.00         | $319894.74         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-02-15      | N/A      | 0.0000% | $26423000.00       | $8126895.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-02-15      | N/A      | 0.0000% | $11742960.00       | $3438949.32        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-08-15      | N/A      | 0.0000% | $1306250.00        | $324014.01         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-02-15      | N/A      | 0.0000% | $4032800.00        | $1707826.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-05-15      | N/A      | 0.0000% | $75063300.00       | $24424246.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-08-15      | N/A      | 0.0000% | $37993400.00       | $12220387.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $5962700.00        | $1834537.95        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-11-15      | N/A      | 0.0000% | $17494800.00       | $5314815.27        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-02-15      | N/A      | 0.0000% | $20955200.00       | $6283563.41        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-11-15      | N/A      | 0.0000% | $16283200.00       | $4554720.42        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-05-15      | N/A      | 0.0000% | $1000000.00        | $263504.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-08-15      | N/A      | 0.0000% | $3053100.00        | $794841.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-05-15      | N/A      | 0.0000% | $96865400.00       | $24489704.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-04-30      | 1.2500%  | 0.0000% | $269414000.00      | $254272394.40      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-08-15      | N/A      | 0.0000% | $17100595.20       | $14242897.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-05-15      | N/A      | 0.0000% | $13089177.60       | $7881438.86        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-08-15      | N/A      | 0.0000% | $22219520.00       | $12505101.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-05-15      | N/A      | 0.0000% | $23828864.00       | $6616632.15        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-08-15      | N/A      | 0.0000% | $15251616.00       | $4195612.80        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-11-15      | N/A      | 0.0000% | $29291456.00       | $7726441.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-11-15      | N/A      | 0.0000% | $30349312.00       | $15007279.54       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $59144831.94       | $22910933.55       | U.S. Treasuries (including strips) |

### Security 230: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 4.050000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C6WE0, C.3 - LEI: FOR8UP27PHTH, C.5 - Other ID: ARP1C6WE0_4.05_1103
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2031-02-15      | N/A      | 0.0000% | $7100.00           | $5823.78           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-11-30      | 4.3750%  | 0.0000% | $245241200.00      | $254994181.23      | U.S. Treasuries (including strips) |

### Security 231: JP Morgan Securities, Inc. - Fixed Income Clearing Corp.

- **C.1 - Title:** JP Morgan Securities, Inc. - Fixed Income Clearing Corp. 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1C7F80, C.3 - LEI: N/A, C.5 - Other ID: ARP1C7F80_4.15_1103
- **C.18 - Value (incl. sponsor support):** $2350000000.00
- **C.18.a - Value (excl. sponsor support):** $2350000000.00
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2036-03-01      | 2.0000%  | 0.0000% | $814197.00         | $413690.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.5000%  | 0.0000% | $2775000.00        | $1932774.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 3.5000%  | 0.0000% | $1076810.00        | $902441.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $12384378.00       | $11935431.54       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $5290252.00        | $5332537.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $2518867.00        | $2552440.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $9950577.00        | $9664305.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $29320.00          | $29807.57          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-12-20      | 1.5000%  | 0.0000% | $44681.00          | $35752.26          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $777721.00         | $757514.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $264202240.00      | $252408452.88      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-07-20      | 5.0000%  | 0.0000% | $884554.00         | $861405.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-09-20      | 6.0000%  | 0.0000% | $119464.00         | $118867.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 4.5000%  | 0.0000% | $1361275.00        | $1360989.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $1404377088.00     | $1425384227.85     | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1348755.00        | $1404561.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $35302196.00       | $32933567.86       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $25234776.00       | $26940717.60       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1790988.00        | $1866791.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $5067596.00        | $5175613.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $3504155.00        | $3656018.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1959153.00        | $1544189.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $1407413.00        | $1472536.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1548156.00        | $1581064.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-15      | 4.5000%  | 0.0000% | $196000.00         | $32188.99          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-08-20      | 6.5000%  | 0.0000% | $618862.00         | $7897.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-09-20      | 4.6250%  | 0.0000% | $4999998.00        | $7137.93           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-08-20      | 4.6250%  | 0.0000% | $45000000.00       | $709427.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-10-20      | 5.8750%  | 0.0000% | $336914.00         | $142467.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-02-15      | 3.0000%  | 0.0000% | $1707500.00        | $371005.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-05-15      | 4.5000%  | 0.0000% | $264282.00         | $87732.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-11-20      | 5.0000%  | 0.0000% | $354000.00         | $100487.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 2.5000%  | 0.0000% | $4000000.00        | $2127846.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-12-15      | 5.0000%  | 0.0000% | $6600000.00        | $2886695.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-15      | 3.0000%  | 0.0000% | $906000.00         | $615163.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-15      | 2.5000%  | 0.0000% | $3707515.00        | $2466750.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $12286402.00       | $7385969.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $123000.00         | $75019.69          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $18545000.00       | $11578650.28       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $3000000.00        | $2152231.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 3.5000%  | 0.0000% | $249132867.00      | $218979578.46      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 5.5000%  | 0.0000% | $5000000.00        | $4292144.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $3541936.00        | $2789479.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $2138898.00        | $1675917.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $275000.00         | $184503.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $502084.00         | $414041.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $5104774.00        | $2722529.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $1146079.00        | $671851.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 5.0000%  | 0.0000% | $1205474.00        | $1066261.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 4.0000%  | 0.0000% | $1677000.00        | $994985.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $1212327.00        | $1089861.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-05-20      | 5.5000%  | 0.0000% | $4280137.00        | $3066777.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 5.0000%  | 0.0000% | $1182123.00        | $1037764.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-04-15      | 5.5500%  | 0.0000% | $26044.00          | $26822.21          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 7.0000%  | 0.0000% | $1626416.00        | $1390521.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 7.0000%  | 0.0000% | $692226.00         | $522497.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 7.5000%  | 0.0000% | $1972870.00        | $1721924.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 7.5000%  | 0.0000% | $2257821.00        | $1983492.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $1126113.00        | $728576.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $3279506.00        | $308722.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1092178.00        | $287086.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 5.0000%  | 0.0000% | $638480.00         | $622315.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 7.0000%  | 0.0000% | $1131066.00        | $1171758.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $1295114.00        | $1292201.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 4.0000%  | 0.0000% | $1290340.00        | $1201944.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.5000%  | 0.0000% | $64979.00          | $68144.57          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 7.0000%  | 0.0000% | $1358734.00        | $611840.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.5000%  | 0.0000% | $1675332.00        | $1643155.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-12-15      | 5.4800%  | 0.0000% | $52051.00          | $53847.06          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $2274229.00        | $2364970.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $1951618.00        | $1938034.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $3535531.00        | $1462468.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 2.5000%  | 0.0000% | $1159274.00        | $968827.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1110275.00        | $1163209.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1279107.00        | $1334598.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $2035928.00        | $2126296.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1235679.00        | $856987.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1879270.00        | $1614036.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $3878441.00        | $2458772.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1141638.00        | $1176084.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $3467478.00        | $3616292.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $2790512.00        | $2905027.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $8101527.00        | $8240322.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $14179846.00       | $14817270.21       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $8081295.00        | $8451921.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $1089288.00        | $1135108.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 3.5000%  | 0.0000% | $406128.00         | $366456.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 6.0000%  | 0.0000% | $1026051.00        | $1045310.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1068495.00        | $1123005.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $2022784.00        | $2021777.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1761822.00        | $1839081.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1158590.00        | $1177234.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $1577208.00        | $1643978.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $2765490.00        | $2883395.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $1317394.00        | $1377408.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1110178.00        | $1127858.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1595813.00        | $1619564.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $1100850.00        | $1103726.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1545809.00        | $1617136.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $12897159.00       | $13104047.86       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1222012.00        | $1277392.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $2175852.00        | $2269107.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $1105275.00        | $1109255.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $1368926.00        | $1337643.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 6.5000%  | 0.0000% | $887500.00         | $929270.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1202448.00        | $1258261.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $5313826.00        | $5546597.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $6423354.00        | $6427317.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1221790.00        | $1275947.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $5911495.00        | $6177979.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $2542621.00        | $2683276.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $2308707.00        | $2354124.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $2657530.00        | $2781463.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $1055410.00        | $1104361.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $1169897.00        | $1174605.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $795105.00         | $838814.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $3394549.00        | $3538029.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $3082076.00        | $3140593.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $984648.00         | $1036784.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1001834.00        | $1050705.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.0000%  | 0.0000% | $5123272.00        | $5132565.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 7.0000%  | 0.0000% | $1324410.00        | $1368448.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2159835.00        | $2259159.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 5.0000%  | 0.0000% | $296184.00         | $209193.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1380484.00        | $1445618.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1163118.00        | $1216861.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 5.5000%  | 0.0000% | $14443363.00       | $14589780.18       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 6.5000%  | 0.0000% | $762065.00         | $803744.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1713319.00        | $1808228.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1013026.00        | $1062493.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $1220148.00        | $1249827.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $5776405.00        | $5907974.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 6.5000%  | 0.0000% | $1200751.00        | $1254912.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 7.0000%  | 0.0000% | $11883770.00       | $12266038.90       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 3.5000%  | 0.0000% | $181349.00         | $163630.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $2109653.00        | $2149066.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2578122.00        | $2699523.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 3.0000%  | 0.0000% | $168062.00         | $148651.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 4.0000%  | 0.0000% | $147393.00         | $139108.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $6826736.00        | $6957379.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 3.5000%  | 0.0000% | $407490.00         | $368005.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1246655.00        | $1307675.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1078468.00        | $1129659.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1595498.00        | $1672029.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $3757507.00        | $3780335.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $2148000.00        | $2167906.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $2673387.00        | $2794638.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $4400000.00        | $4551679.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 4.0000%  | 0.0000% | $690380.00         | $652610.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 7.0000%  | 0.0000% | $1213002.00        | $1253787.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1652514.00        | $1731652.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1797096.00        | $1881549.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $1694909.00        | $1763571.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 7.0000%  | 0.0000% | $2300000.00        | $2378170.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $9152133.00        | $9590416.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 4.5000%  | 0.0000% | $242778.00         | $237662.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 3.5000%  | 0.0000% | $1483854.00        | $1356617.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1400678.00        | $1453539.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-15      | 3.0000%  | 0.0000% | $914222.00         | $584381.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-02-15      | 4.0000%  | 0.0000% | $125000.00         | $10424.85          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-10-15      | 3.5000%  | 0.0000% | $41429821.00       | $4166962.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-12-20      | 3.0000%  | 0.0000% | $514932.00         | $56086.22          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-01-20      | 3.0000%  | 0.0000% | $4015200.00        | $433775.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-12-20      | 3.5000%  | 0.0000% | $2403315.00        | $235170.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-09-20      | 2.5000%  | 0.0000% | $879142.00         | $155123.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-11-20      | 4.7500%  | 0.0000% | $78805970.00       | $1668886.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-05-20      | 3.5000%  | 0.0000% | $4119582.00        | $326727.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-06-20      | 3.0000%  | 0.0000% | $925000.00         | $53037.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-04-20      | 3.5000%  | 0.0000% | $481574.00         | $64059.70          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-07-20      | 2.5000%  | 0.0000% | $354635.00         | $28479.88          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-08-20      | 3.5000%  | 0.0000% | $29150000.00       | $3376790.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-03-20      | 3.0000%  | 0.0000% | $1039005.00        | $72640.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-07-20      | 3.5000%  | 0.0000% | $1050000.00        | $112331.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-09-20      | 4.5000%  | 0.0000% | $4821445.00        | $397190.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-06-20      | 4.0000%  | 0.0000% | $5127168.00        | $443672.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-08-20      | 5.5000%  | 0.0000% | $39000.00          | $5789.44           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 5.0000%  | 0.0000% | $5765644.00        | $963154.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 4.0000%  | 0.0000% | $5000729.00        | $969558.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-08-20      | 2.5000%  | 0.0000% | $800000.00         | $220118.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 5.5000%  | 0.0000% | $45000.00          | $16141.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 1.5000%  | 0.0000% | $337697.00         | $135071.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-07-20      | 5.0000%  | 0.0000% | $147909.00         | $47931.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-04-20      | 6.0000%  | 0.0000% | $109155.00         | $65664.21          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 2.0000%  | 0.0000% | $17946388.00       | $9713614.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-11-20      | 4.5000%  | 0.0000% | $28691.00          | $15516.73          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 5.5000%  | 0.0000% | $178446.00         | $80845.24          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $5119000.00        | $3256906.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-11-20      | 5.0000%  | 0.0000% | $425078.00         | $100613.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-04-20      | 3.0000%  | 0.0000% | $185185.00         | $102999.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 4.0000%  | 0.0000% | $18894226.00       | $15193307.41       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 3.0000%  | 0.0000% | $103172.00         | $81904.95          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $20000000.00       | $15091209.26       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $18000.00          | $12628.47          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-02-20      | 5.0000%  | 0.0000% | $161318.00         | $98368.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-06-20      | 6.5000%  | 0.0000% | $56812.00          | $37698.26          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-12-20      | 3.0000%  | 0.0000% | $205836.00         | $163069.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 5.5000%  | 0.0000% | $5193080.00        | $4641335.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-04-20      | 2.5000%  | 0.0000% | $46079.00          | $37793.53          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 2.5000%  | 0.0000% | $100000.00         | $66409.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $672372.00         | $315813.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-09-20      | 4.5000%  | 0.0000% | $167684.00         | $119421.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 4.5000%  | 0.0000% | $3595704.00        | $3179490.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $310000.00         | $230303.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-06-20      | 7.0000%  | 0.0000% | $90881.00          | $54062.32          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 5.0000%  | 0.0000% | $2616909.00        | $2379481.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-05-20      | 6.5000%  | 0.0000% | $606559.00         | $586568.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $21875512.00       | $19595072.29       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $783273.00         | $469886.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-07-15      | 3.0000%  | 0.0000% | $350000.00         | $52416.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-07-20      | 3.0000%  | 0.0000% | $7500000.00        | $1381038.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-15      | 4.0000%  | 0.0000% | $1000000.00        | $67856.58          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-15      | 5.0000%  | 0.0000% | $1257250.00        | $71011.80          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-15      | 3.0000%  | 0.0000% | $31242860.00       | $5405820.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $1000000.00        | $663564.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 2.5000%  | 0.0000% | $1488631.00        | $442061.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-20      | 3.5000%  | 0.0000% | $175000.00         | $98270.67          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-09-15      | 5.5500%  | 0.0000% | $805477.00         | $844939.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-06-15      | 4.0000%  | 0.0000% | $700000.00         | $405146.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-15      | 2.5000%  | 0.0000% | $698478.00         | $432679.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 4.0000%  | 0.0000% | $3098584.00        | $1532982.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $847523.00         | $526511.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $725098.00         | $365770.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-01-20      | 7.0000%  | 0.0000% | $2868002.00        | $1109229.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-01-20      | 7.0000%  | 0.0000% | $2091331.00        | $1099597.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $827000.00         | $514512.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $1071674.00        | $497684.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $694854.00         | $402231.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-10-20      | 3.0000%  | 0.0000% | $219676.00         | $119439.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $406503.00         | $264971.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-11-20      | 2.5000%  | 0.0000% | $664474.00         | $418253.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $311000.00         | $136641.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-05-20      | 6.0000%  | 0.0000% | $1514488.00        | $482334.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-20      | 2.5000%  | 0.0000% | $84070.00          | $51371.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $75302.00          | $50967.49          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 2.5000%  | 0.0000% | $92028.00          | $60140.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-06-20      | 3.0000%  | 0.0000% | $1388734.00        | $1010306.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $117298.00         | $67462.40          | Agency Mortgage-Backed Securities |

### Security 232: Northern Trust Co. - Fixed Income Clearing Corp.

- **C.1 - Title:** Northern Trust Co. - Fixed Income Clearing Corp. 4.120000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C7F98, C.3 - LEI: N/A, C.5 - Other ID: ARP1C7F98_4.12_1103
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $50874999.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $50874999.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $50874999.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $50874999.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $50874999.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $50874999.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $50874999.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $50874999.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.0000%  | 0.0000% | $50000000.00       | $51450136.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $50874999.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $50874999.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $50874999.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $50874999.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.1250%  | 0.0000% | $31181400.00       | $31727074.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $50874999.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $50874999.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $50874999.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.0000%  | 0.0000% | $50000000.00       | $51450136.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $50874999.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.0000%  | 0.0000% | $50000000.00       | $51450136.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.0000%  | 0.0000% | $19361000.00       | $19922521.75       | U.S. Treasuries (including strips) |

### Security 233: Bank of New York - Fixed Income Clearing Corp.

- **C.1 - Title:** Bank of New York - Fixed Income Clearing Corp. 4.160000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C7FA5, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1C7FA5_4.16_1103
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-02-28      | 1.8750%  | 0.0000% | $905200000.00      | $886961605.31      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-15      | 4.1250%  | 0.0000% | $24074300.00       | $24768208.33       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-04-30      | 4.0000%  | 0.0000% | $613405900.00      | $618270208.80      | U.S. Treasuries (including strips) |

### Security 234: Bank of New York - Fixed Income Clearing Corp.

- **C.1 - Title:** Bank of New York - Fixed Income Clearing Corp. 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1C7FB3, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1C7FB3_4.17_1103
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $1024.00           | $908.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $773.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 4.5000%  | 0.0000% | $1024.00           | $898.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $1024.00           | $827.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $686.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $1024.00           | $883.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $1024.00           | $930.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $2064.00           | $1658.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $850.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.5000%  | 0.0000% | $1024.00           | $721.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $887.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.5000%  | 0.0000% | $2112.00           | $1549.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $1024.00           | $827.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $855.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.5000%  | 0.0000% | $1024.00           | $840.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $815.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $5189976.00        | $4308428.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $1024.00           | $840.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $1024.00           | $855.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $1024.00           | $855.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 7.0000%  | 0.0000% | $1024.00           | $862.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 5.5000%  | 0.0000% | $2048.00           | $1861.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $1009.00           | $917.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $776.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $892.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $840.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $1024.00           | $838.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $1024.00           | $852.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $1024.00           | $900.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $1040.00           | $793.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $1040.00           | $900.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 7.0000%  | 0.0000% | $2131.00           | $1746.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $949.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 5.0000%  | 0.0000% | $1000.00           | $848.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $858.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 6.5000%  | 0.0000% | $16829255.00       | $14453661.74       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 7.0000%  | 0.0000% | $1000.00           | $700.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 4.5000%  | 0.0000% | $575899.00         | $454299.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $2048.00           | $1928.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 6.0000%  | 0.0000% | $1024.00           | $925.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 6.0000%  | 0.0000% | $1024.00           | $943.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1031.00           | $924.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $945.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $118490290.00      | $113761681.47      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $891.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $38240040.00       | $36186756.14       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $952.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $984.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $984.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1030.00           | $978.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $1023.00           | $888.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $1008.00           | $876.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.0000%  | 0.0000% | $1024.00           | $1019.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.0000%  | 0.0000% | $1024.00           | $1020.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $992.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-07-01      | 3.0000%  | 0.0000% | $1000.00           | $867.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $848.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 4.0000%  | 0.0000% | $1008.00           | $924.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 5.0000%  | 0.0000% | $363494.00         | $332692.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $4303404.00        | $3955513.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.5000%  | 0.0000% | $1000.00           | $893.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 5.5000%  | 0.0000% | $2028.00           | $2046.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 3.0000%  | 0.0000% | $64434.00          | $25731.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-02-01      | 4.0000%  | 0.0000% | $1000.00           | $420.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $1010.00           | $718.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.5000%  | 0.0000% | $600306.00         | $466746.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $5936202.00        | $5529904.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 7.0000%  | 0.0000% | $1042.00           | $5.10              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-10-01      | 6.5000%  | 0.0000% | $1549.00           | $0.45              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.5000%  | 0.0000% | $3000.00           | $2229.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.5000%  | 0.0000% | $6144.00           | $4438.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $6000.00           | $4672.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $3000.00           | $2194.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $2051.00           | $1503.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $6059.00           | $4476.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $3000.00           | $2197.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $759.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $3113.00           | $2330.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $1040.00           | $763.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.5000%  | 0.0000% | $2046.00           | $1283.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.0000%  | 0.0000% | $3264.00           | $2416.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $3072.00           | $2370.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $2016.00           | $1501.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $1024.00           | $793.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $23534432.00       | $19267721.35       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $784.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1462.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $3000.00           | $2193.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $713.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $2514560.00        | $1804835.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1485.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $3010.00           | $2104.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $6000.00           | $4724.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $830.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.5000%  | 0.0000% | $2048.00           | $1587.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $3088.00           | $2171.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $2058.00           | $1609.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $6000.00           | $4207.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.0000%  | 0.0000% | $1008.00           | $627.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $1024.00           | $779.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $990.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $2105.00           | $1452.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $60811136.00       | $44630381.48       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.0000%  | 0.0000% | $12076000.00       | $8927398.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $728.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1008.00           | $801.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $809.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1024.00           | $771.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $11310021.00       | $8833982.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $3144.00           | $2748.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $859.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $781.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $3077.00           | $2494.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $4080.00           | $3273.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 6.0000%  | 0.0000% | $13320790.00       | $7932449.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $819.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $799.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $862.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $2048.00           | $1774.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $2302801.00        | $2410167.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $919.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $986.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 4.5000%  | 0.0000% | $1000.00           | $963.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $1006.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1039.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $1175000.00        | $1195011.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1048.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $975.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $932.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $911.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1040.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.41           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-04-01      | 4.0000%  | 0.0000% | $1000.00           | $187.25            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-05-01      | 4.0000%  | 0.0000% | $2001.00           | $422.85            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-05-01      | 3.5000%  | 0.0000% | $1000.00           | $132.58            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $84.94             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-07-01      | 4.0000%  | 0.0000% | $1001.00           | $170.42            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $138.48            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-04-01      | 4.0000%  | 0.0000% | $1032.00           | $286.58            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-05-01      | 4.0000%  | 0.0000% | $1000.00           | $243.33            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-07-01      | 4.0000%  | 0.0000% | $1000.00           | $106.55            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-09-01      | 4.0000%  | 0.0000% | $1000.00           | $274.37            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-02-01      | 4.0000%  | 0.0000% | $1008.00           | $122.24            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-12-01      | 4.0000%  | 0.0000% | $1040.00           | $137.97            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $343.92            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-02-01      | 4.0000%  | 0.0000% | $1000.00           | $127.48            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-07-01      | 4.5000%  | 0.0000% | $1003.00           | $192.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $2000.00           | $2105.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $1003.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $2002.00           | $2083.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1028.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1052.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-08-01      | 4.0000%  | 0.0000% | $1000.00           | $169.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-10-01      | 4.0000%  | 0.0000% | $76529.00          | $12118.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-03-01      | 3.5000%  | 0.0000% | $1024.00           | $145.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-03-01      | 4.0000%  | 0.0000% | $3000.00           | $487.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.5000%  | 0.0000% | $2000.00           | $495.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.5000%  | 0.0000% | $2000.00           | $474.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $306.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 4.0000%  | 0.0000% | $3000.00           | $1210.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 3.5000%  | 0.0000% | $1008.00           | $148.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $151.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $217.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $2029.00           | $405.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 4.5000%  | 0.0000% | $1000.00           | $399.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $113.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $808.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 4.5000%  | 0.0000% | $3320980.00        | $660801.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-04-01      | 4.0000%  | 0.0000% | $1000.00           | $209.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-03-01      | 3.5000%  | 0.0000% | $1000.00           | $175.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $192.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $240.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $2052.00           | $315.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 4.5000%  | 0.0000% | $1476440.00        | $500030.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 4.5000%  | 0.0000% | $1000.00           | $379.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $414.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $205.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $382.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $1202.00           | $176.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-10-01      | 4.5000%  | 0.0000% | $1000.00           | $294.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 4.5000%  | 0.0000% | $1001.00           | $391.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $349.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 4.0000%  | 0.0000% | $1008.00           | $240.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $2001.00           | $322.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.0000%  | 0.0000% | $1024.00           | $169.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $190.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $514.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 3.5000%  | 0.0000% | $2000.00           | $537.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 4.5000%  | 0.0000% | $1859000.00        | $412707.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $422.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $2000.00           | $624.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $497.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $103.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $393.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $924184.00         | $236005.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $445.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $199.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $185.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $297.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $387.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $89.83             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 3.5000%  | 0.0000% | $1280.00           | $176.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $108.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 4.5000%  | 0.0000% | $1000.00           | $194.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 3.5000%  | 0.0000% | $1024.00           | $309.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 4.0000%  | 0.0000% | $1024.00           | $309.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 3.5000%  | 0.0000% | $1024.00           | $285.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $180.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-01-01      | 4.5000%  | 0.0000% | $1024.00           | $198.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-05-01      | 4.0000%  | 0.0000% | $1000.00           | $739.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.5000%  | 0.0000% | $1024.00           | $751.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $958.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 5.0000%  | 0.0000% | $1001.00           | $96.54             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $2840992.00        | $848216.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 5.0000%  | 0.0000% | $1028.00           | $674.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-01      | 5.0000%  | 0.0000% | $1000.00           | $94.94             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.0000%  | 0.0000% | $2000.00           | $616.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $267.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $1120.00           | $275.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $417.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $2052508.00        | $471974.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 5.0000%  | 0.0000% | $1000.00           | $184.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-01      | 4.0000%  | 0.0000% | $1000.00           | $229.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $270.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $128.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $358.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $363.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 2.5000%  | 0.0000% | $1000.00           | $232.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 2.5000%  | 0.0000% | $1024.00           | $386.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-08-01      | 2.0000%  | 0.0000% | $1024.00           | $469.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $76968472.00       | $38805975.92       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1779897.00        | $926755.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 3.0000%  | 0.0000% | $2000.00           | $717.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $76086618.00       | $43082969.59       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 2.5000%  | 0.0000% | $1024.00           | $612.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $396.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $765.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1454.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 5.0000%  | 0.0000% | $5000462.00        | $3067148.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $626.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $1008.00           | $809.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $923.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $812.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $848.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $512.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $803.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1155400.00        | $531537.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $739.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $572.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $668.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $727.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1445.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $2000.00           | $1214.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1578.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $854.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $717.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $680.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $942.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $736.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $732.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $3000.00           | $2097.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $1001.00           | $707.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 4.5000%  | 0.0000% | $1000.00           | $945.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $736.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $632.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $779.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $610.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1361.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1040.00           | $806.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $1024.00           | $835.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $1024.00           | $856.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $918624.00         | $724119.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.0000%  | 0.0000% | $2575200.00        | $1977450.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 6.0000%  | 0.0000% | $92415488.00       | $80117445.96       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $2032.00           | $1746.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $1024.00           | $902.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $1026.00           | $772.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $769.35            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $765.43            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $3000.00           | $2326.30           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $804.70            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $759.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1681.47           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $1001.00           | $674.86            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $778.30            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $829.98            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1459.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $672.17            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.5000%  | 0.0000% | $1008.00           | $698.77            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.5000%  | 0.0000% | $6078271.00        | $4402565.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.5000%  | 0.0000% | $2001.00           | $1411.19           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $691.04            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 6.0000%  | 0.0000% | $2000.00           | $489.72            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $746.42            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 6.5000%  | 0.0000% | $1000.00           | $732.15            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 6.5000%  | 0.0000% | $1000.00           | $703.02            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $586.33            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $651.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $471.18            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $689.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $580.91            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $701.36            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.0000%  | 0.0000% | $1008.00           | $956.12            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 6.5000%  | 0.0000% | $2000.00           | $1407.10           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.5000%  | 0.0000% | $1446500.00        | $1404078.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $810.54            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $271.56            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $167.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-08-01      | 4.5000%  | 0.0000% | $1000.00           | $353.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-09-01      | 3.5000%  | 0.0000% | $1000.00           | $336.48            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-09-01      | 3.5000%  | 0.0000% | $1008.00           | $271.00            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $359.58            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-10-01      | 4.5000%  | 0.0000% | $1000.00           | $317.97            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $298.20            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $384.83            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 4.0000%  | 0.0000% | $1000.00           | $139.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 4.0000%  | 0.0000% | $1000.00           | $323.32            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $380.31            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-12-01      | 4.5000%  | 0.0000% | $1000.00           | $241.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $418.15            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $135.28            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $403.55            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $619.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $457.75            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $507.77            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-04-01      | 2.5000%  | 0.0000% | $2020.00           | $1132.03           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $659.94            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $643.95            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $620.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $617.20            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $475.86            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $684.06            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-05-01      | 3.0000%  | 0.0000% | $1000.00           | $783.91            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $626.56            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $867.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $830.44            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $835.12            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $770.57            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $774.87            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $856.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $619.49            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $503.52            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $775.23            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $621.17            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $701.50            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $608.87            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $615.21            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1130.00           | $942.90            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $710.49            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $633.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $828.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $943.52            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $697.53            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $784.99            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $280.01            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $879.79            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $2004.00           | $1236.64           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $959.08            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1001.00           | $494.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $812.94            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $888.49            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $812.15            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $588.29            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $1001.00           | $585.64            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $715.54            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $962.45            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $775.96            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-09-01      | 4.5000%  | 0.0000% | $1000.00           | $160.01            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-10-01      | 4.0000%  | 0.0000% | $1000.00           | $109.81            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-10-01      | 3.5000%  | 0.0000% | $7567009.00        | $1183782.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-11-01      | 4.0000%  | 0.0000% | $26969.00          | $4409.24           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-03-01      | 4.0000%  | 0.0000% | $1000.00           | $177.32            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-02-01      | 5.0000%  | 0.0000% | $1000.00           | $352.37            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $213.05            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 5.0000%  | 0.0000% | $1000.00           | $466.42            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.0000%  | 0.0000% | $4293244.00        | $469602.92         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.0000%  | 0.0000% | $1000.00           | $160.61            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.5000%  | 0.0000% | $1003.00           | $147.91            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 3.5000%  | 0.0000% | $1002.00           | $325.26            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $292.02            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.0000%  | 0.0000% | $1001.00           | $429.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 5.0000%  | 0.0000% | $1000.00           | $97.82             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.5000%  | 0.0000% | $1001.00           | $193.02            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.0000%  | 0.0000% | $3000.00           | $846.84            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 5.0000%  | 0.0000% | $1001.00           | $352.97            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 5.0000%  | 0.0000% | $1001.00           | $315.56            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $195.60            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-04-01      | 4.0000%  | 0.0000% | $1002.00           | $253.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-05-01      | 4.0000%  | 0.0000% | $1001.00           | $199.63            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 4.0000%  | 0.0000% | $1006.00           | $306.76            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-05-01      | 4.0000%  | 0.0000% | $1001.00           | $257.44            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $168.73            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $260.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $294.64            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 4.0000%  | 0.0000% | $1001.00           | $314.89            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $456.60            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $193.56            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $201.49            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $384.32            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $380.10            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-03-01      | 3.5000%  | 0.0000% | $2048.00           | $443.70            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $315.87            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-09-01      | 3.5000%  | 0.0000% | $1000.00           | $273.50            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $232.86            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $293.27            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $275.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-12-01      | 4.0000%  | 0.0000% | $1001.00           | $240.76            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-11-01      | 4.0000%  | 0.0000% | $1000.00           | $205.88            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $340.52            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-12-01      | 4.0000%  | 0.0000% | $2020.00           | $656.58            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.0000%  | 0.0000% | $1000.00           | $152.89            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-06-01      | 4.5000%  | 0.0000% | $1000.00           | $283.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 5.0000%  | 0.0000% | $1000.00           | $286.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 5.0000%  | 0.0000% | $1000.00           | $399.25            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $159.96            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-05-01      | 4.0000%  | 0.0000% | $1001.00           | $312.02            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.0000%  | 0.0000% | $1003.00           | $340.53            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 5.0000%  | 0.0000% | $1000.00           | $103.71            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 5.0000%  | 0.0000% | $1002.00           | $332.97            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $265.04            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $160.17            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 5.0000%  | 0.0000% | $1001.00           | $127.72            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $247.18            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $289.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $233.35            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $340.70            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $563.24            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $397.94            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $199.93            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $287.53            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $302.10            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $205.03            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $236.94            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $214.64            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $320.93            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 5.0000%  | 0.0000% | $1000.00           | $167.57            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $364.12            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $177.25            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $282.88            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $339.99            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $361.19            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $327.06            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-10-01      | 4.0000%  | 0.0000% | $1024.00           | $255.94            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $294.57            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $307.37            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $368.65            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $151.57            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $215.72            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $304.28            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.5000%  | 0.0000% | $392992.00         | $167482.56         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $266.64            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $343.13            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.5000%  | 0.0000% | $1001.00           | $228.44            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $248.54            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $179.45            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $66.36             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $277.00            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $230.91            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $302.31            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $449.38            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $69.99             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $163.99            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-06-01      | 4.0000%  | 0.0000% | $1005.00           | $93.18             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $174.78            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-06-01      | 4.5000%  | 0.0000% | $1024.00           | $243.43            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-05-01      | 2.0000%  | 0.0000% | $5383768.00        | $2711576.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $690.24            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 4.5000%  | 0.0000% | $1000.00           | $458.18            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $722.76            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 4.5000%  | 0.0000% | $3000.00           | $2259.58           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 6.5000%  | 0.0000% | $2000.00           | $1593.84           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 5.0000%  | 0.0000% | $39538240.00       | $37487953.96       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 6.0000%  | 0.0000% | $1008.00           | $902.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $7289627.00        | $6901481.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $968.24            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $952.70            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $1152.00           | $1111.63           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $139523.00         | $110842.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.0000%  | 0.0000% | $11264.00          | $9197.04           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $778.95            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-08-01      | 4.0000%  | 0.0000% | $1018.00           | $98.55             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-08-01      | 4.0000%  | 0.0000% | $1001.00           | $100.65            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-09-01      | 4.0000%  | 0.0000% | $1000.00           | $106.92            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-12-01      | 4.0000%  | 0.0000% | $1004.00           | $99.15             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-02-01      | 3.5000%  | 0.0000% | $1008.00           | $106.00            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-03-01      | 4.0000%  | 0.0000% | $2000.00           | $388.94            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-09-01      | 4.0000%  | 0.0000% | $1000.00           | $243.26            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-10-01      | 4.0000%  | 0.0000% | $3067.00           | $379.30            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-02-01      | 3.5000%  | 0.0000% | $1000.00           | $223.61            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-04-01      | 4.0000%  | 0.0000% | $1000.00           | $47.55             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-04-01      | 4.0000%  | 0.0000% | $1000.00           | $128.71            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-04-01      | 4.0000%  | 0.0000% | $2000.00           | $353.86            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-04-01      | 4.0000%  | 0.0000% | $1000.00           | $113.93            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-01-01      | 5.0000%  | 0.0000% | $5427.00           | $102.17            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-01-01      | 5.5000%  | 0.0000% | $82648.00          | $286.75            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-05-01      | 5.5000%  | 0.0000% | $100458028.00      | $4456650.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-08-01      | 4.0000%  | 0.0000% | $1995.00           | $319.45            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-02-01      | 4.5000%  | 0.0000% | $1000.00           | $94.67             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-07-01      | 3.5000%  | 0.0000% | $1269.00           | $159.34            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-02-01      | 3.5000%  | 0.0000% | $47968949.00       | $4561939.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-07-01      | 4.5000%  | 0.0000% | $1000.00           | $293.92            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $319.55            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $343.76            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-10-01      | 4.5000%  | 0.0000% | $1000.00           | $327.78            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-11-01      | 4.5000%  | 0.0000% | $1000.00           | $301.14            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-11-01      | 4.5000%  | 0.0000% | $1000.00           | $253.16            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $329.19            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $404.15            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $285.21            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $271.16            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.5000%  | 0.0000% | $5599601.00        | $1606238.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $216.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $324.16            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $173.16            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $363.48            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $88.27             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-06-01      | 3.0000%  | 0.0000% | $1000.00           | $121.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-10-01      | 4.0000%  | 0.0000% | $1000.00           | $113.52            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-12-01      | 4.0000%  | 0.0000% | $1000.00           | $86.51             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.5000%  | 0.0000% | $6124784.00        | $4573037.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-05-01      | 3.5000%  | 0.0000% | $15137696.00       | $4255556.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-11-01      | 3.5000%  | 0.0000% | $1024.00           | $253.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-12-01      | 3.5000%  | 0.0000% | $7758757.00        | $1438433.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $1024.00           | $170.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $1024.00           | $99.38             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-10-01      | 3.5000%  | 0.0000% | $1024.00           | $115.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.5000%  | 0.0000% | $2000.00           | $713.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $135.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $1021.00           | $232.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-06-01      | 3.5000%  | 0.0000% | $1024.00           | $290.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-07-01      | 3.5000%  | 0.0000% | $1079.00           | $280.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-07-01      | 3.0000%  | 0.0000% | $1024.00           | $149.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-08-01      | 3.0000%  | 0.0000% | $172759621.00      | $24534229.84       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $2064.00           | $293.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $155.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.5000%  | 0.0000% | $33197200.00       | $8828550.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $266.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $1024.00           | $311.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $86.76             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $1008.00           | $242.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $199.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 3.0000%  | 0.0000% | $1000.00           | $262.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 3.5000%  | 0.0000% | $1024.00           | $192.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 4.0000%  | 0.0000% | $1002.00           | $111.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 3.0000%  | 0.0000% | $1024.00           | $192.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 3.0000%  | 0.0000% | $1008.00           | $185.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $234.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $187285030.00      | $23392573.10       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-10-01      | 3.5000%  | 0.0000% | $1008.00           | $206.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-08-01      | 4.0000%  | 0.0000% | $1000.00           | $108.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-09-01      | 4.0000%  | 0.0000% | $1000.00           | $137.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-07-01      | 4.0000%  | 0.0000% | $2014.00           | $278.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-11-01      | 4.0000%  | 0.0000% | $12751.00          | $267.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 3.0000%  | 0.0000% | $1059.00           | $148.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $1079637.00        | $292483.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-05-01      | 3.5000%  | 0.0000% | $1024.00           | $164.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $1000.00           | $181.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-06-01      | 3.0000%  | 0.0000% | $1000.00           | $51.29             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-09-01      | 3.5000%  | 0.0000% | $19427168.00       | $4439410.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-03-01      | 3.5000%  | 0.0000% | $1000.00           | $250.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-08-01      | 6.0000%  | 0.0000% | $131850.00         | $966.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-12-01      | 8.5000%  | 0.0000% | $1000.00           | $8.61              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-02-01      | 5.5000%  | 0.0000% | $1000.00           | $5.48              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-04-01      | 6.0000%  | 0.0000% | $1022.00           | $14.11             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-01      | 6.0000%  | 0.0000% | $69814192.00       | $289424.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-01      | 6.0000%  | 0.0000% | $1012.00           | $17.54             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-04-01      | 6.0000%  | 0.0000% | $1008.00           | $10.92             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-01      | 6.0000%  | 0.0000% | $1023.00           | $7.71              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 6.0000%  | 0.0000% | $1025.00           | $1.45              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 6.0000%  | 0.0000% | $2064.00           | $18.64             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-08-01      | 6.0000%  | 0.0000% | $1000.00           | $4.05              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-02-01      | 6.0000%  | 0.0000% | $1055.00           | $13.12             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-10-01      | 6.0000%  | 0.0000% | $1006.00           | $2.49              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-04-01      | 6.0000%  | 0.0000% | $1024.00           | $12.11             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $837.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $868.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 7.0000%  | 0.0000% | $1000.00           | $851.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $874.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $1001.00           | $913.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $702.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $420.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $2512.00           | $2285.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 5.0000%  | 0.0000% | $1012.00           | $965.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 5.5000%  | 0.0000% | $1024.00           | $835.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $1017.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1046.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 7.0000%  | 0.0000% | $3000.00           | $3226.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1000.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $2781218.00        | $2607077.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $900.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $803.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $871.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $822.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-07-01      | 6.5000%  | 0.0000% | $1000.00           | $560.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $795.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 7.5000%  | 0.0000% | $1000.00           | $1067.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $699.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $936.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $958.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $750.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 7.5000%  | 0.0000% | $1000.00           | $932.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $905.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1008.00           | $1000.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1880.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 4.0000%  | 0.0000% | $1000.00           | $814.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $942.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $748.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $926.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $1008.00           | $1010.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $915.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $981.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $1059.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.0000%  | 0.0000% | $2000.00           | $2003.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $998.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $987.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $1000.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $12884608.00       | $12526363.52       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $692.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 3.5000%  | 0.0000% | $1008.00           | $503.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 2.5000%  | 0.0000% | $2048.00           | $1116.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $5000.00           | $3079.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.0000%  | 0.0000% | $2394.00           | $1492.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-08-01      | 2.0000%  | 0.0000% | $3000.00           | $1842.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-06-01      | 3.0000%  | 0.0000% | $2010.00           | $737.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $5000.00           | $3310.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $11059826.00       | $7655040.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-01-01      | 2.0000%  | 0.0000% | $2022.00           | $1321.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.0000%  | 0.0000% | $2000.00           | $1280.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.0000%  | 0.0000% | $147000.00         | $95975.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $2000.00           | $1228.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 2.5000%  | 0.0000% | $1118490.00        | $598265.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 2.5000%  | 0.0000% | $2000.00           | $1183.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1457.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $6073.00           | $4619.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $2016.00           | $1671.20           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 6.0000%  | 0.0000% | $1001.00           | $723.97            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.0000%  | 0.0000% | $1001.00           | $1019.03           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $724.03            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $842.35            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $800.31            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $774.95            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $866.57            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 7.0000%  | 0.0000% | $20096934.00       | $19687051.62       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.0000%  | 0.0000% | $1024.00           | $965.72            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 7.0000%  | 0.0000% | $1000.00           | $1049.58           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-12-01      | 2.0000%  | 0.0000% | $1025.00           | $617.61            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-10-01      | 2.5000%  | 0.0000% | $1001.00           | $630.10            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $677.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 4.5000%  | 0.0000% | $1002.00           | $624.43            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $732.26            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.0000%  | 0.0000% | $22631841.00       | $18573006.29       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 5.5000%  | 0.0000% | $1033.00           | $836.84            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.0000%  | 0.0000% | $38831808.00       | $31681840.46       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.0000%  | 0.0000% | $9093344.00        | $7434734.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.0000%  | 0.0000% | $1024.00           | $965.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $862.02            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.5000%  | 0.0000% | $5218342.00        | $4218671.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 6.0000%  | 0.0000% | $1001.00           | $847.76            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-07-01      | 2.0000%  | 0.0000% | $4096.00           | $2216.53           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-09-01      | 2.0000%  | 0.0000% | $2048.00           | $1088.81           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-12-01      | 2.0000%  | 0.0000% | $44274144.00       | $26217157.16       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $774.56            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 5.5000%  | 0.0000% | $1024.00           | $994.80            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.5000%  | 0.0000% | $1477368.00        | $1324390.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $661.24            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $490.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-05-01      | 4.5000%  | 0.0000% | $2000.00           | $332.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-12-01      | 6.5000%  | 0.0000% | $1063.00           | $1.22              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-12-01      | 4.0000%  | 0.0000% | $1000.00           | $41.08             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-12-01      | 3.5000%  | 0.0000% | $1033.00           | $102.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 3.5000%  | 0.0000% | $1001.00           | $82.93             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-03-01      | 3.5000%  | 0.0000% | $1280.00           | $98.00             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-03-01      | 3.5000%  | 0.0000% | $30827824.00       | $2422575.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.5000%  | 0.0000% | $1040.00           | $174.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-06-01      | 3.5000%  | 0.0000% | $1030.00           | $12.74             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 3.5000%  | 0.0000% | $1008.00           | $205.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-10-01      | 4.0000%  | 0.0000% | $1000.00           | $150.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-01-01      | 4.0000%  | 0.0000% | $1001.00           | $141.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-12-01      | 3.5000%  | 0.0000% | $1023.00           | $179.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-12-01      | 4.0000%  | 0.0000% | $1000.00           | $191.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-06-01      | 4.0000%  | 0.0000% | $1000.00           | $173.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 3.5000%  | 0.0000% | $1024.00           | $165.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $1024.00           | $93.66             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 4.0000%  | 0.0000% | $1245174.00        | $169885.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 4.0000%  | 0.0000% | $1001.00           | $103.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.5000%  | 0.0000% | $1024.00           | $130.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 3.5000%  | 0.0000% | $1000.00           | $51.25             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.0000%  | 0.0000% | $1000.00           | $65.84             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 4.0000%  | 0.0000% | $1104.00           | $161.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-01-01      | 3.5000%  | 0.0000% | $1000.00           | $215.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.5000%  | 0.0000% | $2000.00           | $403.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 3.5000%  | 0.0000% | $1000.00           | $243.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $2000.00           | $382.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-03-01      | 3.5000%  | 0.0000% | $1008.00           | $95.83             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-01-01      | 3.0000%  | 0.0000% | $1001.00           | $230.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $55.80             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-04-01      | 4.0000%  | 0.0000% | $1024.00           | $143.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-01-01      | 3.5000%  | 0.0000% | $1024.00           | $106.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-03-01      | 3.5000%  | 0.0000% | $1024.00           | $207.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-03-01      | 3.5000%  | 0.0000% | $2048.00           | $195.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 3.5000%  | 0.0000% | $1022.00           | $238.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-05-01      | 3.0000%  | 0.0000% | $1024.00           | $146.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-01      | 5.0000%  | 0.0000% | $2030.00           | $546.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $260.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 5.5000%  | 0.0000% | $12884976.00       | $218952.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $177.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $262.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $477.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 4.5000%  | 0.0000% | $2000.00           | $476.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $438.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 3.5000%  | 0.0000% | $1008.00           | $168.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-04-01      | 4.5000%  | 0.0000% | $2000.00           | $447.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $487.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $152.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 3.5000%  | 0.0000% | $2000.00           | $480.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $2000.00           | $372.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $2000.00           | $994.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $1006.00           | $315.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $336.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $1001.00           | $182.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $341.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $2000.00           | $829.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $2324572.00        | $1329094.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $2000.00           | $749.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $419.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $385.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $355.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $2024.00           | $1519.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $891.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $3000.00           | $2692.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $6653.00           | $3335.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1194.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $3000.00           | $2141.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1118.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1918.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1471.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $793.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1171856.00        | $742956.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1289.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $756.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $3008.00           | $1802.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $725.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1225.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $877.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $676.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $734.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $832.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $699.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $608.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 6.0000%  | 0.0000% | $2000.00           | $952.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1331.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1607.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $720.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1555.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 4.5000%  | 0.0000% | $2000.00           | $1560.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1876.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1003.00           | $621.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $496.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1461.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1970.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 4.5000%  | 0.0000% | $1001.00           | $938.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1986.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $693.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $558.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $460.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $608.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $786.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $2000.00           | $961.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1290.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1692.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $3000.00           | $1962.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $566.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $809.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1609.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $831.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1083.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $716.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1607.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1431.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $1215052.00        | $1066229.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $697.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1481.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $703.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $799.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $481.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $574.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $699.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $772.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $756.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $869.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $614.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $776.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $2000.00           | $2026.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $740.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1801.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1040.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1638.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $821.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $925.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1732.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $711.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $958.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $813.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $681.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $1322364.00        | $815276.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $890.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $716.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $733.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1299.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1868.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 7.0000%  | 0.0000% | $1000.00           | $892.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.5000%  | 0.0000% | $1014590.00        | $471287.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1539.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1996.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1110.00           | $963.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $834.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $615.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $879.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $884.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $1002.00           | $1038.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $1001.00           | $1038.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1448.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1039.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $826.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $806.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $905.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $2018.00           | $1538.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $610.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 3.5000%  | 0.0000% | $49762944.00       | $7416141.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 3.5000%  | 0.0000% | $3072.00           | $583.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-01      | 4.5000%  | 0.0000% | $74964258.00       | $20635625.64       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 4.0000%  | 0.0000% | $2000.00           | $221.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 3.5000%  | 0.0000% | $1024.00           | $114.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 3.5000%  | 0.0000% | $1279.00           | $190.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $1000.00           | $289.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 3.5000%  | 0.0000% | $1024.00           | $125.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $232.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 4.0000%  | 0.0000% | $1120.00           | $111.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-06-01      | 4.5000%  | 0.0000% | $1001.00           | $249.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.0000%  | 0.0000% | $1024.00           | $272.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-01-01      | 4.0000%  | 0.0000% | $1000.00           | $264.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-04-01      | 5.0000%  | 0.0000% | $25015840.00       | $8521282.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 3.0000%  | 0.0000% | $1000.00           | $339.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-10-01      | 3.5000%  | 0.0000% | $9989000.00        | $4498663.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 3.0000%  | 0.0000% | $1111.00           | $271.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 4.0000%  | 0.0000% | $1024.00           | $387.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 4.0000%  | 0.0000% | $2000.00           | $572.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $388.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-06-01      | 2.5000%  | 0.0000% | $1002.00           | $397.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $2000.00           | $802.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $512.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 2.5000%  | 0.0000% | $1120.00           | $425.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $4153.00           | $1554.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $139089384.00      | $58880105.07       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $510.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $508.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $1024.00           | $527.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1280.00           | $625.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $520.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $504.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $9919860.00        | $4082391.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 1.5000%  | 0.0000% | $1280.00           | $657.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $4029924.00        | $2192533.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $553.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $1024.00           | $644.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $7976930.00        | $4506755.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $2007.00           | $1029.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $1024.00           | $432.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $2064.00           | $1054.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $522.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $518.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $174905832.00      | $97028315.05       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $560.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $1024.00           | $537.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $6894858.00        | $3601299.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $543.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $2048.00           | $1168.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $3038.00           | $1652.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $27631.00          | $12764.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $138543786.00      | $75340562.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $520.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-10-01      | 3.0000%  | 0.0000% | $1000.00           | $429.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 3.0000%  | 0.0000% | $1000.00           | $547.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 3.0000%  | 0.0000% | $2000.00           | $913.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 1.5000%  | 0.0000% | $1000.00           | $540.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 3.0000%  | 0.0000% | $2048.00           | $1132.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 3.0000%  | 0.0000% | $1000.00           | $473.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 1.5000%  | 0.0000% | $3008.00           | $1494.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 3.5000%  | 0.0000% | $6000.00           | $2429.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 3.0000%  | 0.0000% | $1004.00           | $202.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 3.0000%  | 0.0000% | $1005.00           | $563.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1335.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 2.5000%  | 0.0000% | $2048.00           | $1209.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 3.0000%  | 0.0000% | $5106.00           | $2939.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 2.0000%  | 0.0000% | $9894.00           | $5311.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $1039.00           | $638.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $602.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1064766.00        | $843063.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $1092.00           | $774.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1684.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $3000.00           | $2522.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $850.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $967.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $8866832.00        | $7593228.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1522.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $845.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1645.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $722.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $578.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $812.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $622.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1646.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $3002.00           | $2303.51           | Agency Mortgage-Backed Securities |

### Security 235: Northern Trust Co. - Fixed Income Clearing Corp.

- **C.1 - Title:** Northern Trust Co. - Fixed Income Clearing Corp. 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C7FC1, C.3 - LEI: N/A, C.5 - Other ID: ARP1C7FC1_4.10_1103
- **C.18 - Value (incl. sponsor support):** $1200000000.00
- **C.18.a - Value (excl. sponsor support):** $1200000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2031-12-01      | 4.1250%  | 0.0000% | $50000000.00       | $51674691.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-12-01      | 4.1250%  | 0.0000% | $50000000.00       | $51674691.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-12-01      | 4.1250%  | 0.0000% | $50000000.00       | $51674691.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-12-01      | 4.1250%  | 0.0000% | $50000000.00       | $51674691.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-12-01      | 4.1250%  | 0.0000% | $50000000.00       | $51674691.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-12-01      | 4.0000%  | 0.0000% | $36763200.00       | $37829432.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-12-01      | 4.1250%  | 0.0000% | $50000000.00       | $51674691.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-12-01      | 4.1250%  | 0.0000% | $50000000.00       | $51674691.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-12-01      | 3.8750%  | 0.0000% | $49458800.00       | $49776456.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-12-01      | 4.1250%  | 0.0000% | $50000000.00       | $51674691.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-12-01      | 4.1250%  | 0.0000% | $50000000.00       | $51674691.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-12-01      | 4.1250%  | 0.0000% | $50000000.00       | $51674691.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-12-01      | 4.1250%  | 0.0000% | $50000000.00       | $51674691.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-12-01      | 4.1250%  | 0.0000% | $50000000.00       | $51674691.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-12-01      | 4.1250%  | 0.0000% | $50000000.00       | $51674691.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-12-01      | 4.1250%  | 0.0000% | $50000000.00       | $51674691.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-12-01      | 4.1250%  | 0.0000% | $50000000.00       | $51674691.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-12-01      | 4.1250%  | 0.0000% | $50000000.00       | $51674691.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-12-01      | 4.1250%  | 0.0000% | $50000000.00       | $51674691.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-12-01      | 4.1250%  | 0.0000% | $50000000.00       | $51674691.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-12-01      | 4.0000%  | 0.0000% | $50000000.00       | $51450135.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-12-01      | 4.1250%  | 0.0000% | $50000000.00       | $51674691.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-12-01      | 4.0000%  | 0.0000% | $50000000.00       | $51450135.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-12-01      | 4.1250%  | 0.0000% | $50000000.00       | $51674691.96       | U.S. Treasuries (including strips) |

### Security 236: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 4.070000%
- **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: ARP1C7FE7, C.3 - LEI: RUC0QBLBRPRC, C.5 - Other ID: ARP1C7FE7_4.07_1103
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Small Business Administration | 2033-03-01      | 5.1680%  | 0.0000% | $205405000.00      | $180579274.00      | Agency Mortgage-Backed Securities |
| Small Business Administration | 2033-09-01      | 5.6880%  | 0.0000% | $28900000.00       | $25421154.48       | Agency Mortgage-Backed Securities |

### Security 237: Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

- **C.1 - Title:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp. 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C7FF4, C.3 - LEI: N/A, C.5 - Other ID: ARP1C7FF4_4.15_1103
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2026-11-15      | 2.0000%  | 0.0000% | $13000000.00       | $12891265.17       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-02-28      | 4.2500%  | 0.0000% | $37630000.00       | $38805847.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $103253700.00      | $105673240.62      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-07-31      | 3.8750%  | 0.0000% | $848151300.00      | $862629666.82      | U.S. Treasuries (including strips) |

### Security 238: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C7FG2, C.3 - LEI: 549300H8L46O, C.5 - Other ID: ARP1C7FG2_4.14_1103
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond               | 2044-02-15      | 1.3750%  | 0.0000% | $200.00            | $239.80            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-11-15      | 3.0000%  | 0.0000% | $2293000.00        | $1842464.88        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-11-15      | 3.0000%  | 0.0000% | $2315300.00        | $1860383.31        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2045-02-15      | 2.5000%  | 0.0000% | $14228000.00       | $10367559.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2040-05-15      | 1.1250%  | 0.0000% | $9737300.00        | $6306055.04        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2051-02-15      | 0.1250%  | 0.0000% | $200.00            | $139.75            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-07-15      | 0.2500%  | 0.0000% | $14700.00          | $18011.18          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-01-15      | 0.6250%  | 0.0000% | $6211500.00        | $8458845.18        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-05-15      | 2.3750%  | 0.0000% | $200.00            | $198.42            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-03-31      | 0.6250%  | 0.0000% | $200.00            | $191.88            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-01-31      | 0.3750%  | 0.0000% | $4555500.00        | $4521153.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-01-31      | 0.7500%  | 0.0000% | $37531800.00       | $35315547.21       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-05-31      | 1.2500%  | 0.0000% | $1058900.00        | $1003550.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-11-15      | 1.3750%  | 0.0000% | $23400.00          | $20486.90          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-02-15      | 1.8750%  | 0.0000% | $58568600.00       | $52397416.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-02-28      | 1.8750%  | 0.0000% | $307100.00         | $291349.92         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-15      | 0.1250%  | 0.0000% | $315100.00         | $355241.95         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-06-30      | 3.2500%  | 0.0000% | $1643600.00        | $1639051.78        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-08-31      | 3.1250%  | 0.0000% | $100.00            | $98.64             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-10-15      | 1.6250%  | 0.0000% | $3608000.00        | $3994299.95        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-02-15      | 3.5000%  | 0.0000% | $19222200.00       | $18863751.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-03-15      | 4.6250%  | 0.0000% | $2492900.00        | $2514448.80        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-04-30      | 3.5000%  | 0.0000% | $27100.00          | $26887.62          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-07-15      | 1.3750%  | 0.0000% | $7500.00           | $7893.08           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-11-15      | 4.6250%  | 0.0000% | $1500.00           | $1544.97           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-02-15      | 4.0000%  | 0.0000% | $504400.00         | $508874.82         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-03-15      | 4.2500%  | 0.0000% | $18922000.00       | $19171175.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-05-31      | 4.5000%  | 0.0000% | $151000.00         | $158136.33         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-06-30      | 4.2500%  | 0.0000% | $331200.00         | $342744.36         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-07-31      | 4.3750%  | 0.0000% | $100.00            | $101.52            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-08-15      | 3.8750%  | 0.0000% | $15373200.00       | $15318410.17       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-08-15      | 3.8750%  | 0.0000% | $18756700.00       | $18689851.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-10-31      | 3.9705%  | 0.0000% | $3900.00           | $3900.42           | U.S. Treasuries (including strips) |

### Security 239: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 4.110000%
- **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: ARP1C7FH0, C.3 - LEI: RUC0QBLBRPRC, C.5 - Other ID: ARP1C7FH0_4.11_1103
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $113337949.00      | $65429262.09       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $193706036.00      | $192070738.21      | Agency Mortgage-Backed Securities |

### Security 240: Daiwa Capital Markets America, Inc.

- **C.1 - Title:** Daiwa Capital Markets America, Inc. 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C7FK3, C.3 - LEI: M67H5PRC0NQK, C.5 - Other ID: ARP1C7FK3_4.14_1103
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2026-03-19      | N/A      | 0.0000% | $900.00            | $887.36            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-10-01      | N/A      | 0.0000% | $13306600.00       | $12866683.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-02-15      | 4.2500%  | 0.0000% | $516800.00         | $486147.90         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-01-15      | 0.6250%  | 0.0000% | $1584300.00        | $2157505.99        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 0.3750%  | 0.0000% | $18616400.00       | $24719421.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-31      | 1.5000%  | 0.0000% | $25594100.00       | $25009198.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-31      | 0.7500%  | 0.0000% | $12000.00          | $11291.40          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-07-15      | 0.1250%  | 0.0000% | $19946000.00       | $22460686.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 1.0000%  | 0.0000% | $4456500.00        | $4167014.67        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 1.1250%  | 0.0000% | $31057600.00       | $29064842.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 1.8750%  | 0.0000% | $919000.00         | $871867.74         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-09-30      | 3.8750%  | 0.0000% | $40411100.00       | $40851505.72       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-03-15      | 4.6250%  | 0.0000% | $82246400.00       | $82957343.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-05-31      | 4.8750%  | 0.0000% | $19927800.00       | $20449511.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-31      | 3.6250%  | 0.0000% | $3201600.00        | $3217170.74        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-30      | 4.2500%  | 0.0000% | $808300.00         | $827154.73         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-12-31      | 4.3750%  | 0.0000% | $683100.00         | $711386.47         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $32415300.00       | $32372688.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-31      | 3.5000%  | 0.0000% | $2909000.00        | $2903318.72        | U.S. Treasuries (including strips) |

### Security 241: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc. 4.110000%
- **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: ARP1C7FM9, C.3 - LEI: K5HU16E3LMSV, C.5 - Other ID: ARP1C7FM9_4.11_1103
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2043-01-25      | 5.0000%  | 0.0000% | $30000000.00       | $308525.54         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2045-04-25      | 3.0000%  | 0.0000% | $21128416.00       | $288678.32         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2044-09-25      | 4.0000%  | 0.0000% | $50000000.00       | $435130.28         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2045-12-25      | 4.0000%  | 0.0000% | $49303440.00       | $941015.51         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-08-25      | 3.5000%  | 0.0000% | $100000000.00      | $5680700.69        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-12-25      | 3.0000%  | 0.0000% | $88843008.00       | $7823901.93        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-01-25      | 2.0000%  | 0.0000% | $20650000.00       | $1933019.23        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-06-25      | 3.0000%  | 0.0000% | $35722304.00       | $3895734.59        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-12-25      | 4.0000%  | 0.0000% | $32175168.00       | $3729244.24        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-09-25      | 1.0672%  | 0.0000% | $67500000.00       | $2756644.37        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-11-25      | 0.8172%  | 0.0000% | $50000000.00       | $1283923.56        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2053-12-25      | 2.8172%  | 0.0000% | $16606304.00       | $1385901.94        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2053-12-25      | 2.8172%  | 0.0000% | $40458048.00       | $3221439.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2054-05-25      | 3.0172%  | 0.0000% | $55928256.00       | $4986292.57        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2054-12-25      | 2.9172%  | 0.0000% | $17235360.00       | $2422128.73        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2053-02-25      | 1.7172%  | 0.0000% | $104121088.00      | $4616575.98        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-04-25      | 2.9172%  | 0.0000% | $53399104.00       | $5181541.61        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-08-25      | 0.9172%  | 0.0000% | $116505472.00      | $5865322.19        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-06-25      | 1.6472%  | 0.0000% | $30000000.00       | $2857497.28        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-07-25      | 1.6172%  | 0.0000% | $149627392.00      | $9555119.23        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-08-25      | 0.9172%  | 0.0000% | $158132736.00      | $4618590.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2043-01-15      | 4.0000%  | 0.0000% | $31514368.00       | $196815.75         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2044-09-15      | 4.0000%  | 0.0000% | $24336416.00       | $342465.02         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2044-09-15      | 4.0000%  | 0.0000% | $31063520.00       | $437129.65         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2042-06-15      | N/A      | 0.0000% | $69362688.00       | $149342.29         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2044-10-15      | 4.0000%  | 0.0000% | $50000000.00       | $389582.14         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2050-08-25      | 2.5000%  | 0.0000% | $43213440.00       | $3013126.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-05-15      | 3.5000%  | 0.0000% | $22612928.00       | $1393132.36        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2035-08-25      | 2.5000%  | 0.0000% | $10000000.00       | $301171.27         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-09-25      | 3.0000%  | 0.0000% | $83333248.00       | $8244023.29        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2048-07-25      | 3.5000%  | 0.0000% | $30977120.00       | $3241327.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-09-25      | 2.5000%  | 0.0000% | $25564120.00       | $2002357.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-10-25      | 3.0000%  | 0.0000% | $97207000.00       | $8578038.17        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-01-25      | 3.0000%  | 0.0000% | $39817472.00       | $4523374.30        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-11-25      | 2.5000%  | 0.0000% | $39672128.00       | $2855208.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-02-25      | 3.5000%  | 0.0000% | $51428544.00       | $7468137.35        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-01-25      | 3.0000%  | 0.0000% | $22384640.00       | $1400144.33        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-03-25      | 3.0000%  | 0.0000% | $59883200.00       | $8458796.69        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-08-25      | 1.0172%  | 0.0000% | $23488448.00       | $948257.41         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2045-03-15      | 4.5000%  | 0.0000% | $47851520.00       | $5379249.40        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-10-25      | 1.0172%  | 0.0000% | $55660000.00       | $1919218.05        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-10-25      | 0.4172%  | 0.0000% | $76948000.00       | $2400324.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-09-25      | 0.9972%  | 0.0000% | $48317696.00       | $2183827.01        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-04-25      | 1.5672%  | 0.0000% | $50000000.00       | $2602755.62        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-08-25      | 1.7172%  | 0.0000% | $44342208.00       | $1837452.33        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-09-25      | 1.4672%  | 0.0000% | $35000000.00       | $975522.29         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-10-25      | 1.5672%  | 0.0000% | $100000000.00      | $3999713.06        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-10-25      | 3.0172%  | 0.0000% | $43876352.00       | $3195271.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-10-25      | 2.3172%  | 0.0000% | $105000000.00      | $5235386.89        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-12-25      | 1.2672%  | 0.0000% | $50557440.00       | $1223144.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-12-25      | 2.8172%  | 0.0000% | $44895424.00       | $3500506.11        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2054-07-25      | 2.8672%  | 0.0000% | $50000000.00       | $2939786.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2054-05-25      | 1.8172%  | 0.0000% | $57553600.00       | $2953529.94        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2054-12-25      | 1.7172%  | 0.0000% | $40685376.00       | $2981387.54        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-02-25      | 0.1172%  | 0.0000% | $75000000.00       | $1211076.47        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-03-25      | 1.7172%  | 0.0000% | $25000000.00       | $2301482.93        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-03-25      | 1.7172%  | 0.0000% | $76631808.00       | $6325051.12        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-07-25      | 2.2172%  | 0.0000% | $50000000.00       | $4652456.39        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-10-25      | 1.7172%  | 0.0000% | $45000000.00       | $4491414.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-09-25      | 1.4672%  | 0.0000% | $100000000.00      | $3295269.58        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 3.5000%  | 0.0000% | $75000.00          | $54573.68          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2051-10-01      | 1.5000%  | 0.0000% | $41368000.00       | $28675640.22       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2049-08-01      | 3.0000%  | 0.0000% | $2000.00           | $218.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2050-02-01      | 3.5000%  | 0.0000% | $3063000.00        | $446431.61         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2050-11-01      | 3.0000%  | 0.0000% | $950000.00         | $342066.85         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2051-10-01      | 2.5000%  | 0.0000% | $39368512.00       | $24548191.12       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 2.5000%  | 0.0000% | $1827822.00        | $1307747.85        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.0000%  | 0.0000% | $628000.00         | $529845.58         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $165824.00         | $148258.67         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2050-02-01      | 5.0000%  | 0.0000% | $2260912.00        | $195185.11         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2050-04-01      | 3.0000%  | 0.0000% | $57970.00          | $19468.84          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2050-06-01      | 3.0000%  | 0.0000% | $32149000.00       | $14003293.57       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2026-03-01      | 4.0000%  | 0.0000% | $71997.00          | $83.53             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2028-11-01      | 2.5000%  | 0.0000% | $4500.00           | $258.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2042-01-01      | 4.0000%  | 0.0000% | $699999.00         | $95424.15          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2037-06-01      | 5.5000%  | 0.0000% | $70192.00          | $795.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2042-02-01      | 5.0000%  | 0.0000% | $1050000.00        | $76176.27          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2049-01-01      | 5.0000%  | 0.0000% | $250000.00         | $40808.07          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2031-11-01      | 1.5000%  | 0.0000% | $23000000.00       | $21475238.00       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.0000%  | 0.0000% | $628000.00         | $529241.38         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 7.0000%  | 0.0000% | $22204900.00       | $14419909.70       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.5000%  | 0.0000% | $12327439.00       | $12546329.31       | Agency Mortgage-Backed Securities         |

### Security 242: Northwestern Mutual Life Insurance Co.

- **C.1 - Title:** Northwestern Mutual Life Insurance Co. 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1C7G30, C.3 - LEI: 1DU7IM20QESY, C.5 - Other ID: ARP1C7G30_4.18_1103
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $17353200.00       | $9918840.28        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $31253000.00       | $19382266.14       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $14516400.00       | $9327551.14        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $7795600.00        | $4371965.89        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $1591500.00        | $831955.29         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-07-01      | 2.0000%  | 0.0000% | $22737600.00       | $12780898.41       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-07-01      | 2.0000%  | 0.0000% | $45449200.00       | $27922745.90       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-06-01      | 2.0000%  | 0.0000% | $45263300.00       | $29221771.48       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $18928600.00       | $10890245.76       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $34034600.00       | $18959067.18       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-05-01      | 2.0000%  | 0.0000% | $43621500.00       | $28440824.97       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-10-01      | 2.0000%  | 0.0000% | $8255200.00        | $4996410.76        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-09-01      | 2.0000%  | 0.0000% | $23998200.00       | $12627476.07       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $34429300.00       | $22463494.56       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-06-01      | 2.5000%  | 0.0000% | $51491900.00       | $28049098.24       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2043-08-01      | 3.0000%  | 0.0000% | $42149900.00       | $8325756.79        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2046-08-01      | 3.0000%  | 0.0000% | $54526200.00       | $8765376.73        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $45831900.00       | $7791443.62        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-03-01      | 3.5000%  | 0.0000% | $40860700.00       | $26353890.54       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2039-12-01      | 4.0000%  | 0.0000% | $335716700.00      | $12887042.82       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $51500000.00       | $38049602.35       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-12-01      | 4.5000%  | 0.0000% | $28483000.00       | $23111773.27       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $37249000.00       | $30794256.00       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-06-01      | 5.0000%  | 0.0000% | $30225300.00       | $20933184.08       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $20173000.00       | $16980167.04       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-04-01      | 2.0000%  | 0.0000% | $47207100.00       | $28451689.90       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-02-01      | 2.0000%  | 0.0000% | $3137300.00        | $1819628.79        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-02-01      | 2.0000%  | 0.0000% | $40000000.00       | $26857926.00       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-01-01      | 2.0000%  | 0.0000% | $55518700.00       | $34034392.71       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2050-11-01      | 2.0000%  | 0.0000% | $52714000.00       | $31518538.23       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-10-01      | 2.0000%  | 0.0000% | $21306700.00       | $12709473.82       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2046-12-01      | 3.0000%  | 0.0000% | $53108600.00       | $12802977.83       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2043-01-01      | 3.0000%  | 0.0000% | $5124000.00        | $1046882.29        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2046-11-01      | 3.0000%  | 0.0000% | $31560300.00       | $6937243.66        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2046-09-01      | 3.0000%  | 0.0000% | $4100.00           | $777.85            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2046-04-01      | 4.0000%  | 0.0000% | $33586300.00       | $3574936.52        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2045-12-01      | 4.0000%  | 0.0000% | $51365000.00       | $5230378.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2045-11-01      | 4.0000%  | 0.0000% | $44399200.00       | $4338024.28        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $14602000.00       | $14500024.60       | Agency Collateralized Mortgage Obligation |

### Security 243: Santander U.S. Capital Markets LLC

- **C.1 - Title:** Santander U.S. Capital Markets LLC 4.110000%
- **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: ARP1C7G48, C.3 - LEI: 549300LGG2RL, C.5 - Other ID: ARP1C7G48_4.11_1103
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2050-12-20      | 1.3000%  | 0.0000% | $92709760.00       | $3701797.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $1965000.00        | $194780.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 3.0000%  | 0.0000% | $12400000.00       | $1191925.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 5.0000%  | 0.0000% | $11595000.00       | $1041489.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $45300224.00       | $3010811.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 0.2500%  | 0.0000% | $2275228.00        | $14067.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $150962.00         | $9859.81           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $500000.00         | $47099.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.5000%  | 0.0000% | $22600000.00       | $2548296.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.5000%  | 0.0000% | $400000.00         | $38717.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 0.0500%  | 0.0000% | $17020928.00       | $10332.50          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-03-25      | 4.0000%  | 0.0000% | $1044000.00        | $6922.87           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-04-25      | 4.0000%  | 0.0000% | $1556168.00        | $13322.02          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-10-25      | N/A      | 0.0000% | $20000000.00       | $2820048.01        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-07-25      | 3.0000%  | 0.0000% | $5717408.00        | $6301568.57        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-09-25      | 1.6027%  | 0.0000% | $50000000.00       | $843016.76         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-12-25      | 4.5000%  | 0.0000% | $38253120.00       | $1308962.85        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-09-25      | 1.9027%  | 0.0000% | $55745280.00       | $498682.03         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-02-25      | 4.0000%  | 0.0000% | $3329500.00        | $44822.71          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 2.5000%  | 0.0000% | $2700000.00        | $319377.42         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-04-25      | 2.5000%  | 0.0000% | $1800000.00        | $213082.21         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 4.5000%  | 0.0000% | $66473280.00       | $4200774.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 3.0000%  | 0.0000% | $2752000.00        | $372649.45         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 3.0000%  | 0.0000% | $1260000.00        | $134484.71         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-07-25      | 0.0500%  | 0.0000% | $41078784.00       | $26911.36          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | 0.0500%  | 0.0000% | $9959424.00        | $8333.73           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-07-25      | 6.0000%  | 0.0000% | $16193184.00       | $19088003.21       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-07-25      | 6.0000%  | 0.0000% | $3306144.00        | $514710.38         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-03-25      | 3.5000%  | 0.0000% | $5600000.00        | $717707.31         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 2.1672%  | 0.0000% | $10000000.00       | $603217.58         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | N/A      | 0.0000% | $7692304.00        | $4292816.95        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 1.7172%  | 0.0000% | $14251040.00       | $722405.79         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 0.1300%  | 0.0000% | $10000000.00       | $23988.70          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 6.5000%  | 0.0000% | $2683012.00        | $416033.74         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 6.0000%  | 0.0000% | $14095664.00       | $2846216.72        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.1500%  | 0.0000% | $17000000.00       | $75698.47          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.0700%  | 0.0000% | $30000000.00       | $79504.82          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-08-25      | 6.0000%  | 0.0000% | $1065916.00        | $60099.75          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 0.0500%  | 0.0000% | $73060736.00       | $144497.62         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 0.0500%  | 0.0000% | $73060736.00       | $144635.08         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 6.0000%  | 0.0000% | $2083332.00        | $406751.53         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 0.0300%  | 0.0000% | $195000000.00      | $239412.72         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-07-25      | 0.1000%  | 0.0000% | $18000000.00       | $76598.47          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 1.7172%  | 0.0000% | $130000000.00      | $13496050.35       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-01-01      | 4.5000%  | 0.0000% | $3078084.00        | $5029.02           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-11-01      | 4.5000%  | 0.0000% | $6337576.00        | $14367.72          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-05-01      | 5.5000%  | 0.0000% | $5347024.00        | $9151.57           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-11-01      | 3.5000%  | 0.0000% | $800000.00         | $7228.86           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-11-01      | 4.5000%  | 0.0000% | $700000.00         | $4129.55           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-04-15      | 3.5000%  | 0.0000% | $14720192.00       | $201942.00         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-03-15      | 3.0000%  | 0.0000% | $2500000.00        | $2930987.69        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 3.0000%  | 0.0000% | $43672000.00       | $2434138.53        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 2.5000%  | 0.0000% | $900000.00         | $89152.17          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 3.0000%  | 0.0000% | $540000.00         | $61546.00          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-02-15      | 1.8518%  | 0.0000% | $20000000.00       | $578675.05         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-03-25      | 3.5000%  | 0.0000% | $310000.00         | $14968.91          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-01-15      | N/A      | 0.0000% | $500000.00         | $185050.09         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-09-25      | 3.5000%  | 0.0000% | $32528512.00       | $853446.45         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-07-25      | 3.0000%  | 0.0000% | $1335000.00        | $152115.42         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 2.5000%  | 0.0000% | $9000000.00        | $1161601.61        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-10-25      | 4.0000%  | 0.0000% | $20914528.00       | $2454981.10        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-08-25      | 3.0000%  | 0.0000% | $2000000.00        | $182724.04         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-06-25      | 3.0000%  | 0.0000% | $4166664.00        | $240341.22         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 4.0000%  | 0.0000% | $36084320.00       | $5044749.70        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-05-25      | 0.1500%  | 0.0000% | $14000000.00       | $56980.96          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-12-15      | 4.0000%  | 0.0000% | $100000.00         | $17892.82          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 0.0500%  | 0.0000% | $13461504.00       | $13436.16          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 6.5000%  | 0.0000% | $3104776.00        | $288527.72         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 0.0200%  | 0.0000% | $37969920.00       | $10881.80          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-12-25      | 0.3698%  | 0.0000% | $12850000.00       | $372732.32         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $2721240.00        | $423385.40         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $3600836.00        | $569094.04         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 6.5000%  | 0.0000% | $3769336.00        | $540963.22         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 6.5000%  | 0.0000% | $3290140.00        | $524947.35         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2034-03-25      | 0.2818%  | 0.0000% | $33941696.00       | $814842.01         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 6.5000%  | 0.0000% | $24961536.00       | $4388630.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.0500%  | 0.0000% | $28860416.00       | $24033.02          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 6.0000%  | 0.0000% | $337500.00         | $68103.49          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.2500%  | 0.0000% | $14000000.00       | $58879.95          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.0500%  | 0.0000% | $16070656.00       | $10552.05          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-04-25      | 6.0000%  | 0.0000% | $833334.00         | $132976.70         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 0.0500%  | 0.0000% | $5000000.00        | $6483.31           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 2.4672%  | 0.0000% | $40000000.00       | $3113829.37        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 1.3672%  | 0.0000% | $15000000.00       | $671048.92         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 6.0000%  | 0.0000% | $3728068.00        | $714222.51         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-02-25      | 6.0000%  | 0.0000% | $1685590.00        | $217682.93         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 6.0000%  | 0.0000% | $500997.00         | $101424.28         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 0.0200%  | 0.0000% | $34998272.00       | $29758.80          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 0.0500%  | 0.0000% | $181903872.00      | $423174.40         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 6.0000%  | 0.0000% | $5793744.00        | $1030822.19        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 6.0000%  | 0.0000% | $2435952.00        | $478744.51         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 6.0000%  | 0.0000% | $1333332.00        | $253391.38         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 1.0872%  | 0.0000% | $50000000.00       | $3118085.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-11-25      | 1.8500%  | 0.0000% | $104001664.00      | $7831255.97        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-11-25      | 1.8500%  | 0.0000% | $67753440.00       | $4757398.12        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-11-25      | 3.0000%  | 0.0000% | $40000000.00       | $6000560.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-12-25      | N/A      | 0.0000% | $199999.00         | $1208.57           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-04-15      | 4.9981%  | 0.0000% | $35000000.00       | $1466838.12        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-08-15      | N/A      | 0.0000% | $100000.00         | $1169.92           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-06-01      | 2.0000%  | 0.0000% | $450000.00         | $47226.62          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-10-01      | 2.0000%  | 0.0000% | $2350000.00        | $257014.95         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-06-01      | 2.0000%  | 0.0000% | $8261648.00        | $336207.05         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $310000.00         | $34088.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-01-20      | 4.1401%  | 0.0000% | $2000000.00        | $48682.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-06-20      | 4.6774%  | 0.0000% | $2000000.00        | $559275.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-06-16      | N/A      | 0.0000% | $17482784.00       | $433967.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-11-20      | 3.5000%  | 0.0000% | $727875.00         | $20646.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-09-16      | 2.0537%  | 0.0000% | $13956624.00       | $590702.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-11-20      | 4.0000%  | 0.0000% | $3000000.00        | $36650.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-06-20      | 4.0000%  | 0.0000% | $21203872.00       | $426125.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-07-20      | 3.5000%  | 0.0000% | $60000000.00       | $406049.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-09-20      | 4.0000%  | 0.0000% | $12475000.00       | $188478.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 4.0000%  | 0.0000% | $430085.00         | $15228.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-20      | 1.9545%  | 0.0000% | $559956.00         | $18850.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-20      | 3.5000%  | 0.0000% | $50000000.00       | $571108.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 3.5000%  | 0.0000% | $1386598.00        | $44629.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-09-20      | 3.5000%  | 0.0000% | $15000000.00       | $302048.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-12-20      | 5.1370%  | 0.0000% | $2500000.00        | $485000.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-03-20      | 5.6838%  | 0.0000% | $4075000.00        | $2641570.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-09-20      | 5.6870%  | 0.0000% | $5000000.00        | $2759894.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-12-20      | 5.6070%  | 0.0000% | $1000000.00        | $581715.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 0.0500%  | 0.0000% | $36999168.00       | $17791.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 0.1000%  | 0.0000% | $13000000.00       | $15248.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.0400%  | 0.0000% | $54999040.00       | $51057.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.1000%  | 0.0000% | $14000000.00       | $20239.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $51875000.00       | $8264809.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.0500%  | 0.0000% | $128000000.00      | $146032.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0500%  | 0.0000% | $26275744.00       | $31477.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $125000.00         | $18126.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $38583296.00       | $6023021.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.1000%  | 0.0000% | $100000000.00      | $158920.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $1295968.00        | $300729.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | N/A      | 0.0000% | $5833328.00        | $4045416.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.0500%  | 0.0000% | $20000000.00       | $22972.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $5946640.00        | $740149.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1000%  | 0.0000% | $49956608.00       | $70753.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.1000%  | 0.0000% | $40000000.00       | $57841.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.0500%  | 0.0000% | $20000000.00       | $25122.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.9838%  | 0.0000% | $4347824.00        | $3879923.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.0300%  | 0.0000% | $29999104.00       | $25604.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 2.4662%  | 0.0000% | $50000000.00       | $3927080.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 6.0000%  | 0.0000% | $1792930.00        | $248564.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0500%  | 0.0000% | $4995000.00        | $6523.08           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | N/A      | 0.0000% | $4846008.00        | $3383250.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.0700%  | 0.0000% | $175000000.00      | $318481.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.7662%  | 0.0000% | $16666656.00       | $1331479.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | N/A      | 0.0000% | $4545448.00        | $3475606.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | N/A      | 0.0000% | $2727272.00        | $2030396.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $15000000.00       | $22521.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 2.3162%  | 0.0000% | $95917952.00       | $8041361.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 1.6662%  | 0.0000% | $32026624.00       | $2565441.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $37248320.00       | $7775326.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $743157.00         | $680143.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 0.0800%  | 0.0000% | $65998848.00       | $54346.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 2.4200%  | 0.0000% | $73172096.00       | $8834099.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 1.8500%  | 0.0000% | $75346432.00       | $8510099.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 2.4500%  | 0.0000% | $83797248.00       | $8429383.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 1.8000%  | 0.0000% | $100000000.00      | $12080600.00       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 0.6500%  | 0.0000% | $75000000.00       | $1879395.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-12-20      | 4.0000%  | 0.0000% | $8401472.00        | $8425704.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 3.0500%  | 0.0000% | $45000000.00       | $5102232.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 1.4000%  | 0.0000% | $156232704.00      | $13925298.66       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 1.0000%  | 0.0000% | $156232704.00      | $5904276.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 0.0500%  | 0.0000% | $90232832.00       | $170294.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $1500000.00        | $121814.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-16      | 1.0282%  | 0.0000% | $147202048.00      | $7698637.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $2000000.00        | $212634.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 3.0000%  | 0.0000% | $2000000.00        | $152747.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $8100000.00        | $871217.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $15098528.00       | $8525082.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | 5.0000%  | 0.0000% | $22361088.00       | $2779806.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.6162%  | 0.0000% | $45000000.00       | $1847211.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 4.5000%  | 0.0000% | $7361000.00        | $1019153.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0500%  | 0.0000% | $16966816.00       | $16971.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0500%  | 0.0000% | $40810496.00       | $39245.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0500%  | 0.0000% | $25970688.00       | $24974.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0300%  | 0.0000% | $67094528.00       | $59248.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0500%  | 0.0000% | $12083200.00       | $11700.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0300%  | 0.0000% | $24999936.00       | $15091.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 0.0500%  | 0.0000% | $5498880.00        | $4586.22           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 0.1000%  | 0.0000% | $53703040.00       | $115263.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 0.0500%  | 0.0000% | $12500000.00       | $13414.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | N/A      | 0.0000% | $2142856.00        | $966718.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 0.0500%  | 0.0000% | $19140605.00       | $12399.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | N/A      | 0.0000% | $7081136.00        | $3329684.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.8662%  | 0.0000% | $68000000.00       | $3225597.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0200%  | 0.0000% | $19998720.00       | $14890.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.4162%  | 0.0000% | $120000000.00      | $3913815.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0500%  | 0.0000% | $100000000.00      | $166556.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 1.1462%  | 0.0000% | $100000000.00      | $5921537.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 4.5000%  | 0.0000% | $4555552.00        | $220111.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 3.5000%  | 0.0000% | $966000.00         | $68927.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 3.5000%  | 0.0000% | $2353000.00        | $178371.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $53001152.00       | $4908259.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $18254784.00       | $1965503.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | 0.0000% | $2000000.00        | $471448.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.5000%  | 0.0000% | $5500000.00        | $519905.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.5000%  | 0.0000% | $16641568.00       | $1203120.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $1500000.00        | $93997.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-12-20      | 5.5870%  | 0.0000% | $1000000.00        | $666538.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-16      | 2.0000%  | 0.0000% | $13041584.00       | $7072590.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-16      | 0.0004%  | 0.0000% | $265427456.00      | $5055362.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-16      | 0.7460%  | 0.0000% | $70664064.00       | $4394831.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 3.0000%  | 0.0000% | $2953200.00        | $2328993.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-16      | 0.5000%  | 0.0000% | $3276768.00        | $182740.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-16      | 0.5000%  | 0.0000% | $717590.00         | $46304.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 1.1230%  | 0.0000% | $39996000.00       | $3572897.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.4495%  | 0.0000% | $13922768.00       | $727033.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.8571%  | 0.0000% | $121737856.00      | $8089569.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.5854%  | 0.0000% | $25000000.00       | $1424073.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-16      | 1.0393%  | 0.0000% | $100526720.00      | $8441926.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.9962%  | 0.0000% | $79000000.00       | $3945814.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.0300%  | 0.0000% | $69998592.00       | $65576.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.3462%  | 0.0000% | $125000000.00      | $9913360.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.0662%  | 0.0000% | $130000000.00      | $5333487.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.6662%  | 0.0000% | $3436424.00        | $265268.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $4166664.00        | $986381.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1291666.00        | $183275.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 2.0045%  | 0.0000% | $28926240.00       | $743957.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 1.0862%  | 0.0000% | $130000000.00      | $7750001.50        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2025-12-11      | N/A      | 0.0000% | $29000.00          | $28883.07          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2029-12-14      | N/A      | 0.0000% | $16000.00          | $13711.90          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2031-03-15      | N/A      | 0.0000% | $25000.00          | $20296.07          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-05-15      | N/A      | 0.0000% | $13000.00          | $10910.50          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-05-15      | N/A      | 0.0000% | $21000.00          | $18254.90          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-01-15      | N/A      | 0.0000% | $80000.00          | $79332.88          | Agency Mortgage-Backed Securities         |
| Tenn Valley Authority                    | 2033-07-15      | 4.7000%  | 0.0000% | $500000.00         | $525245.94         | Agency Mortgage-Backed Securities         |
| Tenn Valley Authority                    | 2056-04-01      | 5.3750%  | 0.0000% | $154000.00         | $159745.61         | Agency Mortgage-Backed Securities         |
| Tenn Valley Authority                    | 2048-01-15      | 4.8750%  | 0.0000% | $30942000.00       | $30794721.24       | Agency Mortgage-Backed Securities         |
| Tenn Valley Authority                    | 2039-09-15      | 5.2500%  | 0.0000% | $3443000.00        | $3693944.20        | Agency Mortgage-Backed Securities         |
| Tenn Valley Authority                    | 2060-09-15      | 4.6250%  | 0.0000% | $133000.00         | $122141.04         | Agency Mortgage-Backed Securities         |
| Tenn Valley Authority                    | 2042-12-15      | 3.5000%  | 0.0000% | $630000.00         | $540875.30         | Agency Mortgage-Backed Securities         |
| Tenn Valley Authority                    | 2065-09-15      | 4.2500%  | 0.0000% | $934000.00         | $785392.71         | Agency Mortgage-Backed Securities         |
| Tenn Valley Authority                    | 2034-08-01      | 4.3750%  | 0.0000% | $4170000.00        | $4268572.55        | Agency Mortgage-Backed Securities         |
| Tenn Valley Authority                    | 2035-05-15      | 4.8750%  | 0.0000% | $59117000.00       | $62610386.10       | Agency Mortgage-Backed Securities         |
| U.S. Treasury Bill                       | 2026-03-19      | N/A      | 0.0000% | $2852000.00        | $2811949.36        | U.S. Treasuries (including strips)        |
| U.S. Treasury Bill                       | 2026-05-14      | N/A      | 0.0000% | $4873100.00        | $4778790.90        | U.S. Treasuries (including strips)        |
| U.S. Treasury Bill                       | 2026-07-09      | N/A      | 0.0000% | $10799500.00       | $10534383.07       | U.S. Treasuries (including strips)        |
| U.S. Treasury Bill                       | 2025-11-04      | N/A      | 0.0000% | $1445100.00        | $1444945.37        | U.S. Treasuries (including strips)        |
| U.S. Treasury Bill                       | 2025-12-30      | N/A      | 0.0000% | $3315000.00        | $3294897.84        | U.S. Treasuries (including strips)        |
| U.S. Treasury Bill                       | 2026-03-26      | N/A      | 0.0000% | $1103100.00        | $1086811.63        | U.S. Treasuries (including strips)        |
| U.S. Treasury Bill                       | 2026-04-02      | N/A      | 0.0000% | $2845600.00        | $2801464.74        | U.S. Treasuries (including strips)        |

### Security 244: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.050000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C7HG0, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1C7HG0_4.05_1103
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2042-11-15      | 2.7500%  | 0.0000% | $1900.00           | $1508.49           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-02-15      | 0.6250%  | 0.0000% | $3732100.00        | $4032131.82        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-11-15      | 4.0000%  | 0.0000% | $100.00            | $95.10             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-02-15      | 3.8750%  | 0.0000% | $85400.00          | $78927.53          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-05-15      | 3.8750%  | 0.0000% | $220513600.00      | $205588471.36      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-11-15      | 4.7500%  | 0.0000% | $190387600.00      | $198298939.40      | U.S. Treasuries (including strips) |

### Security 245: Santander U.S. Capital Markets LLC

- **C.1 - Title:** Santander U.S. Capital Markets LLC 4.110000%
- **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: ARP1C7XB3, C.3 - LEI: 549300LGG2RL, C.5 - Other ID: ARP1C7XB3_4.11_1103
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2047-09-15      | 4.5000%  | 0.0000% | $61446400.00       | $3023695.87        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-03-15      | 2.0000%  | 0.0000% | $2100000.00        | $222173.74         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-01-25      | 3.0000%  | 0.0000% | $1362000.00        | $22422.91          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | N/A      | 0.0000% | $5117040.00        | $202556.31         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | N/A      | 0.0000% | $4416072.00        | $160804.52         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-04-25      | 3.0000%  | 0.0000% | $640000.00         | $13717.93          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-08-25      | 1.7527%  | 0.0000% | $15504700.00       | $470604.04         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 3.0000%  | 0.0000% | $5128896.00        | $297859.95         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-25      | 2.0000%  | 0.0000% | $1125000.00        | $104542.23         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-12-25      | 2.5000%  | 0.0000% | $2000000.00        | $206957.71         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 2.5000%  | 0.0000% | $6000000.00        | $656045.74         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-06-25      | 6.5000%  | 0.0000% | $5931720.00        | $719151.24         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 0.0500%  | 0.0000% | $20000000.00       | $20685.05          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 0.2500%  | 0.0000% | $13500000.00       | $62134.38          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 0.0500%  | 0.0000% | $126309888.00      | $274962.06         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 1.6672%  | 0.0000% | $163403520.00      | $11727655.72       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 0.1000%  | 0.0000% | $8500000.00        | $34802.85          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 6.0000%  | 0.0000% | $1219578.00        | $234717.71         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-01-01      | 4.0000%  | 0.0000% | $1943010.00        | $2498.51           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-10-01      | 5.5000%  | 0.0000% | $15345760.00       | $25028.73          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-04-01      | 4.0000%  | 0.0000% | $710000.00         | $7668.63           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-10-15      | 3.5000%  | 0.0000% | $365543.00         | $2113.89           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 3.0000%  | 0.0000% | $585000.00         | $54192.28          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-01-25      | 2.5000%  | 0.0000% | $2100000.00        | $242173.13         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 3.0000%  | 0.0000% | $830000.00         | $89630.20          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-01-25      | 3.0000%  | 0.0000% | $24780440.00       | $3085878.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-11-25      | 3.0000%  | 0.0000% | $5000000.00        | $451466.70         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | N/A      | 0.0000% | $6978392.00        | $3517163.84        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 0.1500%  | 0.0000% | $21500000.00       | $48945.20          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $5418904.00        | $695187.35         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 2.8872%  | 0.0000% | $16611008.00       | $1528334.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 6.0000%  | 0.0000% | $8456384.00        | $1429552.47        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 2.3672%  | 0.0000% | $60000000.00       | $5203565.20        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.0500%  | 0.0000% | $87802240.00       | $173818.95         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.0500%  | 0.0000% | $87802240.00       | $173657.05         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 0.0500%  | 0.0000% | $91351168.00       | $200183.66         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-01-01      | 3.0000%  | 0.0000% | $26000000.00       | $178409.21         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-07-01      | 2.5000%  | 0.0000% | $5248360.00        | $173564.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 1.4573%  | 0.0000% | $6215312.00        | $15191.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-10-20      | 3.5000%  | 0.0000% | $15000000.00       | $58146.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 1.9045%  | 0.0000% | $7000000.00        | $218928.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-16      | 0.1786%  | 0.0000% | $331784192.00      | $6540130.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-03-16      | 0.5000%  | 0.0000% | $5287440.00        | $234438.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.9277%  | 0.0000% | $50000000.00       | $3459666.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-16      | 0.7514%  | 0.0000% | $55369344.00       | $3898475.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.9022%  | 0.0000% | $44000000.00       | $3126352.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-01-16      | 0.8965%  | 0.0000% | $105932032.00      | $7170007.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-16      | 0.8792%  | 0.0000% | $106796416.00      | $7870685.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.0000%  | 0.0000% | $125000000.00      | $4916193.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.0500%  | 0.0000% | $30000000.00       | $39387.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $1666666.00        | $230550.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 1.9545%  | 0.0000% | $48975936.00       | $198349.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $2955032.00        | $648872.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.1300%  | 0.0000% | $50000000.00       | $242142.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 1.7862%  | 0.0000% | $100068992.00      | $9835854.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 2.4162%  | 0.0000% | $52000000.00       | $4406738.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 4.0000%  | 0.0000% | $9198250.00        | $614872.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-03-20      | 4.0000%  | 0.0000% | $81120128.00       | $1317286.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 1.9545%  | 0.0000% | $22737664.00       | $750202.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 3.5000%  | 0.0000% | $1084000.00        | $84512.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $89627904.00       | $4992865.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 3.5000%  | 0.0000% | $4337376.00        | $1377054.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.5000%  | 0.0000% | $600000.00         | $54905.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.5000%  | 0.0000% | $300000.00         | $29795.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $11254848.00       | $814658.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 3.5000%  | 0.0000% | $14480560.00       | $960274.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $280000.00         | $37567.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.1000%  | 0.0000% | $6318000.00        | $376557.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $9515730.00        | $1264295.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $533998.00         | $61982.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 4.5000%  | 0.0000% | $14788800.00       | $1739571.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-01-20      | 4.0000%  | 0.0000% | $14750288.00       | $1687289.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 1.5662%  | 0.0000% | $50000000.00       | $1870908.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0500%  | 0.0000% | $3500000.00        | $4343.61           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 0.1000%  | 0.0000% | $25874624.00       | $43160.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0500%  | 0.0000% | $21413696.00       | $24525.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 1.8462%  | 0.0000% | $13046496.00       | $880231.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.8662%  | 0.0000% | $26698400.00       | $2359493.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $1269166.00        | $186735.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.0500%  | 0.0000% | $74999808.00       | $65851.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.0500%  | 0.0000% | $74999808.00       | $65851.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.0500%  | 0.0000% | $37000000.00       | $39753.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $89500000.00       | $13411962.73       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $1510624.00        | $188020.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-11-16      | 0.9722%  | 0.0000% | $126282368.00      | $9551386.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $20782800.00       | $3391850.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 6.6338%  | 0.0000% | $2808816.00        | $2600188.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.0500%  | 0.0000% | $42560960.00       | $55755.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $50000000.00       | $65687.68          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $3999970.00        | $5188.00           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.0662%  | 0.0000% | $51732160.00       | $2843075.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $25000000.00       | $32699.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $5234240.00        | $4991041.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 1.8000%  | 0.0000% | $13333328.00       | $1139519.54        | Agency Collateralized Mortgage Obligation |
| Tenn Valley Authority                    | 2035-06-15      | 4.6500%  | 0.0000% | $3536000.00        | $3690048.19        | Agency Mortgage-Backed Securities         |
| Tenn Valley Authority                    | 2055-02-01      | 5.2500%  | 0.0000% | $9949000.00        | $10170196.11       | Agency Mortgage-Backed Securities         |
| U.S. Treasury Bill                       | 2026-06-11      | N/A      | 0.0000% | $2435300.00        | $2381669.82        | U.S. Treasuries (including strips)        |
| U.S. Treasury Bill                       | 2026-10-29      | N/A      | 0.0000% | $44911900.00       | $43315371.78       | U.S. Treasuries (including strips)        |

### Security 246: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 4.250000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: ARP1C8AZ3, C.3 - LEI: 549300LGG2RLWD21SU97, C.5 - Other ID: ARP1C8AZ3_4.25_1104
- **C.18 - Value (incl. sponsor support):** $1000956666.67
- **C.18.a - Value (excl. sponsor support):** $1000956666.67
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 247: Deutsche Bank Securities, Inc.

- **C.1 - Title:** Deutsche Bank Securities, Inc. 3.950000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8RM4, C.3 - LEI: 9J6MBOOO7BEC, C.5 - Other ID: ARP1C8RM4_3.95_1103
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2047-11-15      | 2.7500%  | 0.0000% | $92052500.00       | $68573044.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-05-15      | 3.6250%  | 0.0000% | $36066700.00       | $30778146.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-02-15      | 4.5000%  | 0.0000% | $156224400.00      | $155648831.99      | U.S. Treasuries (including strips) |

### Security 248: JP Morgan Securities, Inc. - Fixed Income Clearing Corp.

- **C.1 - Title:** JP Morgan Securities, Inc. - Fixed Income Clearing Corp. 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8YK0, C.3 - LEI: N/A, C.5 - Other ID: ARP1C8YK0_4.14_1103
- **C.18 - Value (incl. sponsor support):** $1127000000.00
- **C.18.a - Value (excl. sponsor support):** $1127000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2025-12-11      | N/A      | 0.0000% | $2877700.00        | $2865953.23        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-03-26      | N/A      | 0.0000% | $171100.00         | $168573.54         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-01-13      | N/A      | 0.0000% | $21000000.00       | $20846658.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-09-30      | 1.6250%  | 0.0000% | $123855200.00      | $121687601.35      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-29      | 1.1250%  | 0.0000% | $34300.00          | $32489.43          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-31      | 3.7500%  | 0.0000% | $40532000.00       | $41193724.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-12-31      | 4.2500%  | 0.0000% | $16581700.00       | $16827907.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-31      | 4.0000%  | 0.0000% | $107569600.00      | $109859111.40      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-30      | 4.8750%  | 0.0000% | $1157900.00        | $1163554.03        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-30      | 4.8750%  | 0.0000% | $38847000.00       | $39036689.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-31      | 3.7500%  | 0.0000% | $19057700.00       | $19175515.86       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-15      | 4.2500%  | 0.0000% | $260247600.00      | $266241535.01      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-06-30      | 3.8750%  | 0.0000% | $500635000.00      | $510837323.62      | U.S. Treasuries (including strips) |

### Security 249: Nomura Securities International, Inc.

- **C.1 - Title:** Nomura Securities International, Inc. 4.160000%
- **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: ARP1C8YL8, C.3 - LEI: OXTKY6Q8X53C, C.5 - Other ID: ARP1C8YL8_4.16_1103
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Bank                | 2028-08-01      | 4.4950%  | 0.0000% | $30705000.00       | $31053432.66       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2026-09-25      | 4.3100%  | 0.0000% | $7990000.00        | $8022833.35        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2026-02-20      | N/A      | 0.0000% | $200000000.00      | $197634000.00      | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2026-03-13      | N/A      | 0.0000% | $525000.00         | $517728.75         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2026-03-25      | N/A      | 0.0000% | $23892000.00       | $23531469.72       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2026-03-02      | 2.6800%  | 0.0000% | $41000.00          | $41004.60          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2027-10-27      | 3.3750%  | 0.0000% | $29500000.00       | $29335921.00       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2033-09-26      | 4.9500%  | 0.0000% | $63508000.00       | $63636444.93       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2028-08-21      | 4.4500%  | 0.0000% | $898000.00         | $905437.93         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-10-08      | 0.7500%  | 0.0000% | $1292000.00        | $1222437.64        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2026-09-24      | 1.8750%  | 0.0000% | $70744000.00       | $69686383.09       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2026-03-13      | 2.3750%  | 0.0000% | $140000.00         | $139590.73         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2026-12-21      | 1.2500%  | 0.0000% | $50000.00          | $48897.19          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2032-09-10      | 3.3750%  | 0.0000% | $20000.00          | $19225.22          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2026-03-13      | 4.5000%  | 0.0000% | $17145000.00       | $17288503.65       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2027-03-10      | 4.0000%  | 0.0000% | $95000.00          | $95887.07          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2026-01-29      | 4.2850%  | 0.0000% | $3000000.00        | $3000720.83        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2026-07-31      | 4.3750%  | 0.0000% | $208800.00         | $211987.85         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2037-02-15      | N/A      | 0.0000% | $23024280.00       | $14049738.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2025-11-15      | N/A      | 0.0000% | $312443.78         | $311930.75         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2026-08-15      | N/A      | 0.0000% | $1037159.00        | $1007279.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2027-05-15      | N/A      | 0.0000% | $312507.80         | $295385.19         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2035-11-15      | N/A      | 0.0000% | $26516770.00       | $17240408.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2036-11-15      | N/A      | 0.0000% | $41972690.00       | $25917968.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2039-08-15      | N/A      | 0.0000% | $55876.43          | $29717.49          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2049-11-15      | N/A      | 0.0000% | $9266096.00        | $2882330.35        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-02-15      | 4.1250%  | 0.0000% | $548700.00         | $556393.38         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2029-08-15      | N/A      | 0.0000% | $15700.00          | $13675.99          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2040-02-15      | N/A      | 0.0000% | $281700.00         | $149420.16         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2050-02-15      | N/A      | 0.0000% | $95600.00          | $30017.54          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-05-15      | 2.3750%  | 0.0000% | $504400.00         | $488649.57         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-11-15      | 1.3750%  | 0.0000% | $752200.00         | $658205.50         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-02-15      | 1.8750%  | 0.0000% | $23000.00          | $20567.36          | U.S. Treasuries (including strips) |

### Security 250: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.160000%
- **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: ARP1C8YQ7, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1C8YQ7_4.16_1103
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2050-02-20      | 3.5000%  | 0.0000% | $12478335.00       | $1860662.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 2.5000%  | 0.0000% | $450000.00         | $59466.27          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 2.5000%  | 0.0000% | $1230000.00        | $302544.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 3.0000%  | 0.0000% | $98823462.00       | $21288832.75       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $36874559.00       | $7385970.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $16571213.00       | $3101750.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 4.5000%  | 0.0000% | $3872000.00        | $715609.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 4.0000%  | 0.0000% | $693775.00         | $91093.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 2.0000%  | 0.0000% | $36704.00          | $15508.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 2.5000%  | 0.0000% | $910000.00         | $252377.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 3.5000%  | 0.0000% | $1692457.00        | $362694.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 4.0000%  | 0.0000% | $19257406.00       | $3958030.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 4.5000%  | 0.0000% | $4999000.00        | $987661.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $3710446.00        | $2984733.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 5.0000%  | 0.0000% | $1012930.00        | $809776.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 5.0000%  | 0.0000% | $4394486.00        | $2565639.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.5000%  | 0.0000% | $6800000.00        | $1602645.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-15      | 3.5000%  | 0.0000% | $2437.00           | $1668.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-15      | 5.5000%  | 0.0000% | $464218.00         | $57302.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1260635.00        | $932467.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 3.0000%  | 0.0000% | $1944000.00        | $866824.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 3.5000%  | 0.0000% | $4867963.00        | $1757613.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-20      | 3.0000%  | 0.0000% | $224000.00         | $68704.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-20      | 5.0000%  | 0.0000% | $1283206.00        | $300763.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-15      | 3.5000%  | 0.0000% | $15369441.00       | $1507686.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1193832.00        | $248555.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1670611.00        | $876562.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 5.0000%  | 0.0000% | $1223374.00        | $563623.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $350002.00         | $80531.09          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-15      | 3.5000%  | 0.0000% | $1300000.00        | $395446.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 5.0000%  | 0.0000% | $1561612.00        | $454849.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-15      | 3.0000%  | 0.0000% | $7685223.00        | $1254712.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-20      | 3.0000%  | 0.0000% | $25902942.00       | $5305147.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $2516476.00        | $1227271.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1154148.00        | $333920.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1890654.00        | $746240.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1036203.00        | $432573.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1953539.00        | $1113919.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1664224.00        | $437311.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $3029721.00        | $664029.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $2213285.00        | $598390.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $3568828.00        | $1568883.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1470187.00        | $304751.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-20      | 5.0000%  | 0.0000% | $703223.00         | $356447.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1223332.00        | $707159.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-15      | 3.5000%  | 0.0000% | $1368681.00        | $387994.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1781948.00        | $954240.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1063567.00        | $806142.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1053154.00        | $548929.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1339624.00        | $288527.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-15      | 2.5000%  | 0.0000% | $2355908.00        | $960584.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-15      | 2.5000%  | 0.0000% | $200919.00         | $59160.58          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-20      | 4.0000%  | 0.0000% | $1521110.00        | $649909.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-15      | 3.5000%  | 0.0000% | $2989319.00        | $445256.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-20      | 7.0000%  | 0.0000% | $1210263.00        | $1014975.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-15      | 3.5000%  | 0.0000% | $5427926.00        | $3862018.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 3.0000%  | 0.0000% | $3300000.00        | $1554025.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 2.0000%  | 0.0000% | $6697523.00        | $2732514.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-15      | 4.5000%  | 0.0000% | $66344192.00       | $17878442.22       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-15      | 2.5000%  | 0.0000% | $20066977.00       | $13351321.15       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-15      | 3.0000%  | 0.0000% | $82247267.00       | $58327304.34       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-15      | 3.0000%  | 0.0000% | $7299939.00        | $5646861.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-20      | 3.5000%  | 0.0000% | $149000.00         | $108587.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-15      | 3.0000%  | 0.0000% | $275507.00         | $207454.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-12-20      | 3.5000%  | 0.0000% | $1000.00           | $128.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 3.0000%  | 0.0000% | $2000000.00        | $173792.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 3.0000%  | 0.0000% | $5115907.00        | $918788.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 3.0000%  | 0.0000% | $8957390.00        | $1608697.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 3.5000%  | 0.0000% | $71969789.00       | $9328105.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 4.5000%  | 0.0000% | $5594000.00        | $720688.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 5.0000%  | 0.0000% | $2956029.00        | $425264.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 2.5000%  | 0.0000% | $540000.00         | $110611.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $269419007.00      | $44791270.05       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 4.0000%  | 0.0000% | $117046620.00      | $16795147.34       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 4.5000%  | 0.0000% | $1499000.00        | $195823.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 2.5000%  | 0.0000% | $917000.00         | $191194.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $5932190.00        | $947879.13         | Agency Mortgage-Backed Securities |

### Security 251: Natixis SA

- **C.1 - Title:** Natixis SA 4.170000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8YS3, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP1C8YS3_4.17_1103
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill  | 2026-01-22      | N/A      | 0.0000% | $200.00            | $198.26            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-04-16      | N/A      | 0.0000% | $100.00            | $98.28             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $50.43             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2043-02-15      | 3.8750%  | 0.0000% | $100.00            | $92.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-02-15      | 1.5000%  | 0.0000% | $100.00            | $91.72             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-04-30      | 0.5000%  | 0.0000% | $800.00            | $763.48            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-07-31      | 0.3750%  | 0.0000% | $900.00            | $851.48            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-11-15      | 0.8750%  | 0.0000% | $73224300.00       | $63997843.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-05-31      | 1.2500%  | 0.0000% | $100.00            | $94.72             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-07-31      | 1.0000%  | 0.0000% | $34118600.00       | $31883626.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2025-11-15      | 4.5000%  | 0.0000% | $9999900.00        | $10207525.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-03-31      | 3.6250%  | 0.0000% | $1000.00           | $1000.02           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-06-30      | 3.7500%  | 0.0000% | $18219000.00       | $18474320.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-10-15      | 4.6250%  | 0.0000% | $16000000.00       | $16163903.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-02-15      | 4.0000%  | 0.0000% | $200.00            | $201.78            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-04-30      | 4.6250%  | 0.0000% | $74900.00          | $77284.82          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-07-31      | 4.0000%  | 0.0000% | $116103600.00      | $118606793.60      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-09-15      | 3.3750%  | 0.0000% | $106833000.00      | $106815765.11      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-02-15      | 4.6250%  | 0.0000% | $24694500.00       | $25998550.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-09-30      | 3.8750%  | 0.0000% | $28453300.00       | $28516185.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-10-31      | 3.6250%  | 0.0000% | $89640100.00       | $89254378.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-10-31      | 3.5000%  | 0.0000% | $200.00            | $199.56            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-02-15      | N/A      | 0.0000% | $195.64            | $179.94            | U.S. Treasuries (including strips) |

### Security 252: Daiwa Capital Markets America, Inc.

- **C.1 - Title:** Daiwa Capital Markets America, Inc. 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8YT1, C.3 - LEI: M67H5PRC0NQK, C.5 - Other ID: ARP1C8YT1_4.15_1103
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $625.65            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $790.11            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $1511138.00        | $1433302.66        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.0000%  | 0.0000% | $2169573.00        | $1959365.34        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.0000%  | 0.0000% | $13153979.00       | $12419303.84       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2026-11-13      | 4.4200%  | 0.0000% | $26236000.00       | $26504401.58       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 6.0000%  | 0.0000% | $1207546.00        | $1036303.11        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 6.0000%  | 0.0000% | $1306000.00        | $1157073.29        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-10-01      | 4.0000%  | 0.0000% | $15638092.00       | $3125204.03        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $23786966.00       | $21958545.77       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $3434000.00        | $3227072.40        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $1240000.00        | $1219243.94        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1349330.00        | $1376224.41        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $3054096.00        | $3132963.29        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $3647905.00        | $3602306.99        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-03-01      | 4.0000%  | 0.0000% | $2550482.00        | $1035271.45        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $1030.00           | $752.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $964.50            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $1600000.00        | $1509603.23        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.0000%  | 0.0000% | $55781780.00       | $55460196.51       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-09-01      | 3.5000%  | 0.0000% | $12448834.00       | $1555443.85        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 4.5000%  | 0.0000% | $1000.00           | $181.61            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $89584672.00       | $81028509.67       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $4067851.00        | $3489674.99        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $942.21            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $4522379.00        | $4075126.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $68266025.00       | $62388440.11       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $4866.00           | $4721.85           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $2543426.00        | $2413487.71        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 4.0000%  | 0.0000% | $1172886.00        | $1092282.96        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $5200177.00        | $5098825.17        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $66256568.00       | $65426250.94       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-10-01      | 5.5000%  | 0.0000% | $2766.00           | $2839.30           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.0000%  | 0.0000% | $1109236.00        | $1101199.31        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1553698.00        | $1578209.10        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.0000%  | 0.0000% | $1672408.00        | $1663858.76        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $1706208.00        | $1751569.06        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $4047757.00        | $4189780.64        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.0000%  | 0.0000% | $1363966.00        | $1061682.47        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.5000%  | 0.0000% | $99393579.00       | $96621776.02       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $2756426.00        | $2794048.20        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $56690794.00       | $57048498.52       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 2.5000%  | 0.0000% | $21792721.00       | $18715552.46       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.5000%  | 0.0000% | $4547.00           | $4736.04           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.5000%  | 0.0000% | $2119211.00        | $2084194.40        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $2530881.00        | $2559599.56        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 4.0000%  | 0.0000% | $105014.00         | $100114.40         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $993.61            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $4600004.00        | $2090136.41        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $7400000.00        | $1230259.89        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-03-20      | 3.0000%  | 0.0000% | $1000000.00        | $85337.32          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 2.0000%  | 0.0000% | $130581.00         | $83419.01          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $6688017.00        | $4686501.49        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 2.0000%  | 0.0000% | $827198.00         | $533382.32         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $9925319.00        | $6060336.12        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $915978.00         | $586215.95         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-11-20      | 5.5000%  | 0.0000% | $38369.00          | $31239.54          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $5329905.00        | $1565515.73        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $1718449.00        | $1655916.38        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 4.5000%  | 0.0000% | $1336838.00        | $1278899.26        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $34899512.00       | $32815599.51       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $283505.00         | $242799.54         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $700157.00         | $632520.53         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $243030.00         | $249281.85         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-09-20      | 3.5000%  | 0.0000% | $3005634.00        | $2757756.24        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2463032.00        | $2549294.98        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $1020.00           | $1029.70           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2028-03-31      | 1.2500%  | 0.0000% | $5900.00           | $5588.92           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-06-30      | 3.7500%  | 0.0000% | $197900.00         | $200771.32         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-10-31      | 3.5000%  | 0.0000% | $593400.00         | $592241.09         | U.S. Treasuries (including strips) |

### Security 253: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.160000%
- **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: ARP1C8YW4, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1C8YW4_4.16_1103
- **C.18 - Value (incl. sponsor support):** $60000000.00
- **C.18.a - Value (excl. sponsor support):** $60000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1402308.00        | $1425355.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $270480.00         | $279262.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1313188.00        | $1376533.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $108758.00         | $112177.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $2034943.00        | $2088324.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $271718.00         | $280069.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $76579.00          | $78942.42          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-09-15      | 4.6300%  | 0.0000% | $1000000.00        | $982902.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1539466.00        | $1632527.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 5.5000%  | 0.0000% | $1450000.00        | $1464912.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $962471.00         | $982867.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2165964.00        | $2270458.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $4339248.00        | $4483342.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $1675894.00        | $1740104.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $2646732.00        | $2684960.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1978272.00        | $2022914.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 4.5700%  | 0.0000% | $8780000.00        | $8578133.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1154172.00        | $1196272.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-08-20      | 5.0000%  | 0.0000% | $812307.00         | $809959.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $11130.00          | $11257.70          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 3.0000%  | 0.0000% | $5444864.00        | $4914082.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $242441.00         | $253043.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-04-15      | 7.0000%  | 0.0000% | $786370.00         | $441.02            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-20      | 5.2340%  | 0.0000% | $1385260.00        | $950621.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-01-15      | 6.0000%  | 0.0000% | $3368608.00        | $64651.47          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-07-15      | 4.5000%  | 0.0000% | $443252.00         | $26806.72          | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2026-09-15      | 1.2000%  | 0.0000% | $7225000.00        | $7073956.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-02-20      | 4.0000%  | 0.0000% | $1097910.00        | $87667.13          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-03-20      | 3.5000%  | 0.0000% | $379000.00         | $114723.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 5.5000%  | 0.0000% | $10550000.00       | $9429104.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $599989.00         | $308804.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-20      | 3.5000%  | 0.0000% | $815451.00         | $608890.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-15      | 4.0000%  | 0.0000% | $1092020.00        | $485111.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 3.5000%  | 0.0000% | $89951.00          | $77138.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.5000%  | 0.0000% | $1855068.00        | $1983119.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 6.5000%  | 0.0000% | $338509.00         | $350034.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-03-15      | 4.9600%  | 0.0000% | $500000.00         | $501172.48         | Agency Mortgage-Backed Securities |

### Security 254: NatWest Markets Securities, Inc.

- **C.1 - Title:** NatWest Markets Securities, Inc. 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8Z29, C.3 - LEI: ZE2ZWJ5BTIQJ, C.5 - Other ID: ARP1C8Z29_4.17_1103
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 4.5000%  | 0.0000% | $732852080.00      | $117351694.23      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $160356843.00      | $153285772.72      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 4.5000%  | 0.0000% | $121656574.00      | $97116432.09       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $15710520.00       | $11805222.09       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $61162860.00       | $46959425.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $101252652.00      | $85726205.40       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $113709198.00      | $104992252.25      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $99193823.00       | $101156528.22      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.5000%  | 0.0000% | $66973178.00       | $68131032.12       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.0000%  | 0.0000% | $90183542.00       | $89279672.48       | Agency Mortgage-Backed Securities |

### Security 255: MUFG Securities Canada Ltd.

- **C.1 - Title:** MUFG Securities Canada Ltd. 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8Z60, C.3 - LEI: 549300Y1PMK3, C.5 - Other ID: ARP1C8Z60_4.15_1103
- **C.18 - Value (incl. sponsor support):** $1200000000.00
- **C.18.a - Value (excl. sponsor support):** $1200000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $340302.00         | $334495.88         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $7901760.00        | $7807841.35        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $28625600.00       | $29897710.40       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $32939000.00       | $32257229.57       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $29992900.00       | $3578816.67        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 2.5000%  | 0.0000% | $22744876.00       | $4658967.89        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $9994000.00        | $6379086.17        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $1750151.00        | $1113513.85        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $6500.00           | $5044.91           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-07-20      | 4.0000%  | 0.0000% | $15713319.00       | $11694832.96       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $3023584.00        | $2281312.09        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $1077986.00        | $615339.79         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $23128992.00       | $17085083.23       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 5.5000%  | 0.0000% | $148772.00         | $132965.56         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 5.5000%  | 0.0000% | $76662.00          | $60330.69          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 5.0000%  | 0.0000% | $83814691.00       | $71931763.75       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $15508.00          | $12735.51          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 4.5000%  | 0.0000% | $4699000.00        | $4295576.73        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 4.0000%  | 0.0000% | $1000.00           | $745.79            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $4945490.00        | $4697118.09        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $4436352.00        | $4171449.46        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $209899.00         | $208127.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 7.5000%  | 0.0000% | $1000.00           | $1063.74           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $46821.00          | $35873.23          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $49996800.00       | $7983319.48        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 1.5000%  | 0.0000% | $1001.00           | $549.22            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-07-01      | 5.5000%  | 0.0000% | $21485063.00       | $511158.27         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-01-01      | 4.0000%  | 0.0000% | $37394852.00       | $1782856.87        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-01-01      | 3.5000%  | 0.0000% | $5477879.00        | $845646.11         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-07-01      | 3.0000%  | 0.0000% | $127957797.00      | $20660212.80       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-01-01      | 1.5000%  | 0.0000% | $25686390.00       | $11949368.52       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.0000%  | 0.0000% | $4192764.00        | $2715634.76        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $822.15            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $255594.00         | $197387.64         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 6.0000%  | 0.0000% | $671640.00         | $541953.27         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 4.5000%  | 0.0000% | $1593924.00        | $1374359.31        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.5000%  | 0.0000% | $1016.00           | $1054.75           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.5000%  | 0.0000% | $6796216.00        | $3491180.74        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-04-01      | 2.5000%  | 0.0000% | $5678252.00        | $3811950.81        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.5000%  | 0.0000% | $19843160.00       | $17112667.37       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $24000000.00       | $20724212.17       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $21707000.00       | $18481511.71       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $6694170.00        | $5601646.96        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-08-06      | 4.0000%  | 0.0000% | $2068000.00        | $2077958.34        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2026-08-26      | 4.0000%  | 0.0000% | $4259000.00        | $4287097.56        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2027-11-05      | 4.5300%  | 0.0000% | $20301000.00       | $20598911.54       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 4.5000%  | 0.0000% | $11336443.00       | $973383.75         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2027-12-01      | 3.0300%  | 0.0000% | $2413684.00        | $2257888.52        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-06-01      | 3.5000%  | 0.0000% | $3646536.00        | $371076.94         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-09-01      | 3.5000%  | 0.0000% | $1439106.00        | $332863.70         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $1168900.00        | $439605.12         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-02-01      | 4.0000%  | 0.0000% | $10392623.00       | $808024.27         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-03-01      | 4.4970%  | 0.0000% | $1424.00           | $19.18             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-08-01      | 6.2900%  | 0.0000% | $83619541.00       | $375082.46         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $21419920.00       | $21167632.87       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $10048.00          | $9446.09           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-12-01      | 4.0000%  | 0.0000% | $976199.00         | $219805.75         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2064-06-01      | 2.5000%  | 0.0000% | $8125260.00        | $6434857.31        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-06-01      | 3.5000%  | 0.0000% | $1000.00           | $344.71            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-02-01      | 2.0000%  | 0.0000% | $20394356.00       | $12241205.62       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-01-01      | 2.5000%  | 0.0000% | $9684514.00        | $4586416.14        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $36858900.00       | $23092590.05       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-04-01      | 2.0000%  | 0.0000% | $19989800.00       | $14283369.44       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $584756.00         | $449936.12         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $17995000.00       | $13766281.02       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 6.0000%  | 0.0000% | $3817220.00        | $2879649.92        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 6.0000%  | 0.0000% | $262400.00         | $204014.93         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $36793454.00       | $30389273.43       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $70100.00          | $64459.49          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 5.5000%  | 0.0000% | $3088.00           | $2779.30           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.5000%  | 0.0000% | $19999000.00       | $17706398.95       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2057-01-01      | 3.5000%  | 0.0000% | $50988201.00       | $14993960.94       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2058-01-01      | 3.5000%  | 0.0000% | $1000.00           | $413.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-10-01      | 2.0000%  | 0.0000% | $11933993.00       | $4864784.58        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-12-01      | 2.5000%  | 0.0000% | $9320000.00        | $5338236.87        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $15000000.00       | $4200880.51        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $197.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $5178774.00        | $1740392.35        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-01-01      | 4.0000%  | 0.0000% | $1011.00           | $354.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $192.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $1361601.00        | $946511.24         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 3.0000%  | 0.0000% | $16587604.00       | $6760895.45        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $27624672.00       | $16107407.24       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $609.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $1024.00           | $598.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $14997000.00       | $8958726.62        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $9466.00           | $5641.32           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $166900.00         | $109366.02         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $795.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $746.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $1024.00           | $637.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $1114.00           | $797.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $2024.00           | $1540.89           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $2465172.00        | $1985899.51        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $553.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $2720781.00        | $1072615.15        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $1791773.00        | $1116282.33        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 4.5000%  | 0.0000% | $1486958.00        | $1287901.93        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $800.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $306.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-05-01      | 3.5000%  | 0.0000% | $1000.00           | $176.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $185.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1008.00           | $535.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-05-01      | 2.5000%  | 0.0000% | $1000.00           | $657.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-01-01      | 1.5000%  | 0.0000% | $5680222.00        | $3234652.88        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-01-01      | 2.0000%  | 0.0000% | $1001.00           | $555.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $2672896.00        | $1743434.27        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 4.5000%  | 0.0000% | $1008.00           | $726.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $2030.00           | $1549.46           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $819.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $3924304.00        | $3141649.35        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $3713728.00        | $2869357.41        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $30801568.00       | $22531367.04       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1769700.00        | $1481266.26        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 6.5000%  | 0.0000% | $12320.00          | $10348.60          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $285328.00         | $219831.17         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 7.0000%  | 0.0000% | $6652622.00        | $5335230.96        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 6.0000%  | 0.0000% | $24302202.00       | $21474354.75       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 5.0000%  | 0.0000% | $66834528.00       | $62640436.51       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $387456.00         | $361311.29         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $40313492.00       | $37885810.52       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-02-01      | 3.5000%  | 0.0000% | $25000000.00       | $5519096.05        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $12451703.00       | $3710832.08        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $7862256.00        | $4974353.87        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 4.5000%  | 0.0000% | $77406.00          | $42544.83          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $21747240.00       | $15683391.08       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $46002856.00       | $34986370.82       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $129930.00         | $106165.77         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $2008.00           | $1420.89           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $11204608.00       | $8042111.66        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $848549.00         | $670399.16         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $7805100.00        | $6129361.64        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $1575552.00        | $1391800.68        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $12072432.00       | $11288836.66       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 5.5000%  | 0.0000% | $72751432.00       | $662340.13         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-09-01      | 6.5300%  | 0.0000% | $20003606.00       | $563089.08         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 1.5000%  | 0.0000% | $41207407.00       | $25384448.80       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-07-01      | 2.0000%  | 0.0000% | $14993000.00       | $8876426.14        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-05-01      | 2.5000%  | 0.0000% | $1000.00           | $593.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-06-01      | 2.5000%  | 0.0000% | $1261542.00        | $616300.27         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $14994000.00       | $8795713.63        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-05-01      | 2.5000%  | 0.0000% | $1000.00           | $685.84            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $5577900.00        | $4293627.08        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $28632117.00       | $23412296.42       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 7.0000%  | 0.0000% | $49117000.00       | $31518879.22       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $24446792.00       | $23590481.35       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 7.5000%  | 0.0000% | $13968400.00       | $8209173.39        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 7.0000%  | 0.0000% | $1146.00           | $968.39            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $80589133.00       | $71744866.23       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 2.5000%  | 0.0000% | $51958592.00       | $30889475.14       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 5.5000%  | 0.0000% | $20264600.00       | $18118021.68       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.0000%  | 0.0000% | $98207387.00       | $75984555.46       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.0000%  | 0.0000% | $2188152.00        | $1749407.75        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-06-01      | 4.5000%  | 0.0000% | $50006515.00       | $1845406.91        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-02-01      | 4.0000%  | 0.0000% | $1026.00           | $209.29            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.5000%  | 0.0000% | $35930832.00       | $15116030.92       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $509.79            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.5000%  | 0.0000% | $3171184.00        | $1616452.84        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 3.0000%  | 0.0000% | $13263828.00       | $7619675.07        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $338773.00         | $242323.89         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-04-01      | 3.0000%  | 0.0000% | $1014.00           | $718.06            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.0000%  | 0.0000% | $9171040.00        | $7091165.30        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2046-08-15      | 2.2500%  | 0.0000% | $100.00            | $67.89             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2048-08-15      | 3.0000%  | 0.0000% | $3235500.00        | $2476847.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2049-05-15      | 2.8750%  | 0.0000% | $100.00            | $74.99             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-05-15      | 3.2500%  | 0.0000% | $1599200.00        | $1377778.40        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-08-15      | 3.3750%  | 0.0000% | $700.00            | $605.90            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-08-15      | 4.3750%  | 0.0000% | $1824900.00        | $1790274.73        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2044-08-15      | 4.1250%  | 0.0000% | $28094200.00       | $26520253.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-05-15      | 2.3750%  | 0.0000% | $6858500.00        | $6647806.39        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2034-11-15      | 4.2500%  | 0.0000% | $2853600.00        | $2952016.85        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2032-01-31      | 4.3750%  | 0.0000% | $200.00            | $208.11            | U.S. Treasuries (including strips) |

### Security 256: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 3.900000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8ZG8, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP1C8ZG8_3.90_1103
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond  | 2050-02-15      | 2.0000%  | 0.0000% | $200.00            | $122.20            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2043-11-15      | 4.7500%  | 0.0000% | $400.00            | $416.63            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-07-15      | 0.7500%  | 0.0000% | $10000000.00       | $12811290.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-04-15      | 0.1250%  | 0.0000% | $999300.00         | $1225868.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-01-31      | 4.0000%  | 0.0000% | $204056000.00      | $208322811.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-05-15      | 4.5000%  | 0.0000% | $100.00            | $103.32            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-05-31      | 4.0000%  | 0.0000% | $25942000.00       | $26700059.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-02-15      | N/A      | 0.0000% | $163.84            | $122.08            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2025-11-15      | N/A      | 0.0000% | $4.26              | $4.25              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-08-15      | N/A      | 0.0000% | $1126390.00        | $503959.28         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-05-15      | N/A      | 0.0000% | $2302049.28        | $987795.53         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-08-15      | N/A      | 0.0000% | $190197.44         | $80523.89          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-11-15      | N/A      | 0.0000% | $1226997.76        | $512489.97         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-11-15      | N/A      | 0.0000% | $9723095.04        | $3854536.29        | U.S. Treasuries (including strips) |

### Security 257: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC 4.160000%
- **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: ARP1C94M7, C.3 - LEI: VYVVCKR63DVZ, C.5 - Other ID: ARP1C94M7_4.16_1103
- **C.18 - Value (incl. sponsor support):** $2687000000.00
- **C.18.a - Value (excl. sponsor support):** $2687000000.00
- **C.19 - Percentage of Net Assets:** 1.5500%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $58808280.00       | $59953620.22       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 3.0000%  | 0.0000% | $74513139.00       | $61101435.98       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-08-20      | 3.0000%  | 0.0000% | $331197263.00      | $62664296.89       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $63187884.00       | $64553332.04       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-12-20      | 4.5000%  | 0.0000% | $79835922.00       | $70755624.42       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-06-15      | 3.5000%  | 0.0000% | $84804636.00       | $78259597.31       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-01-20      | 3.5000%  | 0.0000% | $111793199.00      | $95379322.78       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-01-15      | 4.5000%  | 0.0000% | $100181903.00      | $98919264.78       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-01-20      | 3.0000%  | 0.0000% | $133434841.00      | $117901959.46      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-05-20      | 4.5000%  | 0.0000% | $125729505.00      | $123422264.59      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-01-20      | 3.5000%  | 0.0000% | $152930284.00      | $140167119.75      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2027-02-15      | 3.0000%  | 0.0000% | $6200000.00        | $64105.28          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2028-07-15      | 2.5000%  | 0.0000% | $2535000.00        | $65161.64          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-09-20      | 4.0000%  | 0.0000% | $7514089.00        | $368559.76         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $500000.00         | $368710.58         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-06-15      | 4.5000%  | 0.0000% | $1595000.00        | $430376.17         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2031-07-15      | 7.0000%  | 0.0000% | $439791422.00      | $458933.74         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2032-09-15      | 5.5000%  | 0.0000% | $100000000.00      | $474750.72         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-08-15      | 3.6250%  | 0.0000% | $1400000.00        | $487788.94         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-02-20      | 3.5000%  | 0.0000% | $1605537.00        | $569327.73         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $1000000.00        | $570791.43         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-09-15      | 5.5000%  | 0.0000% | $4555035.00        | $576410.64         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-02-20      | 3.5000%  | 0.0000% | $1900914.00        | $612602.37         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2032-11-15      | 5.5000%  | 0.0000% | $150000000.00      | $669097.86         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-10-15      | 3.0000%  | 0.0000% | $6610000.00        | $700287.32         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-09-15      | 5.5000%  | 0.0000% | $13165338.00       | $751553.15         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $1040000.00        | $794569.26         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-12-15      | 6.0000%  | 0.0000% | $100000000.00      | $795505.33         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $2059000.00        | $1018619.86        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-12-15      | 5.5000%  | 0.0000% | $84833000.00       | $1250865.51        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-04-15      | 6.0000%  | 0.0000% | $68000000.00       | $1257741.96        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $2200000.00        | $1373579.44        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-01-15      | 5.5000%  | 0.0000% | $66241894.00       | $1395392.03        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-15      | 3.5000%  | 0.0000% | $1776586.00        | $1501800.04        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-02-20      | 3.5000%  | 0.0000% | $6326000.00        | $1670176.87        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-01-15      | 6.0000%  | 0.0000% | $69323694.00       | $1965294.24        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-03-15      | 3.5000%  | 0.0000% | $9311883.00        | $2014904.36        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-11-20      | 3.5000%  | 0.0000% | $9199699.00        | $2306966.21        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-11-15      | 6.0000%  | 0.0000% | $200000000.00      | $2457054.73        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-05-20      | 3.5000%  | 0.0000% | $15878629.00       | $2589642.56        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-12-15      | 3.0000%  | 0.0000% | $5391730.00        | $2611082.81        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-11-15      | 6.0000%  | 0.0000% | $107884608.00      | $2638830.53        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-07-15      | 2.5000%  | 0.0000% | $6174899.00        | $2663700.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 2.0000%  | 0.0000% | $5000000.00        | $2848774.25        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-12-15      | 5.5000%  | 0.0000% | $171578212.00      | $2858951.10        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-09-20      | 3.5000%  | 0.0000% | $11030081.00       | $2902949.61        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $2874162.00        | $2942156.71        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-04-15      | 5.5000%  | 0.0000% | $99581801.00       | $3110672.83        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-06-15      | 5.5000%  | 0.0000% | $99771081.00       | $3139978.12        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $11529160.00       | $3356864.64        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-12-20      | 3.5000%  | 0.0000% | $7055774.00        | $3526283.80        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-09-15      | 4.5000%  | 0.0000% | $15936373.00       | $3621870.29        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $5300000.00        | $3625333.29        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-01-15      | 4.5000%  | 0.0000% | $13297902.00       | $3723958.27        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-06-15      | 5.0000%  | 0.0000% | $200000000.00      | $4158007.37        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-07-15      | 5.0000%  | 0.0000% | $300000000.00      | $4446723.90        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-05-15      | 5.0000%  | 0.0000% | $300000000.00      | $4478358.15        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-01-15      | 6.0000%  | 0.0000% | $425000000.00      | $4511225.21        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-08-15      | 5.0000%  | 0.0000% | $300000000.00      | $8218933.98        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-05-15      | 5.0000%  | 0.0000% | $360000000.00      | $8330067.34        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $10883472.00       | $8546423.18        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-06-15      | 4.5000%  | 0.0000% | $33477577.00       | $8834933.27        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-08-15      | 5.0000%  | 0.0000% | $300000000.00      | $8899304.24        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-06-15      | 5.0000%  | 0.0000% | $400000000.00      | $9248727.17        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-06-15      | 5.0000%  | 0.0000% | $400000000.00      | $9623596.32        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-07-15      | 5.0000%  | 0.0000% | $400000000.00      | $9683260.39        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $50932233.00       | $51901184.78       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-12-15      | 5.0000%  | 0.0000% | $54195734.00       | $54641822.64       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-10-15      | 4.0000%  | 0.0000% | $60428735.00       | $57401802.86       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-09-20      | 3.5000%  | 0.0000% | $64315399.00       | $58113386.23       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-08-20      | 6.0000%  | 0.0000% | $59505513.00       | $58539288.05       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2027-07-15      | 7.0000%  | 0.0000% | $421723448.00      | $57092.61          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2029-12-15      | 7.0000%  | 0.0000% | $349088.00         | $500.62            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-01-15      | 6.0000%  | 0.0000% | $175000.00         | $554.73            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2028-11-15      | 6.0000%  | 0.0000% | $570000.00         | $727.71            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2030-07-15      | 8.5000%  | 0.0000% | $3070915.00        | $1022.80           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2031-10-15      | 6.5000%  | 0.0000% | $965561.00         | $1222.43           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2031-07-15      | 7.0000%  | 0.0000% | $1396587.00        | $1506.83           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $556709.00         | $4630.31           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2027-01-15      | 7.0000%  | 0.0000% | $51646148.00       | $5133.67           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-08-15      | 5.0000%  | 0.0000% | $229000.00         | $9256.56           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2027-03-15      | 7.0000%  | 0.0000% | $50553550.00       | $9734.63           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $13592.00          | $13687.17          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2037-12-15      | 6.5000%  | 0.0000% | $1668824.00        | $14087.02          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-07-15      | 5.0000%  | 0.0000% | $952406.00         | $16323.56          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-10-15      | 4.5000%  | 0.0000% | $194182.00         | $20383.85          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-06-15      | 5.0000%  | 0.0000% | $826433.00         | $20709.42          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $40000.00          | $21564.17          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-10-20      | 3.5000%  | 0.0000% | $61702.00          | $22938.48          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-11-15      | 4.5000%  | 0.0000% | $118000.00         | $23218.11          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2027-07-15      | 7.0000%  | 0.0000% | $198000000.00      | $23495.72          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-05-15      | 3.0000%  | 0.0000% | $50000.00          | $23893.41          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2027-08-15      | 7.0000%  | 0.0000% | $202000000.00      | $24050.44          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-07-15      | 5.0000%  | 0.0000% | $38000.00          | $29001.60          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-12-15      | 5.0000%  | 0.0000% | $272810.00         | $29245.57          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2030-03-15      | 7.5000%  | 0.0000% | $60607372.00       | $30465.84          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2030-06-15      | 7.5000%  | 0.0000% | $40000000.00       | $32147.65          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2029-08-15      | 7.5000%  | 0.0000% | $101026318.00      | $33225.13          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $61000.00          | $34846.86          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-09-15      | 3.0000%  | 0.0000% | $300000.00         | $35461.20          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2027-05-15      | 7.0000%  | 0.0000% | $258844170.00      | $35778.96          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-06-15      | 5.5000%  | 0.0000% | $4900000.00        | $36153.05          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-05-20      | 3.5000%  | 0.0000% | $500000.00         | $36281.87          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2027-08-15      | 7.0000%  | 0.0000% | $101000000.00      | $36703.14          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2032-08-15      | 6.0000%  | 0.0000% | $7947082.00        | $37918.93          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2031-04-15      | 7.0000%  | 0.0000% | $35740890.00       | $39704.58          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2027-08-15      | 7.0000%  | 0.0000% | $202000000.00      | $45492.16          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2026-06-15      | 3.5000%  | 0.0000% | $30000000.00       | $47026.21          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2027-10-15      | 7.0000%  | 0.0000% | $200375676.00      | $52795.44          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $92000.00          | $55386.14          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-09-20      | 5.5000%  | 0.0000% | $72000.00          | $55821.36          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2029-09-15      | 7.5000%  | 0.0000% | $100000000.00      | $129131.95         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $200000.00         | $145063.15         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-01-20      | 5.0000%  | 0.0000% | $200000.00         | $152875.80         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-09-15      | 6.0000%  | 0.0000% | $2393446.00        | $154940.83         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 3.0000%  | 0.0000% | $172379.00         | $155574.98         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2037-10-15      | 6.0000%  | 0.0000% | $14278825.00       | $155978.31         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2030-07-15      | 7.5000%  | 0.0000% | $200000000.00      | $161281.90         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2027-08-15      | 3.0000%  | 0.0000% | $18025000.00       | $299143.47         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2032-10-15      | 5.5000%  | 0.0000% | $80000000.00       | $299454.47         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2032-02-15      | 7.0000%  | 0.0000% | $200000000.00      | $308014.57         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-11-15      | 4.0000%  | 0.0000% | $501849.00         | $310043.06         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $540000.00         | $335017.43         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-08-20      | 5.5000%  | 0.0000% | $400000.00         | $335715.08         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-04-15      | 5.0000%  | 0.0000% | $2284765.00        | $353669.33         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2027-02-15      | 4.1250%  | 0.0000% | $57809400.00       | $58619952.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-11-30      | 3.8750%  | 0.0000% | $526102900.00      | $538420426.43      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-10-31      | 3.5000%  | 0.0000% | $741272000.00      | $739648614.30      | U.S. Treasuries (including strips) |

### Security 258: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.140000%
- **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: ARP1C94O3, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1C94O3_4.14_1103
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.0000%  | 0.0000% | $2148000.00        | $1133709.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $2069000.00        | $1142835.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-11-01      | 3.5000%  | 0.0000% | $10185185.00       | $1151670.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.5000%  | 0.0000% | $1154279.00        | $1157250.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $1395000.00        | $1164975.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 2.0000%  | 0.0000% | $2350000.00        | $1165005.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 3.2500%  | 0.0000% | $1244460.00        | $1168588.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.5000%  | 0.0000% | $1447374.00        | $1180733.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $1342268.00        | $1228774.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1184101.00        | $1238681.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $1237335.00        | $1242354.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 4.5000%  | 0.0000% | $1288784.00        | $1247000.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-04-01      | 6.5000%  | 0.0000% | $1228553.00        | $1269408.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-05-01      | 3.5000%  | 0.0000% | $3373187.00        | $1279588.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $1274355.00        | $1281542.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $22976.00          | $24065.56          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $25305.00          | $25145.38          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $35000.00          | $27314.43          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-11-01      | 6.6150%  | 0.0000% | $3919678.00        | $28001.01          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-04-01      | 5.5000%  | 0.0000% | $5620512.00        | $28045.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-06-01      | 6.5000%  | 0.0000% | $753651.00         | $28307.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $39000.00          | $28553.00          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-03-01      | 2.7700%  | 0.0000% | $46033.00          | $36511.00          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-01-01      | 7.0000%  | 0.0000% | $959965.00         | $36531.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-04-01      | 4.0000%  | 0.0000% | $129000.00         | $37597.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-04-01      | 6.5400%  | 0.0000% | $4000000.00        | $38742.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-02-01      | 4.0000%  | 0.0000% | $219531.00         | $41062.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-10-01      | 3.6900%  | 0.0000% | $905440.00         | $870503.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-12-01      | 6.7800%  | 0.0000% | $24987887.00       | $902362.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.0000%  | 0.0000% | $1120177.00        | $909392.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-03-01      | 3.0000%  | 0.0000% | $17638843.00       | $919038.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $1499000.00        | $924922.56         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-01-01      | 2.0000%  | 0.0000% | $1699000.00        | $939130.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.0000%  | 0.0000% | $1013031.00        | $948910.35         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $1113600.00        | $975542.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $1823000.00        | $982501.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $1499000.00        | $993882.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-06-01      | 4.7600%  | 0.0000% | $982835.00         | $1008322.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 4.5000%  | 0.0000% | $1058659.00        | $1033881.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1205187.00        | $1040889.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $1092060.00        | $1082456.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $1052062.00        | $1085450.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 7.0000%  | 0.0000% | $1028887.00        | $1089278.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.5000%  | 0.0000% | $1199000.00        | $1094262.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $1433050.00        | $1118063.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-05-20      | 5.6250%  | 0.0000% | $1000000.00        | $22158.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-12-01      | 6.5000%  | 0.0000% | $817553.00         | $22958.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 6.5000%  | 0.0000% | $22833.00          | $23173.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-10-01      | 3.0000%  | 0.0000% | $1000.00           | $329.18            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $344.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $377.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $1048.00           | $394.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $428.41            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $532.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $1010.00           | $540.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $556.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $557.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $558.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-09-01      | 3.4700%  | 0.0000% | $1000.00           | $578.44            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $582.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $628.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $629.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $629.26            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $638.01            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $1001.00           | $645.49            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-08-01      | 1.8550%  | 0.0000% | $1000.00           | $647.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $650.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $654.06            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 4.0000%  | 0.0000% | $1003.00           | $671.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $688.33            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.5000%  | 0.0000% | $1001.00           | $688.46            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 4.0000%  | 0.0000% | $1000.00           | $691.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-06-01      | 2.5900%  | 0.0000% | $1000.00           | $706.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $1045.00           | $713.58            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $1002.00           | $716.89            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $1000.00           | $719.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $725.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $736.21            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $738.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $743.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-09-01      | 5.0000%  | 0.0000% | $1000.00           | $744.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 2.0000%  | 0.0000% | $25407.00          | $18092.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-07-01      | 4.0000%  | 0.0000% | $114815.00         | $18341.19          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-02-01      | 3.5000%  | 0.0000% | $126416.00         | $18425.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $100000.00         | $58724.81          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $92999.00          | $61138.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-06-01      | 3.0000%  | 0.0000% | $206967.00         | $61441.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $2088436.00        | $1288087.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.0000%  | 0.0000% | $2309743.00        | $1315217.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.5000%  | 0.0000% | $1763096.00        | $1324938.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.5000%  | 0.0000% | $1397000.00        | $1331473.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $1351518.00        | $1355212.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-10-01      | 5.5000%  | 0.0000% | $1329464.00        | $1358663.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $2046374.00        | $1388771.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.0000%  | 0.0000% | $1429206.00        | $1404910.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $19412046.00       | $1459420.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.5000%  | 0.0000% | $1699000.00        | $1473459.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-07-01      | 4.5000%  | 0.0000% | $6701968.00        | $1478620.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1992407.00        | $1483476.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $1616850.00        | $1545058.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1542708.00        | $1574358.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1505372.00        | $1576963.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $1537692.00        | $1590931.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 6.0000%  | 0.0000% | $1585329.00        | $1615001.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-08-01      | 4.5000%  | 0.0000% | $6604859.00        | $1677308.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 7.0000%  | 0.0000% | $1620142.00        | $1713556.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-02-01      | 6.5490%  | 0.0000% | $35664442.00       | $1739257.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $5198000.00        | $1753844.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 6.5000%  | 0.0000% | $2370940.00        | $1788488.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $2678548.00        | $1790376.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $2010880.00        | $1829191.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 2.5000%  | 0.0000% | $2598860.00        | $1847679.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $1800631.00        | $1879118.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 3.0000%  | 0.0000% | $1024.00           | $249.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $252.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-12-01      | 2.5000%  | 0.0000% | $1001.00           | $254.39            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $1000.00           | $273.13            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-03-01      | 4.5000%  | 0.0000% | $1000.00           | $274.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-07-01      | 4.0000%  | 0.0000% | $1000.00           | $285.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $294.57            | Agency Mortgage-Backed Securities |

### Security 259: Natixis SA

- **C.1 - Title:** Natixis SA 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1C94T2, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP1C94T2_4.18_1103
- **C.18 - Value (incl. sponsor support):** $1900000000.00
- **C.18.a - Value (excl. sponsor support):** $1900000000.00
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| Tenn Valley Authority                 | 2056-04-01      | N/A      | 0.0000% | $6008000.00        | $1189529.93        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-12-01      | 1.2700%  | 0.0000% | $3962916.00        | $3070953.78        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2035-09-10      | 1.7300%  | 0.0000% | $4000.00           | $3154.12           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2040-08-13      | 1.9500%  | 0.0000% | $4000.00           | $2774.30           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2040-07-13      | 2.1500%  | 0.0000% | $2439000.00        | $1750445.91        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-02-01      | 2.3000%  | 0.0000% | $12668.00          | $11937.61          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2037-12-28      | 2.7000%  | 0.0000% | $1000.00           | $825.34            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2042-01-27      | 2.8400%  | 0.0000% | $15000.00          | $11557.13          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2029-07-01      | 4.0600%  | 0.0000% | $2150589.00        | $2144811.08        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2033-05-25      | 4.0800%  | 0.0000% | $15000.00          | $14827.80          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2033-10-24      | 4.1000%  | 0.0000% | $15000.00          | $14538.41          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2038-06-01      | 4.1500%  | 0.0000% | $990000.00         | $940095.75         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-10-01      | 4.4800%  | 0.0000% | $9241100.00        | $9329401.78        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-10-01      | 4.5900%  | 0.0000% | $1000.00           | $1019.64           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-06-01      | 4.9450%  | 0.0000% | $59787000.00       | $61557940.74       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-06-01      | 5.0100%  | 0.0000% | $22540900.00       | $23388189.89       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-01-01      | 5.1550%  | 0.0000% | $3591122.00        | $3732730.11        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-04-01      | 3.0000%  | 0.0000% | $20551689.00       | $3875250.83        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2032-08-01      | 3.0000%  | 0.0000% | $1009.00           | $88.93             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2040-10-01      | 4.0000%  | 0.0000% | $1450320.00        | $1433182.05        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 4.8140%  | 0.0000% | $6420042.00        | $5465158.54        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $1832.00           | $1569.45           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1032.00           | $798.20            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 5.0000%  | 0.0000% | $77012629.00       | $74529227.24       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $4323072.00        | $3814420.87        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.44           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $2198.00           | $2268.55           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $4241139.00        | $4422782.82        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 7.0000%  | 0.0000% | $1000.00           | $925.77            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 7.0000%  | 0.0000% | $398704.00         | $363869.78         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1010.58           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $76779509.00       | $52392979.27       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $244.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $35593434.00       | $25174717.62       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 4.5000%  | 0.0000% | $1278.00           | $1205.89           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $29391797.00       | $21503735.11       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 5.0000%  | 0.0000% | $23165177.00       | $21709176.93       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 5.0000%  | 0.0000% | $39417695.00       | $39025086.14       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $1321837.00        | $986626.67         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1038.68           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $1132022.00        | $1115736.32        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $1120.00           | $1159.81           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $750850.00         | $780611.78         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $913.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $14479702.00       | $13348409.71       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $6682.00           | $6654.53           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-06-01      | 6.3750%  | 0.0000% | $1088.00           | $33.45             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $1060450.00        | $567655.01         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $1882534.00        | $1976591.26        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $1462527.00        | $1516811.22        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $1655132.00        | $1732120.91        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $1326145.00        | $1386392.72        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $1526938.00        | $1600511.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $1151.00           | $1204.56           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $1008.00           | $1058.25           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $1075675.00        | $1131325.76        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 6.5000%  | 0.0000% | $66708608.00       | $61157788.51       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $1006.00           | $974.25            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2042-08-15      | 3.3750%  | 0.0000% | $100.00            | $86.72             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-09-15      | 3.3750%  | 0.0000% | $1100.00           | $1099.83           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2033-02-15      | 3.5000%  | 0.0000% | $201581000.00      | $197757687.66      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-10-31      | 3.5000%  | 0.0000% | $38018600.00       | $37935339.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-03-31      | 3.6250%  | 0.0000% | $900.00            | $900.02            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-08-15      | 3.6250%  | 0.0000% | $100.00            | $100.80            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-10-31      | 3.6250%  | 0.0000% | $100.00            | $99.57             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-08-31      | 3.7500%  | 0.0000% | $9569800.00        | $9629123.77        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-02-15      | 3.8750%  | 0.0000% | $100.00            | $92.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-11-30      | 3.8750%  | 0.0000% | $100.00            | $102.34            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-03-15      | 3.8750%  | 0.0000% | $20000000.00       | $20223480.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-06-30      | 3.8750%  | 0.0000% | $44778000.00       | $45672743.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-08-31      | 3.8750%  | 0.0000% | $5854600.00        | $5888262.17        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-01-15      | 4.0000%  | 0.0000% | $28788600.00       | $29229501.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-02-15      | 4.0000%  | 0.0000% | $100.00            | $100.90            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-03-31      | 4.0000%  | 0.0000% | $29342500.00       | $29798969.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-06-30      | 4.0000%  | 0.0000% | $14844000.00       | $15150373.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-07-31      | 4.1250%  | 0.0000% | $2699800.00        | $2772998.33        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-10-31      | 4.1250%  | 0.0000% | $100.00            | $100.35            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-10-31      | 4.1250%  | 0.0000% | $94467900.00       | $96003003.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-02-28      | 4.1250%  | 0.0000% | $10192500.00       | $10320731.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2054-02-15      | 4.2500%  | 0.0000% | $500.00            | $471.88            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2025-12-31      | 4.2500%  | 0.0000% | $54304300.00       | $55108827.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-06-30      | 4.2500%  | 0.0000% | $100.00            | $103.44            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2035-08-15      | 4.2500%  | 0.0000% | $43887500.00       | $44819392.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2039-08-15      | 4.5000%  | 0.0000% | $14000800.00       | $14318292.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-05-15      | 4.5000%  | 0.0000% | $158800.00         | $164060.37         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-05-15      | 4.6250%  | 0.0000% | $4798100.00        | $4909770.07        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2055-02-15      | 4.6250%  | 0.0000% | $7999900.00        | $8039485.98        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-09-30      | 4.6250%  | 0.0000% | $4346000.00        | $4536506.36        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-09-30      | 4.6250%  | 0.0000% | $100.00            | $103.16            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-06-15      | 4.6250%  | 0.0000% | $100.00            | $103.27            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2035-02-15      | 4.6250%  | 0.0000% | $8063400.00        | $8489206.46        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2053-11-15      | 4.7500%  | 0.0000% | $100.00            | $103.62            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2025-11-30      | 4.8750%  | 0.0000% | $32331300.00       | $33010874.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2026-02-15      | 6.0000%  | 0.0000% | $9230700.00        | $9395415.82        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2048-11-15      | 3.3750%  | 0.0000% | $19670000.00       | $16300535.31       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-01-22      | N/A      | 0.0000% | $9372900.00        | $9291449.50        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-04-16      | N/A      | 0.0000% | $83104400.00       | $81675835.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2028-02-15      | N/A      | 0.0000% | $15931690.61       | $14652869.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2029-08-15      | N/A      | 0.0000% | $137.07            | $119.00            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-07-15      | 0.1250%  | 0.0000% | $12692100.00       | $14275533.63       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-10-15      | 0.1250%  | 0.0000% | $292477300.00      | $343821000.23      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-07-31      | 0.3750%  | 0.0000% | $200.00            | $189.22            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2025-11-30      | 0.3750%  | 0.0000% | $50000000.00       | $49926931.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-02-15      | 0.6250%  | 0.0000% | $6000000.00        | $6482353.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-11-15      | 0.8750%  | 0.0000% | $2579000.00        | $2254039.15        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2046-02-15      | 1.0000%  | 0.0000% | $700.00            | $747.17            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-07-31      | 1.0000%  | 0.0000% | $194100.00         | $181385.29         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-08-15      | 1.1250%  | 0.0000% | $4483200.00        | $2864047.22        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-02-15      | 1.1250%  | 0.0000% | $49992300.00       | $43955876.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-11-15      | 1.3750%  | 0.0000% | $2363800.00        | $1572450.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-12-31      | 1.7500%  | 0.0000% | $1000.00           | $983.49            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-01-15      | 1.7500%  | 0.0000% | $3310000.00        | $3513525.73        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2051-02-15      | 1.8750%  | 0.0000% | $115100.00         | $67197.93          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2051-11-15      | 1.8750%  | 0.0000% | $44297700.00       | $25811017.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-02-28      | 1.8750%  | 0.0000% | $36089600.00       | $34218120.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2046-08-15      | 2.2500%  | 0.0000% | $100.00            | $68.07             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2052-02-15      | 2.2500%  | 0.0000% | $200.00            | $126.81            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-11-15      | 2.2500%  | 0.0000% | $49990800.00       | $49170145.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2049-11-15      | 2.3750%  | 0.0000% | $65196800.00       | $43972107.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-02-15      | 2.6250%  | 0.0000% | $50001200.00       | $48717295.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-08-15      | 2.7500%  | 0.0000% | $800.00            | $632.71            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2049-05-15      | 2.8750%  | 0.0000% | $4077200.00        | $3066364.78        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2052-05-15      | 2.8750%  | 0.0000% | $9050000.00        | $6664484.48        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-08-15      | 2.8750%  | 0.0000% | $200.00            | $197.28            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2045-05-15      | 3.0000%  | 0.0000% | $10597600.00       | $8492431.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-11-15      | 3.1250%  | 0.0000% | $100.00            | $100.02            | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Morgan Stanley Institutional Liquidity Funds

**Date:** 2025-11-07

**By:** Lonnie Bae

**Name of Signing Officer:** Lonnie Bae

**Title of Signing Officer:** Vice President