# EDGAR Filing Document

**Accession Number:** 0000097098
**File Stem:** 0001752724-25-164867
**Filing Date:** 2025-7
**Character Count:** 1352169
**Document Hash:** 9a0dc239535bdda4694aa5123d758e3a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-164867.hdr.sgml**: 20250707

**ACCESSION NUMBER**: 0001752724-25-164867

**CONFORMED SUBMISSION TYPE**: N-MFP3

**CONFIRMING COPY**: 

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250707

**DATE AS OF CHANGE**: 20250707

**FILER**: 

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

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

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

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

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

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

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

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

## Series and Classes Contracts Data

### FEDFUND (Series ID: S000001475)

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-06-30

**Registrant Full Name:** BlackRock Liquidity Funds

**CIK Number of Registrant:** 0000097098

**LEI of Registrant:** 5493007YVNX55LTRQ706

**Name of Series:** FEDFUND

**LEI of Series:** 549300T8K043VZEOVK74

**EDGAR Series Identifier:** S000001475

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

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

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

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

### Service Providers
| Role                          | Details                                                      | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | BlackRock Advisors, LLC                                      | 801-47710         |
| Independent Public Accountant | Deloitte & Touche LLP<br>City: Boston<br>State: MA           |  |
| Administrator                 | BlackRock Advisors, LLC                                      |  |
| Transfer Agent                | BNY Mellon Investment Servicing (US) Inc.<br>CIK: 0000849542 | 084-01761         |

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 48 days

- **WAL:** 105 days

- **Total Value of Portfolio Securities:** $175128515072.47

- **Amortized Cost of Portfolio Securities:** $175118994582.95

- **Cash:** $10316199752.32

- **Total Other Assets:** $1034200210.31

- **Total Liabilities:** $4358655986.23

- **Net Assets of Series:** $182110738559.35

- **Number of Shares Outstanding (Series):** 182183332958.6700

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-06-02 | $145012223404.70          | $155874812160.26           | 79.1100%                  | 85.0400%                   |
| 2025-06-03 | $144515005663.23          | $155377889357.67           | 78.4300%                  | 84.3200%                   |
| 2025-06-04 | $141081245645.80          | $151944371779.14           | 77.8100%                  | 83.8000%                   |
| 2025-06-05 | $140412960228.02          | $150665790228.02           | 77.9900%                  | 83.6800%                   |
| 2025-06-06 | $140098126309.47          | $151188275407.25           | 77.6800%                  | 83.8300%                   |
| 2025-06-09 | $141893061522.56          | $152983266703.74           | 77.9000%                  | 83.9900%                   |
| 2025-06-10 | $144684451192.52          | $155774974149.90           | 78.2300%                  | 84.2300%                   |
| 2025-06-11 | $146270120693.86          | $158800115156.56           | 78.4200%                  | 85.1400%                   |
| 2025-06-12 | $143007713274.32          | $154759580332.65           | 78.4000%                  | 84.8400%                   |
| 2025-06-13 | $139607783995.65          | $152279057321.52           | 77.7200%                  | 84.7700%                   |
| 2025-06-16 | $140304833271.93          | $152976719662.77           | 77.8000%                  | 84.8300%                   |
| 2025-06-17 | $142680057563.82          | $154174135297.51           | 78.4700%                  | 84.7900%                   |
| 2025-06-18 | $143996111109.63          | $154560968890.22           | 78.5600%                  | 84.3300%                   |
| 2025-06-20 | $143388177713.09          | $154205234567.26           | 78.3900%                  | 84.3000%                   |
| 2025-06-23 | $145267974935.64          | $156085017246.75           | 78.6100%                  | 84.4600%                   |
| 2025-06-24 | $145283971645.34          | $156230616891.61           | 77.7000%                  | 83.5500%                   |
| 2025-06-25 | $147145873084.88          | $157963514551.55           | 77.5500%                  | 83.2500%                   |
| 2025-06-26 | $143099650327.91          | $153710848363.66           | 77.2900%                  | 83.0200%                   |
| 2025-06-27 | $140968553374.89          | $152741183667.45           | 76.5100%                  | 82.9000%                   |
| 2025-06-30 | $143029719279.87          | $155841073000.13           | 76.7700%                  | 83.6400%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-06-02 | 4.3800%             |
| 2025-06-03 | 4.3800%             |
| 2025-06-04 | 4.3700%             |
| 2025-06-05 | 4.3700%             |
| 2025-06-06 | 4.3600%             |
| 2025-06-09 | 4.3500%             |
| 2025-06-10 | 4.3500%             |
| 2025-06-11 | 4.3500%             |
| 2025-06-12 | 4.3500%             |
| 2025-06-13 | 4.3500%             |
| 2025-06-16 | 4.3500%             |
| 2025-06-17 | 4.3500%             |
| 2025-06-18 | 4.3500%             |
| 2025-06-20 | 4.3500%             |
| 2025-06-23 | 4.3500%             |
| 2025-06-24 | 4.3500%             |
| 2025-06-25 | 4.3500%             |
| 2025-06-26 | 4.3600%             |
| 2025-06-27 | 4.3700%             |
| 2025-06-30 | 4.3900%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-06-02 | 0.9996                      |
|  |  |
| 2025-06-03 | 0.9996                      |
|  |  |
| 2025-06-04 | 0.9996                      |
|  |  |
| 2025-06-05 | 0.9996                      |
|  |  |
| 2025-06-06 | 0.9997                      |
|  |  |
| 2025-06-09 | 0.9996                      |
|  |  |
| 2025-06-10 | 0.9996                      |
|  |  |
| 2025-06-11 | 0.9996                      |
|  |  |
| 2025-06-12 | 0.9996                      |
|  |  |
| 2025-06-13 | 0.9997                      |
|  |  |
| 2025-06-16 | 0.9996                      |
|  |  |
| 2025-06-17 | 0.9996                      |
|  |  |
| 2025-06-18 | 0.9996                      |
|  |  |
| 2025-06-20 | 0.9997                      |
|  |  |
| 2025-06-23 | 0.9996                      |
|  |  |
| 2025-06-24 | 0.9996                      |
|  |  |
| 2025-06-25 | 0.9996                      |
|  |  |
| 2025-06-26 | 0.9996                      |
|  |  |
| 2025-06-27 | 0.9997                      |
|  |  |
| 2025-06-30 | 0.9997                      |
|  |  |

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

### Class: Private Client

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $177658.16

- **Number of Shares Outstanding:** 177728.9000

- **Expense Reimbursement/Waiver:** 52.02

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9996          |
|  |  |
| 2025-06-03 | 0.9996          |
|  |  |
| 2025-06-04 | 0.9996          |
|  |  |
| 2025-06-05 | 0.9996          |
|  |  |
| 2025-06-06 | 0.9997          |
|  |  |
| 2025-06-09 | 0.9996          |
|  |  |
| 2025-06-10 | 0.9996          |
|  |  |
| 2025-06-11 | 0.9996          |
|  |  |
| 2025-06-12 | 0.9996          |
|  |  |
| 2025-06-13 | 0.9997          |
|  |  |
| 2025-06-16 | 0.9996          |
|  |  |
| 2025-06-17 | 0.9996          |
|  |  |
| 2025-06-18 | 0.9996          |
|  |  |
| 2025-06-20 | 0.9997          |
|  |  |
| 2025-06-23 | 0.9996          |
|  |  |
| 2025-06-24 | 0.9996          |
|  |  |
| 2025-06-25 | 0.9996          |
|  |  |
| 2025-06-26 | 0.9996          |
|  |  |
| 2025-06-27 | 0.9997          |
|  |  |
| 2025-06-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $0.00                     | $486.14                 |
| 2025-06-03 | $0.00                     | $0.00                   |
| 2025-06-04 | $0.00                     | $0.00                   |
| 2025-06-05 | $0.00                     | $0.00                   |
| 2025-06-06 | $0.00                     | $0.00                   |
| 2025-06-09 | $0.00                     | $0.00                   |
| 2025-06-10 | $0.00                     | $0.00                   |
| 2025-06-11 | $0.00                     | $751.31                 |
| 2025-06-12 | $0.00                     | $0.00                   |
| 2025-06-13 | $0.00                     | $0.00                   |
| 2025-06-16 | $0.00                     | $0.00                   |
| 2025-06-17 | $0.00                     | $0.00                   |
| 2025-06-18 | $0.00                     | $0.00                   |
| 2025-06-20 | $0.00                     | $0.00                   |
| 2025-06-23 | $0.00                     | $0.00                   |
| 2025-06-24 | $0.00                     | $0.00                   |
| 2025-06-25 | $164.29                   | $0.00                   |
| 2025-06-26 | $9.84                     | $0.00                   |
| 2025-06-27 | $0.02                     | $0.00                   |
| 2025-06-30 | $537.10                   | $0.00                   |

**Total Gross Subscriptions (Month):** $711.25

**Total Gross Redemptions (Month):** $1237.45

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 3.7000%           |
| 2025-06-03 | 3.7000%           |
| 2025-06-04 | 3.7000%           |
| 2025-06-05 | 3.6900%           |
| 2025-06-06 | 3.6800%           |
| 2025-06-09 | 3.6700%           |
| 2025-06-10 | 3.6700%           |
| 2025-06-11 | 3.6700%           |
| 2025-06-12 | 3.6700%           |
| 2025-06-13 | 3.6700%           |
| 2025-06-16 | 3.6700%           |
| 2025-06-17 | 3.6700%           |
| 2025-06-18 | 3.6700%           |
| 2025-06-20 | 3.6700%           |
| 2025-06-23 | 3.6700%           |
| 2025-06-24 | 3.6700%           |
| 2025-06-25 | 3.6700%           |
| 2025-06-26 | 3.6800%           |
| 2025-06-27 | 3.6900%           |
| 2025-06-30 | 3.7100%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 44.3000%         | 0.0000%              |
| Retail investor |  | 20.7400%         | 0.0000%              |
| Retail investor |  | 14.9300%         | 0.0000%              |

### Class: Dollar

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $4467473515.68

- **Number of Shares Outstanding:** 4469254744.0100

- **Expense Reimbursement/Waiver:** 43715.78

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9996          |
|  |  |
| 2025-06-03 | 0.9996          |
|  |  |
| 2025-06-04 | 0.9996          |
|  |  |
| 2025-06-05 | 0.9996          |
|  |  |
| 2025-06-06 | 0.9997          |
|  |  |
| 2025-06-09 | 0.9996          |
|  |  |
| 2025-06-10 | 0.9996          |
|  |  |
| 2025-06-11 | 0.9996          |
|  |  |
| 2025-06-12 | 0.9996          |
|  |  |
| 2025-06-13 | 0.9997          |
|  |  |
| 2025-06-16 | 0.9996          |
|  |  |
| 2025-06-17 | 0.9996          |
|  |  |
| 2025-06-18 | 0.9996          |
|  |  |
| 2025-06-20 | 0.9997          |
|  |  |
| 2025-06-23 | 0.9996          |
|  |  |
| 2025-06-24 | 0.9996          |
|  |  |
| 2025-06-25 | 0.9996          |
|  |  |
| 2025-06-26 | 0.9996          |
|  |  |
| 2025-06-27 | 0.9997          |
|  |  |
| 2025-06-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $156879331.65             | $128727634.38           |
| 2025-06-03 | $180228821.66             | $3535799.12             |
| 2025-06-04 | $16968135.08              | $126280974.00           |
| 2025-06-05 | $69187144.38              | $36996628.22            |
| 2025-06-06 | $15557978.49              | $43049159.54            |
| 2025-06-09 | $41867658.43              | $30673276.50            |
| 2025-06-10 | $61981442.45              | $607013.87              |
| 2025-06-11 | $82015704.04              | $27492797.23            |
| 2025-06-12 | $12229978.25              | $85495393.70            |
| 2025-06-13 | $12727501.18              | $63405679.37            |
| 2025-06-16 | $153906640.35             | $53227019.90            |
| 2025-06-17 | $187704433.03             | $16525346.26            |
| 2025-06-18 | $7866060.37               | $93542648.03            |
| 2025-06-20 | $13873955.43              | $91027728.39            |
| 2025-06-23 | $214064949.91             | $13160008.77            |
| 2025-06-24 | $186449777.54             | $17791177.08            |
| 2025-06-25 | $18503705.83              | $131544533.16           |
| 2025-06-26 | $47817609.79              | $71741065.99            |
| 2025-06-27 | $121470841.78             | $85760228.06            |
| 2025-06-30 | $84747453.92              | $42846959.34            |

**Total Gross Subscriptions (Month):** $1686049123.56

**Total Gross Redemptions (Month):** $1163431070.91

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 3.9600%           |
| 2025-06-03 | 3.9600%           |
| 2025-06-04 | 3.9500%           |
| 2025-06-05 | 3.9500%           |
| 2025-06-06 | 3.9400%           |
| 2025-06-09 | 3.9300%           |
| 2025-06-10 | 3.9300%           |
| 2025-06-11 | 3.9300%           |
| 2025-06-12 | 3.9300%           |
| 2025-06-13 | 3.9300%           |
| 2025-06-16 | 3.9300%           |
| 2025-06-17 | 3.9300%           |
| 2025-06-18 | 3.9300%           |
| 2025-06-20 | 3.9300%           |
| 2025-06-23 | 3.9300%           |
| 2025-06-24 | 3.9300%           |
| 2025-06-25 | 3.9300%           |
| 2025-06-26 | 3.9400%           |
| 2025-06-27 | 3.9500%           |
| 2025-06-30 | 3.9700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 14.7800%         | 0.0000%              |
| Depository institution or other banking institution |  | 18.2100%         | 0.0000%              |
| Broker-dealer                                       |  | 6.5000%          | 0.0000%              |
| Depository institution or other banking institution |  | 48.8700%         | 0.0000%              |

### Class: Capital

- **Minimum Initial Investment:** $50000.00

- **Net Assets of Class:** $318373412.56

- **Number of Shares Outstanding:** 318500543.4400

- **Expense Reimbursement/Waiver:** 3376.87

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9996          |
|  |  |
| 2025-06-03 | 0.9996          |
|  |  |
| 2025-06-04 | 0.9996          |
|  |  |
| 2025-06-05 | 0.9996          |
|  |  |
| 2025-06-06 | 0.9997          |
|  |  |
| 2025-06-09 | 0.9996          |
|  |  |
| 2025-06-10 | 0.9996          |
|  |  |
| 2025-06-11 | 0.9996          |
|  |  |
| 2025-06-12 | 0.9996          |
|  |  |
| 2025-06-13 | 0.9997          |
|  |  |
| 2025-06-16 | 0.9996          |
|  |  |
| 2025-06-17 | 0.9996          |
|  |  |
| 2025-06-18 | 0.9996          |
|  |  |
| 2025-06-20 | 0.9997          |
|  |  |
| 2025-06-23 | 0.9996          |
|  |  |
| 2025-06-24 | 0.9996          |
|  |  |
| 2025-06-25 | 0.9996          |
|  |  |
| 2025-06-26 | 0.9996          |
|  |  |
| 2025-06-27 | 0.9997          |
|  |  |
| 2025-06-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $4268122.99               | $1658653.89             |
| 2025-06-03 | $1826066.99               | $5479640.62             |
| 2025-06-04 | $1708266.81               | $5242706.77             |
| 2025-06-05 | $2785933.47               | $3735145.82             |
| 2025-06-06 | $1086005.67               | $3580795.60             |
| 2025-06-09 | $1687228.55               | $3086587.63             |
| 2025-06-10 | $884656.27                | $4440880.08             |
| 2025-06-11 | $708211.57                | $2531893.58             |
| 2025-06-12 | $5032030.07               | $2626203.01             |
| 2025-06-13 | $2616501.96               | $1918759.16             |
| 2025-06-16 | $1804436.63               | $6761985.27             |
| 2025-06-17 | $3786533.65               | $1753817.49             |
| 2025-06-18 | $2450368.41               | $2694347.67             |
| 2025-06-20 | $5771920.83               | $3354916.83             |
| 2025-06-23 | $2078587.51               | $2263054.67             |
| 2025-06-24 | $1088051.37               | $2135491.95             |
| 2025-06-25 | $1524801.41               | $4513662.36             |
| 2025-06-26 | $4869012.05               | $6308457.28             |
| 2025-06-27 | $4236728.74               | $2098858.01             |
| 2025-06-30 | $2708970.59               | $2562995.95             |

**Total Gross Subscriptions (Month):** $52922435.54

**Total Gross Redemptions (Month):** $68748853.64

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.1600%           |
| 2025-06-03 | 4.1600%           |
| 2025-06-04 | 4.1500%           |
| 2025-06-05 | 4.1500%           |
| 2025-06-06 | 4.1400%           |
| 2025-06-09 | 4.1300%           |
| 2025-06-10 | 4.1300%           |
| 2025-06-11 | 4.1300%           |
| 2025-06-12 | 4.1300%           |
| 2025-06-13 | 4.1300%           |
| 2025-06-16 | 4.1300%           |
| 2025-06-17 | 4.1300%           |
| 2025-06-18 | 4.1300%           |
| 2025-06-20 | 4.1300%           |
| 2025-06-23 | 4.1300%           |
| 2025-06-24 | 4.1300%           |
| 2025-06-25 | 4.1300%           |
| 2025-06-26 | 4.1400%           |
| 2025-06-27 | 4.1500%           |
| 2025-06-30 | 4.1700%           |

### Class: Stern Brothers Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $18257971.38

- **Number of Shares Outstanding:** 18264801.5800

- **Expense Reimbursement/Waiver:** 184.33

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9996          |
|  |  |
| 2025-06-03 | 0.9996          |
|  |  |
| 2025-06-04 | 0.9997          |
|  |  |
| 2025-06-05 | 0.9996          |
|  |  |
| 2025-06-06 | 0.9997          |
|  |  |
| 2025-06-09 | 0.9996          |
|  |  |
| 2025-06-10 | 0.9996          |
|  |  |
| 2025-06-11 | 0.9997          |
|  |  |
| 2025-06-12 | 0.9997          |
|  |  |
| 2025-06-13 | 0.9997          |
|  |  |
| 2025-06-16 | 0.9996          |
|  |  |
| 2025-06-17 | 0.9996          |
|  |  |
| 2025-06-18 | 0.9997          |
|  |  |
| 2025-06-20 | 0.9997          |
|  |  |
| 2025-06-23 | 0.9997          |
|  |  |
| 2025-06-24 | 0.9997          |
|  |  |
| 2025-06-25 | 0.9997          |
|  |  |
| 2025-06-26 | 0.9997          |
|  |  |
| 2025-06-27 | 0.9997          |
|  |  |
| 2025-06-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $0.00                     | $0.00                   |
| 2025-06-03 | $0.00                     | $1300000.00             |
| 2025-06-04 | $0.00                     | $1200000.00             |
| 2025-06-05 | $5000000.00               | $0.00                   |
| 2025-06-06 | $0.00                     | $0.00                   |
| 2025-06-09 | $0.00                     | $2000000.00             |
| 2025-06-10 | $0.00                     | $1500000.00             |
| 2025-06-11 | $0.00                     | $0.00                   |
| 2025-06-12 | $0.00                     | $2000000.00             |
| 2025-06-13 | $2000000.00               | $0.00                   |
| 2025-06-16 | $0.00                     | $0.00                   |
| 2025-06-17 | $0.00                     | $0.00                   |
| 2025-06-18 | $0.00                     | $5700000.00             |
| 2025-06-20 | $0.00                     | $0.00                   |
| 2025-06-23 | $0.00                     | $500000.00              |
| 2025-06-24 | $8000000.00               | $0.00                   |
| 2025-06-25 | $0.00                     | $2000000.00             |
| 2025-06-26 | $0.00                     | $0.00                   |
| 2025-06-27 | $0.00                     | $1500000.00             |
| 2025-06-30 | $1560734.27               | $0.00                   |

**Total Gross Subscriptions (Month):** $16560734.27

**Total Gross Redemptions (Month):** $17700000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.2100%           |
| 2025-06-03 | 4.2100%           |
| 2025-06-04 | 4.2000%           |
| 2025-06-05 | 4.2000%           |
| 2025-06-06 | 4.1900%           |
| 2025-06-09 | 4.1800%           |
| 2025-06-10 | 4.1800%           |
| 2025-06-11 | 4.1800%           |
| 2025-06-12 | 4.1800%           |
| 2025-06-13 | 4.1800%           |
| 2025-06-16 | 4.1800%           |
| 2025-06-17 | 4.1800%           |
| 2025-06-18 | 4.1800%           |
| 2025-06-20 | 4.1800%           |
| 2025-06-23 | 4.1800%           |
| 2025-06-24 | 4.1800%           |
| 2025-06-25 | 4.1800%           |
| 2025-06-26 | 4.1900%           |
| 2025-06-27 | 4.2000%           |
| 2025-06-30 | 4.2200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                           |  | 45.1800%         | 0.0000%              |
| Depository institution or other banking institution |  | 54.8200%         | 0.0000%              |

### Class: Penserra Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $5101632.29

- **Number of Shares Outstanding:** 5103667.5900

- **Expense Reimbursement/Waiver:** 60.10

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9996          |
|  |  |
| 2025-06-03 | 0.9996          |
|  |  |
| 2025-06-04 | 0.9996          |
|  |  |
| 2025-06-05 | 0.9996          |
|  |  |
| 2025-06-06 | 0.9997          |
|  |  |
| 2025-06-09 | 0.9996          |
|  |  |
| 2025-06-10 | 0.9996          |
|  |  |
| 2025-06-11 | 0.9996          |
|  |  |
| 2025-06-12 | 0.9996          |
|  |  |
| 2025-06-13 | 0.9997          |
|  |  |
| 2025-06-16 | 0.9996          |
|  |  |
| 2025-06-17 | 0.9996          |
|  |  |
| 2025-06-18 | 0.9996          |
|  |  |
| 2025-06-20 | 0.9997          |
|  |  |
| 2025-06-23 | 0.9996          |
|  |  |
| 2025-06-24 | 0.9996          |
|  |  |
| 2025-06-25 | 0.9996          |
|  |  |
| 2025-06-26 | 0.9996          |
|  |  |
| 2025-06-27 | 0.9997          |
|  |  |
| 2025-06-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $0.00                     | $0.00                   |
| 2025-06-03 | $0.00                     | $9046726.93             |
| 2025-06-04 | $0.00                     | $0.00                   |
| 2025-06-05 | $0.00                     | $0.00                   |
| 2025-06-06 | $0.00                     | $0.00                   |
| 2025-06-09 | $0.00                     | $0.00                   |
| 2025-06-10 | $0.00                     | $0.00                   |
| 2025-06-11 | $0.00                     | $0.00                   |
| 2025-06-12 | $0.00                     | $0.00                   |
| 2025-06-13 | $0.00                     | $0.00                   |
| 2025-06-16 | $0.00                     | $0.00                   |
| 2025-06-17 | $0.00                     | $0.00                   |
| 2025-06-18 | $0.00                     | $0.00                   |
| 2025-06-20 | $0.00                     | $0.00                   |
| 2025-06-23 | $0.00                     | $0.00                   |
| 2025-06-24 | $0.00                     | $0.00                   |
| 2025-06-25 | $0.00                     | $0.00                   |
| 2025-06-26 | $0.00                     | $0.00                   |
| 2025-06-27 | $0.00                     | $0.00                   |
| 2025-06-30 | $357.02                   | $0.00                   |

**Total Gross Subscriptions (Month):** $357.02

**Total Gross Redemptions (Month):** $9046726.93

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.2100%           |
| 2025-06-03 | 4.2100%           |
| 2025-06-04 | 4.2000%           |
| 2025-06-05 | 4.2000%           |
| 2025-06-06 | 4.1900%           |
| 2025-06-09 | 4.1800%           |
| 2025-06-10 | 4.1800%           |
| 2025-06-11 | 4.1800%           |
| 2025-06-12 | 4.1800%           |
| 2025-06-13 | 4.1800%           |
| 2025-06-16 | 4.1800%           |
| 2025-06-17 | 4.1800%           |
| 2025-06-18 | 4.1800%           |
| 2025-06-20 | 4.1800%           |
| 2025-06-23 | 4.1800%           |
| 2025-06-24 | 4.1800%           |
| 2025-06-25 | 4.1800%           |
| 2025-06-26 | 4.1900%           |
| 2025-06-27 | 4.2000%           |
| 2025-06-30 | 4.2200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 97.9600%         | 0.0000%              |

### Class: Great Pacific Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $51813.10

- **Number of Shares Outstanding:** 51833.8000

- **Expense Reimbursement/Waiver:** 0.60

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9996          |
|  |  |
| 2025-06-03 | 0.9996          |
|  |  |
| 2025-06-04 | 0.9996          |
|  |  |
| 2025-06-05 | 0.9996          |
|  |  |
| 2025-06-06 | 0.9997          |
|  |  |
| 2025-06-09 | 0.9996          |
|  |  |
| 2025-06-10 | 0.9996          |
|  |  |
| 2025-06-11 | 0.9996          |
|  |  |
| 2025-06-12 | 0.9996          |
|  |  |
| 2025-06-13 | 0.9997          |
|  |  |
| 2025-06-16 | 0.9996          |
|  |  |
| 2025-06-17 | 0.9996          |
|  |  |
| 2025-06-18 | 0.9996          |
|  |  |
| 2025-06-20 | 0.9997          |
|  |  |
| 2025-06-23 | 0.9996          |
|  |  |
| 2025-06-24 | 0.9996          |
|  |  |
| 2025-06-25 | 0.9996          |
|  |  |
| 2025-06-26 | 0.9996          |
|  |  |
| 2025-06-27 | 0.9997          |
|  |  |
| 2025-06-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $0.00                     | $0.00                   |
| 2025-06-03 | $0.00                     | $0.00                   |
| 2025-06-04 | $0.00                     | $0.00                   |
| 2025-06-05 | $0.00                     | $0.00                   |
| 2025-06-06 | $0.00                     | $0.00                   |
| 2025-06-09 | $0.00                     | $0.00                   |
| 2025-06-10 | $0.00                     | $0.00                   |
| 2025-06-11 | $0.00                     | $0.00                   |
| 2025-06-12 | $0.00                     | $0.00                   |
| 2025-06-13 | $0.00                     | $0.00                   |
| 2025-06-16 | $0.00                     | $0.00                   |
| 2025-06-17 | $0.00                     | $0.00                   |
| 2025-06-18 | $0.00                     | $0.00                   |
| 2025-06-20 | $0.00                     | $0.00                   |
| 2025-06-23 | $0.00                     | $0.00                   |
| 2025-06-24 | $0.00                     | $0.00                   |
| 2025-06-25 | $0.00                     | $0.00                   |
| 2025-06-26 | $0.00                     | $0.00                   |
| 2025-06-27 | $0.00                     | $0.00                   |
| 2025-06-30 | $178.49                   | $0.00                   |

**Total Gross Subscriptions (Month):** $178.49

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.2100%           |
| 2025-06-03 | 4.2100%           |
| 2025-06-04 | 4.2100%           |
| 2025-06-05 | 4.2000%           |
| 2025-06-06 | 4.1900%           |
| 2025-06-09 | 4.1800%           |
| 2025-06-10 | 4.1800%           |
| 2025-06-11 | 4.1800%           |
| 2025-06-12 | 4.1800%           |
| 2025-06-13 | 4.1800%           |
| 2025-06-16 | 4.1800%           |
| 2025-06-17 | 4.1800%           |
| 2025-06-18 | 4.1800%           |
| 2025-06-20 | 4.1800%           |
| 2025-06-23 | 4.1800%           |
| 2025-06-24 | 4.1700%           |
| 2025-06-25 | 4.1800%           |
| 2025-06-26 | 4.1800%           |
| 2025-06-27 | 4.1900%           |
| 2025-06-30 | 4.2200%           |

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

### Class: Administration

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $7780542168.31

- **Number of Shares Outstanding:** 7783643415.1000

- **Expense Reimbursement/Waiver:** 78443.14

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9996          |
|  |  |
| 2025-06-03 | 0.9996          |
|  |  |
| 2025-06-04 | 0.9996          |
|  |  |
| 2025-06-05 | 0.9996          |
|  |  |
| 2025-06-06 | 0.9997          |
|  |  |
| 2025-06-09 | 0.9996          |
|  |  |
| 2025-06-10 | 0.9996          |
|  |  |
| 2025-06-11 | 0.9996          |
|  |  |
| 2025-06-12 | 0.9996          |
|  |  |
| 2025-06-13 | 0.9997          |
|  |  |
| 2025-06-16 | 0.9996          |
|  |  |
| 2025-06-17 | 0.9996          |
|  |  |
| 2025-06-18 | 0.9996          |
|  |  |
| 2025-06-20 | 0.9997          |
|  |  |
| 2025-06-23 | 0.9996          |
|  |  |
| 2025-06-24 | 0.9996          |
|  |  |
| 2025-06-25 | 0.9996          |
|  |  |
| 2025-06-26 | 0.9996          |
|  |  |
| 2025-06-27 | 0.9997          |
|  |  |
| 2025-06-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $75687980.08              | $1070769.48             |
| 2025-06-03 | $23769778.92              | $1833.93                |
| 2025-06-04 | $29735467.64              | $28427.18               |
| 2025-06-05 | $146367354.36             | $116575.14              |
| 2025-06-06 | $1538096.84               | $171156084.75           |
| 2025-06-09 | $29806578.67              | $52485608.50            |
| 2025-06-10 | $157170011.27             | $26638713.21            |
| 2025-06-11 | $65460133.17              | $44761.18               |
| 2025-06-12 | $18111350.72              | $18257502.84            |
| 2025-06-13 | $67213438.12              | $226654523.47           |
| 2025-06-16 | $204824253.20             | $150479732.94           |
| 2025-06-17 | $84645948.81              | $139470.70              |
| 2025-06-18 | $282913364.04             | $36074.37               |
| 2025-06-20 | $21607511.98              | $158230158.19           |
| 2025-06-23 | $19628142.71              | $129515.86              |
| 2025-06-24 | $136290764.18             | $51139338.97            |
| 2025-06-25 | $1015322.50               | $27550302.01            |
| 2025-06-26 | $64079970.00              | $1144356.51             |
| 2025-06-27 | $2941490.38               | $25977304.86            |
| 2025-06-30 | $89910218.19              | $46741362.29            |

**Total Gross Subscriptions (Month):** $1522717175.78

**Total Gross Redemptions (Month):** $958022416.38

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.1100%           |
| 2025-06-03 | 4.1100%           |
| 2025-06-04 | 4.1000%           |
| 2025-06-05 | 4.1000%           |
| 2025-06-06 | 4.0900%           |
| 2025-06-09 | 4.0800%           |
| 2025-06-10 | 4.0800%           |
| 2025-06-11 | 4.0800%           |
| 2025-06-12 | 4.0800%           |
| 2025-06-13 | 4.0800%           |
| 2025-06-16 | 4.0800%           |
| 2025-06-17 | 4.0800%           |
| 2025-06-18 | 4.0800%           |
| 2025-06-20 | 4.0800%           |
| 2025-06-23 | 4.0800%           |
| 2025-06-24 | 4.0800%           |
| 2025-06-25 | 4.0800%           |
| 2025-06-26 | 4.0900%           |
| 2025-06-27 | 4.1000%           |
| 2025-06-30 | 4.1200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 58.5300%         | 0.0000%              |
| Depository institution or other banking institution |  | 38.9800%         | 0.0000%              |

### Class: Tigress

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $169102871.02

- **Number of Shares Outstanding:** 169170159.0000

- **Expense Reimbursement/Waiver:** 1424.65

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9996          |
|  |  |
| 2025-06-03 | 0.9996          |
|  |  |
| 2025-06-04 | 0.9996          |
|  |  |
| 2025-06-05 | 0.9996          |
|  |  |
| 2025-06-06 | 0.9997          |
|  |  |
| 2025-06-09 | 0.9996          |
|  |  |
| 2025-06-10 | 0.9996          |
|  |  |
| 2025-06-11 | 0.9996          |
|  |  |
| 2025-06-12 | 0.9996          |
|  |  |
| 2025-06-13 | 0.9997          |
|  |  |
| 2025-06-16 | 0.9996          |
|  |  |
| 2025-06-17 | 0.9996          |
|  |  |
| 2025-06-18 | 0.9996          |
|  |  |
| 2025-06-20 | 0.9997          |
|  |  |
| 2025-06-23 | 0.9996          |
|  |  |
| 2025-06-24 | 0.9996          |
|  |  |
| 2025-06-25 | 0.9996          |
|  |  |
| 2025-06-26 | 0.9996          |
|  |  |
| 2025-06-27 | 0.9997          |
|  |  |
| 2025-06-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $2496323.00               | $0.00                   |
| 2025-06-03 | $1592867.00               | $0.00                   |
| 2025-06-04 | $343135.00                | $0.00                   |
| 2025-06-05 | $0.00                     | $1192165.00             |
| 2025-06-06 | $2123935.00               | $0.00                   |
| 2025-06-09 | $394548.00                | $0.00                   |
| 2025-06-10 | $932144.00                | $0.00                   |
| 2025-06-11 | $7504955.00               | $0.00                   |
| 2025-06-12 | $0.00                     | $0.00                   |
| 2025-06-13 | $85945233.00              | $0.00                   |
| 2025-06-16 | $2837628.00               | $0.00                   |
| 2025-06-17 | $0.00                     | $2144877.00             |
| 2025-06-18 | $0.00                     | $959441.00              |
| 2025-06-20 | $3660849.00               | $0.00                   |
| 2025-06-23 | $344101.00                | $0.00                   |
| 2025-06-24 | $0.00                     | $368394.00              |
| 2025-06-25 | $0.00                     | $3214111.00             |
| 2025-06-26 | $0.00                     | $6161656.00             |
| 2025-06-27 | $6033158.00               | $0.00                   |
| 2025-06-30 | $365268.21                | $4180054.00             |

**Total Gross Subscriptions (Month):** $114574144.21

**Total Gross Redemptions (Month):** $18220698.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.2100%           |
| 2025-06-03 | 4.2100%           |
| 2025-06-04 | 4.2000%           |
| 2025-06-05 | 4.2000%           |
| 2025-06-06 | 4.1900%           |
| 2025-06-09 | 4.1800%           |
| 2025-06-10 | 4.1800%           |
| 2025-06-11 | 4.1800%           |
| 2025-06-12 | 4.1800%           |
| 2025-06-13 | 4.1800%           |
| 2025-06-16 | 4.1800%           |
| 2025-06-17 | 4.1800%           |
| 2025-06-18 | 4.1800%           |
| 2025-06-20 | 4.1800%           |
| 2025-06-23 | 4.1800%           |
| 2025-06-24 | 4.1800%           |
| 2025-06-25 | 4.1800%           |
| 2025-06-26 | 4.1900%           |
| 2025-06-27 | 4.2000%           |
| 2025-06-30 | 4.2200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 82.1900%         | 0.0000%              |
| Depository institution or other banking institution |  | 14.7500%         | 0.0000%              |

### Class: WestCap Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $57088486.57

- **Number of Shares Outstanding:** 57111218.2000

- **Expense Reimbursement/Waiver:** 634.31

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9996          |
|  |  |
| 2025-06-03 | 0.9996          |
|  |  |
| 2025-06-04 | 0.9996          |
|  |  |
| 2025-06-05 | 0.9996          |
|  |  |
| 2025-06-06 | 0.9997          |
|  |  |
| 2025-06-09 | 0.9996          |
|  |  |
| 2025-06-10 | 0.9996          |
|  |  |
| 2025-06-11 | 0.9996          |
|  |  |
| 2025-06-12 | 0.9996          |
|  |  |
| 2025-06-13 | 0.9997          |
|  |  |
| 2025-06-16 | 0.9996          |
|  |  |
| 2025-06-17 | 0.9996          |
|  |  |
| 2025-06-18 | 0.9996          |
|  |  |
| 2025-06-20 | 0.9997          |
|  |  |
| 2025-06-23 | 0.9996          |
|  |  |
| 2025-06-24 | 0.9996          |
|  |  |
| 2025-06-25 | 0.9996          |
|  |  |
| 2025-06-26 | 0.9996          |
|  |  |
| 2025-06-27 | 0.9997          |
|  |  |
| 2025-06-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $0.00                     | $0.00                   |
| 2025-06-03 | $0.00                     | $0.00                   |
| 2025-06-04 | $0.00                     | $0.00                   |
| 2025-06-05 | $0.00                     | $201457.00              |
| 2025-06-06 | $0.00                     | $0.00                   |
| 2025-06-09 | $0.00                     | $0.00                   |
| 2025-06-10 | $1000000.00               | $0.00                   |
| 2025-06-11 | $0.00                     | $5000000.00             |
| 2025-06-12 | $0.00                     | $0.00                   |
| 2025-06-13 | $0.00                     | $0.00                   |
| 2025-06-16 | $0.00                     | $0.00                   |
| 2025-06-17 | $0.00                     | $250000.00              |
| 2025-06-18 | $0.00                     | $0.00                   |
| 2025-06-20 | $0.00                     | $0.00                   |
| 2025-06-23 | $0.00                     | $1000000.00             |
| 2025-06-24 | $0.00                     | $0.00                   |
| 2025-06-25 | $0.00                     | $0.00                   |
| 2025-06-26 | $0.00                     | $1000000.00             |
| 2025-06-27 | $0.00                     | $0.00                   |
| 2025-06-30 | $207319.03                | $0.00                   |

**Total Gross Subscriptions (Month):** $1207319.03

**Total Gross Redemptions (Month):** $7451457.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.2100%           |
| 2025-06-03 | 4.2100%           |
| 2025-06-04 | 4.2000%           |
| 2025-06-05 | 4.2000%           |
| 2025-06-06 | 4.1900%           |
| 2025-06-09 | 4.1800%           |
| 2025-06-10 | 4.1800%           |
| 2025-06-11 | 4.1800%           |
| 2025-06-12 | 4.1800%           |
| 2025-06-13 | 4.1800%           |
| 2025-06-16 | 4.1800%           |
| 2025-06-17 | 4.1800%           |
| 2025-06-18 | 4.1800%           |
| 2025-06-20 | 4.1800%           |
| 2025-06-23 | 4.1800%           |
| 2025-06-24 | 4.1800%           |
| 2025-06-25 | 4.1800%           |
| 2025-06-26 | 4.1900%           |
| 2025-06-27 | 4.2000%           |
| 2025-06-30 | 4.2200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                           |  | 44.5000%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.8100%          | 0.0000%              |
| Non-financial corporation                           |  | 48.3700%         | 0.0000%              |

### Class: Cash Management

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $672887911.49

- **Number of Shares Outstanding:** 673156212.7400

- **Expense Reimbursement/Waiver:** 7092.82

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9996          |
|  |  |
| 2025-06-03 | 0.9996          |
|  |  |
| 2025-06-04 | 0.9996          |
|  |  |
| 2025-06-05 | 0.9996          |
|  |  |
| 2025-06-06 | 0.9997          |
|  |  |
| 2025-06-09 | 0.9996          |
|  |  |
| 2025-06-10 | 0.9996          |
|  |  |
| 2025-06-11 | 0.9996          |
|  |  |
| 2025-06-12 | 0.9996          |
|  |  |
| 2025-06-13 | 0.9997          |
|  |  |
| 2025-06-16 | 0.9996          |
|  |  |
| 2025-06-17 | 0.9996          |
|  |  |
| 2025-06-18 | 0.9996          |
|  |  |
| 2025-06-20 | 0.9997          |
|  |  |
| 2025-06-23 | 0.9996          |
|  |  |
| 2025-06-24 | 0.9996          |
|  |  |
| 2025-06-25 | 0.9996          |
|  |  |
| 2025-06-26 | 0.9996          |
|  |  |
| 2025-06-27 | 0.9997          |
|  |  |
| 2025-06-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $329509.37                | $510334.91              |
| 2025-06-03 | $144180.97                | $1169227.04             |
| 2025-06-04 | $61860.43                 | $385507.90              |
| 2025-06-05 | $586480.28                | $28974.45               |
| 2025-06-06 | $277011.95                | $292660.09              |
| 2025-06-09 | $51029.83                 | $546383.88              |
| 2025-06-10 | $74399.37                 | $3794.23                |
| 2025-06-11 | $44580.18                 | $1544622.92             |
| 2025-06-12 | $46350.99                 | $3040501.46             |
| 2025-06-13 | $141345.82                | $538520.48              |
| 2025-06-16 | $63598.99                 | $111270.18              |
| 2025-06-17 | $35525.70                 | $14229490.09            |
| 2025-06-18 | $12343078.99              | $324935.83              |
| 2025-06-20 | $10376054.76              | $693491.68              |
| 2025-06-23 | $58668.05                 | $10037919.66            |
| 2025-06-24 | $17076.78                 | $836265.79              |
| 2025-06-25 | $3912304.81               | $1680155.89             |
| 2025-06-26 | $232170.86                | $430701.16              |
| 2025-06-27 | $322298.06                | $5748285.53             |
| 2025-06-30 | $2191962.38               | $151910.30              |

**Total Gross Subscriptions (Month):** $31309488.57

**Total Gross Redemptions (Month):** $42304953.47

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 3.7100%           |
| 2025-06-03 | 3.7100%           |
| 2025-06-04 | 3.7100%           |
| 2025-06-05 | 3.7000%           |
| 2025-06-06 | 3.7000%           |
| 2025-06-09 | 3.6800%           |
| 2025-06-10 | 3.6800%           |
| 2025-06-11 | 3.6800%           |
| 2025-06-12 | 3.6800%           |
| 2025-06-13 | 3.6800%           |
| 2025-06-16 | 3.6800%           |
| 2025-06-17 | 3.6800%           |
| 2025-06-18 | 3.6800%           |
| 2025-06-20 | 3.6800%           |
| 2025-06-23 | 3.6800%           |
| 2025-06-24 | 3.6800%           |
| 2025-06-25 | 3.6900%           |
| 2025-06-26 | 3.6900%           |
| 2025-06-27 | 3.7000%           |
| 2025-06-30 | 3.7300%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 10.8200%         | 0.0000%              |
| Non-financial corporation |  | 7.6900%          | 0.0000%              |
| Non-financial corporation |  | 79.7000%         | 0.0000%              |

### Class: Mischler Financial Group Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $1438103659.67

- **Number of Shares Outstanding:** 1438673200.3400

- **Expense Reimbursement/Waiver:** 22255.49

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9996          |
|  |  |
| 2025-06-03 | 0.9996          |
|  |  |
| 2025-06-04 | 0.9996          |
|  |  |
| 2025-06-05 | 0.9996          |
|  |  |
| 2025-06-06 | 0.9997          |
|  |  |
| 2025-06-09 | 0.9996          |
|  |  |
| 2025-06-10 | 0.9996          |
|  |  |
| 2025-06-11 | 0.9996          |
|  |  |
| 2025-06-12 | 0.9996          |
|  |  |
| 2025-06-13 | 0.9997          |
|  |  |
| 2025-06-16 | 0.9996          |
|  |  |
| 2025-06-17 | 0.9996          |
|  |  |
| 2025-06-18 | 0.9996          |
|  |  |
| 2025-06-20 | 0.9997          |
|  |  |
| 2025-06-23 | 0.9996          |
|  |  |
| 2025-06-24 | 0.9996          |
|  |  |
| 2025-06-25 | 0.9996          |
|  |  |
| 2025-06-26 | 0.9996          |
|  |  |
| 2025-06-27 | 0.9997          |
|  |  |
| 2025-06-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $188750000.00             | $0.00                   |
| 2025-06-03 | $52500000.00              | $1000000.00             |
| 2025-06-04 | $72500000.00              | $0.00                   |
| 2025-06-05 | $0.00                     | $0.00                   |
| 2025-06-06 | $231250000.00             | $900000.00              |
| 2025-06-09 | $0.00                     | $12000000.00            |
| 2025-06-10 | $0.00                     | $50000000.00            |
| 2025-06-11 | $100000000.00             | $7500000.00             |
| 2025-06-12 | $1106000000.00            | $0.00                   |
| 2025-06-13 | $1500000.00               | $927500000.00           |
| 2025-06-16 | $0.00                     | $475360000.00           |
| 2025-06-17 | $244500000.00             | $0.00                   |
| 2025-06-18 | $0.00                     | $116750000.00           |
| 2025-06-20 | $69500000.00              | $235250000.00           |
| 2025-06-23 | $31500000.00              | $130500000.00           |
| 2025-06-24 | $0.00                     | $189000000.00           |
| 2025-06-25 | $100000000.00             | $0.00                   |
| 2025-06-26 | $45000000.00              | $181750000.00           |
| 2025-06-27 | $452000000.00             | $246000000.00           |
| 2025-06-30 | $3498911.77               | $466500000.00           |

**Total Gross Subscriptions (Month):** $2698498911.77

**Total Gross Redemptions (Month):** $3040010000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.2100%           |
| 2025-06-03 | 4.2100%           |
| 2025-06-04 | 4.2000%           |
| 2025-06-05 | 4.2000%           |
| 2025-06-06 | 4.1900%           |
| 2025-06-09 | 4.1800%           |
| 2025-06-10 | 4.1800%           |
| 2025-06-11 | 4.1800%           |
| 2025-06-12 | 4.1800%           |
| 2025-06-13 | 4.1800%           |
| 2025-06-16 | 4.1800%           |
| 2025-06-17 | 4.1800%           |
| 2025-06-18 | 4.1800%           |
| 2025-06-20 | 4.1800%           |
| 2025-06-23 | 4.1800%           |
| 2025-06-24 | 4.1800%           |
| 2025-06-25 | 4.1800%           |
| 2025-06-26 | 4.1900%           |
| 2025-06-27 | 4.2000%           |
| 2025-06-30 | 4.2200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 36.5400%         | 0.0000%              |
| Depository institution or other banking institution |  | 34.6700%         | 0.0000%              |
| Depository institution or other banking institution |  | 21.7700%         | 0.0000%              |

### Class: Select

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $370792412.46

- **Number of Shares Outstanding:** 370940289.5700

- **Expense Reimbursement/Waiver:** 9912.88

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9996          |
|  |  |
| 2025-06-03 | 0.9996          |
|  |  |
| 2025-06-04 | 0.9996          |
|  |  |
| 2025-06-05 | 0.9996          |
|  |  |
| 2025-06-06 | 0.9997          |
|  |  |
| 2025-06-09 | 0.9996          |
|  |  |
| 2025-06-10 | 0.9996          |
|  |  |
| 2025-06-11 | 0.9996          |
|  |  |
| 2025-06-12 | 0.9996          |
|  |  |
| 2025-06-13 | 0.9997          |
|  |  |
| 2025-06-16 | 0.9996          |
|  |  |
| 2025-06-17 | 0.9996          |
|  |  |
| 2025-06-18 | 0.9996          |
|  |  |
| 2025-06-20 | 0.9997          |
|  |  |
| 2025-06-23 | 0.9996          |
|  |  |
| 2025-06-24 | 0.9996          |
|  |  |
| 2025-06-25 | 0.9996          |
|  |  |
| 2025-06-26 | 0.9996          |
|  |  |
| 2025-06-27 | 0.9997          |
|  |  |
| 2025-06-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $1872.00                  | $9623960.71             |
| 2025-06-03 | $8171996.83               | $0.00                   |
| 2025-06-04 | $2558.79                  | $5591928.86             |
| 2025-06-05 | $4299194.42               | $0.00                   |
| 2025-06-06 | $73053322.91              | $0.00                   |
| 2025-06-09 | $377782.42                | $0.00                   |
| 2025-06-10 | $0.00                     | $8271245.02             |
| 2025-06-11 | $1748438.13               | $0.00                   |
| 2025-06-12 | $104.60                   | $7620294.73             |
| 2025-06-13 | $66.50                    | $7737825.86             |
| 2025-06-16 | $783639.74                | $20.00                  |
| 2025-06-17 | $3137189.60               | $0.00                   |
| 2025-06-18 | $467248.76                | $5001.20                |
| 2025-06-20 | $2882062.16               | $0.00                   |
| 2025-06-23 | $6188532.47               | $0.00                   |
| 2025-06-24 | $0.00                     | $1546956.22             |
| 2025-06-25 | $37.29                    | $4702244.33             |
| 2025-06-26 | $0.00                     | $2712076.52             |
| 2025-06-27 | $0.00                     | $2333354.58             |
| 2025-06-30 | $1020496.19               | $2861561.80             |

**Total Gross Subscriptions (Month):** $102134542.81

**Total Gross Redemptions (Month):** $53006469.83

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 3.3800%           |
| 2025-06-03 | 3.3800%           |
| 2025-06-04 | 3.3700%           |
| 2025-06-05 | 3.3700%           |
| 2025-06-06 | 3.3600%           |
| 2025-06-09 | 3.3500%           |
| 2025-06-10 | 3.3500%           |
| 2025-06-11 | 3.3500%           |
| 2025-06-12 | 3.3500%           |
| 2025-06-13 | 3.3500%           |
| 2025-06-16 | 3.3500%           |
| 2025-06-17 | 3.3500%           |
| 2025-06-18 | 3.3500%           |
| 2025-06-20 | 3.3500%           |
| 2025-06-23 | 3.3500%           |
| 2025-06-24 | 3.3500%           |
| 2025-06-25 | 3.3500%           |
| 2025-06-26 | 3.3600%           |
| 2025-06-27 | 3.3700%           |
| 2025-06-30 | 3.3900%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.9600%         | 0.0000%              |

### Class: Premier

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $3546429772.03

- **Number of Shares Outstanding:** 3547845572.3700

- **Expense Reimbursement/Waiver:** 37195.98

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9996          |
|  |  |
| 2025-06-03 | 0.9996          |
|  |  |
| 2025-06-04 | 0.9996          |
|  |  |
| 2025-06-05 | 0.9996          |
|  |  |
| 2025-06-06 | 0.9997          |
|  |  |
| 2025-06-09 | 0.9996          |
|  |  |
| 2025-06-10 | 0.9996          |
|  |  |
| 2025-06-11 | 0.9996          |
|  |  |
| 2025-06-12 | 0.9996          |
|  |  |
| 2025-06-13 | 0.9997          |
|  |  |
| 2025-06-16 | 0.9996          |
|  |  |
| 2025-06-17 | 0.9996          |
|  |  |
| 2025-06-18 | 0.9996          |
|  |  |
| 2025-06-20 | 0.9997          |
|  |  |
| 2025-06-23 | 0.9996          |
|  |  |
| 2025-06-24 | 0.9996          |
|  |  |
| 2025-06-25 | 0.9996          |
|  |  |
| 2025-06-26 | 0.9996          |
|  |  |
| 2025-06-27 | 0.9997          |
|  |  |
| 2025-06-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $10636805.41              | $6356624.36             |
| 2025-06-03 | $7834252.93               | $15414785.23            |
| 2025-06-04 | $5576406.84               | $9048056.20             |
| 2025-06-05 | $10257696.62              | $4126090.45             |
| 2025-06-06 | $3583460.09               | $6283949.98             |
| 2025-06-09 | $4074996.20               | $5484099.94             |
| 2025-06-10 | $3496514.61               | $4650477.83             |
| 2025-06-11 | $5329730.87               | $14662707.70            |
| 2025-06-12 | $7233495.92               | $10936702.52            |
| 2025-06-13 | $6175608.04               | $6321305.32             |
| 2025-06-16 | $15885629.18              | $5463774.69             |
| 2025-06-17 | $5387183.85               | $4157465.98             |
| 2025-06-18 | $5574129.23               | $8983615.82             |
| 2025-06-20 | $15632795.88              | $5548340.87             |
| 2025-06-23 | $12896420.23              | $9040396.28             |
| 2025-06-24 | $9404657.75               | $9765729.56             |
| 2025-06-25 | $3054848.77               | $20825875.56            |
| 2025-06-26 | $5449110.90               | $6919382.11             |
| 2025-06-27 | $6347973.20               | $18841242.37            |
| 2025-06-30 | $26041293.10              | $12252110.21            |

**Total Gross Subscriptions (Month):** $169873009.62

**Total Gross Redemptions (Month):** $185082732.98

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.2100%           |
| 2025-06-03 | 4.2100%           |
| 2025-06-04 | 4.2000%           |
| 2025-06-05 | 4.2000%           |
| 2025-06-06 | 4.1900%           |
| 2025-06-09 | 4.1800%           |
| 2025-06-10 | 4.1800%           |
| 2025-06-11 | 4.1800%           |
| 2025-06-12 | 4.1800%           |
| 2025-06-13 | 4.1800%           |
| 2025-06-16 | 4.1800%           |
| 2025-06-17 | 4.1800%           |
| 2025-06-18 | 4.1800%           |
| 2025-06-20 | 4.1800%           |
| 2025-06-23 | 4.1800%           |
| 2025-06-24 | 4.1800%           |
| 2025-06-25 | 4.1800%           |
| 2025-06-26 | 4.1900%           |
| 2025-06-27 | 4.2000%           |
| 2025-06-30 | 4.2200%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 11.3900%         | 0.0000%              |
| Broker-dealer |  | 88.0900%         | 0.0000%              |

### Class: Cash Reserve

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $4265302231.40

- **Number of Shares Outstanding:** 4267003170.2300

- **Expense Reimbursement/Waiver:** 43433.64

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9996          |
|  |  |
| 2025-06-03 | 0.9996          |
|  |  |
| 2025-06-04 | 0.9996          |
|  |  |
| 2025-06-05 | 0.9996          |
|  |  |
| 2025-06-06 | 0.9997          |
|  |  |
| 2025-06-09 | 0.9996          |
|  |  |
| 2025-06-10 | 0.9996          |
|  |  |
| 2025-06-11 | 0.9996          |
|  |  |
| 2025-06-12 | 0.9996          |
|  |  |
| 2025-06-13 | 0.9997          |
|  |  |
| 2025-06-16 | 0.9996          |
|  |  |
| 2025-06-17 | 0.9996          |
|  |  |
| 2025-06-18 | 0.9996          |
|  |  |
| 2025-06-20 | 0.9997          |
|  |  |
| 2025-06-23 | 0.9996          |
|  |  |
| 2025-06-24 | 0.9996          |
|  |  |
| 2025-06-25 | 0.9996          |
|  |  |
| 2025-06-26 | 0.9996          |
|  |  |
| 2025-06-27 | 0.9997          |
|  |  |
| 2025-06-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $301435363.14             | $223421777.00           |
| 2025-06-03 | $732255700.15             | $277064834.00           |
| 2025-06-04 | $189678196.46             | $713227840.32           |
| 2025-06-05 | $178744214.66             | $181095089.00           |
| 2025-06-06 | $248835824.79             | $158042834.76           |
| 2025-06-09 | $192977147.34             | $319307195.30           |
| 2025-06-10 | $204274481.95             | $176093926.10           |
| 2025-06-11 | $268549995.40             | $220055061.80           |
| 2025-06-12 | $192826495.81             | $268050463.74           |
| 2025-06-13 | $225189486.98             | $177020997.45           |
| 2025-06-16 | $229547289.32             | $215566137.10           |
| 2025-06-17 | $201582697.63             | $214651875.47           |
| 2025-06-18 | $239211902.06             | $186404443.38           |
| 2025-06-20 | $172772682.06             | $211497516.19           |
| 2025-06-23 | $271348532.83             | $202639653.68           |
| 2025-06-24 | $196633474.81             | $176849703.92           |
| 2025-06-25 | $225749269.66             | $207453360.49           |
| 2025-06-26 | $197608089.92             | $215538117.00           |
| 2025-06-27 | $199167281.66             | $180416379.68           |
| 2025-06-30 | $238100002.00             | $203428910.82           |

**Total Gross Subscriptions (Month):** $4906488128.63

**Total Gross Redemptions (Month):** $4727826117.20

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 3.8100%           |
| 2025-06-03 | 3.8100%           |
| 2025-06-04 | 3.8000%           |
| 2025-06-05 | 3.8000%           |
| 2025-06-06 | 3.7900%           |
| 2025-06-09 | 3.7800%           |
| 2025-06-10 | 3.7800%           |
| 2025-06-11 | 3.7800%           |
| 2025-06-12 | 3.7800%           |
| 2025-06-13 | 3.7800%           |
| 2025-06-16 | 3.7800%           |
| 2025-06-17 | 3.7800%           |
| 2025-06-18 | 3.7800%           |
| 2025-06-20 | 3.7800%           |
| 2025-06-23 | 3.7800%           |
| 2025-06-24 | 3.7800%           |
| 2025-06-25 | 3.7800%           |
| 2025-06-26 | 3.7900%           |
| 2025-06-27 | 3.8000%           |
| 2025-06-30 | 3.8200%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 97.4300%         | 0.0000%              |

### Class: Institutional

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $159001053043.23

- **Number of Shares Outstanding:** 159064436401.8000

- **Expense Reimbursement/Waiver:** 1641147.87

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9996          |
|  |  |
| 2025-06-03 | 0.9996          |
|  |  |
| 2025-06-04 | 0.9996          |
|  |  |
| 2025-06-05 | 0.9996          |
|  |  |
| 2025-06-06 | 0.9997          |
|  |  |
| 2025-06-09 | 0.9996          |
|  |  |
| 2025-06-10 | 0.9996          |
|  |  |
| 2025-06-11 | 0.9996          |
|  |  |
| 2025-06-12 | 0.9996          |
|  |  |
| 2025-06-13 | 0.9997          |
|  |  |
| 2025-06-16 | 0.9996          |
|  |  |
| 2025-06-17 | 0.9996          |
|  |  |
| 2025-06-18 | 0.9996          |
|  |  |
| 2025-06-20 | 0.9997          |
|  |  |
| 2025-06-23 | 0.9996          |
|  |  |
| 2025-06-24 | 0.9996          |
|  |  |
| 2025-06-25 | 0.9996          |
|  |  |
| 2025-06-26 | 0.9996          |
|  |  |
| 2025-06-27 | 0.9997          |
|  |  |
| 2025-06-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $5216768186.95            | $4763765682.21          |
| 2025-06-03 | $4482423574.26            | $3989446820.22          |
| 2025-06-04 | $2385951534.63            | $3454784330.82          |
| 2025-06-05 | $3156685742.30            | $2943268413.26          |
| 2025-06-06 | $3625015110.04            | $3340019779.95          |
| 2025-06-09 | $3270439844.90            | $2650211154.81          |
| 2025-06-10 | $4361895463.76            | $3040783658.40          |
| 2025-06-11 | $5059399411.36            | $3750897805.67          |
| 2025-06-12 | $3940804730.45            | $6452496807.24          |
| 2025-06-13 | $3768801942.28            | $5521158625.97          |
| 2025-06-16 | $3645501876.66            | $5072612077.70          |
| 2025-06-17 | $4590750595.19            | $3645761367.26          |
| 2025-06-18 | $3497029533.95            | $3490807782.46          |
| 2025-06-20 | $6919638473.56            | $4263883022.48          |
| 2025-06-23 | $4608743629.95            | $4426131885.39          |
| 2025-06-24 | $2870280602.32            | $2626592767.23          |
| 2025-06-25 | $4178170894.22            | $3837812385.63          |
| 2025-06-26 | $4041159476.90            | $4777543519.42          |
| 2025-06-27 | $5618498094.78            | $6410516875.75          |
| 2025-06-30 | $8049229410.53            | $6449029008.05          |

**Total Gross Subscriptions (Month):** $87287188128.99

**Total Gross Redemptions (Month):** $84907523769.92

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.2100%           |
| 2025-06-03 | 4.2100%           |
| 2025-06-04 | 4.2000%           |
| 2025-06-05 | 4.2000%           |
| 2025-06-06 | 4.1900%           |
| 2025-06-09 | 4.1800%           |
| 2025-06-10 | 4.1800%           |
| 2025-06-11 | 4.1800%           |
| 2025-06-12 | 4.1800%           |
| 2025-06-13 | 4.1800%           |
| 2025-06-16 | 4.1800%           |
| 2025-06-17 | 4.1800%           |
| 2025-06-18 | 4.1800%           |
| 2025-06-20 | 4.1800%           |
| 2025-06-23 | 4.1800%           |
| 2025-06-24 | 4.1800%           |
| 2025-06-25 | 4.1800%           |
| 2025-06-26 | 4.1900%           |
| 2025-06-27 | 4.2000%           |
| 2025-06-30 | 4.2200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 8.5000%          | 0.0000%              |
| Depository institution or other banking institution |  | 6.5300%          | 0.0000%              |
| Broker-dealer                                       |  | 36.0200%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2087175040.33
- **C.18.a - Value (excl. sponsor support):** $2087175040.33
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 2: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $570612008.32
- **C.18.a - Value (excl. sponsor support):** $570612008.32
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BYDM7EKB9
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: NR; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2041-05-15      | 0.0000%  | N/A     | $11232292.63       | $5100000.00        | U.S. Treasuries (including strips) |

### Security 4: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BYDM7EKC7
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Moody's: NR; Fitch: F1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII FS MA2211 M | 2044-06-20      | 4.0000%  | N/A     | $737001.00         | $141750.13         | Agency Mortgage-Backed Securities |
| GNII SF MA8149 M | 2052-07-20      | 3.5000%  | N/A     | $5146621.00        | $3748248.56        | Agency Mortgage-Backed Securities |
| GNMI SF 678275 X | 2038-12-15      | 5.5000%  | N/A     | $1500000.00        | $18723.36          | Agency Mortgage-Backed Securities |
| GNII SF MA9967 M | 2054-10-20      | 6.5000%  | N/A     | $1205210.00        | $1071705.61        | Agency Mortgage-Backed Securities |
| GNII SF MA4809 M | 2032-11-20      | 3.5000%  | N/A     | $938700.00         | $119572.44         | Agency Mortgage-Backed Securities |

### Security 5: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B56G8, C.4 - ISIN: US3130B56G84, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249996097.50
- **C.18.a - Value (excl. sponsor support):** $249996097.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-20
- **C.13 - Final Legal Maturity Date:** 2025-08-20
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $827668380.84
- **C.18.a - Value (excl. sponsor support):** $827668380.84
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **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:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: 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 7: Federal Farm Credit Bank Discount Notes

- **C.1 - Title:** Federal Farm Credit Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313KY3, C.4 - ISIN: US313313KY31, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $38734843.29
- **C.18.a - Value (excl. sponsor support):** $38734843.29
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-08-27
- **C.12 - Maturity Date (WAL):** 2025-08-27
- **C.13 - Final Legal Maturity Date:** 2025-08-27
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: Agency
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 8: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828R36, C.4 - ISIN: US912828R366, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $260394147.23
- **C.18.a - Value (excl. sponsor support):** $260394147.23
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **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: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Q84, C.4 - ISIN: US3130B5Q844, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $344070017.20
- **C.18.a - Value (excl. sponsor support):** $344070017.20
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: 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 10: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: BRYAC9P76
- **C.18 - Value (incl. sponsor support):** $799000000.00
- **C.18.a - Value (excl. sponsor support):** $799000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: NR; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FHLMC_4016                                                       | 2042-03-15      | 2.0817%  | N/A     | $120553652.00      | $835176.98         | Agency Collateralized Mortgage Obligation |
| FNMA_24-9D                                                       | 2050-03-25      | 1.5803%  | N/A     | $82901889.00       | $8356696.18        | Agency Collateralized Mortgage Obligation |
| FHLMC_4631D                                                      | 2046-11-15      | 1.5817%  | N/A     | $107147046.00      | $4308227.69        | Agency Collateralized Mortgage Obligation |
| FHMS_KSG1                                                        | 2030-09-25      | 3.0337%  | N/A     | $23715480.00       | $2896415.00        | Agency Collateralized Mortgage Obligation |
| FHLMC_4885A                                                      | 2049-06-15      | 1.6317%  | N/A     | $44489213.00       | $1629894.66        | Agency Collateralized Mortgage Obligation |
| FNMA_12-113                                                      | 2042-10-25      | 1.6804%  | N/A     | $36714285.00       | $237567.18         | Agency Collateralized Mortgage Obligation |
| FNSTR_432                                                        | 2037-07-25      | 2.0000%  | N/A     | $13793175.00       | $722681.05         | Agency Collateralized Mortgage Obligation |
| FHLMC_5134C                                                      | 2051-08-25      | 4.0000%  | N/A     | $44062559.00       | $4476694.26        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-07-01      | 6.0000%  | N/A     | $9229670.00        | $9476539.06        | Agency Mortgage-Backed Securities         |
| GNMA_25-102A                                                     | 2055-06-20      | 1.0000%  | N/A     | $6251985.00        | $165838.76         | Agency Collateralized Mortgage Obligation |
| FNMA_19-68H                                                      | 2049-11-25      | 1.5803%  | N/A     | $32999250.00       | $1323811.70        | Agency Collateralized Mortgage Obligation |
| FHLMC_3864                                                       | 2039-03-15      | 1.5817%  | N/A     | $135757553.00      | $259713.08         | Agency Collateralized Mortgage Obligation |
| FHLK_09-1                                                        | 2046-04-25      | 0.0000%  | N/A     | $40934565.00       | $3338886.17        | Agency Collateralized Mortgage Obligation |
| FHLMC_5437A                                                      | 2054-08-25      | 0.7448%  | N/A     | $51662435.00       | $1532576.77        | Agency Collateralized Mortgage Obligation |
| FNMA_25-27C                                                      | 2050-06-25      | 1.5803%  | N/A     | $88819952.00       | $9898359.75        | Agency Collateralized Mortgage Obligation |
| FHLMC_4908A                                                      | 2049-08-25      | 1.6303%  | N/A     | $28287714.00       | $863031.80         | Agency Collateralized Mortgage Obligation |
| FNMA_12-128                                                      | 2042-11-25      | 1.7304%  | N/A     | $29250000.00       | $473532.81         | Agency Collateralized Mortgage Obligation |
| FHLMC_3762                                                       | 2040-11-15      | 2.1817%  | N/A     | $21863608.00       | $266081.74         | Agency Collateralized Mortgage Obligation |
| FHLMC_39-66                                                      | 2041-12-15      | 1.4817%  | N/A     | $48000000.00       | $297981.59         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-20              | 2040-02-20      | 1.8179%  | N/A     | $121950000.00      | $483588.38         | Agency Collateralized Mortgage Obligation |
| FNMA_13-21                                                       | 2033-03-25      | 3.5000%  | N/A     | $19285714.00       | $107370.74         | Agency Collateralized Mortgage Obligation |
| FNMA_19-83B                                                      | 2050-01-25      | 1.5304%  | N/A     | $6305000.00        | $374004.14         | Agency Collateralized Mortgage Obligation |
| FHLMC_42-40                                                      | 2043-08-15      | 1.5817%  | N/A     | $300300000.00      | $4800305.42        | Agency Collateralized Mortgage Obligation |
| FNMA_18-65                                                       | 2048-01-25      | 4.0000%  | N/A     | $9500000.00        | $276224.88         | Agency Collateralized Mortgage Obligation |
| GNMA_25-102B                                                     | 2055-06-20      | 2.7900%  | N/A     | $46504547.00       | $3988927.51        | Agency Collateralized Mortgage Obligation |
| FNMA_18-60C                                                      | 2048-08-25      | 1.2804%  | N/A     | $23967000.00       | $520335.59         | Agency Collateralized Mortgage Obligation |
| FNMA_16-45                                                       | 2046-07-25      | 1.5803%  | N/A     | $20000000.00       | $641271.74         | Agency Collateralized Mortgage Obligation |
| FHLS_324-4B                                                      | 2043-12-15      | 4.0000%  | N/A     | $16227015.00       | $359728.59         | Agency Collateralized Mortgage Obligation |
| FHLMC_4698E                                                      | 2047-07-15      | 6.0000%  | N/A     | $6841485.00        | $215487.96         | Agency Collateralized Mortgage Obligation |
| FNMA_25-46                                                       | 2055-06-25      | 0.6948%  | N/A     | $212214110.00      | $6748223.95        | Agency Collateralized Mortgage Obligation |
| FHMS_K737                                                        | 2048-01-25      | 1.8439%  | N/A     | $14136470.00       | $359312.33         | Agency Collateralized Mortgage Obligation |
| FHMS_K102                                                        | 2046-12-25      | 1.9556%  | N/A     | $11000000.00       | $796018.67         | Agency Collateralized Mortgage Obligation |
| FNMA_25-7C                                                       | 2054-09-25      | 0.7948%  | N/A     | $101000000.00      | $3182493.13        | Agency Collateralized Mortgage Obligation |
| FHLMC_5386E                                                      | 2048-03-15      | 1.5817%  | N/A     | $58537884.00       | $5702515.22        | Agency Collateralized Mortgage Obligation |
| FHLMC_5531G                                                      | 2048-09-15      | 4.5000%  | N/A     | $555933.00         | $102672.50         | Agency Collateralized Mortgage Obligation |
| FHMS_K146                                                        | 2049-06-25      | 3.6867%  | N/A     | $6549068.00        | $1299379.91        | Agency Collateralized Mortgage Obligation |
| FHMS_K057                                                        | 2044-08-25      | 2.1353%  | N/A     | $61024401.00       | $1416437.08        | Agency Collateralized Mortgage Obligation |
| FHLMC_39-33                                                      | 2041-10-15      | 1.6317%  | N/A     | $62969777.00       | $112139.89         | Agency Collateralized Mortgage Obligation |
| FNMA_24-67                                                       | 2054-09-25      | 1.0248%  | N/A     | $125000000.00      | $4684038.03        | Agency Collateralized Mortgage Obligation |
| GNMA_25-102A                                                     | 2055-06-20      | 1.0000%  | N/A     | $6424805.00        | $210539.43         | Agency Collateralized Mortgage Obligation |
| GNMA_25-102C                                                     | 2050-01-20      | 1.6179%  | N/A     | $60176659.00       | $6646357.20        | Agency Collateralized Mortgage Obligation |
| FHSTR_365A                                                       | 2049-06-15      | 3.5000%  | N/A     | $41000000.00       | $1025527.88        | Agency Collateralized Mortgage Obligation |
| FHLMC_4897B                                                      | 2049-07-15      | 1.6817%  | N/A     | $65434452.00       | $2174999.56        | Agency Collateralized Mortgage Obligation |
| FNMA_24-47B                                                      | 2054-07-25      | 0.8948%  | N/A     | $30000000.00       | $805448.49         | Agency Collateralized Mortgage Obligation |
| FREMF_K-082                                                      | 2028-10-25      | 2.2877%  | N/A     | $13923482.00       | $961386.76         | Agency Collateralized Mortgage Obligation |
| FHLMC_5363E                                                      | 2053-12-25      | 2.7448%  | N/A     | $25288459.00       | $1934572.64        | Agency Collateralized Mortgage Obligation |
| FHLMC_4990B                                                      | 2050-07-25      | 1.6804%  | N/A     | $29142400.00       | $2025318.06        | Agency Collateralized Mortgage Obligation |
| FNMA_20-26E                                                      | 2050-05-25      | 1.5304%  | N/A     | $11870512.00       | $558013.12         | Agency Collateralized Mortgage Obligation |
| FNMA_10-136                                                      | 2040-12-25      | 1.5803%  | N/A     | $50000000.00       | $324564.02         | Agency Collateralized Mortgage Obligation |
| FHLMC_4898A                                                      | 2049-07-15      | 1.6817%  | N/A     | $56459014.00       | $1332736.78        | Agency Collateralized Mortgage Obligation |
| FHLMC_5039C                                                      | 2045-01-15      | 4.0000%  | N/A     | $21231370.00       | $822377.37         | Agency Collateralized Mortgage Obligation |
| FHLMC_42-44                                                      | 2028-08-15      | 4.5000%  | N/A     | $898353.00         | $0.02              | Agency Collateralized Mortgage Obligation |
| FHLMC_4975D                                                      | 2050-05-25      | 1.5803%  | N/A     | $16666666.00       | $927804.27         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_16-60                                            | 2046-09-25      | 1.6804%  | N/A     | $52100000.00       | $646958.87         | Agency Collateralized Mortgage Obligation |
| FHLMC_5531A                                                      | 2055-04-25      | 0.7948%  | N/A     | $31500000.00       | $1444764.27        | Agency Collateralized Mortgage Obligation |
| FHLMC_4886B                                                      | 2042-03-15      | 1.5817%  | N/A     | $49937809.00       | $1441774.00        | Agency Collateralized Mortgage Obligation |
| FHLMC_4923K                                                      | 2049-11-25      | 1.5803%  | N/A     | $24148291.00       | $1432149.69        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K077             | 2028-05-25      | 2.3047%  | N/A     | $25391556.00       | $1484430.26        | Agency Collateralized Mortgage Obligation |
| FNMA_13-44                                                       | 2043-05-25      | 2.3304%  | N/A     | $69433333.00       | $972948.00         | Agency Collateralized Mortgage Obligation |
| FHLMC_5013K                                                      | 2050-09-25      | 3.0000%  | N/A     | $17136687.00       | $1100784.60        | Agency Collateralized Mortgage Obligation |
| FNMA_11-126                                                      | 2041-12-25      | 1.5304%  | N/A     | $107252046.00      | $540477.35         | Agency Collateralized Mortgage Obligation |
| FNMA_16-78                                                       | 2039-05-25      | 1.6804%  | N/A     | $67900000.00       | $821390.68         | Agency Collateralized Mortgage Obligation |
| FHLMC_5031E                                                      | 2040-01-25      | 5.0000%  | N/A     | $34645900.00       | $1717307.07        | Agency Collateralized Mortgage Obligation |
| FHLMC_5000AA                                                     | 2050-08-25      | 2.0000%  | N/A     | $20000000.00       | $1511565.64        | Agency Collateralized Mortgage Obligation |
| FHLMC_5114H                                                      | 2047-06-15      | 1.5817%  | N/A     | $62164503.00       | $3656195.10        | Agency Collateralized Mortgage Obligation |
| FHLMC_5543A                                                      | 2055-06-25      | 0.1000%  | N/A     | $27000000.00       | $76812.00          | Agency Collateralized Mortgage Obligation |
| GNMA_20-61                                                       | 2046-01-20      | 0.1228%  | N/A     | $63634638.00       | $94157.91          | Agency Collateralized Mortgage Obligation |
| GNMA_20-153J                                                     | 2050-10-20      | 0.0000%  | N/A     | $71572166.00       | $495205.18         | Agency Collateralized Mortgage Obligation |
| FHLMC_4892D                                                      | 2047-02-25      | 1.5803%  | N/A     | $114813627.00      | $4132489.88        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2039-10-01      | 6.0000%  | N/A     | $28186385.00       | $24789735.03       | Agency Mortgage-Backed Securities         |
| FHMS_K086                                                        | 2046-11-25      | 2.3774%  | N/A     | $31623689.00       | $2269984.23        | Agency Collateralized Mortgage Obligation |
| FHLMC_5507A                                                      | 2035-11-25      | 6.0000%  | N/A     | $5240167.00        | $843560.03         | Agency Collateralized Mortgage Obligation |
| GNMA_16-002                                                      | 2057-04-16      | 0.5051%  | N/A     | $110000000.00      | $573413.33         | Agency Collateralized Mortgage Obligation |
| FHLMC_5007M                                                      | 2050-08-25      | 1.6804%  | N/A     | $4500000.00        | $284038.78         | Agency Collateralized Mortgage Obligation |
| FNMA_16-40                                                       | 2046-07-25      | 1.4304%  | N/A     | $39453154.00       | $983756.95         | Agency Collateralized Mortgage Obligation |
| FNMA_21-1D                                                       | 2050-11-25      | 3.0000%  | N/A     | $112609464.00      | $12176098.31       | Agency Collateralized Mortgage Obligation |
| FHLMC_5512B                                                      | 2055-03-25      | 0.8116%  | N/A     | $595000000.00      | $22211779.94       | Agency Collateralized Mortgage Obligation |
| FNMA_21-45A                                                      | 2051-07-25      | 2.5000%  | N/A     | $8705000.00        | $982530.10         | Agency Collateralized Mortgage Obligation |
| FNMA_10-115                                                      | 2040-10-25      | 1.5803%  | N/A     | $33422321.00       | $295267.83         | Agency Collateralized Mortgage Obligation |
| GNMA_25-45C                                                      | 2055-03-20      | 5.0000%  | N/A     | $9792040.00        | $8911020.49        | Agency Collateralized Mortgage Obligation |
| FNS427C71                                                        | 2049-10-25      | 3.0000%  | N/A     | $3900000.00        | $514682.58         | Agency Collateralized Mortgage Obligation |
| FHLMC_4585B                                                      | 2045-06-15      | 4.0000%  | N/A     | $7651750.00        | $255182.30         | Agency Collateralized Mortgage Obligation |
| FHLMC_5115N                                                      | 2050-12-25      | 4.5000%  | N/A     | $8869000.00        | $1239829.56        | Agency Collateralized Mortgage Obligation |
| FNMA_15-27C                                                      | 2045-05-25      | 1.1804%  | N/A     | $85000000.00       | $1256175.65        | Agency Collateralized Mortgage Obligation |
| FHLMC_4906C                                                      | 2049-08-25      | 1.6303%  | N/A     | $75806978.00       | $2464981.16        | Agency Collateralized Mortgage Obligation |
| FNMA_13-107                                                      | 2043-02-25      | 1.5304%  | N/A     | $123256386.00      | $2464056.72        | Agency Collateralized Mortgage Obligation |
| FNMA_21-56D                                                      | 2051-09-25      | 4.5000%  | N/A     | $3279000.00        | $492045.64         | Agency Collateralized Mortgage Obligation |
| FHLMC_4999L                                                      | 2049-03-25      | 1.6303%  | N/A     | $84300662.00       | $2824077.26        | Agency Collateralized Mortgage Obligation |
| FHLMC_5183B                                                      | 2052-01-25      | 3.0000%  | N/A     | $8075000.00        | $1065884.95        | Agency Collateralized Mortgage Obligation |
| FHLMC_5441B                                                      | 2054-08-25      | 0.7248%  | N/A     | $70000000.00       | $2735094.31        | Agency Collateralized Mortgage Obligation |
| FNMA_20-27G                                                      | 2050-05-25      | 1.6303%  | N/A     | $22318291.00       | $1448725.34        | Agency Collateralized Mortgage Obligation |
| GNMA_22-1B                                                       | 2052-01-20      | 0.0000%  | N/A     | $100000000.00      | $923428.95         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_15-35B                                           | 2045-06-25      | 1.1730%  | N/A     | $53140421.00       | $640325.66         | Agency Collateralized Mortgage Obligation |
| GNMA_19-122                                                      | 2061-07-16      | 1.0045%  | N/A     | $37500000.00       | $743100.44         | Agency Collateralized Mortgage Obligation |
| FREMF_18-KW06                                                    | 2031-06-25      | 3.3196%  | N/A     | $13076482.00       | $1092175.59        | Agency Collateralized Mortgage Obligation |
| FNMA_12-141                                                      | 2042-12-25      | 2.2803%  | N/A     | $45267000.00       | $720474.18         | Agency Collateralized Mortgage Obligation |
| FHLMC_4941S                                                      | 2049-07-25      | 4.5000%  | N/A     | $32180993.00       | $1490446.23        | Agency Collateralized Mortgage Obligation |
| FNMA_12-15                                                       | 2042-03-25      | 1.5304%  | N/A     | $85000000.00       | $787831.38         | Agency Collateralized Mortgage Obligation |
| FREMF MORTGAGE TRUST FREMF_17-KW02                               | 2027-01-25      | 2.9141%  | N/A     | $8516595.00        | $353939.62         | Agency Collateralized Mortgage Obligation |
| GNMA_16-052                                                      | 2058-03-16      | 0.7389%  | N/A     | $27000000.00       | $182966.51         | Agency Collateralized Mortgage Obligation |
| FHLMC_4933E                                                      | 2049-12-25      | 1.5803%  | N/A     | $40777284.00       | $1501140.84        | Agency Collateralized Mortgage Obligation |
| GNMA_23-166H                                                     | 2048-07-20      | 4.5000%  | N/A     | $21179037.00       | $3785631.90        | Agency Collateralized Mortgage Obligation |
| FHLMC_5086K                                                      | 2051-03-25      | 2.5000%  | N/A     | $15000000.00       | $1693917.52        | Agency Collateralized Mortgage Obligation |
| FHLMC_4962A                                                      | 2050-03-25      | 1.6303%  | N/A     | $8977500.00        | $323311.47         | Agency Collateralized Mortgage Obligation |
| FNMA_12-20D                                                      | 2042-03-25      | 2.0303%  | N/A     | $91164018.00       | $755102.88         | Agency Collateralized Mortgage Obligation |
| FHLMC_4701A                                                      | 2047-07-15      | 0.0000%  | N/A     | $100864805.00      | $736429.25         | Agency Collateralized Mortgage Obligation |
| FNSTR_430                                                        | 2037-06-25      | 2.0000%  | N/A     | $186881908.00      | $8328140.43        | Agency Collateralized Mortgage Obligation |
| FHLMC_5018E                                                      | 2050-10-25      | 4.0000%  | N/A     | $23883521.00       | $2055894.67        | Agency Collateralized Mortgage Obligation |
| GNMA_20-57                                                       | 2060-01-16      | 1.7940%  | N/A     | $7200000.00        | $559934.37         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_4734                                           | 2047-12-15      | 4.0000%  | N/A     | $2048914.00        | $99642.66          | Agency Collateralized Mortgage Obligation |
| FHMS_K084                                                        | 2028-11-25      | 2.3114%  | N/A     | $30930260.00       | $2162922.00        | Agency Collateralized Mortgage Obligation |
| FHLMC_4977                                                       | 2050-05-25      | 4.5000%  | N/A     | $53072318.00       | $3653609.74        | Agency Collateralized Mortgage Obligation |
| GNMA_20-69                                                       | 2062-04-16      | 1.2987%  | N/A     | $9100000.00        | $608824.68         | Agency Collateralized Mortgage Obligation |
| GNMA_23-88                                                       | 2065-10-16      | 0.9241%  | N/A     | $8840000.00        | $604915.35         | Agency Collateralized Mortgage Obligation |
| FNMA_24-9D                                                       | 2048-05-25      | 1.6804%  | N/A     | $82712887.00       | $8336432.57        | Agency Collateralized Mortgage Obligation |
| FHLMC_5293B                                                      | 2051-02-25      | 2.0000%  | N/A     | $2000000.00        | $232986.33         | Agency Collateralized Mortgage Obligation |
| GNMA_25-86                                                       | 2067-09-16      | 0.8454%  | N/A     | $143417941.00      | $10235976.16       | Agency Collateralized Mortgage Obligation |
| FHMS_K085                                                        | 2045-12-25      | 2.3915%  | N/A     | $28530506.00       | $2015436.91        | Agency Collateralized Mortgage Obligation |
| FHLMC_4937                                                       | 2049-12-25      | 1.6303%  | N/A     | $345612857.00      | $11912747.60       | Agency Collateralized Mortgage Obligation |
| FNMA_18-1A                                                       | 2048-02-25      | 1.7304%  | N/A     | $50000000.00       | $775210.81         | Agency Collateralized Mortgage Obligation |
| GNMA_21-96E                                                      | 2051-06-20      | 3.5000%  | N/A     | $15879716.00       | $1506482.69        | Agency Collateralized Mortgage Obligation |
| FHLMC_4385                                                       | 2044-09-15      | 4.5000%  | N/A     | $54151458.00       | $898392.89         | Agency Collateralized Mortgage Obligation |
| FHLMC_5531G                                                      | 2048-10-15      | 1.7317%  | N/A     | $43225082.00       | $4857761.59        | Agency Collateralized Mortgage Obligation |
| FNMA_16-53A                                                      | 2046-08-25      | 1.5803%  | N/A     | $38400349.00       | $1418390.14        | Agency Collateralized Mortgage Obligation |
| FHLMC_KW03                                                       | 2030-08-25      | 3.1607%  | N/A     | $14853933.00       | $827083.36         | Agency Collateralized Mortgage Obligation |
| FHMS_KW10                                                        | 2029-10-25      | 2.8166%  | N/A     | $7359088.00        | $698627.00         | Agency Collateralized Mortgage Obligation |
| FHLMC_5539C                                                      | 2055-05-25      | 0.0000%  | N/A     | $100000000.00      | $1438600.40        | Agency Collateralized Mortgage Obligation |
| FHLMC_3842                                                       | 2041-04-15      | 2.1817%  | N/A     | $74504333.00       | $193362.78         | Agency Collateralized Mortgage Obligation |
| FNMA_25-27F                                                      | 2049-03-25      | 5.0000%  | N/A     | $859655.00         | $162052.26         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3780                                           | 2040-12-15      | 2.0817%  | N/A     | $46000000.00       | $263078.20         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_06-119                                           | 2036-12-25      | 2.7803%  | N/A     | $125000000.00      | $219211.83         | Agency Collateralized Mortgage Obligation |
| FHSTR_365B                                                       | 2034-05-15      | 2.5000%  | N/A     | $22599278.00       | $178144.99         | Agency Collateralized Mortgage Obligation |
| FNMA_12-82                                                       | 2042-08-25      | 1.6503%  | N/A     | $68500000.00       | $311050.24         | Agency Collateralized Mortgage Obligation |
| FNMA_19-72E                                                      | 2049-12-25      | 4.0000%  | N/A     | $16662375.00       | $318827.97         | Agency Collateralized Mortgage Obligation |
| FHLMC_5070A                                                      | 2050-08-25      | 3.0000%  | N/A     | $39440000.00       | $4706263.83        | Agency Collateralized Mortgage Obligation |
| FNMA_21-51A                                                      | 2051-08-25      | 3.0000%  | N/A     | $25750500.00       | $2493808.33        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_17-68                                            | 2047-09-25      | 4.5000%  | N/A     | $39712487.00       | $1248026.92        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_19-25                                            | 2049-06-25      | 1.6303%  | N/A     | $118240000.00      | $4247252.04        | Agency Collateralized Mortgage Obligation |
| FHMS_K740                                                        | 2047-11-25      | 2.5625%  | N/A     | $10184660.00       | $530765.74         | Agency Collateralized Mortgage Obligation |
| FHLMC_44-25B                                                     | 2045-01-15      | 1.6317%  | N/A     | $52600000.00       | $994276.46         | Agency Collateralized Mortgage Obligation |
| FNMA_15-37                                                       | 2045-06-25      | 1.2004%  | N/A     | $59885082.00       | $891529.86         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5056                | 2050-12-25      | 2.5000%  | N/A     | $11099121.00       | $1010290.58        | Agency Collateralized Mortgage Obligation |
| FHLK_12                                                          | 2030-10-25      | 2.8350%  | N/A     | $4357000.00        | $524838.73         | Agency Collateralized Mortgage Obligation |
| FHLMC_4601B                                                      | 2045-12-15      | 4.0000%  | N/A     | $11966000.00       | $210683.46         | Agency Collateralized Mortgage Obligation |
| FHLMC_5128D                                                      | 2051-07-25      | 4.5000%  | N/A     | $13509000.00       | $1554118.68        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K138        | 2032-01-25      | 3.0825%  | N/A     | $5775000.00        | $898885.25         | Agency Collateralized Mortgage Obligation |
| FNMA_21-15D                                                      | 2051-04-25      | 4.5000%  | N/A     | $2794000.00        | $364508.70         | Agency Collateralized Mortgage Obligation |
| FHLMC_5558B                                                      | 2055-07-25      | 1.4900%  | N/A     | $69484469.00       | $5217862.85        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS_K079 | 2046-07-25      | 2.3301%  | N/A     | $52113029.00       | $3179992.06        | Agency Collateralized Mortgage Obligation |
| FNMA_18-38B                                                      | 2048-06-25      | 1.7804%  | N/A     | $80378666.00       | $1554982.19        | Agency Collateralized Mortgage Obligation |
| FHLMC_5502B                                                      | 2055-02-25      | 0.5699%  | N/A     | $59750000.00       | $1816923.57        | Agency Collateralized Mortgage Obligation |
| FNMA_17-34A                                                      | 2047-05-25      | 1.6804%  | N/A     | $141990914.00      | $2893148.29        | Agency Collateralized Mortgage Obligation |
| FHLMC_4754D                                                      | 2048-02-15      | 1.7317%  | N/A     | $11000000.00       | $321512.49         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-163             | 2046-02-16      | 1.0054%  | N/A     | $265344000.00      | $242671.10         | Agency Collateralized Mortgage Obligation |
| FNMA_21-82D                                                      | 2051-11-25      | 3.0000%  | N/A     | $21374999.00       | $1978404.14        | Agency Collateralized Mortgage Obligation |
| FHLMC_5087                                                       | 2051-03-25      | 4.0000%  | N/A     | $32500000.00       | $2850696.45        | Agency Collateralized Mortgage Obligation |
| GNMA_21-214Q                                                     | 2051-12-20      | 3.5000%  | N/A     | $6405000.00        | $664870.04         | Agency Collateralized Mortgage Obligation |
| FNMA_25-27D                                                      | 2048-05-25      | 4.0000%  | N/A     | $639801.00         | $101937.85         | Agency Collateralized Mortgage Obligation |
| FHLMC_5543C                                                      | 2055-06-25      | 1.4448%  | N/A     | $63621000.00       | $4948038.72        | Agency Collateralized Mortgage Obligation |
| GNMA_16-133                                                      | 2057-12-16      | 0.7003%  | N/A     | $22500000.00       | $186043.83         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_15-30A                                           | 2045-05-25      | 1.1804%  | N/A     | $41575000.00       | $394897.95         | Agency Collateralized Mortgage Obligation |
| GNMA_25-102A                                                     | 2055-06-20      | 0.7850%  | N/A     | $165039690.00      | $7667916.37        | Agency Collateralized Mortgage Obligation |
| FHMS_K163                                                        | 2034-04-25      | 5.8801%  | N/A     | $12979557.00       | $4771203.66        | Agency Collateralized Mortgage Obligation |
| FHLMC_4903F                                                      | 2049-08-25      | 1.6303%  | N/A     | $44070264.00       | $1585222.53        | Agency Collateralized Mortgage Obligation |
| FNMA_16-88D                                                      | 2046-12-25      | 1.6303%  | N/A     | $83467352.00       | $1350568.40        | Agency Collateralized Mortgage Obligation |
| FNMA_13-20N                                                      | 2043-03-25      | 1.6804%  | N/A     | $13066000.00       | $266927.43         | Agency Collateralized Mortgage Obligation |
| GNMA_25-102A                                                     | 2055-06-20      | 5.0000%  | N/A     | $1000000.00        | $986394.78         | Agency Collateralized Mortgage Obligation |
| FNMA_19-45B                                                      | 2049-08-25      | 1.6303%  | N/A     | $104126044.00      | $3902538.51        | Agency Collateralized Mortgage Obligation |
| GNMA_25-102B                                                     | 2055-06-20      | 6.5000%  | N/A     | $19933211.00       | $19884576.18       | Agency Collateralized Mortgage Obligation |
| FNMA_25-58                                                       | 2055-07-25      | 1.4900%  | N/A     | $149627577.00      | $11446950.21       | Agency Collateralized Mortgage Obligation |
| FHMS_K117                                                        | 2048-10-25      | 2.9673%  | N/A     | $20439073.00       | $2546714.50        | Agency Collateralized Mortgage Obligation |
| FNMA_20-52G                                                      | 2050-08-25      | 4.5000%  | N/A     | $14950008.00       | $1242074.79        | Agency Collateralized Mortgage Obligation |
| FNMA_25-32C                                                      | 2055-05-25      | 0.7948%  | N/A     | $215000000.00      | $7499776.87        | Agency Collateralized Mortgage Obligation |
| GNMA_20-039                                                      | 2062-02-16      | 0.7498%  | N/A     | $23000000.00       | $641950.20         | Agency Collateralized Mortgage Obligation |
| FNMA_21-83C                                                      | 2050-09-25      | 3.0000%  | N/A     | $25781666.00       | $2436616.46        | Agency Collateralized Mortgage Obligation |
| FNMA_22-62B                                                      | 2052-09-25      | 4.5000%  | N/A     | $12871051.00       | $1826840.76        | Agency Collateralized Mortgage Obligation |
| FHLMC_4998F                                                      | 2050-08-25      | 1.8448%  | N/A     | $25942664.00       | $1680608.71        | Agency Collateralized Mortgage Obligation |
| FNMA_21-28D                                                      | 2051-05-25      | 0.0000%  | N/A     | $25000000.00       | $681506.92         | Agency Collateralized Mortgage Obligation |
| FHMS_K053                                                        | 2044-03-25      | 1.7090%  | N/A     | $7000673.00        | $69500.30          | Agency Collateralized Mortgage Obligation |
| FNMA_14-90                                                       | 2045-01-25      | 1.7304%  | N/A     | $188839821.00      | $2749918.85        | Agency Collateralized Mortgage Obligation |
| FNMA_25-7C                                                       | 2054-09-25      | 1.1948%  | N/A     | $100000000.00      | $3885922.94        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_4929                                           | 2049-10-25      | 1.5304%  | N/A     | $50404811.00       | $3324409.69        | Agency Collateralized Mortgage Obligation |
| FNMA_20-12B                                                      | 2050-03-25      | 1.6303%  | N/A     | $110398000.00      | $4787852.68        | Agency Collateralized Mortgage Obligation |
| FNMA_19-57E                                                      | 2049-10-25      | 1.6303%  | N/A     | $55888578.00       | $1312936.40        | Agency Collateralized Mortgage Obligation |
| FHLMC_5071M                                                      | 2048-04-25      | 4.0000%  | N/A     | $35952899.00       | $2963984.84        | Agency Collateralized Mortgage Obligation |
| FNMA_25-27D                                                      | 2049-09-25      | 1.6303%  | N/A     | $70650117.00       | $7569335.24        | Agency Collateralized Mortgage Obligation |
| FHLMC_4057                                                       | 2042-06-15      | 2.1317%  | N/A     | $88571428.00       | $804900.46         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILYSTRUCTURED PASS THROUGH FHMS_K081               | 2046-09-25      | 2.3109%  | N/A     | $8731524.00        | $579568.32         | Agency Collateralized Mortgage Obligation |
| FHMS_K135                                                        | 2031-10-25      | 0.2801%  | N/A     | $120328000.00      | $1156899.19        | Agency Collateralized Mortgage Obligation |
| FHLMC_4077                                                       | 2042-07-15      | 1.6817%  | N/A     | $110603899.00      | $587638.67         | Agency Collateralized Mortgage Obligation |
| FHSTR_329                                                        | 2044-01-15      | 4.0000%  | N/A     | $24213775.00       | $215739.78         | Agency Collateralized Mortgage Obligation |
| FNMA_22-3C                                                       | 2052-02-25      | 2.0000%  | N/A     | $6000000.00        | $3566876.54        | Agency Collateralized Mortgage Obligation |
| FHLMC_4194A                                                      | 2043-04-15      | 4.0000%  | N/A     | $53867746.00       | $1186623.35        | Agency Collateralized Mortgage Obligation |
| FNMA_15-79                                                       | 2045-11-25      | 1.8303%  | N/A     | $24418550.00       | $357856.81         | Agency Collateralized Mortgage Obligation |
| FNMA_24-9D                                                       | 2049-11-25      | 1.5803%  | N/A     | $69606673.00       | $6736727.22        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC REMICS FHR_4901                                      | 2049-07-25      | 1.6804%  | N/A     | $84449463.00       | $2491937.97        | Agency Collateralized Mortgage Obligation |
| FHLMC_4954B                                                      | 2050-02-25      | 1.6303%  | N/A     | $118078268.00      | $5025866.96        | Agency Collateralized Mortgage Obligation |
| FHLMC_4616A                                                      | 2046-09-15      | 1.5817%  | N/A     | $51499650.00       | $1197995.11        | Agency Collateralized Mortgage Obligation |
| FHLMC_5132                                                       | 2051-08-25      | 3.0000%  | N/A     | $21525173.00       | $2281643.79        | Agency Collateralized Mortgage Obligation |
| FHLMC_4853A                                                      | 2049-02-15      | 2.1817%  | N/A     | $26168899.00       | $783276.50         | Agency Collateralized Mortgage Obligation |
| GNMA_21-96A                                                      | 2051-06-20      | 3.5000%  | N/A     | $13487545.00       | $999231.22         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5159                | 2051-11-25      | 3.0000%  | N/A     | $36942166.00       | $3769706.19        | Agency Collateralized Mortgage Obligation |
| GNMA_19-7                                                        | 2061-01-16      | 0.9003%  | N/A     | $52000000.00       | $520484.09         | Agency Collateralized Mortgage Obligation |
| FHLMC_5502A                                                      | 2055-02-25      | 1.2316%  | N/A     | $182000000.00      | $6566475.73        | Agency Collateralized Mortgage Obligation |
| FHMS_KG03                                                        | 2033-07-25      | 3.0683%  | N/A     | $21909170.00       | $2580235.89        | Agency Collateralized Mortgage Obligation |
| FHLMC_5305B                                                      | 2049-07-15      | 4.0000%  | N/A     | $26101907.00       | $4236918.32        | Agency Collateralized Mortgage Obligation |
| FNMA_20-35L                                                      | 2050-02-25      | 4.5000%  | N/A     | $40857782.00       | $1318860.66        | Agency Collateralized Mortgage Obligation |
| FNMA_23-57C                                                      | 2049-10-25      | 1.5803%  | N/A     | $54205919.00       | $4586663.64        | Agency Collateralized Mortgage Obligation |
| FHLMC_4882B                                                      | 2049-05-15      | 1.6317%  | N/A     | $9396431.00        | $256789.91         | Agency Collateralized Mortgage Obligation |
| FHSTR_389                                                        | 2037-05-15      | 2.0000%  | N/A     | $57234111.00       | $2162793.62        | Agency Collateralized Mortgage Obligation |
| FNMA_25-27B                                                      | 2052-12-25      | 6.0000%  | N/A     | $4112541.00        | $731301.82         | Agency Collateralized Mortgage Obligation |
| FNMA_25-6B                                                       | 2055-02-25      | 0.0000%  | N/A     | $70000000.00       | $328268.22         | Agency Collateralized Mortgage Obligation |
| FHLMC_5050E                                                      | 2050-10-25      | 3.0000%  | N/A     | $5368180.00        | $498017.95         | Agency Collateralized Mortgage Obligation |
| FNMA_15-16C                                                      | 2045-04-25      | 4.5000%  | N/A     | $50000000.00       | $1037641.63        | Agency Collateralized Mortgage Obligation |
| FHLMC_3942                                                       | 2041-10-15      | 2.1017%  | N/A     | $40600000.00       | $287481.29         | Agency Collateralized Mortgage Obligation |
| FHLMC_4999N                                                      | 2044-03-25      | 1.5304%  | N/A     | $43898226.00       | $1327924.72        | Agency Collateralized Mortgage Obligation |
| FHLMC_5036N                                                      | 2050-04-25      | 4.0000%  | N/A     | $3251000.00        | $266771.16         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-06-01      | 5.0000%  | N/A     | $25099347.00       | $24775129.02       | Agency Mortgage-Backed Securities         |
| FHLMC_5531F                                                      | 2050-01-15      | 1.5817%  | N/A     | $48543875.00       | $5019410.67        | Agency Collateralized Mortgage Obligation |
| FNMA_25-58                                                       | 2055-07-25      | 1.0000%  | N/A     | $2666162.00        | $100330.05         | Agency Collateralized Mortgage Obligation |
| GNMA_21-135F                                                     | 2051-08-20      | 0.0000%  | N/A     | $32416186.00       | $369752.23         | Agency Collateralized Mortgage Obligation |
| GNMA_25-102A                                                     | 2055-06-20      | 1.5066%  | N/A     | $149774789.00      | $10546464.58       | Agency Collateralized Mortgage Obligation |
| FHLMC_5076D                                                      | 2051-02-25      | 3.0000%  | N/A     | $19310978.00       | $2015121.24        | Agency Collateralized Mortgage Obligation |
| FHLMC_5142L                                                      | 2051-09-25      | 1.5448%  | N/A     | $17311159.00       | $1393117.87        | Agency Collateralized Mortgage Obligation |
| FNMA_19-59H                                                      | 2049-10-25      | 1.6303%  | N/A     | $36516371.00       | $1129367.04        | Agency Collateralized Mortgage Obligation |
| FHLMC_40-30                                                      | 2042-04-15      | 2.0317%  | N/A     | $62000000.00       | $274247.65         | Agency Collateralized Mortgage Obligation |
| FREMF_KW07                                                       | 2031-10-25      | 3.1897%  | N/A     | $13417851.00       | $1160100.25        | Agency Collateralized Mortgage Obligation |
| FHLMC_4958A                                                      | 2050-03-25      | 3.5000%  | N/A     | $24192432.00       | $982629.86         | Agency Collateralized Mortgage Obligation |
| FHLMC_5121C                                                      | 2051-06-25      | 4.0000%  | N/A     | $3873000.00        | $420617.57         | Agency Collateralized Mortgage Obligation |
| FHLMC_5531E                                                      | 2051-09-25      | 3.5000%  | N/A     | $54472151.00       | $10127373.64       | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K076              | 2046-06-25      | 2.3308%  | N/A     | $64578830.00       | $3712930.71        | Agency Collateralized Mortgage Obligation |
| FHSTR_354                                                        | 2046-11-15      | 4.0000%  | N/A     | $33515735.00       | $1506669.90        | Agency Collateralized Mortgage Obligation |
| FHLMC_4621A                                                      | 2046-10-15      | 3.5000%  | N/A     | $33242142.00       | $750877.27         | Agency Collateralized Mortgage Obligation |
| FHLMC_5003B                                                      | 2050-08-25      | 2.5000%  | N/A     | $17226325.00       | $1392458.49        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5155                                           | 2051-10-25      | 3.0000%  | N/A     | $86569995.00       | $7938443.83        | Agency Collateralized Mortgage Obligation |
| FHLMC_4281                                                       | 2043-12-15      | 1.5817%  | N/A     | $14600000.00       | $102957.01         | Agency Collateralized Mortgage Obligation |
| FNMA_15-35A                                                      | 2045-06-25      | 1.1804%  | N/A     | $160000000.00      | $1571771.09        | Agency Collateralized Mortgage Obligation |
| FHLMC_4938D                                                      | 2049-12-25      | 1.5803%  | N/A     | $46553866.00       | $2091816.44        | Agency Collateralized Mortgage Obligation |
| FHLMC_5005                                                       | 2040-08-25      | 4.0000%  | N/A     | $35713338.00       | $1236049.91        | Agency Collateralized Mortgage Obligation |
| FNSTR_444                                                        | 2052-09-25      | 3.5000%  | N/A     | $19827969.00       | $3573187.34        | Agency Collateralized Mortgage Obligation |
| FHLMC_5543D                                                      | 2055-06-25      | 6.0000%  | N/A     | $3177175.00        | $688203.94         | Agency Collateralized Mortgage Obligation |
| GNMA_22-5J                                                       | 2052-01-20      | 0.0000%  | N/A     | $67000000.00       | $974515.66         | Agency Collateralized Mortgage Obligation |
| FHMS_K170                                                        | 2063-02-25      | 5.7786%  | N/A     | $3531092.00        | $1385032.89        | Agency Collateralized Mortgage Obligation |
| FNMA_21-47A                                                      | 2049-10-25      | 2.5000%  | N/A     | $450000.00         | $42981.37          | Agency Collateralized Mortgage Obligation |
| GNMA_25-102B                                                     | 2055-06-20      | 5.0000%  | N/A     | $200000.00         | $187228.36         | Agency Collateralized Mortgage Obligation |
| GNMA_25-102A                                                     | 2055-06-20      | 5.0000%  | N/A     | $11377847.00       | $11234096.75       | Agency Collateralized Mortgage Obligation |
| FHSTR_363                                                        | 2048-09-15      | 4.0000%  | N/A     | $20913914.00       | $386783.79         | Agency Collateralized Mortgage Obligation |
| FNMA_25-32C                                                      | 2055-05-25      | 0.0000%  | N/A     | $125500000.00      | $2267665.31        | Agency Collateralized Mortgage Obligation |
| GNMA_19-141                                                      | 2062-01-16      | 0.6176%  | N/A     | $25700000.00       | $682787.96         | Agency Collateralized Mortgage Obligation |
| FNMA_25-6B                                                       | 2055-02-25      | 0.0948%  | N/A     | $70000000.00       | $227223.31         | Agency Collateralized Mortgage Obligation |
| GNMA_24-31                                                       | 2065-03-16      | 0.5000%  | N/A     | $3000000.00        | $71894.85          | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PAS                                 | 2045-01-25      | 2.1482%  | N/A     | $16773620.00       | $501233.16         | Agency Collateralized Mortgage Obligation |
| GNMA_20-47                                                       | 2044-07-20      | 0.9379%  | N/A     | $15000000.00       | $391156.92         | Agency Collateralized Mortgage Obligation |
| FHLMC_4427                                                       | 2045-01-15      | 1.1817%  | N/A     | $82000000.00       | $791336.20         | Agency Collateralized Mortgage Obligation |
| FHMS_KS07                                                        | 2025-09-25      | 0.7119%  | N/A     | $8175773.00        | $13418.34          | Agency Collateralized Mortgage Obligation |
| FNMA_20-34G                                                      | 2050-06-25      | 1.6303%  | N/A     | $31926820.00       | $1905947.53        | Agency Collateralized Mortgage Obligation |
| FHLMC_4906                                                       | 2049-09-25      | 1.6804%  | N/A     | $61607054.00       | $1842520.88        | Agency Collateralized Mortgage Obligation |
| FHLMC_4617                                                       | 2046-05-15      | 3.5000%  | N/A     | $33920285.00       | $365812.61         | Agency Collateralized Mortgage Obligation |
| FHLMC_4491                                                       | 2040-03-15      | 6.0000%  | N/A     | $12467233.00       | $104969.35         | Agency Collateralized Mortgage Obligation |
| FNMA_19-71D                                                      | 2049-11-25      | 1.6303%  | N/A     | $33282680.00       | $1227083.74        | Agency Collateralized Mortgage Obligation |
| FHLMC_38-38                                                      | 2041-04-15      | 2.1317%  | N/A     | $21899370.00       | $302625.72         | Agency Collateralized Mortgage Obligation |
| FHLMC_4473                                                       | 2045-05-15      | 1.1817%  | N/A     | $36726000.00       | $424300.93         | Agency Collateralized Mortgage Obligation |
| FNMA_14-74B                                                      | 2044-06-25      | 1.7804%  | N/A     | $32328000.00       | $261322.81         | Agency Collateralized Mortgage Obligation |
| FNMA_16-75                                                       | 2046-10-25      | 1.5803%  | N/A     | $18582352.00       | $642399.07         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-10-01      | 5.5000%  | N/A     | $26210466.00       | $24785109.71       | Agency Mortgage-Backed Securities         |
| FNMA_19-31                                                       | 2049-07-25      | 1.6303%  | N/A     | $14527000.00       | $582892.68         | Agency Collateralized Mortgage Obligation |
| FHLMC_5084E                                                      | 2044-10-25      | 4.0000%  | N/A     | $39870250.00       | $3751621.18        | Agency Collateralized Mortgage Obligation |
| GNMA_23-118                                                      | 2065-05-16      | 0.9063%  | N/A     | $20254243.00       | $1341217.16        | Agency Collateralized Mortgage Obligation |
| FHLMC_40-76                                                      | 2042-07-15      | 2.2817%  | N/A     | $23218083.00       | $168461.50         | Agency Collateralized Mortgage Obligation |
| GNMA_25-86                                                       | 2067-09-16      | 0.6797%  | N/A     | $128321316.00      | $8293231.19        | Agency Collateralized Mortgage Obligation |
| FHLMC_5386G                                                      | 2049-06-15      | 1.6317%  | N/A     | $23750082.00       | $2417440.58        | Agency Collateralized Mortgage Obligation |
| GNMA_25-102C                                                     | 2049-08-20      | 4.0000%  | N/A     | $611990.00         | $106243.98         | Agency Collateralized Mortgage Obligation |
| FHR_4924                                                         | 2049-10-25      | 1.6303%  | N/A     | $45076729.00       | $1461242.79        | Agency Collateralized Mortgage Obligation |
| FNMA_24-9D                                                       | 2049-11-25      | 1.6303%  | N/A     | $96587793.00       | $9285202.66        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_Q014              | 2055-10-25      | 2.7747%  | N/A     | $15452001.00       | $2041914.29        | Agency Collateralized Mortgage Obligation |
| FNMA_19-57J                                                      | 2049-10-25      | 1.5803%  | N/A     | $22607858.00       | $537615.57         | Agency Collateralized Mortgage Obligation |
| FHLMC_5531F                                                      | 2043-01-15      | 4.0000%  | N/A     | $960964.00         | $160385.56         | Agency Collateralized Mortgage Obligation |
| FNMA_15-29                                                       | 2045-05-25      | 1.2304%  | N/A     | $61902119.00       | $917784.18         | Agency Collateralized Mortgage Obligation |
| FHLMC_4877D                                                      | 2049-04-15      | 4.0000%  | N/A     | $5931012.00        | $143450.35         | Agency Collateralized Mortgage Obligation |
| FNMA_19-69C                                                      | 2049-12-25      | 1.5803%  | N/A     | $4500000.00        | $147951.63         | Agency Collateralized Mortgage Obligation |
| FNMA_22-20C                                                      | 2048-04-25      | 4.5000%  | N/A     | $56886493.00       | $6918056.07        | Agency Collateralized Mortgage Obligation |
| FHLMC_4979                                                       | 2050-06-25      | 1.6303%  | N/A     | $65266187.00       | $2516132.83        | Agency Collateralized Mortgage Obligation |
| FNMA_25-32A                                                      | 2055-05-25      | 0.9448%  | N/A     | $86889887.00       | $4298253.70        | Agency Collateralized Mortgage Obligation |
| FNMA_23-53F                                                      | 2053-11-25      | 1.6448%  | N/A     | $74472971.00       | $3434544.45        | Agency Collateralized Mortgage Obligation |
| FREMF_K-165                                                      | 2034-10-25      | 5.6798%  | N/A     | $10636777.00       | $3943738.40        | Agency Collateralized Mortgage Obligation |
| FHLMC_5558A                                                      | 2055-07-25      | 2.0900%  | N/A     | $80000000.00       | $8146342.22        | Agency Collateralized Mortgage Obligation |
| FHLMC_5051B                                                      | 2050-12-25      | 3.0000%  | N/A     | $119166666.00      | $11404479.74       | Agency Collateralized Mortgage Obligation |
| FHLMC_5103E                                                      | 2051-05-25      | 4.0000%  | N/A     | $18000000.00       | $2202282.50        | Agency Collateralized Mortgage Obligation |
| FNMA_20-62E                                                      | 2050-09-25      | 2.0000%  | N/A     | $5400034.00        | $402501.59         | Agency Collateralized Mortgage Obligation |
| GNMA_16-177                                                      | 2057-01-16      | 0.4925%  | N/A     | $35098788.00       | $212026.31         | Agency Collateralized Mortgage Obligation |
| FHLMC_5010D                                                      | 2050-09-25      | 4.0000%  | N/A     | $60791340.00       | $4595077.16        | Agency Collateralized Mortgage Obligation |
| FHLMC_5138A                                                      | 2050-03-25      | 3.5000%  | N/A     | $18863683.00       | $1591245.94        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PAS                                 | 2044-09-25      | 2.0706%  | N/A     | $5174721.00        | $125761.27         | Agency Collateralized Mortgage Obligation |
| FHLMC_4918B                                                      | 2049-10-25      | 1.6303%  | N/A     | $37957596.00       | $869870.33         | Agency Collateralized Mortgage Obligation |
| FNSTR_430                                                        | 2042-04-25      | 2.5000%  | N/A     | $27058058.00       | $2311676.75        | Agency Collateralized Mortgage Obligation |
| FHLMC_3471D                                                      | 2035-08-15      | 1.6317%  | N/A     | $200000000.00      | $190717.35         | Agency Collateralized Mortgage Obligation |
| FNMA_14-74                                                       | 2044-11-25      | 1.6804%  | N/A     | $100000000.00      | $993115.71         | Agency Collateralized Mortgage Obligation |
| FHLMC_4764D                                                      | 2048-01-15      | 4.0000%  | N/A     | $3118250.00        | $442996.88         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-10-01      | 5.0000%  | N/A     | $15923548.00       | $15104511.65       | Agency Mortgage-Backed Securities         |
| FNMA_25-27F                                                      | 2049-03-25      | 1.5304%  | N/A     | $50544901.00       | $4585126.92        | Agency Collateralized Mortgage Obligation |
| FHLMC_5558A                                                      | 2055-07-25      | 1.4900%  | N/A     | $46102870.00       | $3452364.75        | Agency Collateralized Mortgage Obligation |
| FHLMC_5441A                                                      | 2054-08-25      | 0.6448%  | N/A     | $131800800.00      | $4388280.71        | Agency Collateralized Mortgage Obligation |
| FHLMC_5104F                                                      | 2049-06-25      | 3.5000%  | N/A     | $98370798.00       | $8892506.35        | Agency Collateralized Mortgage Obligation |
| FNMA_25-27E                                                      | 2049-08-25      | 1.5803%  | N/A     | $52006853.00       | $5157342.84        | Agency Collateralized Mortgage Obligation |
| FNMA_22-43B                                                      | 2052-07-25      | 1.0948%  | N/A     | $8786000.00        | $437544.36         | Agency Collateralized Mortgage Obligation |
| FHLMC_4395                                                       | 2026-05-15      | 4.0000%  | N/A     | $1004960.00        | $0.81              | Agency Collateralized Mortgage Obligation |
| FHLMC_5543A                                                      | 2055-06-25      | 0.6948%  | N/A     | $504098090.00      | $16146515.89       | Agency Collateralized Mortgage Obligation |
| FNMA_21-70C                                                      | 2051-10-25      | 4.0000%  | N/A     | $90846523.00       | $10175380.80       | Agency Collateralized Mortgage Obligation |
| FHLMC_4820C                                                      | 2048-03-15      | 1.7817%  | N/A     | $25941382.00       | $460658.52         | Agency Collateralized Mortgage Obligation |
| FHLMC_5531D                                                      | 2050-10-25      | 3.0000%  | N/A     | $786666.00         | $133708.18         | Agency Collateralized Mortgage Obligation |
| FHLMC_5416B                                                      | 2054-06-25      | 1.4948%  | N/A     | $50000000.00       | $2105641.29        | Agency Collateralized Mortgage Obligation |
| FNMA_25-27E                                                      | 2049-08-25      | 4.5000%  | N/A     | $535378.00         | $95916.20          | Agency Collateralized Mortgage Obligation |
| FHMS_K083                                                        | 2028-10-25      | 2.3689%  | N/A     | $28128058.00       | $2002388.13        | Agency Collateralized Mortgage Obligation |
| GNMA_21-51                                                       | 2062-10-16      | 1.0120%  | N/A     | $12900000.00       | $745418.86         | Agency Collateralized Mortgage Obligation |
| FHMS_K063                                                        | 2027-02-25      | 0.0000%  | N/A     | $25736894.00       | $849675.14         | Agency Collateralized Mortgage Obligation |
| FNMA_20-95A                                                      | 2047-12-25      | 4.0000%  | N/A     | $40026590.00       | $4413163.62        | Agency Collateralized Mortgage Obligation |
| GNMA_21-112                                                      | 2063-10-16      | 0.9895%  | N/A     | $22000000.00       | $1217529.14        | Agency Collateralized Mortgage Obligation |
| FHLMC_5558A                                                      | 2055-07-25      | 0.0000%  | N/A     | $45957448.00       | $34785422.18       | Agency Collateralized Mortgage Obligation |
| FHLMC_4094                                                       | 2042-08-15      | 1.6317%  | N/A     | $15661571.00       | $317270.90         | Agency Collateralized Mortgage Obligation |
| GNMA_15-107                                                      | 2057-03-16      | 0.5018%  | N/A     | $64102666.00       | $220340.46         | Agency Collateralized Mortgage Obligation |
| FNMA_25-27C                                                      | 2050-06-25      | 4.0000%  | N/A     | $1371181.00        | $258138.26         | Agency Collateralized Mortgage Obligation |
| FHLMC_5158E                                                      | 2035-05-25      | 3.0000%  | N/A     | $79247133.00       | $3480497.09        | Agency Collateralized Mortgage Obligation |
| FREMF_K-158                                                      | 2033-07-25      | 10.3892% | N/A     | $17252021.00       | $6975978.32        | Agency Collateralized Mortgage Obligation |
| FHLMC_5539C                                                      | 2055-05-25      | 0.7282%  | N/A     | $150000000.00      | $5029364.50        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K104             | 2047-02-25      | 1.9579%  | N/A     | $7599992.00        | $582677.73         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-30              | 2053-09-16      | 0.5328%  | N/A     | $100000000.00      | $176443.89         | Agency Collateralized Mortgage Obligation |
| FNMA_25-8C                                                       | 2055-02-25      | 0.7948%  | N/A     | $77000000.00       | $2260507.61        | Agency Collateralized Mortgage Obligation |
| FHSTR_390                                                        | 2037-04-15      | 2.0000%  | N/A     | $5041017.00        | $310324.87         | Agency Collateralized Mortgage Obligation |
| FHLMC_4954A                                                      | 2050-02-25      | 1.6303%  | N/A     | $136016008.00      | $4536935.13        | Agency Collateralized Mortgage Obligation |

### Security 11: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B54R6, C.4 - ISIN: US3130B54R67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $399996180.00
- **C.18.a - Value (excl. sponsor support):** $399996180.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Fixed Income Clearing Corporation - BNY

- **C.1 - Title:** Fixed Income Clearing Corporation - BNY
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDM7EK03
- **C.18 - Value (incl. sponsor support):** $4750000000.00
- **C.18.a - Value (excl. sponsor support):** $4750000000.00
- **C.19 - Percentage of Net Assets:** 2.6100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Moody's: P-1; Fitch: NR; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-01-15      | 2.5000%  | N/A     | $15000000.00       | $23538356.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 0.6250%  | N/A     | $1324761600.00     | $1782412847.16     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | N/A     | $2056000.00        | $2090173.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | N/A     | $16000000.00       | $15751357.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 3.6250%  | N/A     | $75000000.00       | $75046968.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | N/A     | $427489100.00      | $438669026.22      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | N/A     | $2506999900.00     | $2507491271.98     | U.S. Treasuries (including strips) |

### Security 13: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B52Z0, C.4 - ISIN: US3130B52Z02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $906660774.94
- **C.18.a - Value (excl. sponsor support):** $906660774.94
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-12
- **C.13 - Final Legal Maturity Date:** 2025-09-12
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Bank Bonds

- **C.1 - Title:** Federal Home Loan Bank Bonds
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5B72, C.4 - ISIN: US3130B5B721, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $761078930.80
- **C.18.a - Value (excl. sponsor support):** $761078930.80
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2026-03-23
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYDM7EL44
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch: NR; Standard & Poor's: A-1; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | N/A     | $3940666.00        | $4021108.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | N/A     | $14283.00          | $14011.93          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 2.8750%  | N/A     | $1076726.00        | $1072873.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-15      | 4.2500%  | N/A     | $53476.00          | $53929.66          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | N/A     | $14395.00          | $14845.51          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | N/A     | $5252313.00        | $4512936.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | N/A     | $351840.00         | $353624.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | N/A     | $1188905.00        | $1210430.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.7500%  | N/A     | $200381.00         | $194230.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | N/A     | $358431.00         | $331576.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-15      | 4.0000%  | N/A     | $83052.00          | $83123.07          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | N/A     | $2934442.00        | $2953319.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | N/A     | $48548.00          | $47793.17          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-07-15      | 3.0000%  | N/A     | $1098278.00        | $1112479.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | N/A     | $76121.00          | $71107.21          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | N/A     | $314.00            | $298.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 4.5000%  | N/A     | $1169857.00        | $1200008.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | N/A     | $3494285.00        | $3494970.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | N/A     | $3962795.00        | $3827914.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | N/A     | $864181.00         | $873597.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | N/A     | $59369.00          | $55820.04          | U.S. Treasuries (including strips) |

### Security 16: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1679297746.41
- **C.18.a - Value (excl. sponsor support):** $1679297746.41
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **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: P-1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 17: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BYDM7EKP8
- **C.18 - Value (incl. sponsor support):** $794000000.00
- **C.18.a - Value (excl. sponsor support):** $794000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA_19-38E                                          | 2049-03-20      | 1.6179%  | N/A     | $38282717.00       | $486122.23         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2043-06-20      | 3.0000%  | N/A     | $186000.00         | $128341.93         | Agency Mortgage-Backed Securities         |
| GNMA_14-41                                           | 2044-03-16      | 2.3238%  | N/A     | $30000000.00       | $285788.70         | Agency Collateralized Mortgage Obligation |
| GNMA_25-110A                                         | 2055-06-20      | 0.8955%  | N/A     | $80000000.00       | $2819179.56        | Agency Collateralized Mortgage Obligation |
| GNMA_24-168A                                         | 2054-10-20      | 1.1782%  | N/A     | $175000000.00      | $9528327.73        | Agency Collateralized Mortgage Obligation |
| GNMA_17-117                                          | 2047-08-20      | 1.7679%  | N/A     | $29041714.00       | $1253576.57        | Agency Collateralized Mortgage Obligation |
| GNMA_24-22H                                          | 2054-02-20      | 0.0200%  | N/A     | $50000000.00       | $14216.80          | Agency Collateralized Mortgage Obligation |
| GNMA_23-116K                                         | 2053-08-20      | 6.0000%  | N/A     | $11384000.00       | $12989390.26       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5215    | 2052-04-25      | 0.0000%  | N/A     | $49872778.00       | $136347.70         | Agency Collateralized Mortgage Obligation |
| GNMA_21-177C                                         | 2051-10-20      | 3.0000%  | N/A     | $84166666.00       | $7034380.74        | Agency Collateralized Mortgage Obligation |
| GNMA_20-102D                                         | 2050-07-20      | 1.7679%  | N/A     | $3328000.00        | $156924.48         | Agency Collateralized Mortgage Obligation |
| GNMA_24-22B                                          | 2051-12-20      | 3.0000%  | N/A     | $70000000.00       | $6049463.12        | Agency Collateralized Mortgage Obligation |
| GNMA_21-78S                                          | 2051-05-20      | 5.0000%  | N/A     | $13020665.00       | $1411931.88        | Agency Collateralized Mortgage Obligation |
| GNMA_23-168A                                         | 2053-11-20      | 0.0100%  | N/A     | $50000000.00       | $5939.62           | Agency Collateralized Mortgage Obligation |
| GNMA_13-34                                           | 2038-04-20      | 0.3500%  | N/A     | $22733674.00       | $2731.36           | Agency Collateralized Mortgage Obligation |
| GNMA_15-152E                                         | 2045-08-20      | 0.0000%  | N/A     | $26566916.00       | $24951.37          | Agency Collateralized Mortgage Obligation |
| GNMA_11-69                                           | 2041-05-20      | 0.9479%  | N/A     | $2855000.00        | $9306.94           | Agency Collateralized Mortgage Obligation |
| GNMA_24-45G                                          | 2054-03-20      | 5.5000%  | N/A     | $21710000.00       | $4631762.76        | Agency Collateralized Mortgage Obligation |
| FHLMC_5138E                                          | 2047-09-25      | 0.0500%  | N/A     | $13991131.00       | $16657.96          | Agency Collateralized Mortgage Obligation |
| GNMA_23-149H                                         | 2052-03-20      | 3.0000%  | N/A     | $50074480.00       | $5958909.43        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2059-02-15      | 5.5400%  | N/A     | $2000000.00        | $2060116.51        | Agency Mortgage-Backed Securities         |
| GNMA_23-168F                                         | 2051-11-20      | 3.0000%  | N/A     | $110178523.00      | $15694426.06       | Agency Collateralized Mortgage Obligation |
| GNMA_21-78                                           | 2051-05-20      | 4.0000%  | N/A     | $13364372.00       | $1175693.01        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2058-09-15      | 5.0000%  | N/A     | $500000.00         | $494925.14         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5007    | 2050-08-25      | 5.0000%  | N/A     | $80082979.00       | $4819081.72        | Agency Collateralized Mortgage Obligation |
| FHLMC_5551B                                          | 2055-06-25      | 0.7948%  | N/A     | $150000000.00      | $6588058.95        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5134    | 2051-08-25      | 4.5000%  | N/A     | $30804477.00       | $3424637.88        | Agency Collateralized Mortgage Obligation |
| GNMA_24-134J                                         | 2053-12-20      | 0.2500%  | N/A     | $80188113.00       | $250112.25         | Agency Collateralized Mortgage Obligation |
| GNMA_19-110                                          | 2049-09-20      | 3.5000%  | N/A     | $127000000.00      | $3587750.86        | Agency Collateralized Mortgage Obligation |
| GNMA_24-22E                                          | 2050-09-20      | 0.0500%  | N/A     | $38974879.00       | $74909.52          | Agency Collateralized Mortgage Obligation |
| GNMA_24-168D                                         | 2054-10-20      | 0.0300%  | N/A     | $50000000.00       | $32386.90          | Agency Collateralized Mortgage Obligation |
| GNMA_23-25G                                          | 2051-08-20      | 3.0000%  | N/A     | $22124287.00       | $2495038.45        | Agency Collateralized Mortgage Obligation |
| GNMA_25-46B                                          | 2055-03-20      | 0.0700%  | N/A     | $50000000.00       | $95682.25          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2055-01-15      | 5.5100%  | N/A     | $8003900.00        | $8254753.12        | Agency Mortgage-Backed Securities         |
| GNMA_19-153B                                         | 2049-12-20      | 1.6179%  | N/A     | $11185079.00       | $501610.47         | Agency Collateralized Mortgage Obligation |
| GNMA_21-91C                                          | 2051-05-20      | 3.0000%  | N/A     | $66375000.00       | $5369924.68        | Agency Collateralized Mortgage Obligation |
| GNMA_24-203C                                         | 2054-10-20      | 6.0000%  | N/A     | $3161608.00        | $932849.30         | Agency Collateralized Mortgage Obligation |
| GNMA_23-168E                                         | 2051-10-20      | 3.0000%  | N/A     | $125328801.00      | $18749450.34       | Agency Collateralized Mortgage Obligation |
| GNMA_16-75H                                          | 2040-09-20      | 6.0000%  | N/A     | $25825640.00       | $353734.64         | Agency Collateralized Mortgage Obligation |
| GNMA_23-69D                                          | 2053-05-20      | 0.1100%  | N/A     | $25000000.00       | $29344.59          | Agency Collateralized Mortgage Obligation |
| GNMA_09-121                                          | 2039-12-16      | 4.5000%  | N/A     | $269500000.00      | $1047976.06        | Agency Collateralized Mortgage Obligation |
| FHLMC_5171F                                          | 2051-12-25      | 3.0000%  | N/A     | $62936833.00       | $5948770.23        | Agency Collateralized Mortgage Obligation |
| GNMA_24-46B                                          | 2052-04-20      | 0.0000%  | N/A     | $281702770.00      | $910803.30         | Agency Collateralized Mortgage Obligation |
| GNMA_24-203A                                         | 2054-12-20      | 1.0981%  | N/A     | $75000000.00       | $2784323.41        | Agency Collateralized Mortgage Obligation |
| FHLMC_5551B                                          | 2055-06-25      | 0.6948%  | N/A     | $50000000.00       | $1657775.20        | Agency Collateralized Mortgage Obligation |
| FHLMC_5436                                           | 2054-07-25      | 2.7448%  | N/A     | $87500000.00       | $6943182.23        | Agency Collateralized Mortgage Obligation |
| GNMA_24-134C                                         | 2054-08-20      | 1.6381%  | N/A     | $224379061.00      | $11335941.72       | Agency Collateralized Mortgage Obligation |
| GNMA_24-22D                                          | 2051-08-20      | 0.2500%  | N/A     | $31792013.00       | $316199.34         | Agency Collateralized Mortgage Obligation |
| GNMA_16-1C                                           | 2046-01-20      | 1.7679%  | N/A     | $64912745.00       | $1341003.77        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-104 | 2044-06-20      | 1.6679%  | N/A     | $35985862.00       | $1207999.61        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2058-03-15      | 4.7900%  | N/A     | $500000.00         | $487977.30         | Agency Mortgage-Backed Securities         |
| GNMA_21-142F                                         | 2051-08-20      | 3.5000%  | N/A     | $53146829.00       | $5135512.34        | Agency Collateralized Mortgage Obligation |
| GNMA_24-134C                                         | 2054-02-20      | 0.0100%  | N/A     | $24379061.00       | $6350.16           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2059-02-15      | 5.9900%  | N/A     | $500000.00         | $528761.55         | Agency Mortgage-Backed Securities         |
| GNMA_24-46G                                          | 2054-03-20      | 0.9581%  | N/A     | $80000000.00       | $2854002.41        | Agency Collateralized Mortgage Obligation |
| GNMA_14-27                                           | 2044-02-16      | 1.6738%  | N/A     | $57270053.00       | $730975.69         | Agency Collateralized Mortgage Obligation |
| GNMA_13-76                                           | 2043-05-20      | 3.5000%  | N/A     | $195884000.00      | $1265065.92        | Agency Collateralized Mortgage Obligation |
| GNMA_24-46B                                          | 2052-04-20      | 0.0000%  | N/A     | $264071553.00      | $234223.42         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2059-01-15      | 6.5900%  | N/A     | $8000000.00        | $8646284.12        | Agency Mortgage-Backed Securities         |
| GNMA_20-167H                                         | 2050-11-20      | 2.5000%  | N/A     | $88686154.00       | $6782355.88        | Agency Collateralized Mortgage Obligation |
| GNMA_16-42                                           | 2045-11-20      | 0.0000%  | N/A     | $32147304.00       | $303106.60         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2059-09-15      | 5.3300%  | N/A     | $10821910.00       | $10992620.84       | Agency Mortgage-Backed Securities         |
| GNMA_15-1                                            | 2045-01-20      | 1.1679%  | N/A     | $65131833.00       | $655195.74         | Agency Collateralized Mortgage Obligation |
| GNMA_24-142E                                         | 2054-09-20      | 1.6782%  | N/A     | $100000000.00      | $4646298.55        | Agency Collateralized Mortgage Obligation |
| GNMA_23-19A                                          | 2053-02-20      | 6.0000%  | N/A     | $28500000.00       | $2934202.05        | Agency Collateralized Mortgage Obligation |
| GNMA_24-203B                                         | 2054-12-20      | 1.7981%  | N/A     | $50000000.00       | $3714438.98        | Agency Collateralized Mortgage Obligation |
| GNMA_24-46A                                          | 2052-07-20      | 0.0000%  | N/A     | $80698946.00       | $591595.67         | Agency Collateralized Mortgage Obligation |
| GNMA_24-46A                                          | 2052-04-20      | 0.0000%  | N/A     | $17441727.00       | $141797.97         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5138    | 2047-07-25      | 0.0500%  | N/A     | $15533447.00       | $19433.07          | Agency Collateralized Mortgage Obligation |
| FHLMC_5433A                                          | 2054-07-25      | 0.8948%  | N/A     | $50000000.00       | $2406964.88        | Agency Collateralized Mortgage Obligation |
| FHLMC_5387D                                          | 2054-03-25      | 5.5000%  | N/A     | $19808418.00       | $20885269.90       | Agency Collateralized Mortgage Obligation |
| GNMA_24-142A                                         | 2054-09-20      | 1.5881%  | N/A     | $100000000.00      | $6167666.27        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5337    | 2053-09-25      | 1.5948%  | N/A     | $100000000.00      | $4628340.25        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-10-20      | 4.0000%  | N/A     | $1849450.00        | $1655297.90        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2059-09-15      | 5.4800%  | N/A     | $3000000.00        | $3076853.95        | Agency Mortgage-Backed Securities         |
| GNMA_24-142E                                         | 2054-09-20      | 1.1181%  | N/A     | $100000000.00      | $4104528.43        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2058-01-15      | 5.0400%  | N/A     | $4000000.00        | $3969334.08        | Agency Mortgage-Backed Securities         |
| GNMA_24-61P                                          | 2053-10-20      | 0.8982%  | N/A     | $71381618.00       | $1450740.95        | Agency Collateralized Mortgage Obligation |
| FHLMC_4906C                                          | 2049-08-25      | 1.6303%  | N/A     | $56018425.00       | $2129062.61        | Agency Collateralized Mortgage Obligation |
| GNMA_25-5B                                           | 2055-01-20      | 0.9482%  | N/A     | $77306893.00       | $3763608.05        | Agency Collateralized Mortgage Obligation |
| GNMA_16-33G                                          | 2046-03-20      | 1.6679%  | N/A     | $86172451.00       | $2230395.73        | Agency Collateralized Mortgage Obligation |
| FHLMC_5504C                                          | 2055-02-25      | 1.5448%  | N/A     | $53440146.00       | $3790335.82        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4989    | 2050-07-25      | 6.0000%  | N/A     | $23045957.00       | $1676922.84        | Agency Collateralized Mortgage Obligation |
| GNMA_25-5F                                           | 2053-08-20      | 1.6482%  | N/A     | $146894968.00      | $8392092.73        | Agency Collateralized Mortgage Obligation |
| GNMA_23-140C                                         | 2048-06-20      | 1.0629%  | N/A     | $9914899.00        | $664033.39         | Agency Collateralized Mortgage Obligation |
| GNMA_17-57B                                          | 2047-04-20      | 5.0000%  | N/A     | $25000000.00       | $590968.47         | Agency Collateralized Mortgage Obligation |
| FHLMC_5412F                                          | 2054-05-25      | 1.4948%  | N/A     | $35000000.00       | $1502417.15        | Agency Collateralized Mortgage Obligation |
| FHLMC_5338E                                          | 2053-09-25      | 1.6248%  | N/A     | $100000000.00      | $5477765.71        | Agency Collateralized Mortgage Obligation |
| GNMA_24-14B                                          | 2054-01-20      | 0.9981%  | N/A     | $120000000.00      | $3504006.74        | Agency Collateralized Mortgage Obligation |
| GNMA_25-46B                                          | 2055-03-20      | 1.0281%  | N/A     | $115000000.00      | $5992051.82        | Agency Collateralized Mortgage Obligation |
| GNMA_24-30H                                          | 2054-02-20      | 1.5481%  | N/A     | $30000000.00       | $1685048.78        | Agency Collateralized Mortgage Obligation |
| GNMA_25-5F                                           | 2053-06-20      | 0.1000%  | N/A     | $54300345.00       | $112463.39         | Agency Collateralized Mortgage Obligation |
| GNMA_24-168D                                         | 2054-10-20      | 1.1181%  | N/A     | $125000000.00      | $4457097.15        | Agency Collateralized Mortgage Obligation |
| GNMA_15-165                                          | 2045-11-20      | 3.0000%  | N/A     | $6500656.00        | $7318090.69        | Agency Collateralized Mortgage Obligation |
| GNMA_21-199C                                         | 2051-11-20      | 3.5000%  | N/A     | $50172428.00       | $5584834.23        | Agency Collateralized Mortgage Obligation |
| GNMA_25-110E                                         | 2050-01-20      | 3.5000%  | N/A     | $7915951.00        | $2951188.79        | Agency Collateralized Mortgage Obligation |
| GNMA_25-24B                                          | 2055-02-20      | 1.5481%  | N/A     | $43000000.00       | $2447261.87        | Agency Collateralized Mortgage Obligation |
| GNMA_24-167T                                         | 2051-06-20      | 2.3981%  | N/A     | $103667052.00      | $16303782.06       | Agency Collateralized Mortgage Obligation |
| GNMA_25-5A                                           | 2055-01-20      | 2.2481%  | N/A     | $50000000.00       | $3858716.97        | Agency Collateralized Mortgage Obligation |
| FHLMC_5258A                                          | 2052-09-25      | 4.0000%  | N/A     | $17619433.00       | $16683217.02       | Agency Collateralized Mortgage Obligation |
| GNMA_24-185B                                         | 2054-11-20      | 1.6381%  | N/A     | $100000000.00      | $6327974.72        | Agency Collateralized Mortgage Obligation |
| FHLMC_5487C                                          | 2054-12-25      | 0.7948%  | N/A     | $70000000.00       | $2558099.47        | Agency Collateralized Mortgage Obligation |
| GNMA_24-134F                                         | 2050-08-20      | 3.0000%  | N/A     | $115191544.00      | $18374209.59       | Agency Collateralized Mortgage Obligation |
| GNMA_23-82G                                          | 2053-06-20      | 1.6982%  | N/A     | $70000000.00       | $2830977.71        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2058-09-15      | 5.4300%  | N/A     | $500000.00         | $510332.95         | Agency Mortgage-Backed Securities         |
| GNMA_22-23H                                          | 2051-04-20      | 3.0000%  | N/A     | $63488195.00       | $7076278.81        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5138    | 2050-02-25      | 3.5000%  | N/A     | $28341313.00       | $4220130.23        | Agency Collateralized Mortgage Obligation |
| GNMA_21-225C                                         | 2050-03-20      | 0.0000%  | N/A     | $133302452.00      | $317577.66         | Agency Collateralized Mortgage Obligation |
| GNMA_20-101B                                         | 2050-07-20      | 1.7679%  | N/A     | $75209809.00       | $4290270.20        | Agency Collateralized Mortgage Obligation |
| GNMA_20-79H                                          | 2050-06-16      | 4.0000%  | N/A     | $70586435.00       | $5574742.69        | Agency Collateralized Mortgage Obligation |
| GNMA_12-113                                          | 2042-01-20      | 2.3179%  | N/A     | $22004881.00       | $1616.34           | Agency Collateralized Mortgage Obligation |
| GNMA_21-194K                                         | 2051-11-20      | 2.5000%  | N/A     | $25500000.00       | $2196485.84        | Agency Collateralized Mortgage Obligation |
| GNMA_22-137G                                         | 2052-08-20      | 1.6982%  | N/A     | $33333333.00       | $2254670.91        | Agency Collateralized Mortgage Obligation |
| GNMA_24-22H                                          | 2054-02-20      | 6.5000%  | N/A     | $4615384.00        | $382900.24         | Agency Collateralized Mortgage Obligation |
| FHLMC_5171B                                          | 2051-12-25      | 3.0000%  | N/A     | $28028479.00       | $3809397.59        | Agency Collateralized Mortgage Obligation |
| GNMA_19-20C                                          | 2049-02-20      | 3.2500%  | N/A     | $564430.00         | $562982.39         | Agency Collateralized Mortgage Obligation |
| GNMA_21-125C                                         | 2051-07-20      | 2.5000%  | N/A     | $35173200.00       | $2533835.94        | Agency Collateralized Mortgage Obligation |
| GNMA_14-94                                           | 2038-02-20      | 0.2000%  | N/A     | $20173198.00       | $6125.55           | Agency Collateralized Mortgage Obligation |
| GNMA_21-78E                                          | 2051-05-20      | 4.5000%  | N/A     | $18097071.00       | $1621038.59        | Agency Collateralized Mortgage Obligation |
| GNMA_24-142D                                         | 2053-10-20      | 1.1181%  | N/A     | $250000000.00      | $6365397.53        | Agency Collateralized Mortgage Obligation |
| GNMA_03-41A                                          | 2033-05-20      | 3.2679%  | N/A     | $25000000.00       | $838.25            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-8   | 2039-02-16      | 1.6738%  | N/A     | $128571429.00      | $321053.20         | Agency Collateralized Mortgage Obligation |
| GNMA_24-69B                                          | 2054-04-20      | 0.0500%  | N/A     | $24744000.00       | $31535.35          | Agency Collateralized Mortgage Obligation |
| GNMA_25-110G                                         | 2050-02-20      | 3.0000%  | N/A     | $13488571.00       | $2055829.08        | Agency Collateralized Mortgage Obligation |
| FHLMC_5412D                                          | 2054-05-25      | 0.0200%  | N/A     | $50000000.00       | $14944.75          | Agency Collateralized Mortgage Obligation |
| GNMA_25-46F                                          | 2055-03-20      | 1.7482%  | N/A     | $37500000.00       | $3613203.02        | Agency Collateralized Mortgage Obligation |
| FHLMC_4950F                                          | 2048-09-25      | 0.1000%  | N/A     | $6406947.00        | $5097.68           | Agency Collateralized Mortgage Obligation |
| FHLMC_5441H                                          | 2054-06-25      | 5.5000%  | N/A     | $11313993.00       | $11503378.32       | Agency Collateralized Mortgage Obligation |
| GNMA_24-155A                                         | 2054-09-20      | 1.6982%  | N/A     | $82459203.00       | $5580940.21        | Agency Collateralized Mortgage Obligation |
| GNMA_14-100                                          | 2044-07-20      | 0.0000%  | N/A     | $2626210.00        | $160149.00         | Agency Collateralized Mortgage Obligation |
| FHLMC_5522A                                          | 2055-03-25      | 1.6448%  | N/A     | $202044975.00      | $11428299.21       | Agency Collateralized Mortgage Obligation |
| GNMA_25-110F                                         | 2051-05-20      | 2.5000%  | N/A     | $11153542.00       | $1542087.47        | Agency Collateralized Mortgage Obligation |
| GNMA_23-59C                                          | 2051-12-20      | 0.0000%  | N/A     | $33039521.00       | $868336.29         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2059-09-15      | 4.8200%  | N/A     | $11262800.00       | $11041216.48       | Agency Mortgage-Backed Securities         |
| GNMA_25-90J                                          | 2055-05-20      | 1.5981%  | N/A     | $50000000.00       | $3599327.34        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-26  | 2040-02-20      | 1.8179%  | N/A     | $100000.00         | $436.01            | Agency Collateralized Mortgage Obligation |
| FHLMC_5163E                                          | 2051-09-25      | 4.0000%  | N/A     | $29835262.00       | $3591910.21        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2058-04-15      | 5.1200%  | N/A     | $500000.00         | $497436.67         | Agency Mortgage-Backed Securities         |
| FHLMC_5394B                                          | 2054-03-25      | 2.6948%  | N/A     | $78809211.00       | $5631733.46        | Agency Collateralized Mortgage Obligation |
| GNMA_25-71B                                          | 2055-04-20      | 0.8481%  | N/A     | $125000000.00      | $5881494.84        | Agency Collateralized Mortgage Obligation |
| GNMA_23-122C                                         | 2053-08-20      | 0.0500%  | N/A     | $40000000.00       | $24533.86          | Agency Collateralized Mortgage Obligation |
| GNMA_12-84F                                          | 2042-07-16      | 1.6238%  | N/A     | $83772143.00       | $2911795.03        | Agency Collateralized Mortgage Obligation |
| GNMA_21-146                                          | 2045-12-20      | 4.0000%  | N/A     | $21629518.00       | $2186510.61        | Agency Collateralized Mortgage Obligation |
| GNMA_24-134P                                         | 2054-07-20      | 1.5981%  | N/A     | $57668708.00       | $3233451.39        | Agency Collateralized Mortgage Obligation |
| GNMA_23-183D                                         | 2053-12-20      | 1.6482%  | N/A     | $75000000.00       | $3556884.07        | Agency Collateralized Mortgage Obligation |
| GNMA_24-69B                                          | 2054-04-20      | 0.0500%  | N/A     | $24744000.00       | $31556.01          | Agency Collateralized Mortgage Obligation |
| FHLMC_5444C                                          | 2054-08-25      | 1.5748%  | N/A     | $110180020.00      | $5996819.27        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2058-07-15      | 5.0900%  | N/A     | $500000.00         | $497386.38         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5337    | 2053-09-25      | 0.0500%  | N/A     | $36666667.00       | $26977.56          | Agency Collateralized Mortgage Obligation |
| GNMA_21-155S                                         | 2051-09-20      | 5.0000%  | N/A     | $44393316.00       | $4746918.18        | Agency Collateralized Mortgage Obligation |
| GNMA_24-142B                                         | 2054-09-20      | 0.0500%  | N/A     | $5000000.00        | $5115.88           | Agency Collateralized Mortgage Obligation |
| GNMA_24-46A                                          | 2052-06-20      | 0.0000%  | N/A     | $26949694.00       | $69046.96          | Agency Collateralized Mortgage Obligation |
| GNMA_21-130E                                         | 2051-07-20      | 0.0000%  | N/A     | $39142904.00       | $726675.60         | Agency Collateralized Mortgage Obligation |
| GNMA_18-122A                                         | 2043-05-20      | 3.5000%  | N/A     | $46259539.00       | $2243038.16        | Agency Collateralized Mortgage Obligation |
| GNMA_25-27A                                          | 2055-02-20      | 0.0000%  | N/A     | $100000000.00      | $29062.49          | Agency Collateralized Mortgage Obligation |
| GNMA_21-197C                                         | 2051-11-20      | 3.0000%  | N/A     | $100000000.00      | $6141892.86        | Agency Collateralized Mortgage Obligation |
| FHLMC_5395A                                          | 2054-03-25      | 6.0000%  | N/A     | $10410354.00       | $1943970.00        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5097                               | 2051-04-25      | 0.5000%  | N/A     | $20408166.00       | $274575.90         | Agency Collateralized Mortgage Obligation |
| GNMA_25-90B                                          | 2055-05-20      | 0.0000%  | N/A     | $200000000.00      | $3073005.14        | Agency Collateralized Mortgage Obligation |
| GNMA_21-187E                                         | 2051-10-20      | 3.0000%  | N/A     | $1000.00           | $826.41            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2058-01-15      | 5.3800%  | N/A     | $1000000.00        | $1008760.91        | Agency Mortgage-Backed Securities         |
| GNMA_25-90J                                          | 2055-05-20      | 0.8982%  | N/A     | $50000000.00       | $2440582.91        | Agency Collateralized Mortgage Obligation |
| FHLMC_5380                                           | 2054-02-25      | 0.6000%  | N/A     | $22562578.00       | $189588.61         | Agency Collateralized Mortgage Obligation |
| GNMA_25-90D                                          | 2055-05-20      | 0.8481%  | N/A     | $163449087.00      | $7780068.53        | Agency Collateralized Mortgage Obligation |
| GNMA_24-142Q                                         | 2053-10-20      | 1.1682%  | N/A     | $250000000.00      | $6522635.23        | Agency Collateralized Mortgage Obligation |
| FHLMC_5192C                                          | 2051-11-25      | 3.0000%  | N/A     | $38179206.00       | $2905714.05        | Agency Collateralized Mortgage Obligation |
| FHLMC_5358A                                          | 2053-11-25      | 2.0948%  | N/A     | $26923076.00       | $1745520.75        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-106 | 2039-11-20      | 1.9179%  | N/A     | $142784000.00      | $457528.71         | Agency Collateralized Mortgage Obligation |
| FHLMC_5551A                                          | 2055-06-25      | 2.1448%  | N/A     | $50000000.00       | $3797844.65        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5322    | 2051-10-25      | 3.0000%  | N/A     | $19000000.00       | $2358344.36        | Agency Collateralized Mortgage Obligation |
| GNMA_25-46A                                          | 2055-03-20      | 1.0481%  | N/A     | $50000000.00       | $2276658.82        | Agency Collateralized Mortgage Obligation |
| FHLMC_5098D                                          | 2051-04-25      | 0.0000%  | N/A     | $52000000.00       | $16177.91          | Agency Collateralized Mortgage Obligation |
| GNMA_25-44M                                          | 2055-03-20      | 0.9981%  | N/A     | $50500000.00       | $2326558.54        | Agency Collateralized Mortgage Obligation |
| FHLMC_5395B                                          | 2054-04-25      | 1.5948%  | N/A     | $50000000.00       | $2232780.46        | Agency Collateralized Mortgage Obligation |
| GNMA_15-20                                           | 2045-02-20      | 1.1679%  | N/A     | $57578855.00       | $562740.72         | Agency Collateralized Mortgage Obligation |
| GNMA_25-110C                                         | 2055-06-20      | 0.0000%  | N/A     | $133333334.00      | $1999200.01        | Agency Collateralized Mortgage Obligation |
| GNMA_24-168D                                         | 2054-10-20      | 0.0300%  | N/A     | $25000000.00       | $16009.74          | Agency Collateralized Mortgage Obligation |
| GNMA_21-193M                                         | 2050-09-20      | 2.5000%  | N/A     | $6609621.00        | $685756.97         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-116 | 2040-09-20      | 2.1779%  | N/A     | $43058548.00       | $730738.09         | Agency Collateralized Mortgage Obligation |
| GNMA_18-51A                                          | 2048-04-20      | 1.7679%  | N/A     | $30888200.00       | $1226973.77        | Agency Collateralized Mortgage Obligation |
| GNMA_24-142C                                         | 2054-09-20      | 2.3481%  | N/A     | $80000000.00       | $7247118.31        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-05-20      | 3.0000%  | N/A     | $219000.00         | $138393.77         | Agency Mortgage-Backed Securities         |
| GNMA_23-19M                                          | 2053-02-20      | 1.9982%  | N/A     | $49000000.00       | $2228524.65        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-78  | 2051-08-20      | 3.0000%  | N/A     | $153000000.00      | $18046682.83       | Agency Collateralized Mortgage Obligation |
| GNMA_24-142B                                         | 2054-09-20      | 0.0100%  | N/A     | $35000000.00       | $7162.24           | Agency Collateralized Mortgage Obligation |
| GNMA_20-1E                                           | 2050-01-20      | 1.6179%  | N/A     | $19880943.00       | $1667502.66        | Agency Collateralized Mortgage Obligation |
| GNMA_25-5F                                           | 2053-06-20      | 0.2000%  | N/A     | $50422056.00       | $188386.12         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2059-06-15      | 5.8000%  | N/A     | $7000000.00        | $7334562.32        | Agency Mortgage-Backed Securities         |
| FHLMC_5136                                           | 2051-02-25      | 2.5000%  | N/A     | $43508000.00       | $3966199.01        | Agency Collateralized Mortgage Obligation |
| GNMA_24-46E                                          | 2048-12-20      | 0.1000%  | N/A     | $17641475.00       | $73804.27          | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5069                               | 2041-02-25      | 3.5000%  | N/A     | $11377822.00       | $794235.20         | Agency Collateralized Mortgage Obligation |
| GNMA_14-37                                           | 2044-03-20      | 1.1779%  | N/A     | $90727657.00       | $484609.84         | Agency Collateralized Mortgage Obligation |
| GNMA_25-83H                                          | 2055-05-20      | 1.4482%  | N/A     | $20000000.00       | $1397532.93        | Agency Collateralized Mortgage Obligation |
| FHLMC_5487C                                          | 2054-12-25      | 2.7948%  | N/A     | $50000000.00       | $4565493.20        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2062-08-20      | 6.0000%  | N/A     | $3398933.00        | $3222555.81        | Agency Mortgage-Backed Securities         |
| GNMA_24-94C                                          | 2054-06-20      | 2.3481%  | N/A     | $100000000.00      | $7252785.78        | Agency Collateralized Mortgage Obligation |
| GNMA_21-119K                                         | 2051-07-20      | 2.5000%  | N/A     | $27716780.00       | $2422469.91        | Agency Collateralized Mortgage Obligation |
| FHLMC_5504E                                          | 2054-02-25      | 2.0948%  | N/A     | $109076657.00      | $5777319.44        | Agency Collateralized Mortgage Obligation |
| GNMA_13-34                                           | 2039-12-16      | 0.3500%  | N/A     | $18588118.00       | $3006.02           | Agency Collateralized Mortgage Obligation |
| FHLMC_4899C                                          | 2044-09-25      | 1.6804%  | N/A     | $42418596.00       | $1207392.42        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-05-20      | 4.5000%  | N/A     | $860013.00         | $37643.98          | Agency Mortgage-Backed Securities         |
| GNMA_24-89A                                          | 2054-05-20      | 2.8981%  | N/A     | $68104006.00       | $5892380.49        | Agency Collateralized Mortgage Obligation |
| GNMA_24-46F                                          | 2049-06-20      | 4.5000%  | N/A     | $30005441.00       | $8266896.99        | Agency Collateralized Mortgage Obligation |
| GNMA_25-5F                                           | 2053-07-20      | 0.0500%  | N/A     | $18475546.00       | $18194.36          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-10-20      | 5.0000%  | N/A     | $1135754.00        | $5464.49           | Agency Mortgage-Backed Securities         |
| GNMA_24-46C                                          | 2052-01-20      | 0.0000%  | N/A     | $98438929.00       | $331658.63         | Agency Collateralized Mortgage Obligation |
| GNMA_24-46E                                          | 2049-02-20      | 1.6179%  | N/A     | $32705658.00       | $3011409.40        | Agency Collateralized Mortgage Obligation |
| GNMA_24-116A                                         | 2054-07-20      | 2.2982%  | N/A     | $90000000.00       | $6998665.21        | Agency Collateralized Mortgage Obligation |
| GNMA_24-46G                                          | 2054-03-20      | 0.0300%  | N/A     | $25000000.00       | $18746.74          | Agency Collateralized Mortgage Obligation |
| GNMA_21-116H                                         | 2051-07-20      | 3.5000%  | N/A     | $29374570.00       | $3882786.38        | Agency Collateralized Mortgage Obligation |
| GNMA_24-203B                                         | 2054-12-20      | 1.7981%  | N/A     | $50000000.00       | $3831165.93        | Agency Collateralized Mortgage Obligation |
| GNMA_24-185A                                         | 2054-11-20      | 0.1482%  | N/A     | $100000000.00      | $1206650.73        | Agency Collateralized Mortgage Obligation |
| GNMA_25-27A                                          | 2055-02-20      | 0.0700%  | N/A     | $50000000.00       | $86777.91          | Agency Collateralized Mortgage Obligation |
| GNMA_23-59B                                          | 2052-01-20      | 0.0000%  | N/A     | $819363159.00      | $229338.88         | Agency Collateralized Mortgage Obligation |
| GNMA_24-134P                                         | 2054-07-20      | 0.1500%  | N/A     | $33174082.00       | $90319.76          | Agency Collateralized Mortgage Obligation |
| GNMA_25-110P                                         | 2055-06-20      | 0.1468%  | N/A     | $100000000.00      | $1753778.06        | Agency Collateralized Mortgage Obligation |
| GNMA_24-142B                                         | 2054-09-20      | 1.0381%  | N/A     | $135000000.00      | $3281685.81        | Agency Collateralized Mortgage Obligation |
| GNMA_24-168E                                         | 2051-06-20      | 3.0000%  | N/A     | $150990857.00      | $24073927.33       | Agency Collateralized Mortgage Obligation |
| GNMA_25-5E                                           | 2051-04-20      | 3.5000%  | N/A     | $117145386.00      | $21765456.58       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2059-08-15      | 5.5000%  | N/A     | $2000000.00        | $2052795.23        | Agency Mortgage-Backed Securities         |
| GNMA_25-90C                                          | 2055-05-20      | 0.0000%  | N/A     | $100000000.00      | $1630798.86        | Agency Collateralized Mortgage Obligation |
| GNMA_21-121G                                         | 2051-07-16      | 4.2500%  | N/A     | $52906952.00       | $4397905.48        | Agency Collateralized Mortgage Obligation |
| GNMA_17-162F                                         | 2047-10-20      | 0.0000%  | N/A     | $125000000.00      | $621800.00         | Agency Collateralized Mortgage Obligation |
| GNMA_24-168C                                         | 2054-10-20      | 1.1482%  | N/A     | $50000000.00       | $2818831.15        | Agency Collateralized Mortgage Obligation |
| GNMA_21-154B                                         | 2051-09-20      | 2.5000%  | N/A     | $33659165.00       | $2401191.38        | Agency Collateralized Mortgage Obligation |
| GNMA_20-86H                                          | 2050-06-20      | 1.1500%  | N/A     | $27169811.00       | $611501.71         | Agency Collateralized Mortgage Obligation |
| FHLMC_5504B                                          | 2055-02-25      | 0.1300%  | N/A     | $30000000.00       | $85057.83          | Agency Collateralized Mortgage Obligation |
| GNMA_24-92A                                          | 2054-05-20      | 0.9482%  | N/A     | $70000000.00       | $2286042.29        | Agency Collateralized Mortgage Obligation |
| GNMA_24-168B                                         | 2054-10-20      | 1.1081%  | N/A     | $225000000.00      | $10868799.85       | Agency Collateralized Mortgage Obligation |
| GNMA_25-90A                                          | 2055-05-20      | 0.0000%  | N/A     | $200000000.00      | $3372599.44        | Agency Collateralized Mortgage Obligation |
| FHLMC_5422C                                          | 2049-10-25      | 1.6303%  | N/A     | $30403981.00       | $3290588.39        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5018                               | 2050-10-25      | 5.5000%  | N/A     | $25754366.00       | $1703700.94        | Agency Collateralized Mortgage Obligation |
| GNMA_24-94B                                          | 2054-06-20      | 1.0481%  | N/A     | $67567336.00       | $2746240.21        | Agency Collateralized Mortgage Obligation |
| FHLMC_5297B                                          | 2053-03-25      | 6.0000%  | N/A     | $9044966.00        | $1170471.66        | Agency Collateralized Mortgage Obligation |
| GNMA_25-5C                                           | 2055-01-20      | 1.6982%  | N/A     | $50000000.00       | $3747147.62        | Agency Collateralized Mortgage Obligation |
| GNMA_23-168C                                         | 2051-06-20      | 2.5000%  | N/A     | $94219428.00       | $9063516.66        | Agency Collateralized Mortgage Obligation |
| FHLMC_5331B                                          | 2053-07-25      | 1.6948%  | N/A     | $100000000.00      | $4142914.77        | Agency Collateralized Mortgage Obligation |
| GNMA_24-22L                                          | 2043-02-16      | 0.2500%  | N/A     | $9801437.00        | $6599564.55        | Agency Collateralized Mortgage Obligation |
| FHLMC_5352D                                          | 2053-11-25      | 0.0000%  | N/A     | $7142858.00        | $3653848.07        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2059-08-15      | 5.9500%  | N/A     | $9000000.00        | $9545806.04        | Agency Mortgage-Backed Securities         |
| GNMA_24-134E                                         | 2054-08-20      | 1.6482%  | N/A     | $75000000.00       | $5000547.49        | Agency Collateralized Mortgage Obligation |
| GNMA_25-110B                                         | 2055-06-20      | 0.0000%  | N/A     | $100000000.00      | $1749100.00        | Agency Collateralized Mortgage Obligation |
| GNMA_14-66                                           | 2044-05-16      | 1.1738%  | N/A     | $90187500.00       | $326490.30         | Agency Collateralized Mortgage Obligation |
| GNMA_24-30H                                          | 2054-02-20      | 1.5481%  | N/A     | $31000000.00       | $1741217.08        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4950    | 2048-03-25      | 0.1000%  | N/A     | $18495700.00       | $17038.11          | Agency Collateralized Mortgage Obligation |
| GNMA_23-140B                                         | 2053-09-20      | 0.0300%  | N/A     | $27598380.00       | $10266.52          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2059-09-15      | 5.9200%  | N/A     | $3441686.00        | $3638797.41        | Agency Mortgage-Backed Securities         |
| GNMA_25-1W                                           | 2055-01-20      | 1.5981%  | N/A     | $41300000.00       | $2310447.46        | Agency Collateralized Mortgage Obligation |
| GNMA_25-110D                                         | 2049-12-20      | 3.0000%  | N/A     | $5473270.00        | $923152.73         | Agency Collateralized Mortgage Obligation |
| GNMA_25-27B                                          | 2055-02-20      | 1.6482%  | N/A     | $100000000.00      | $6277514.23        | Agency Collateralized Mortgage Obligation |

### Security 18: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2941992899.82
- **C.18.a - Value (excl. sponsor support):** $2941992899.82
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 19: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $443959914.34
- **C.18.a - Value (excl. sponsor support):** $443959914.34
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 20: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6VB9, C.4 - ISIN: US3130B6VB92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $627098965.29
- **C.18.a - Value (excl. sponsor support):** $627098965.29
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: 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 21: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6TL0, C.4 - ISIN: US3130B6TL03, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $213650224.33
- **C.18.a - Value (excl. sponsor support):** $213650224.33
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Mortgage Corp. Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBPD7, C.4 - ISIN: US3134HBPD74, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $266697583.70
- **C.18.a - Value (excl. sponsor support):** $266697583.70
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Deutsche Bank AG

- **C.1 - Title:** Deutsche Bank AG
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: BYDM8LWS2
- **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:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | N/A     | $6830200.00        | $6665447.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | N/A     | $332568400.00      | $299334602.66      | U.S. Treasuries (including strips) |

### Security 24: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B56E3, C.4 - ISIN: US3130B56E37, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249998132.50
- **C.18.a - Value (excl. sponsor support):** $249998132.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-23
- **C.13 - Final Legal Maturity Date:** 2025-07-23
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: 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 25: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ46, C.4 - ISIN: US3133ERQ466, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $110297042.86
- **C.18.a - Value (excl. sponsor support):** $110297042.86
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: 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 26: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR94, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99654634.94
- **C.18.a - Value (excl. sponsor support):** $99654634.94
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: 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 27: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBQ3, C.4 - ISIN: US91282CBQ33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $357778049.49
- **C.18.a - Value (excl. sponsor support):** $357778049.49
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **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:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 28: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYD20CSR1
- **C.18 - Value (incl. sponsor support):** $1845000000.00
- **C.18.a - Value (excl. sponsor support):** $1845000000.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: P-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 2 | 2052-03-20      | 2.5000%  | N/A     | $1503223808.00     | $977285631.29      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2033-10-20      | 8.0000%  | N/A     | $110843.00         | $7810.69           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-10-20      | 5.0000%  | N/A     | $150929.00         | $5577.40           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-06-20      | 4.5000%  | N/A     | $4836710.00        | $332784.36         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-09-20      | 6.5000%  | N/A     | $46937.00          | $48663.81          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-04-20      | 5.0000%  | N/A     | $330000.00         | $31309.84          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 5.5000%  | N/A     | $1206462.00        | $1228066.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2062-03-15      | 3.1000%  | N/A     | $76954.00          | $66565.57          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-10-20      | 4.5000%  | N/A     | $815000.00         | $43186.83          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.0000%  | N/A     | $16799200.00       | $16977810.49       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-12-20      | 3.0000%  | N/A     | $114000.00         | $63981.15          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2037-09-20      | 4.5000%  | N/A     | $243418.00         | $130076.18         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-07-20      | 4.5000%  | N/A     | $250000.00         | $17350.72          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2035-10-20      | 5.5000%  | N/A     | $694016.00         | $62362.17          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2033-12-20      | 8.0000%  | N/A     | $184393.00         | $11382.29          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-11-20      | 2.5000%  | N/A     | $405809.00         | $50421.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2033-03-20      | 2.5000%  | N/A     | $92136.00          | $48290.71          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-01-20      | 3.0000%  | N/A     | $244820224.00      | $158214421.07      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-12-15      | 5.5900%  | N/A     | $925564.00         | $960481.07         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.0000%  | N/A     | $1238120.00        | $1281855.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-11-15      | 4.9800%  | N/A     | $688500.00         | $682468.91         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-09-20      | 7.0000%  | N/A     | $1134310.00        | $1097481.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-11-15      | 5.0000%  | N/A     | $1499294.00        | $1481737.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2037-11-20      | 4.0000%  | N/A     | $146017.00         | $94317.15          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2036-02-20      | 4.0000%  | N/A     | $308090.00         | $210453.75         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2031-10-20      | 7.0000%  | N/A     | $28746.00          | $5092.63           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 6.5000%  | N/A     | $4206904.00        | $4244789.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.0000%  | N/A     | $4235616.00        | $4370572.60        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2032-11-20      | 3.0000%  | N/A     | $355977.00         | $43912.16          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 5.0000%  | N/A     | $1634830.00        | $1614143.84        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-10-20      | 4.5000%  | N/A     | $200000.00         | $19864.43          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-12-20      | 2.0000%  | N/A     | $162546688.00      | $80401421.84       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-08-20      | 5.0000%  | N/A     | $540000.00         | $45849.71          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 5.0000%  | N/A     | $1309092.00        | $1292565.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2037-08-20      | 5.0000%  | N/A     | $385512.00         | $233673.37         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-02-20      | 4.0000%  | N/A     | $400000.00         | $83347.29          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2036-08-20      | 7.0000%  | N/A     | $750000.00         | $48786.78          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-05-20      | 4.5000%  | N/A     | $7915808.00        | $5957812.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-10-20      | 2.5000%  | N/A     | $130000.00         | $31543.11          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-11-20      | 2.0000%  | N/A     | $389460000.00      | $188821494.07      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-08-20      | 5.0000%  | N/A     | $3526092.00        | $3444638.01        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2058-05-15      | 4.9400%  | N/A     | $50000.00          | $49328.32          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.0000%  | N/A     | $2011096.00        | $2075604.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.0000%  | N/A     | $1477556.00        | $1543858.86        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-09-20      | 4.5000%  | N/A     | $516452.00         | $122415.87         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2032-07-20      | 7.0000%  | N/A     | $51069.00          | $26343.05          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2037-03-20      | 2.0000%  | N/A     | $200000.00         | $122364.40         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2037-09-20      | 5.0000%  | N/A     | $344531.00         | $277756.80         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-02-20      | 2.5000%  | N/A     | $355000.00         | $78350.83          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-12-20      | 2.0000%  | N/A     | $687962112.00      | $426501080.47      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2033-09-20      | 4.5000%  | N/A     | $172802.00         | $8901.59           | Agency Mortgage-Backed Securities |

### Security 29: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYDHZDTM8
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: NR; Fitch: F1+
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FHLMC_5449B                                           | 2054-07-25      | 1.5948%  | N/A     | $108000000.00      | $3796993.56        | Agency Collateralized Mortgage Obligation |
| GNMA_25-9D                                            | 2055-01-20      | 0.8894%  | N/A     | $283165760.00      | $8718146.81        | Agency Collateralized Mortgage Obligation |
| GNMA_22-159G                                          | 2052-09-20      | 0.3982%  | N/A     | $12500000.00       | $371165.92         | Agency Collateralized Mortgage Obligation |
| GNMA_14-21                                            | 2044-02-16      | 1.1238%  | N/A     | $124834176.00      | $980498.04         | Agency Collateralized Mortgage Obligation |
| FNMA_22-53B                                           | 2052-08-25      | 0.8948%  | N/A     | $96096384.00       | $4554638.32        | Agency Collateralized Mortgage Obligation |
| GNMA_22-19B                                           | 2052-01-20      | 0.0000%  | N/A     | $91096448.00       | $933805.08         | Agency Collateralized Mortgage Obligation |
| FNMA_25-7A                                            | 2055-02-25      | 0.7948%  | N/A     | $101000000.00      | $3078656.18        | Agency Collateralized Mortgage Obligation |
| FNMA_25-13C                                           | 2055-03-25      | 0.8948%  | N/A     | $323948000.00      | $12055569.41       | Agency Collateralized Mortgage Obligation |
| GNMA_24-159C                                          | 2054-10-20      | 1.1982%  | N/A     | $34493440.00       | $2000381.92        | Agency Collateralized Mortgage Obligation |
| FNMA_21-45L                                           | 2051-07-25      | 0.0000%  | N/A     | $99860224.00       | $410784.27         | Agency Collateralized Mortgage Obligation |
| GNMA_24-180B                                          | 2054-11-20      | 0.3385%  | N/A     | $155000000.00      | $3117661.36        | Agency Collateralized Mortgage Obligation |
| FNMA_25-1A                                            | 2055-02-25      | 1.0000%  | N/A     | $7750000.00        | $143942.46         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                      | 2045-04-20      | 1.1679%  | N/A     | $31361664.00       | $521500.59         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                      | 2038-03-20      | 2.0379%  | N/A     | $33619520.00       | $236041.61         | Agency Collateralized Mortgage Obligation |
| FHLMC_5535E                                           | 2055-05-25      | 0.7948%  | N/A     | $110000000.00      | $3756660.56        | Agency Collateralized Mortgage Obligation |
| FHLMC_5269B                                           | 2052-10-25      | 0.2248%  | N/A     | $200000000.00      | $6830274.28        | Agency Collateralized Mortgage Obligation |
| FNMA_24-61D                                           | 2053-03-25      | 1.1948%  | N/A     | $40621440.00       | $1642368.80        | Agency Collateralized Mortgage Obligation |
| FNMA_23-51C                                           | 2053-11-25      | 1.6448%  | N/A     | $143872000.00      | $5887386.04        | Agency Collateralized Mortgage Obligation |
| GNMA_24-105F                                          | 2051-03-20      | 2.8981%  | N/A     | $17912320.00       | $3577436.55        | Agency Collateralized Mortgage Obligation |
| FNMA_18-19C                                           | 2048-04-25      | 1.7804%  | N/A     | $20327840.00       | $536954.74         | Agency Collateralized Mortgage Obligation |
| GNMA_20-116J                                          | 2050-08-20      | 1.7679%  | N/A     | $5750000.00        | $394915.49         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5352     | 2053-11-25      | 1.7548%  | N/A     | $100000000.00      | $3224310.88        | Agency Collateralized Mortgage Obligation |
| FHLMC_5439E                                           | 2054-08-25      | 2.7948%  | N/A     | $75000000.00       | $4604392.73        | Agency Collateralized Mortgage Obligation |
| FNMA_24-66A                                           | 2054-09-25      | 0.8948%  | N/A     | $159435520.00      | $6063158.77        | Agency Collateralized Mortgage Obligation |
| GNMA_23-167A                                          | 2053-11-20      | 1.6982%  | N/A     | $100000000.00      | $1922744.12        | Agency Collateralized Mortgage Obligation |
| FNMA_22-23E                                           | 2050-03-25      | 0.0948%  | N/A     | $201469952.00      | $6156229.87        | Agency Collateralized Mortgage Obligation |
| FNMA_24-27A                                           | 2054-05-25      | 2.1148%  | N/A     | $45000000.00       | $3261695.25        | Agency Collateralized Mortgage Obligation |
| GNMA_24-61Q                                           | 2053-08-20      | 1.0000%  | N/A     | $5759608.00        | $66476.54          | Agency Collateralized Mortgage Obligation |
| GNMA_20-H15B                                          | 2070-07-20      | 1.4469%  | N/A     | $37930040.00       | $783313.08         | Agency Collateralized Mortgage Obligation |
| GNMA_24-61N                                           | 2054-02-20      | 1.0000%  | N/A     | $2483668.00        | $24035.65          | Agency Collateralized Mortgage Obligation |
| GNMA_22-207P                                          | 2052-12-20      | 2.6782%  | N/A     | $23222112.00       | $1449066.26        | Agency Collateralized Mortgage Obligation |
| FNMA_25-34B                                           | 2055-05-25      | 0.8448%  | N/A     | $150000000.00      | $5375654.47        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-3    | 2059-05-16      | 0.6089%  | N/A     | $118544768.00      | $1290505.12        | Agency Collateralized Mortgage Obligation |
| FNMA_24-10A                                           | 2054-03-25      | 1.3948%  | N/A     | $27000000.00       | $1217302.00        | Agency Collateralized Mortgage Obligation |
| FHLMC_5325A                                           | 2052-11-25      | 1.3948%  | N/A     | $21555680.00       | $2563328.06        | Agency Collateralized Mortgage Obligation |
| GNMA_19-H10F                                          | 2069-05-20      | 1.2506%  | N/A     | $35329920.00       | $696972.64         | Agency Collateralized Mortgage Obligation |
| GNMA_22-50C                                           | 2052-03-20      | 0.0000%  | N/A     | $109150000.00      | $2042507.40        | Agency Collateralized Mortgage Obligation |
| GNMA_25-81R                                           | 2054-08-20      | 1.5981%  | N/A     | $125217152.00      | $6962787.51        | Agency Collateralized Mortgage Obligation |
| FNMA_22-62D                                           | 2052-09-25      | 0.2648%  | N/A     | $33676032.00       | $1057148.61        | Agency Collateralized Mortgage Obligation |
| FNMA_24-54A                                           | 2054-08-25      | 1.4448%  | N/A     | $90000000.00       | $3322392.39        | Agency Collateralized Mortgage Obligation |
| GNMA_22-63G                                           | 2050-04-20      | 0.0000%  | N/A     | $123290368.00      | $1281040.30        | Agency Collateralized Mortgage Obligation |
| GNH_12-H25                                            | 2061-12-20      | 0.3786%  | N/A     | $696320.00         | $322.61            | Agency Collateralized Mortgage Obligation |
| FHLMC_5421E                                           | 2054-06-25      | 0.8448%  | N/A     | $170226688.00      | $5646685.37        | Agency Collateralized Mortgage Obligation |
| GNMA_19-H12B                                          | 2069-07-20      | 2.2591%  | N/A     | $38004928.00       | $863017.19         | Agency Collateralized Mortgage Obligation |
| GNMA_24-94F                                           | 2054-06-20      | 1.0481%  | N/A     | $100000000.00      | $2072642.79        | Agency Collateralized Mortgage Obligation |
| GNMA_21-205B                                          | 2051-11-20      | 0.0000%  | N/A     | $3304100.00        | $21518.02          | Agency Collateralized Mortgage Obligation |
| GNMA_19-96D                                           | 2049-08-20      | 1.6679%  | N/A     | $15387232.00       | $677684.37         | Agency Collateralized Mortgage Obligation |
| GNMA_23-70A                                           | 2053-05-20      | 1.1982%  | N/A     | $96000000.00       | $4450034.60        | Agency Collateralized Mortgage Obligation |
| FHLMC_5473J                                           | 2054-11-25      | 0.8148%  | N/A     | $93937792.00       | $2564829.51        | Agency Collateralized Mortgage Obligation |
| FNMA_24-61E                                           | 2054-09-25      | 2.8948%  | N/A     | $34441344.00       | $3145579.41        | Agency Collateralized Mortgage Obligation |
| FNMA_07-1                                             | 2037-02-25      | 2.0804%  | N/A     | $257335296.00      | $136165.73         | Agency Collateralized Mortgage Obligation |
| FNMA_24-45A                                           | 2054-07-25      | 2.7948%  | N/A     | $15000000.00       | $988421.89         | Agency Collateralized Mortgage Obligation |
| FHLMC_5425B                                           | 2054-06-25      | 1.4948%  | N/A     | $78348672.00       | $3976155.72        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-68   | 2040-06-20      | 2.1479%  | N/A     | $170503936.00      | $429573.33         | Agency Collateralized Mortgage Obligation |
| GNMA_21-107D                                          | 2048-10-20      | 0.0000%  | N/A     | $7621176.00        | $315333.78         | Agency Collateralized Mortgage Obligation |
| FHLMC_4750C                                           | 2048-01-15      | 1.7817%  | N/A     | $50000000.00       | $914438.27         | Agency Collateralized Mortgage Obligation |
| FHLMC_5535                                            | 2055-05-25      | 0.0448%  | N/A     | $100000000.00      | $1795125.69        | Agency Collateralized Mortgage Obligation |
| GNMA_24-180E                                          | 2054-11-20      | 0.0181%  | N/A     | $250000000.00      | $4267989.16        | Agency Collateralized Mortgage Obligation |
| GNMA_13-167                                           | 2043-11-20      | 1.7179%  | N/A     | $53430000.00       | $391654.94         | Agency Collateralized Mortgage Obligation |
| GNMA_17-161A                                          | 2047-10-20      | 1.8179%  | N/A     | $10000000.00       | $474528.64         | Agency Collateralized Mortgage Obligation |
| FHLMC_5411E                                           | 2054-05-25      | 2.2448%  | N/A     | $100000000.00      | $3696455.30        | Agency Collateralized Mortgage Obligation |
| GNMA_18-155C                                          | 2048-11-20      | 1.7179%  | N/A     | $54123000.00       | $1363318.77        | Agency Collateralized Mortgage Obligation |
| GNMA_24-165                                           | 2066-12-16      | 0.9160%  | N/A     | $140326912.00      | $11312996.20       | Agency Collateralized Mortgage Obligation |
| GNMA_24-108A                                          | 2054-07-20      | 2.2982%  | N/A     | $200000000.00      | $10552800.01       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                      | 2066-06-20      | 1.6898%  | N/A     | $8296000.00        | $36025.81          | Agency Collateralized Mortgage Obligation |
| GNMA_23-19A                                           | 2053-02-20      | 6.0000%  | N/A     | $16500000.00       | $1698748.56        | Agency Collateralized Mortgage Obligation |
| FNMA_24-103G                                          | 2055-01-25      | 0.7482%  | N/A     | $116811648.00      | $3062976.22        | Agency Collateralized Mortgage Obligation |
| FNMA_22-49C                                           | 2052-08-25      | 1.0448%  | N/A     | $50000000.00       | $3244579.22        | Agency Collateralized Mortgage Obligation |
| GNMA_24-158                                           | 2065-12-16      | 1.0920%  | N/A     | $45179136.00       | $3542890.74        | Agency Collateralized Mortgage Obligation |
| GNMA_14-H18A                                          | 2064-09-20      | 1.6277%  | N/A     | $1154000.00        | $8996.23           | Agency Collateralized Mortgage Obligation |
| GNMA_16-33G                                           | 2046-03-20      | 1.6179%  | N/A     | $45319616.00       | $784916.61         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                      | 2066-04-20      | 1.4210%  | N/A     | $1321880.00        | $4364.84           | Agency Collateralized Mortgage Obligation |
| GNMA_20-142E                                          | 2049-08-20      | 1.6679%  | N/A     | $20102784.00       | $739308.50         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_18-21                                 | 2048-04-25      | 1.7804%  | N/A     | $57325888.00       | $1124429.62        | Agency Collateralized Mortgage Obligation |
| GNMA_25-81S                                           | 2054-11-20      | 1.0000%  | N/A     | $7722304.00        | $224568.94         | Agency Collateralized Mortgage Obligation |
| GNMA_23-H15                                           | 2073-01-20      | 0.7509%  | N/A     | $53419392.00       | $3192023.56        | Agency Collateralized Mortgage Obligation |
| FNMA_24-82A                                           | 2054-11-25      | 0.2948%  | N/A     | $179000000.00      | $4776831.32        | Agency Collateralized Mortgage Obligation |
| GNMA_21-98M                                           | 2051-06-20      | 1.8679%  | N/A     | $15458448.00       | $846499.23         | Agency Collateralized Mortgage Obligation |
| GNMA_24-30S                                           | 2054-02-20      | 1.4282%  | N/A     | $100000000.00      | $3114683.78        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-135  | 2046-10-20      | 1.6679%  | N/A     | $21466688.00       | $480518.70         | Agency Collateralized Mortgage Obligation |
| GNMA_25-81Q                                           | 2054-06-20      | 1.0000%  | N/A     | $7228904.00        | $211255.77         | Agency Collateralized Mortgage Obligation |
| GNMA_19-101                                           | 2061-07-16      | 0.6970%  | N/A     | $49000000.00       | $1026500.38        | Agency Collateralized Mortgage Obligation |
| GNMA_16-4                                             | 2046-01-20      | 1.2179%  | N/A     | $206000000.00      | $2581876.48        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                      | 2035-03-20      | 1.7479%  | N/A     | $146604031.00      | $9595.39           | Agency Collateralized Mortgage Obligation |
| GNMA_25-66C                                           | 2055-04-20      | 1.5481%  | N/A     | $100000000.00      | $6341131.42        | Agency Collateralized Mortgage Obligation |
| FNMA_25-20A                                           | 2055-03-25      | 0.1448%  | N/A     | $270833152.00      | $5719853.41        | Agency Collateralized Mortgage Obligation |
| FNMA_24-91C                                           | 2054-12-25      | 1.5948%  | N/A     | $12240000.00       | $700367.36         | Agency Collateralized Mortgage Obligation |
| FNMA_25-1B                                            | 2055-02-25      | 1.4948%  | N/A     | $86593280.00       | $3889230.93        | Agency Collateralized Mortgage Obligation |
| FHLMC_43-47                                           | 2054-06-15      | 1.5817%  | N/A     | $66018944.00       | $1181366.29        | Agency Collateralized Mortgage Obligation |
| FHLMC_5259                                            | 2052-09-25      | 0.9948%  | N/A     | $103908352.00      | $4681129.51        | Agency Collateralized Mortgage Obligation |
| FHLMC_5499E                                           | 2055-02-25      | 0.7448%  | N/A     | $102000000.00      | $2945777.86        | Agency Collateralized Mortgage Obligation |
| FHLMC_5358A                                           | 2053-11-25      | 0.0000%  | N/A     | $9457776.00        | $5773852.10        | Agency Collateralized Mortgage Obligation |
| FHLMC_5409A                                           | 2054-05-25      | 1.6448%  | N/A     | $103500000.00      | $5237997.22        | Agency Collateralized Mortgage Obligation |
| GNMA_22-22L                                           | 2050-05-20      | 0.0000%  | N/A     | $107470208.00      | $1303642.43        | Agency Collateralized Mortgage Obligation |
| GNMA_13-106F                                          | 2043-07-20      | 1.7179%  | N/A     | $120785664.00      | $1093690.42        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-5    | 2051-03-16      | 1.4500%  | N/A     | $161480704.00      | $246.31            | Agency Collateralized Mortgage Obligation |
| GNMA_19-106A                                          | 2049-08-20      | 0.0000%  | N/A     | $50000000.00       | $288844.28         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_12-89                                 | 2042-08-25      | 1.1303%  | N/A     | $79393536.00       | $350694.05         | Agency Collateralized Mortgage Obligation |
| FHLMC_5491C                                           | 2055-01-25      | 0.8642%  | N/A     | $72226944.00       | $2671339.30        | Agency Collateralized Mortgage Obligation |
| GNMA_22-22B                                           | 2052-02-20      | 0.0000%  | N/A     | $200000000.00      | $340661.43         | Agency Collateralized Mortgage Obligation |
| GNMA_23-53E                                           | 2053-04-20      | 1.8481%  | N/A     | $91416448.00       | $4333126.35        | Agency Collateralized Mortgage Obligation |
| FNMA_22-64B                                           | 2052-10-25      | 0.8948%  | N/A     | $25000000.00       | $1245905.38        | Agency Collateralized Mortgage Obligation |
| FNMA_25-18F                                           | 2054-09-25      | 2.7948%  | N/A     | $84000000.00       | $7688208.46        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-53   | 2061-06-16      | 0.7705%  | N/A     | $100000000.00      | $1319470.67        | Agency Collateralized Mortgage Obligation |
| GNMA_25-50C                                           | 2055-03-20      | 1.0481%  | N/A     | $200000000.00      | $10814322.82       | Agency Collateralized Mortgage Obligation |
| FHLMC_5368B                                           | 2053-12-25      | 1.1948%  | N/A     | $62667776.00       | $2226554.91        | Agency Collateralized Mortgage Obligation |
| GNMA_18-H03                                           | 2068-02-20      | 2.3838%  | N/A     | $204249344.00      | $3891276.51        | Agency Collateralized Mortgage Obligation |
| GNMA_10-H20                                           | 2060-10-20      | 1.4451%  | N/A     | $28603000.00       | $54064.78          | Agency Collateralized Mortgage Obligation |
| GNMA_21-146                                           | 2045-12-20      | 4.0000%  | N/A     | $6639672.00        | $671199.11         | Agency Collateralized Mortgage Obligation |
| GNMA_22-1B                                            | 2052-01-20      | 0.0000%  | N/A     | $168729600.00      | $979109.96         | Agency Collateralized Mortgage Obligation |
| FNMA_25-25                                            | 2055-04-25      | 0.9948%  | N/A     | $50000000.00       | $2198452.29        | Agency Collateralized Mortgage Obligation |
| FNMA_24-105H                                          | 2055-01-25      | 0.0000%  | N/A     | $75000000.00       | $1305229.47        | Agency Collateralized Mortgage Obligation |
| FHLMC_5296A                                           | 2052-11-25      | 2.0648%  | N/A     | $1810400.00        | $152766.66         | Agency Collateralized Mortgage Obligation |
| FNMA_24-22L                                           | 2054-05-25      | 2.7123%  | N/A     | $69129000.00       | $5423302.23        | Agency Collateralized Mortgage Obligation |
| FHLMC_5355B                                           | 2053-11-25      | 1.6648%  | N/A     | $125000000.00      | $5978076.92        | Agency Collateralized Mortgage Obligation |
| FHLMC_5384B                                           | 2053-11-25      | 6.5000%  | N/A     | $21987872.00       | $3654268.05        | Agency Collateralized Mortgage Obligation |
| GNMA_20-116G                                          | 2050-08-20      | 1.7679%  | N/A     | $9000000.00        | $531422.54         | Agency Collateralized Mortgage Obligation |
| GNMA_23-183E                                          | 2053-12-20      | 1.4982%  | N/A     | $150000000.00      | $3175166.52        | Agency Collateralized Mortgage Obligation |
| GNMA_23-137D                                          | 2051-03-20      | 1.9482%  | N/A     | $28556864.00       | $3344743.33        | Agency Collateralized Mortgage Obligation |
| FHLMC_5535                                            | 2055-05-25      | 0.0000%  | N/A     | $307000000.00      | $5235988.35        | Agency Collateralized Mortgage Obligation |
| FHLMC_5516B                                           | 2055-03-25      | 0.7996%  | N/A     | $420000000.00      | $15409431.51       | Agency Collateralized Mortgage Obligation |
| FHR_43-72                                             | 2044-08-15      | 1.6817%  | N/A     | $121841120.00      | $1235469.36        | Agency Collateralized Mortgage Obligation |
| GNMA_19-128G                                          | 2049-10-20      | 0.0679%  | N/A     | $30000000.00       | $315917.29         | Agency Collateralized Mortgage Obligation |
| GNMA_20-164B                                          | 2050-11-20      | 0.0000%  | N/A     | $68383232.00       | $465067.94         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H03B                                          | 2069-03-20      | 1.2415%  | N/A     | $32639360.00       | $672439.38         | Agency Collateralized Mortgage Obligation |
| FNMA_23-56B                                           | 2053-11-25      | 1.8448%  | N/A     | $37500000.00       | $1462302.58        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                      | 2039-12-20      | 1.9679%  | N/A     | $7062864.00        | $77345.40          | Agency Collateralized Mortgage Obligation |
| FHLMC_5438D                                           | 2054-08-25      | 1.5948%  | N/A     | $147517184.00      | $5267757.93        | Agency Collateralized Mortgage Obligation |
| GNMA_19-H19D                                          | 2069-11-20      | 1.6537%  | N/A     | $37495104.00       | $1316367.10        | Agency Collateralized Mortgage Obligation |
| GNMA_25-50B                                           | 2055-03-20      | 1.0481%  | N/A     | $150000000.00      | $7242277.56        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1Y                                            | 2055-01-20      | 2.2481%  | N/A     | $259000000.00      | $11654117.30       | Agency Collateralized Mortgage Obligation |
| FHLMC_5499A                                           | 2055-02-25      | 1.0000%  | N/A     | $4350000.00        | $90852.49          | Agency Collateralized Mortgage Obligation |
| GNMA_22-124C                                          | 2052-07-20      | 0.0000%  | N/A     | $500000000.00      | $9636000.62        | Agency Collateralized Mortgage Obligation |
| GNMA_22-50C                                           | 2052-03-20      | 0.0000%  | N/A     | $57850000.00       | $705918.12         | Agency Collateralized Mortgage Obligation |
| GNMA_25-81B                                           | 2055-05-20      | 0.0000%  | N/A     | $350000000.00      | $5882324.99        | Agency Collateralized Mortgage Obligation |
| FHLMC_5499H                                           | 2055-02-25      | 1.1948%  | N/A     | $202000000.00      | $7789438.68        | Agency Collateralized Mortgage Obligation |
| FNMA_22-78K                                           | 2052-11-25      | 0.4448%  | N/A     | $101314944.00      | $2868224.05        | Agency Collateralized Mortgage Obligation |
| GNMA_22-200B                                          | 2052-11-20      | 1.8481%  | N/A     | $9248816.00        | $129315.30         | Agency Collateralized Mortgage Obligation |
| GNMA_25-9J                                            | 2055-01-20      | 0.1000%  | N/A     | $86924800.00       | $245775.63         | Agency Collateralized Mortgage Obligation |
| GNMA_24-199A                                          | 2054-12-20      | 0.0481%  | N/A     | $50000000.00       | $983169.42         | Agency Collateralized Mortgage Obligation |
| GNMA_12-135                                           | 2053-01-16      | 0.3382%  | N/A     | $23860000.00       | $69229.45          | Agency Collateralized Mortgage Obligation |
| GNMA_21-155Q                                          | 2051-09-20      | 0.5000%  | N/A     | $39795008.00       | $707129.35         | Agency Collateralized Mortgage Obligation |
| GNMA_23-40J                                           | 2053-03-20      | 1.1982%  | N/A     | $140000000.00      | $2841677.56        | Agency Collateralized Mortgage Obligation |
| FHLMC_5009E                                           | 2050-06-25      | 1.7304%  | N/A     | $41463168.00       | $2170679.26        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_06-115                                | 2036-12-25      | 1.9604%  | N/A     | $59910000.00       | $143397.28         | Agency Collateralized Mortgage Obligation |
| GNMA_23-19B                                           | 2053-02-20      | 0.6982%  | N/A     | $100000000.00      | $3136123.95        | Agency Collateralized Mortgage Obligation |
| FANNIEMAE WHOLE LOAN FNW_07-W7                        | 2037-07-25      | 2.1103%  | N/A     | $52453376.00       | $39951.79          | Agency Collateralized Mortgage Obligation |
| FHLMC_5348                                            | 2053-10-25      | 2.1948%  | N/A     | $150000000.00      | $9497278.34        | Agency Collateralized Mortgage Obligation |
| GNMA_24-126Y                                          | 2054-08-20      | 1.0481%  | N/A     | $100000000.00      | $3153712.92        | Agency Collateralized Mortgage Obligation |
| FNMA_11-97                                            | 2041-10-25      | 2.1803%  | N/A     | $162365440.00      | $134090.73         | Agency Collateralized Mortgage Obligation |
| FHLMC_5499E                                           | 2055-02-25      | 1.0000%  | N/A     | $3850000.00        | $80326.63          | Agency Collateralized Mortgage Obligation |
| FNMA_25-1C                                            | 2055-02-25      | 0.0000%  | N/A     | $100000000.00      | $1194705.17        | Agency Collateralized Mortgage Obligation |
| GNMA_17-141G                                          | 2047-09-20      | 1.7679%  | N/A     | $20658816.00       | $571954.59         | Agency Collateralized Mortgage Obligation |
| GNMA_24-8E                                            | 2053-08-20      | 1.8481%  | N/A     | $28997408.00       | $1748196.10        | Agency Collateralized Mortgage Obligation |
| GNMA_22-100C                                          | 2052-06-20      | 0.0000%  | N/A     | $200000000.00      | $1565758.24        | Agency Collateralized Mortgage Obligation |
| FHLMC_5355A                                           | 2053-11-25      | 1.7448%  | N/A     | $125000000.00      | $6035525.63        | Agency Collateralized Mortgage Obligation |
| FHLMC_5452E                                           | 2054-09-25      | 1.5948%  | N/A     | $100000000.00      | $5219787.05        | Agency Collateralized Mortgage Obligation |
| FNMA_13-72                                            | 2043-07-25      | 1.7304%  | N/A     | $65450000.00       | $1036551.51        | Agency Collateralized Mortgage Obligation |
| GNMA_22-56A                                           | 2052-03-20      | 0.0000%  | N/A     | $234000000.00      | $1427435.24        | Agency Collateralized Mortgage Obligation |
| GNMA_21-176                                           | 2051-09-20      | 0.0000%  | N/A     | $125621120.00      | $268968.75         | Agency Collateralized Mortgage Obligation |
| GNMA_24-95G                                           | 2054-06-20      | 1.0481%  | N/A     | $100000000.00      | $3936728.82        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-116  | 2040-09-20      | 2.1779%  | N/A     | $43058496.00       | $730737.21         | Agency Collateralized Mortgage Obligation |
| FNMA_19-26B                                           | 2049-06-25      | 1.6303%  | N/A     | $20294688.00       | $551078.38         | Agency Collateralized Mortgage Obligation |
| GNMA_24-66B                                           | 2054-04-20      | 1.0681%  | N/A     | $130000000.00      | $6937759.88        | Agency Collateralized Mortgage Obligation |
| GNMA_24-113G                                          | 2054-07-20      | 0.8481%  | N/A     | $40000000.00       | $1554183.76        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                      | 2041-01-16      | 1.5238%  | N/A     | $75200000.00       | $292619.34         | Agency Collateralized Mortgage Obligation |
| GNMA_22-146D                                          | 2052-08-20      | 1.6982%  | N/A     | $26525312.00       | $1262643.10        | Agency Collateralized Mortgage Obligation |
| GNMA_25-4D                                            | 2055-01-20      | 2.2782%  | N/A     | $4250000.00        | $300000.39         | Agency Collateralized Mortgage Obligation |
| GNMA_22-H08C                                          | 2072-04-20      | 1.3569%  | N/A     | $20316288.00       | $1295024.06        | Agency Collateralized Mortgage Obligation |
| GNMA_22-138A                                          | 2052-08-20      | 0.0000%  | N/A     | $250000000.00      | $4594502.22        | Agency Collateralized Mortgage Obligation |
| FHLMC_5534J                                           | 2055-05-25      | 1.4948%  | N/A     | $116192640.00      | $6854044.59        | Agency Collateralized Mortgage Obligation |
| GNMA_19-126A                                          | 2049-10-20      | 1.6179%  | N/A     | $11500000.00       | $348207.62         | Agency Collateralized Mortgage Obligation |
| GNMA_22-215A                                          | 2052-12-20      | 1.9482%  | N/A     | $3500000.00        | $159733.59         | Agency Collateralized Mortgage Obligation |
| GNMA_24-42B                                           | 2054-03-20      | 0.9079%  | N/A     | $205000000.00      | $4180570.45        | Agency Collateralized Mortgage Obligation |
| FHLMC_5516D                                           | 2051-06-25      | 6.0000%  | N/A     | $26213696.00       | $3124702.26        | Agency Collateralized Mortgage Obligation |
| GNMA_24-164B                                          | 2054-10-20      | 1.1482%  | N/A     | $333273088.00      | $13005108.65       | Agency Collateralized Mortgage Obligation |
| GNMA_24-19J                                           | 2054-02-20      | 1.1482%  | N/A     | $41132480.00       | $2496724.22        | Agency Collateralized Mortgage Obligation |
| FHLMC_5499A                                           | 2055-02-25      | 0.7948%  | N/A     | $250000000.00      | $7494581.59        | Agency Collateralized Mortgage Obligation |
| FNMA_24-54C                                           | 2054-08-25      | 1.5948%  | N/A     | $84896640.00       | $3205589.99        | Agency Collateralized Mortgage Obligation |
| GNMA_23-154G                                          | 2053-10-20      | 1.3982%  | N/A     | $50000000.00       | $830765.62         | Agency Collateralized Mortgage Obligation |
| GNMA_15-H06A                                          | 2065-02-20      | 1.7235%  | N/A     | $43487680.00       | $128280.32         | Agency Collateralized Mortgage Obligation |
| GNMA_23-147B                                          | 2053-10-20      | 2.1982%  | N/A     | $100000000.00      | $2413396.52        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_18-38                                 | 2048-06-25      | 1.7804%  | N/A     | $67347584.00       | $1063396.33        | Agency Collateralized Mortgage Obligation |
| GNMA_24-180K                                          | 2054-11-20      | 0.9482%  | N/A     | $50000000.00       | $1416574.20        | Agency Collateralized Mortgage Obligation |
| GNMA_23-53B                                           | 2053-04-20      | 1.8481%  | N/A     | $70087808.00       | $2954626.95        | Agency Collateralized Mortgage Obligation |
| GNMA_22-211A                                          | 2052-12-20      | 1.1982%  | N/A     | $25000000.00       | $448425.51         | Agency Collateralized Mortgage Obligation |
| GNMA_21-205D                                          | 2051-11-20      | 0.0000%  | N/A     | $376125000.00      | $3177399.08        | Agency Collateralized Mortgage Obligation |
| GNMA_19-23N                                           | 2049-02-20      | 1.6179%  | N/A     | $41953984.00       | $865856.06         | Agency Collateralized Mortgage Obligation |
| FNMA_24-88F                                           | 2054-12-25      | 0.7948%  | N/A     | $100000000.00      | $3974566.27        | Agency Collateralized Mortgage Obligation |
| FHLMC_5080A                                           | 2051-03-25      | 0.0000%  | N/A     | $63452864.00       | $1123048.79        | Agency Collateralized Mortgage Obligation |
| FNMA_14-70C                                           | 2044-11-25      | 1.7304%  | N/A     | $100000000.00      | $1216264.91        | Agency Collateralized Mortgage Obligation |
| FNMA_24-88B                                           | 2054-12-25      | 2.1948%  | N/A     | $238951424.00      | $14148808.36       | Agency Collateralized Mortgage Obligation |
| GNMA_21-160P                                          | 2051-09-20      | 1.8679%  | N/A     | $67568640.00       | $6369963.06        | Agency Collateralized Mortgage Obligation |
| FHLMC_5258A                                           | 2052-09-25      | 0.9948%  | N/A     | $100000000.00      | $5073488.53        | Agency Collateralized Mortgage Obligation |
| FHSTR_406                                             | 2053-10-25      | 1.3948%  | N/A     | $125255000.00      | $4926238.14        | Agency Collateralized Mortgage Obligation |
| GNMA_20-H06E                                          | 2068-03-20      | 1.9434%  | N/A     | $18136160.00       | $692696.84         | Agency Collateralized Mortgage Obligation |
| FHLMC_5516C                                           | 2055-03-25      | 0.7800%  | N/A     | $77500000.00       | $2716272.70        | Agency Collateralized Mortgage Obligation |
| GNMA_22-213N                                          | 2052-12-20      | 2.5482%  | N/A     | $4500000.00        | $240181.68         | Agency Collateralized Mortgage Obligation |
| GNMA_18-H09A                                          | 2068-04-20      | 0.2551%  | N/A     | $108553344.00      | $2024497.79        | Agency Collateralized Mortgage Obligation |
| GNMA_23-176C                                          | 2053-11-20      | 1.1982%  | N/A     | $100000000.00      | $1505804.68        | Agency Collateralized Mortgage Obligation |
| GNMA_23-56B                                           | 2053-04-20      | 1.1982%  | N/A     | $100000000.00      | $4324888.72        | Agency Collateralized Mortgage Obligation |
| FHLMC_5554E                                           | 2055-06-25      | 5.2500%  | N/A     | $63474240.00       | $62914915.58       | Agency Collateralized Mortgage Obligation |
| FHLMC_4908G                                           | 2049-08-25      | 1.6303%  | N/A     | $27447000.00       | $1228833.77        | Agency Collateralized Mortgage Obligation |
| FNMA_18-80B                                           | 2048-10-25      | 1.7304%  | N/A     | $52539968.00       | $795737.06         | Agency Collateralized Mortgage Obligation |
| GNMA_04-35B                                           | 2034-03-20      | 3.6916%  | N/A     | $100000.00         | $5453.35           | Agency Collateralized Mortgage Obligation |
| GNMA_21-1M                                            | 2050-11-20      | 4.5000%  | N/A     | $13286640.00       | $840055.37         | Agency Collateralized Mortgage Obligation |
| FNMA_24-103F                                          | 2055-01-25      | 1.4948%  | N/A     | $63132416.00       | $3557756.61        | Agency Collateralized Mortgage Obligation |
| GNMA_22-205E                                          | 2052-12-20      | 2.5482%  | N/A     | $35000000.00       | $1868312.33        | Agency Collateralized Mortgage Obligation |
| GNMA_22-124E                                          | 2052-07-20      | 0.0000%  | N/A     | $350000000.00      | $6099343.47        | Agency Collateralized Mortgage Obligation |
| FHSTR_406                                             | 2053-10-25      | 1.7448%  | N/A     | $100000000.00      | $4546356.77        | Agency Collateralized Mortgage Obligation |
| FHLMC_5273A                                           | 2052-11-25      | 0.4448%  | N/A     | $170645504.00      | $6306877.63        | Agency Collateralized Mortgage Obligation |
| FHSTR_406                                             | 2053-10-25      | 2.8948%  | N/A     | $50000000.00       | $3620936.52        | Agency Collateralized Mortgage Obligation |
| GNMA_22-137H                                          | 2052-08-20      | 1.6982%  | N/A     | $68200000.00       | $3279378.11        | Agency Collateralized Mortgage Obligation |
| GNMA_20-140D                                          | 2050-09-20      | 1.9179%  | N/A     | $137805568.00      | $10668064.16       | Agency Collateralized Mortgage Obligation |
| GNMA_20-61-ST                                         | 2045-11-16      | 1.6738%  | N/A     | $14673840.00       | $722980.99         | Agency Collateralized Mortgage Obligation |
| GNMA_21-205C                                          | 2051-11-20      | 0.0000%  | N/A     | $204000000.00      | $2017120.42        | Agency Collateralized Mortgage Obligation |
| GNMA_23-133C                                          | 2053-09-20      | 1.2981%  | N/A     | $7059300.00        | $103198.69         | Agency Collateralized Mortgage Obligation |
| GNMA_23-131M                                          | 2053-09-20      | 0.3982%  | N/A     | $20000000.00       | $249622.18         | Agency Collateralized Mortgage Obligation |
| GNMA_11-13                                            | 2041-01-20      | 1.5238%  | N/A     | $30000000.00       | $256033.08         | Agency Collateralized Mortgage Obligation |
| FHLMC_5518B                                           | 2055-03-25      | 0.0000%  | N/A     | $57037824.00       | $1058697.61        | Agency Collateralized Mortgage Obligation |
| GNMA_24-8E                                            | 2053-08-20      | 0.3500%  | N/A     | $21970656.00       | $208412.22         | Agency Collateralized Mortgage Obligation |
| FANNIEMAE WHOLE LOAN FNMA FNMA_06-43                  | 2036-06-25      | 2.2803%  | N/A     | $54534000.00       | $144173.72         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                      | 2061-01-20      | 1.6478%  | N/A     | $3997696.00        | $607.14            | Agency Collateralized Mortgage Obligation |
| GNMA_20-H21B                                          | 2068-09-01      | 2.3596%  | N/A     | $6096640.00        | $242156.93         | Agency Collateralized Mortgage Obligation |
| GNMA_25-81T                                           | 2053-12-20      | 1.3982%  | N/A     | $104739584.00      | $6939114.56        | Agency Collateralized Mortgage Obligation |
| GNMA_23-141A                                          | 2053-09-20      | 2.1982%  | N/A     | $50000000.00       | $1769884.40        | Agency Collateralized Mortgage Obligation |
| GNMA_21-H08G                                          | 2071-05-20      | 0.5672%  | N/A     | $62411200.00       | $1921663.52        | Agency Collateralized Mortgage Obligation |
| FNMA_25-1E                                            | 2055-02-25      | 0.6448%  | N/A     | $150000000.00      | $4038030.92        | Agency Collateralized Mortgage Obligation |
| FHLMC_5252B                                           | 2052-09-25      | 1.0448%  | N/A     | $2127400.00        | $147996.54         | Agency Collateralized Mortgage Obligation |
| GNMA_25-81M                                           | 2055-04-20      | 0.2482%  | N/A     | $181870080.00      | $4493792.74        | Agency Collateralized Mortgage Obligation |
| GNMA_23-167A                                          | 2053-11-20      | 3.0482%  | N/A     | $33333312.00       | $965687.22         | Agency Collateralized Mortgage Obligation |
| GNMA_22-1N                                            | 2052-01-20      | 0.0000%  | N/A     | $17008192.00       | $433528.45         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_08-68                                 | 2038-08-25      | 1.6804%  | N/A     | $56807424.00       | $48651.58          | Agency Collateralized Mortgage Obligation |
| GNMA_14-183                                           | 2044-12-16      | 1.1614%  | N/A     | $32907456.00       | $301038.87         | Agency Collateralized Mortgage Obligation |
| GNMA_18-H13H                                          | 2068-07-20      | 1.8566%  | N/A     | $1858000.00        | $26642.40          | Agency Collateralized Mortgage Obligation |
| GNMA_23-19A                                           | 2053-02-20      | 1.9482%  | N/A     | $47000000.00       | $2131997.70        | Agency Collateralized Mortgage Obligation |
| FNMA_24-95G                                           | 2054-12-25      | 0.7448%  | N/A     | $216500000.00      | $6496364.63        | Agency Collateralized Mortgage Obligation |
| FHLMC_5491A                                           | 2055-01-25      | 0.8948%  | N/A     | $276681216.00      | $9012076.89        | Agency Collateralized Mortgage Obligation |
| FHLMC_5473C                                           | 2054-11-25      | 0.3948%  | N/A     | $236500000.00      | $6706944.75        | Agency Collateralized Mortgage Obligation |
| GNMA_20-31H                                           | 2050-03-20      | 6.0000%  | N/A     | $53736832.00       | $2521965.48        | Agency Collateralized Mortgage Obligation |
| FHLMC_5477A                                           | 2054-11-25      | 0.3948%  | N/A     | $47000000.00       | $1271196.77        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-H19  | 2068-11-20      | 1.5361%  | N/A     | $35430272.00       | $839334.02         | Agency Collateralized Mortgage Obligation |
| FNMA_19-8C                                            | 2049-03-25      | 1.3803%  | N/A     | $15739808.00       | $285068.38         | Agency Collateralized Mortgage Obligation |
| FNMA_25-13D                                           | 2055-03-25      | 0.8948%  | N/A     | $358040064.00      | $14855598.46       | Agency Collateralized Mortgage Obligation |
| FHLMC_5535                                            | 2055-05-25      | 2.6948%  | N/A     | $75000000.00       | $6934886.94        | Agency Collateralized Mortgage Obligation |
| GNMA_23-136H                                          | 2053-09-20      | 2.1982%  | N/A     | $50000000.00       | $1793244.91        | Agency Collateralized Mortgage Obligation |
| FHLMC_5473L                                           | 2054-11-25      | 1.5448%  | N/A     | $50000000.00       | $2335990.87        | Agency Collateralized Mortgage Obligation |
| FHLMC_5449E                                           | 2054-07-25      | 2.7948%  | N/A     | $100000000.00      | $7318282.75        | Agency Collateralized Mortgage Obligation |
| FHLMC_5516A                                           | 2055-03-25      | 0.8448%  | N/A     | $123076864.00      | $3850672.60        | Agency Collateralized Mortgage Obligation |
| FNMA_24-11B                                           | 2054-03-25      | 2.6948%  | N/A     | $61500000.00       | $4489997.85        | Agency Collateralized Mortgage Obligation |
| FNMA_24-72C                                           | 2054-10-25      | 0.5948%  | N/A     | $25000000.00       | $785215.14         | Agency Collateralized Mortgage Obligation |
| GNMA_18-91E                                           | 2048-07-20      | 1.8179%  | N/A     | $29233248.00       | $669737.53         | Agency Collateralized Mortgage Obligation |
| GNMA_18-29                                            | 2045-09-20      | 0.3205%  | N/A     | $70166144.00       | $428839.78         | Agency Collateralized Mortgage Obligation |
| FNMA_24-41D                                           | 2054-06-25      | 2.7948%  | N/A     | $16000000.00       | $1314014.55        | Agency Collateralized Mortgage Obligation |
| GNMA_18-120B                                          | 2048-09-20      | 1.7679%  | N/A     | $32625800.00       | $658945.02         | Agency Collateralized Mortgage Obligation |
| FHLMC_4628C                                           | 2046-11-15      | 1.5817%  | N/A     | $48916672.00       | $1101592.09        | Agency Collateralized Mortgage Obligation |
| GNMA_23-147A                                          | 2053-10-20      | 1.2981%  | N/A     | $185000000.00      | $2956414.17        | Agency Collateralized Mortgage Obligation |
| FANNIEMAE WHOLE LOAN FNMA_04-W1                       | 2034-12-25      | 0.8104%  | N/A     | $238122000.00      | $397530.09         | Agency Collateralized Mortgage Obligation |
| GNMA_24-43K                                           | 2054-03-20      | 1.7482%  | N/A     | $82843648.00       | $2329683.52        | Agency Collateralized Mortgage Obligation |
| GNMA_23-85B                                           | 2053-06-20      | 1.7482%  | N/A     | $50000000.00       | $1309461.86        | Agency Collateralized Mortgage Obligation |
| GNMA_25-66E                                           | 2055-04-20      | 0.9681%  | N/A     | $80000000.00       | $3885950.65        | Agency Collateralized Mortgage Obligation |
| GNMA_23-136E                                          | 2053-09-20      | 1.2482%  | N/A     | $115000000.00      | $4439387.60        | Agency Collateralized Mortgage Obligation |
| FHLMC_5479A                                           | 2054-12-25      | 1.2615%  | N/A     | $150000000.00      | $5563587.20        | Agency Collateralized Mortgage Obligation |
| GNMA_24-103A                                          | 2054-06-20      | 0.8982%  | N/A     | $150000000.00      | $4864308.27        | Agency Collateralized Mortgage Obligation |
| FHLMC_5382B                                           | 2054-02-25      | 2.0448%  | N/A     | $39072448.00       | $1601244.53        | Agency Collateralized Mortgage Obligation |
| GNMA_16-18A                                           | 2046-02-20      | 1.6879%  | N/A     | $25989728.00       | $685094.04         | Agency Collateralized Mortgage Obligation |
| FNMA_24-82B                                           | 2054-11-25      | 0.1448%  | N/A     | $200000000.00      | $3816614.90        | Agency Collateralized Mortgage Obligation |
| GNMA_21-98M                                           | 2051-06-20      | 1.8679%  | N/A     | $16492096.00       | $597330.27         | Agency Collateralized Mortgage Obligation |
| FHLMC_5535                                            | 2055-05-25      | 17.9320% | N/A     | $250000.00         | $10205.17          | Agency Collateralized Mortgage Obligation |
| FNMA_24-82H                                           | 2054-11-25      | 0.8948%  | N/A     | $80000000.00       | $3380168.14        | Agency Collateralized Mortgage Obligation |
| GNMA_24-110P                                          | 2054-07-20      | 2.3481%  | N/A     | $150000000.00      | $9326929.31        | Agency Collateralized Mortgage Obligation |
| FNMA_22-66C                                           | 2052-10-25      | 0.8948%  | N/A     | $75000000.00       | $3453780.20        | Agency Collateralized Mortgage Obligation |
| GNMA_25-66D                                           | 2055-04-20      | 1.5182%  | N/A     | $175000000.00      | $6399690.43        | Agency Collateralized Mortgage Obligation |
| GNMA_25-6K                                            | 2055-01-20      | 2.3281%  | N/A     | $24950000.00       | $1069591.42        | Agency Collateralized Mortgage Obligation |
| GNMA_21-200                                           | 2063-11-16      | 0.8857%  | N/A     | $100000000.00      | $5753306.20        | Agency Collateralized Mortgage Obligation |
| GNMA_25-81F                                           | 2055-05-20      | 0.8481%  | N/A     | $80000000.00       | $3148534.53        | Agency Collateralized Mortgage Obligation |
| GNMA_24-117D                                          | 2054-07-20      | 0.8982%  | N/A     | $300000000.00      | $7102719.50        | Agency Collateralized Mortgage Obligation |
| GNMA_24-61J                                           | 2054-04-20      | 1.6381%  | N/A     | $55670080.00       | $2341968.87        | Agency Collateralized Mortgage Obligation |
| FHLMC_5484A                                           | 2054-12-25      | 1.4948%  | N/A     | $41387000.00       | $1831789.87        | Agency Collateralized Mortgage Obligation |
| FHLMC_5499E                                           | 2055-02-25      | 1.1948%  | N/A     | $100000000.00      | $3726046.19        | Agency Collateralized Mortgage Obligation |
| GNMA_20-H07B                                          | 2070-04-20      | 0.4244%  | N/A     | $17006589.00       | $9183.14           | Agency Collateralized Mortgage Obligation |
| FHLMC_4760B                                           | 2048-02-15      | 1.7817%  | N/A     | $32491072.00       | $1218377.90        | Agency Collateralized Mortgage Obligation |
| GNMA_17-H03D                                          | 2067-01-20      | 1.5616%  | N/A     | $4832000.00        | $25750.44          | Agency Collateralized Mortgage Obligation |
| FHLMC_5438H                                           | 2054-08-25      | 0.8948%  | N/A     | $150000000.00      | $3688189.73        | Agency Collateralized Mortgage Obligation |
| GNMA_13-9E                                            | 2043-01-20      | 3.5000%  | N/A     | $37774976.00       | $859838.66         | Agency Collateralized Mortgage Obligation |
| FNMA_24-105F                                          | 2055-01-25      | 2.1948%  | N/A     | $203697152.00      | $14260903.57       | Agency Collateralized Mortgage Obligation |
| GNMA_19-119F                                          | 2049-09-16      | 1.6238%  | N/A     | $17339000.00       | $1238108.56        | Agency Collateralized Mortgage Obligation |
| GNMA_24-4G                                            | 2054-01-20      | 1.5281%  | N/A     | $145000000.00      | $7512793.89        | Agency Collateralized Mortgage Obligation |
| GNMA_21-96E                                           | 2051-06-20      | 1.8679%  | N/A     | $19217984.00       | $843446.06         | Agency Collateralized Mortgage Obligation |
| FHLMC_5438G                                           | 2054-08-25      | 1.0000%  | N/A     | $15000000.00       | $241241.35         | Agency Collateralized Mortgage Obligation |
| FNMA_24-103D                                          | 2055-01-25      | 1.5448%  | N/A     | $105302656.00      | $4837829.04        | Agency Collateralized Mortgage Obligation |
| FHLMC_5499K                                           | 2055-02-25      | 0.0000%  | N/A     | $50000000.00       | $597948.60         | Agency Collateralized Mortgage Obligation |
| FNMA_12-111                                           | 2042-10-25      | 2.1803%  | N/A     | $62644160.00       | $838431.31         | Agency Collateralized Mortgage Obligation |
| GNMA_25-32A                                           | 2083-10-20      | 1.6982%  | N/A     | $100000000.00      | $3806597.94        | Agency Collateralized Mortgage Obligation |
| FNMA_22-67B                                           | 2052-10-25      | 0.8948%  | N/A     | $250000000.00      | $8965646.15        | Agency Collateralized Mortgage Obligation |
| GNMA_23-132A                                          | 2053-09-20      | 2.1982%  | N/A     | $125000000.00      | $4426066.09        | Agency Collateralized Mortgage Obligation |
| FHLMC_5499A                                           | 2055-02-25      | 1.0000%  | N/A     | $8445660.00        | $176249.65         | Agency Collateralized Mortgage Obligation |
| GNMA_24-97A                                           | 2054-06-20      | 0.9482%  | N/A     | $180000000.00      | $3851011.18        | Agency Collateralized Mortgage Obligation |
| GNMA_18-H17A                                          | 2068-10-20      | 2.0976%  | N/A     | $30909696.00       | $930840.23         | Agency Collateralized Mortgage Obligation |
| GNMA_24-7A                                            | 2054-01-20      | 1.0981%  | N/A     | $100000000.00      | $2180737.76        | Agency Collateralized Mortgage Obligation |
| GNMA_11-51                                            | 2041-04-20      | 2.1679%  | N/A     | $19000000.00       | $116171.01         | Agency Collateralized Mortgage Obligation |
| GNMA_15-H28A                                          | 2065-10-20      | 1.8788%  | N/A     | $12000000.00       | $124386.41         | Agency Collateralized Mortgage Obligation |
| GNMA_19-36B                                           | 2049-03-20      | 1.6179%  | N/A     | $2087600.00        | $43278.66          | Agency Collateralized Mortgage Obligation |
| GNMA_23-84F                                           | 2053-06-20      | 1.6982%  | N/A     | $1497234.00        | $61771.06          | Agency Collateralized Mortgage Obligation |
| FHLMC_44-94                                           | 2045-07-15      | 1.7617%  | N/A     | $8284064.00        | $165418.09         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                      | 2041-09-20      | 1.7179%  | N/A     | $85356544.00       | $1318938.85        | Agency Collateralized Mortgage Obligation |
| FNMA_24-82E                                           | 2054-11-25      | 1.7559%  | N/A     | $113165696.00      | $5905514.63        | Agency Collateralized Mortgage Obligation |
| FHLMC_5499K                                           | 2055-02-25      | 1.5157%  | N/A     | $438898688.00      | $19058164.20       | Agency Collateralized Mortgage Obligation |
| GNMA_18-113A                                          | 2048-08-20      | 0.1679%  | N/A     | $70000000.00       | $1062769.70        | Agency Collateralized Mortgage Obligation |
| GNMA_23-47A                                           | 2053-03-20      | 2.0482%  | N/A     | $5857120.00        | $271428.22         | Agency Collateralized Mortgage Obligation |
| GNMA_22-205A                                          | 2052-12-20      | 1.8681%  | N/A     | $4500000.00        | $119655.64         | Agency Collateralized Mortgage Obligation |
| GNMA_24-94A                                           | 2054-06-20      | 1.0981%  | N/A     | $50000000.00       | $1235394.95        | Agency Collateralized Mortgage Obligation |
| FNMA_20-17A                                           | 2050-03-25      | 1.6303%  | N/A     | $98996992.00       | $1961675.29        | Agency Collateralized Mortgage Obligation |
| GNMA_24-26G                                           | 2054-02-20      | 1.3881%  | N/A     | $50000000.00       | $1037347.88        | Agency Collateralized Mortgage Obligation |
| GNMA_25-60C                                           | 2065-03-20      | 1.1482%  | N/A     | $201500000.00      | $5754805.02        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-147  | 2039-12-20      | 2.2179%  | N/A     | $3488000.00        | $30534.04          | Agency Collateralized Mortgage Obligation |
| GNMA_21-98S                                           | 2051-03-20      | 0.0000%  | N/A     | $85896000.00       | $307471.26         | Agency Collateralized Mortgage Obligation |
| FHLMC_5499A                                           | 2055-02-25      | 0.6448%  | N/A     | $252000000.00      | $6864636.80        | Agency Collateralized Mortgage Obligation |
| FHLMC_4839A                                           | 2056-08-15      | 1.6817%  | N/A     | $26045408.00       | $1021694.39        | Agency Collateralized Mortgage Obligation |
| FNMA_25-1A                                            | 2055-02-25      | 0.6448%  | N/A     | $205000000.00      | $5475695.02        | Agency Collateralized Mortgage Obligation |
| FHLMC_5334C                                           | 2053-09-25      | 1.3948%  | N/A     | $75000000.00       | $3120271.95        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H16A                                          | 2073-06-20      | 0.4419%  | N/A     | $44659520.00       | $1939471.39        | Agency Collateralized Mortgage Obligation |
| FNMA_24-103K                                          | 2055-01-25      | 0.7248%  | N/A     | $50000000.00       | $1537325.27        | Agency Collateralized Mortgage Obligation |
| GNMA_25-32A                                           | 2083-09-20      | 1.6982%  | N/A     | $100000000.00      | $3900290.60        | Agency Collateralized Mortgage Obligation |
| GNMA_19-H17A                                          | 2069-11-20      | 1.2191%  | N/A     | $47440000.00       | $1511370.81        | Agency Collateralized Mortgage Obligation |
| FHLMC_4950F                                           | 2048-12-25      | 1.6804%  | N/A     | $38225536.00       | $982641.88         | Agency Collateralized Mortgage Obligation |
| FNMA_24-23A                                           | 2054-05-25      | 1.5948%  | N/A     | $100000000.00      | $3099817.53        | Agency Collateralized Mortgage Obligation |
| FHLMC_5526C                                           | 2054-12-25      | 11.6552% | N/A     | $4384360.00        | $4702955.13        | Agency Collateralized Mortgage Obligation |
| FNMA_24-82C                                           | 2054-11-25      | 0.9091%  | N/A     | $175000000.00      | $5294513.21        | Agency Collateralized Mortgage Obligation |
| FNMA_24-103E                                          | 2055-01-25      | 0.1000%  | N/A     | $10000000.00       | $17162.63          | Agency Collateralized Mortgage Obligation |
| GNMA_22-205K                                          | 2052-12-20      | 1.8982%  | N/A     | $4500000.00        | $120927.85         | Agency Collateralized Mortgage Obligation |
| GNMA_22-108C                                          | 2052-06-20      | 0.0000%  | N/A     | $338072064.00      | $2741972.20        | Agency Collateralized Mortgage Obligation |
| GNMA_18-H19B                                          | 2068-11-20      | 2.0670%  | N/A     | $19818784.00       | $529605.04         | Agency Collateralized Mortgage Obligation |
| FNMA_24-88F                                           | 2054-12-25      | 1.6448%  | N/A     | $25000000.00       | $1518784.26        | Agency Collateralized Mortgage Obligation |
| FHLMC_4716A                                           | 2047-10-15      | 1.7317%  | N/A     | $38171760.00       | $1185802.42        | Agency Collateralized Mortgage Obligation |
| GNMA_25-9C                                            | 2055-01-20      | 0.1981%  | N/A     | $50000000.00       | $668640.46         | Agency Collateralized Mortgage Obligation |
| GNMA_24-108D                                          | 2054-07-20      | 2.2982%  | N/A     | $200000000.00      | $4932107.72        | Agency Collateralized Mortgage Obligation |
| FNMA_24-95A                                           | 2054-12-25      | 0.6948%  | N/A     | $120025984.00      | $2696897.40        | Agency Collateralized Mortgage Obligation |
| FHLMC_5529B                                           | 2055-03-25      | 0.9948%  | N/A     | $50000000.00       | $1749617.33        | Agency Collateralized Mortgage Obligation |
| GNMA_15-148C                                          | 2045-10-20      | 1.2479%  | N/A     | $33333312.00       | $667441.35         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-H13  | 2064-08-20      | 2.2203%  | N/A     | $133038080.00      | $2373.27           | Agency Collateralized Mortgage Obligation |
| GNMA_21-155E                                          | 2051-09-20      | 0.0000%  | N/A     | $63849000.00       | $125736.19         | Agency Collateralized Mortgage Obligation |
| FHLMC_5411G                                           | 2054-05-25      | 2.7867%  | N/A     | $50000000.00       | $4284100.85        | Agency Collateralized Mortgage Obligation |
| FHLMC_5235C                                           | 2052-06-25      | 0.0000%  | N/A     | $50000000.00       | $614554.47         | Agency Collateralized Mortgage Obligation |
| FHLMC_4758D                                           | 2048-02-15      | 1.7817%  | N/A     | $53650944.00       | $1086842.02        | Agency Collateralized Mortgage Obligation |
| FHLMC_5354B                                           | 2053-10-25      | 1.7448%  | N/A     | $102874112.00      | $5057027.22        | Agency Collateralized Mortgage Obligation |
| FNMA_25-1C                                            | 2055-02-25      | 0.0000%  | N/A     | $250000.00         | $1752.78           | Agency Collateralized Mortgage Obligation |
| FHLMC_5473H                                           | 2054-11-25      | 0.9448%  | N/A     | $72974592.00       | $2257443.02        | Agency Collateralized Mortgage Obligation |
| FNMA_24-82B                                           | 2054-11-25      | 1.6323%  | N/A     | $200000000.00      | $9079413.60        | Agency Collateralized Mortgage Obligation |
| FHLMC_5355A                                           | 2053-11-25      | 1.7448%  | N/A     | $125000000.00      | $6183290.44        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSSOCIATION GNMA_14-H08 | 2064-03-20      | 1.5619%  | N/A     | $7958970.00        | $12367.07          | Agency Collateralized Mortgage Obligation |
| GNMA_22-103J                                          | 2050-07-20      | 2.7170%  | N/A     | $33066368.00       | $20477051.00       | Agency Collateralized Mortgage Obligation |
| GNMA_22-151A                                          | 2052-09-20      | 1.6982%  | N/A     | $70101760.00       | $4704367.91        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_08-3443                             | 2037-03-15      | 1.3117%  | N/A     | $83500000.00       | $261605.64         | Agency Collateralized Mortgage Obligation |

### Security 30: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RC3, C.4 - ISIN: US912797RC34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $101936050.78
- **C.18.a - Value (excl. sponsor support):** $101936050.78
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 31: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BYDM5WCG9
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: 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?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | N/A     | $4917500.00        | $4923512.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | N/A     | $2490000.00        | $2423269.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | N/A     | $263840000.00      | $265177783.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | N/A     | $133430400.00      | $135475485.60      | U.S. Treasuries (including strips) |

### Security 32: Societe Generale SA

- **C.1 - Title:** Societe Generale SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BYDM7EL85
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | N/A     | $151800.00         | $146094.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | N/A     | $5000100.00        | $4953986.57        | U.S. Treasuries (including strips) |

### Security 33: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BRTBNRY29
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA_22-36J                                          | 2052-02-20      | 0.0000%  | N/A     | $150000000.00      | $1594862.11        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2046-02-20      | 1.6679%  | N/A     | $69088880.00       | $1639434.86        | Agency Collateralized Mortgage Obligation |
| GNMA_22-213Q                                         | 2052-12-20      | 1.3481%  | N/A     | $15267796.00       | $309639.94         | Agency Collateralized Mortgage Obligation |
| GNMA_23-131K                                         | 2053-09-20      | 0.1500%  | N/A     | $74660210.00       | $305663.86         | Agency Collateralized Mortgage Obligation |
| GNMA_19-H14C                                         | 2069-08-20      | 2.5767%  | N/A     | $39264290.00       | $626501.72         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H02C                                         | 2070-01-20      | 2.1713%  | N/A     | $34503909.00       | $485351.39         | Agency Collateralized Mortgage Obligation |
| GNMA_19-42K                                          | 2049-04-20      | 1.6179%  | N/A     | $26700910.00       | $785697.80         | Agency Collateralized Mortgage Obligation |
| GNMA_23-H23B                                         | 2073-09-20      | 0.9529%  | N/A     | $19948395.00       | $255356.26         | Agency Collateralized Mortgage Obligation |
| GNMA_25-H05D                                         | 2072-04-20      | 0.5309%  | N/A     | $34452485.00       | $651266.12         | Agency Collateralized Mortgage Obligation |
| GNMA_20-149T                                         | 2050-10-20      | 0.0000%  | N/A     | $45581644.00       | $133449.67         | Agency Collateralized Mortgage Obligation |
| GNMA_20-5M                                           | 2049-06-20      | 4.5000%  | N/A     | $4390123.00        | $177368.42         | Agency Collateralized Mortgage Obligation |
| GNMA_21-187E                                         | 2051-10-20      | 0.0000%  | N/A     | $53855000.00       | $51628.81          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2052-11-16      | 0.4382%  | N/A     | $295000.00         | $373.28            | Agency Collateralized Mortgage Obligation |
| GNMA_23-116A                                         | 2053-08-20      | 1.6482%  | N/A     | $25648346.00       | $1482581.19        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2057-08-16      | 0.7163%  | N/A     | $153600000.00      | $710714.29         | Agency Collateralized Mortgage Obligation |
| GNMA_19-159L                                         | 2049-12-20      | 4.0000%  | N/A     | $11277000.00       | $589137.22         | Agency Collateralized Mortgage Obligation |
| GNMA_22-185                                          | 2064-01-16      | 2.5000%  | N/A     | $5212200.00        | $523896.44         | Agency Collateralized Mortgage Obligation |
| GNMA_16-H11H                                         | 2066-05-20      | 2.0874%  | N/A     | $120644359.00      | $998785.49         | Agency Collateralized Mortgage Obligation |
| GNMA_19-H18E                                         | 2069-11-20      | 2.4520%  | N/A     | $28716935.00       | $430000.45         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-23  | 2053-06-16      | 0.2370%  | N/A     | $49480000.00       | $34415.94          | Agency Collateralized Mortgage Obligation |
| GNMA_25-35A                                          | 2064-03-16      | 5.0000%  | N/A     | $14910.00          | $12142.65          | Agency Collateralized Mortgage Obligation |
| GNMA_23-H23B                                         | 2068-06-20      | 0.0000%  | N/A     | $24794506.00       | $15.06             | Agency Collateralized Mortgage Obligation |
| GNMA_25-H03A                                         | 2073-02-20      | 0.1304%  | N/A     | $6851664.00        | $38181.41          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2044-08-20      | 1.1679%  | N/A     | $43205428.00       | $432007.50         | Agency Collateralized Mortgage Obligation |
| GNMA_25-62G                                          | 2055-04-20      | 0.3881%  | N/A     | $101000000.00      | $2324532.34        | Agency Collateralized Mortgage Obligation |
| GNMA_23-112F                                         | 2028-11-20      | 6.0000%  | N/A     | $761330.00         | $31397.61          | Agency Collateralized Mortgage Obligation |
| GNMA_20-H09A                                         | 2070-05-20      | 1.3883%  | N/A     | $48110000.00       | $1538240.46        | Agency Collateralized Mortgage Obligation |
| GNMA_21-8R                                           | 2051-01-20      | 2.5000%  | N/A     | $1000000.00        | $78853.09          | Agency Collateralized Mortgage Obligation |
| GNMA_08-2                                            | 2038-01-20      | 2.0738%  | N/A     | $40000000.00       | $121183.75         | Agency Collateralized Mortgage Obligation |
| GNH_15-H15                                           | 2065-06-20      | 1.9969%  | N/A     | $57090343.00       | $387228.57         | Agency Collateralized Mortgage Obligation |
| GNMA_22-152D                                         | 2052-09-20      | 4.5000%  | N/A     | $46146.00          | $38099.43          | Agency Collateralized Mortgage Obligation |
| GNMA_20-H08D                                         | 2070-04-20      | 2.0784%  | N/A     | $48471835.00       | $697565.75         | Agency Collateralized Mortgage Obligation |
| GNMA_20-96Q                                          | 2050-07-20      | 3.5000%  | N/A     | $4732529.00        | $401785.49         | Agency Collateralized Mortgage Obligation |
| GNMA_18-H08F                                         | 2068-05-20      | 0.5504%  | N/A     | $53620824.00       | $1147807.02        | Agency Collateralized Mortgage Obligation |
| GNMA_24-162C                                         | 2050-07-20      | 3.0000%  | N/A     | $8946753.00        | $1428631.60        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H07B                                         | 2072-09-20      | 0.2123%  | N/A     | $51366432.00       | $477583.68         | Agency Collateralized Mortgage Obligation |
| GNMA_24-24C                                          | 2054-02-20      | 1.5981%  | N/A     | $50000000.00       | $1033136.59        | Agency Collateralized Mortgage Obligation |
| GNMA_24-58B                                          | 2051-09-20      | 6.5000%  | N/A     | $384615.00         | $2701.10           | Agency Collateralized Mortgage Obligation |
| GNMA_19-H15H                                         | 2069-09-20      | 2.3366%  | N/A     | $22582626.00       | $645551.29         | Agency Collateralized Mortgage Obligation |
| GNMA_21-119B                                         | 2051-07-20      | 3.0000%  | N/A     | $4405.00           | $2463.15           | Agency Collateralized Mortgage Obligation |
| GNMA_24-41C                                          | 2054-03-20      | 2.8981%  | N/A     | $21800000.00       | $809564.13         | Agency Collateralized Mortgage Obligation |
| GNMA_14-77                                           | 2047-12-16      | 0.5261%  | N/A     | $642000.00         | $417.99            | Agency Collateralized Mortgage Obligation |
| GNMA_13-H23B                                         | 2063-09-20      | 1.4561%  | N/A     | $104376410.00      | $90204.89          | Agency Collateralized Mortgage Obligation |
| GNMA_18-155                                          | 2048-11-20      | 0.0000%  | N/A     | $160104000.00      | $631847.69         | Agency Collateralized Mortgage Obligation |
| GNMA_21-175C                                         | 2051-10-20      | 0.0000%  | N/A     | $30595930.00       | $391098.46         | Agency Collateralized Mortgage Obligation |
| GNMA_21-146A                                         | 2043-08-20      | 3.5000%  | N/A     | $18555852.00       | $1841929.41        | Agency Collateralized Mortgage Obligation |
| GNMA_19-6J                                           | 2049-01-20      | 1.6179%  | N/A     | $14442000.00       | $232662.00         | Agency Collateralized Mortgage Obligation |
| GNMA_17-H16J                                         | 2067-07-20      | 1.2760%  | N/A     | $43404196.00       | $380735.32         | Agency Collateralized Mortgage Obligation |
| GNMA_06-5                                            | 2046-01-16      | 0.7373%  | N/A     | $31446299.00       | $126.71            | Agency Collateralized Mortgage Obligation |
| GNMA_23-114C                                         | 2053-07-20      | 1.7482%  | N/A     | $52032447.00       | $940255.97         | Agency Collateralized Mortgage Obligation |
| GNMA_19-8                                            | 2060-11-16      | 0.2000%  | N/A     | $164134453.00      | $90718.67          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-H18 | 2066-08-20      | 3.2677%  | N/A     | $114670847.00      | $1260885.41        | Agency Collateralized Mortgage Obligation |
| GNMA_25-97D                                          | 2055-06-20      | 5.1350%  | N/A     | $175000.00         | $173243.42         | Agency Collateralized Mortgage Obligation |
| GNMA_21-188C                                         | 2051-10-20      | 0.0000%  | N/A     | $63959920.00       | $299909.26         | Agency Collateralized Mortgage Obligation |
| GNMA_20-49                                           | 2062-07-16      | 1.0480%  | N/A     | $53000000.00       | $1697547.51        | Agency Collateralized Mortgage Obligation |
| GNMA_20-154E                                         | 2050-10-20      | 1.8679%  | N/A     | $20513623.00       | $1533333.01        | Agency Collateralized Mortgage Obligation |
| GNMA_20-H05A                                         | 2070-02-20      | 1.3189%  | N/A     | $52840000.00       | $1656331.80        | Agency Collateralized Mortgage Obligation |
| GNMA_18-H15D                                         | 2068-08-20      | 2.0112%  | N/A     | $50000000.00       | $1149629.83        | Agency Collateralized Mortgage Obligation |
| GNMA_16-37S                                          | 2044-02-20      | 4.0000%  | N/A     | $29074880.00       | $415731.13         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-20  | 2040-02-20      | 1.8179%  | N/A     | $321777623.00      | $1275997.68        | Agency Collateralized Mortgage Obligation |
| GNMA_23-64G                                          | 2053-05-20      | 1.1982%  | N/A     | $50000000.00       | $963941.78         | Agency Collateralized Mortgage Obligation |
| GNMA_25-50J                                          | 2055-02-20      | 5.0000%  | N/A     | $1243224.00        | $1140031.89        | Agency Collateralized Mortgage Obligation |
| GNMA_14-017                                          | 2048-06-16      | 3.5352%  | N/A     | $400000.00         | $13635.13          | Agency Collateralized Mortgage Obligation |
| GNMA_20-46F                                          | 2050-04-20      | 0.0000%  | N/A     | $75000000.00       | $366195.84         | Agency Collateralized Mortgage Obligation |
| GNMA_24-40K                                          | 2053-11-20      | 7.0000%  | N/A     | $24336223.00       | $1572638.97        | Agency Collateralized Mortgage Obligation |
| GNMA_17-179D                                         | 2047-12-20      | 5.0000%  | N/A     | $1534000.00        | $78892.08          | Agency Collateralized Mortgage Obligation |
| GNMA_18-H04B                                         | 2068-02-20      | 2.3778%  | N/A     | $55970020.00       | $1109487.55        | Agency Collateralized Mortgage Obligation |
| GNMA_22-143                                          | 2063-03-16      | 0.5000%  | N/A     | $20568348.00       | $429508.08         | Agency Collateralized Mortgage Obligation |
| GNMA_18-H09B                                         | 2068-05-20      | 1.6777%  | N/A     | $104823445.00      | $328323.74         | Agency Collateralized Mortgage Obligation |
| GNMA_18-H05D                                         | 2068-03-20      | 2.5175%  | N/A     | $49447817.00       | $832347.77         | Agency Collateralized Mortgage Obligation |
| GNMA_24-142B                                         | 2054-09-20      | 1.0381%  | N/A     | $100000000.00      | $2430878.38        | Agency Collateralized Mortgage Obligation |
| GNMA_18-21E                                          | 2048-02-16      | 1.8238%  | N/A     | $11000000.00       | $312561.85         | Agency Collateralized Mortgage Obligation |
| GNMA_24-58E                                          | 2054-04-20      | 0.0500%  | N/A     | $129000000.00      | $132122.12         | Agency Collateralized Mortgage Obligation |
| GNMA_18-H11D                                         | 2068-07-20      | 1.4917%  | N/A     | $79853362.00       | $933547.79         | Agency Collateralized Mortgage Obligation |
| GNMA_15-H26B                                         | 2065-10-20      | 2.2542%  | N/A     | $35385683.00       | $260928.00         | Agency Collateralized Mortgage Obligation |
| GNMA_17-H03D                                         | 2067-01-20      | 1.5616%  | N/A     | $95993262.00       | $511562.37         | Agency Collateralized Mortgage Obligation |
| GNMA_25-44M                                          | 2055-03-20      | 0.9981%  | N/A     | $2475898.00        | $114065.78         | Agency Collateralized Mortgage Obligation |
| GNMA_21-136U                                         | 2051-08-20      | 0.0000%  | N/A     | $99900000.00       | $337542.21         | Agency Collateralized Mortgage Obligation |
| GNMA_23-54H                                          | 2053-04-20      | 1.2981%  | N/A     | $50000000.00       | $2002327.87        | Agency Collateralized Mortgage Obligation |
| GNMA_06-28                                           | 2036-06-20      | 29.4832% | N/A     | $1265154.00        | $53330.52          | Agency Collateralized Mortgage Obligation |
| GNMA_19-158F                                         | 2043-09-16      | 1.7238%  | N/A     | $612000.00         | $20840.01          | Agency Collateralized Mortgage Obligation |
| GNMA_19-42E                                          | 2049-04-20      | 1.6679%  | N/A     | $37820831.00       | $726164.10         | Agency Collateralized Mortgage Obligation |
| GNMA_25-15                                           | 2066-09-16      | 5.0000%  | N/A     | $7614.00           | $6875.53           | Agency Collateralized Mortgage Obligation |
| GNMA_22-H06D                                         | 2072-03-20      | 2.4134%  | N/A     | $33175328.00       | $1160982.95        | Agency Collateralized Mortgage Obligation |
| GNMA_25-4D                                           | 2055-01-20      | 2.2782%  | N/A     | $3500000.00        | $247059.14         | Agency Collateralized Mortgage Obligation |
| GNMA_22-173D                                         | 2052-10-20      | 1.9982%  | N/A     | $25000000.00       | $1389752.75        | Agency Collateralized Mortgage Obligation |
| GNMA_18-155C                                         | 2048-11-20      | 1.7179%  | N/A     | $70000000.00       | $1169448.35        | Agency Collateralized Mortgage Obligation |
| GNMA_24-25F                                          | 2049-10-20      | 7.0000%  | N/A     | $357142.00         | $65.10             | Agency Collateralized Mortgage Obligation |
| GNMA_24-H18B                                         | 2065-12-20      | 2.2151%  | N/A     | $54682262.00       | $1501908.30        | Agency Collateralized Mortgage Obligation |
| GNMA_23-152K                                         | 2053-10-20      | 1.8982%  | N/A     | $100000000.00      | $1924564.05        | Agency Collateralized Mortgage Obligation |
| GNMA_22-19C                                          | 2052-01-20      | 0.0000%  | N/A     | $150000000.00      | $394594.34         | Agency Collateralized Mortgage Obligation |
| GNMA_09-66                                           | 2039-07-16      | 2.3738%  | N/A     | $300000.00         | $123.91            | Agency Collateralized Mortgage Obligation |
| GNMA_15-179D                                         | 2045-02-20      | 5.5000%  | N/A     | $2896118.00        | $38217.03          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-116 | 2040-09-16      | 2.1738%  | N/A     | $33333333.00       | $513037.47         | Agency Collateralized Mortgage Obligation |
| GNMA_24-128C                                         | 2054-08-20      | 6.5000%  | N/A     | $10010.00          | $10673.48          | Agency Collateralized Mortgage Obligation |
| GNMA_09-66                                           | 2039-08-16      | 1.5738%  | N/A     | $153333333.00      | $201311.41         | Agency Collateralized Mortgage Obligation |
| GNMA_21-98M                                          | 2051-06-20      | 1.8679%  | N/A     | $42034607.00       | $2301800.45        | Agency Collateralized Mortgage Obligation |
| GNMA_20-122A                                         | 2050-08-20      | 0.0000%  | N/A     | $39514522.00       | $767033.34         | Agency Collateralized Mortgage Obligation |
| GNMA_19-H11                                          | 2069-05-20      | 2.4310%  | N/A     | $56595666.00       | $816331.76         | Agency Collateralized Mortgage Obligation |
| GNMA_16-17M                                          | 2046-02-20      | 1.6679%  | N/A     | $39655507.00       | $1448399.23        | Agency Collateralized Mortgage Obligation |
| GNMA_18-148C                                         | 2046-02-16      | 1.6738%  | N/A     | $571000.00         | $16623.64          | Agency Collateralized Mortgage Obligation |
| GNMA_14-048                                          | 2049-03-16      | 0.0544%  | N/A     | $219029999.00      | $43736.79          | Agency Collateralized Mortgage Obligation |
| GNMA_22-140E                                         | 2052-08-20      | 0.0000%  | N/A     | $100000000.00      | $2435778.46        | Agency Collateralized Mortgage Obligation |
| GNMA_19-157                                          | 2062-01-16      | 0.7914%  | N/A     | $87000000.00       | $729394.52         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2066-10-20      | 2.9979%  | N/A     | $25864000.00       | $273290.51         | Agency Collateralized Mortgage Obligation |
| GNMA_17-H18F                                         | 2067-09-20      | 2.5897%  | N/A     | $46445192.00       | $1151178.11        | Agency Collateralized Mortgage Obligation |
| GNMA_24-170B                                         | 2066-03-16      | 4.2500%  | N/A     | $64855.00          | $48183.22          | Agency Collateralized Mortgage Obligation |
| GNMA_14-H13A                                         | 2064-07-20      | 2.4287%  | N/A     | $22500000.00       | $168730.31         | Agency Collateralized Mortgage Obligation |
| GNMA_15-H11                                          | 2065-05-20      | 2.0063%  | N/A     | $43358045.00       | $259670.35         | Agency Collateralized Mortgage Obligation |
| GNMA_24-173B                                         | 2054-10-20      | 6.0000%  | N/A     | $833333.00         | $54450.97          | Agency Collateralized Mortgage Obligation |
| GNMA_19-74B                                          | 2049-06-20      | 0.0000%  | N/A     | $65208041.00       | $230175.77         | Agency Collateralized Mortgage Obligation |
| GNMA_21-86P                                          | 2051-05-20      | 0.0000%  | N/A     | $35546109.00       | $116246.73         | Agency Collateralized Mortgage Obligation |
| GNMA_24-9D                                           | 2054-01-20      | 2.7481%  | N/A     | $50114968.00       | $1992914.66        | Agency Collateralized Mortgage Obligation |
| GNMA_21-98M                                          | 2051-06-20      | 1.8679%  | N/A     | $39208539.00       | $1420101.32        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H06C                                         | 2072-03-20      | 0.0300%  | N/A     | $49000000.00       | $1353234.56        | Agency Collateralized Mortgage Obligation |
| GNMA_17-H10C                                         | 2067-04-20      | 2.4481%  | N/A     | $84305309.00       | $876395.08         | Agency Collateralized Mortgage Obligation |
| GNMA_23-147D                                         | 2053-10-20      | 1.0481%  | N/A     | $25000000.00       | $313465.84         | Agency Collateralized Mortgage Obligation |
| GNMA_14-H17A                                         | 2064-08-20      | 1.6942%  | N/A     | $120096553.00      | $671977.17         | Agency Collateralized Mortgage Obligation |
| GNMA_19-104                                          | 2061-05-16      | 1.0292%  | N/A     | $41614760.00       | $1391268.17        | Agency Collateralized Mortgage Obligation |
| GNMA_21-26                                           | 2051-02-20      | 2.5000%  | N/A     | $549984.00         | $47736.40          | Agency Collateralized Mortgage Obligation |
| GNMA_25-H04B                                         | 2075-01-20      | 2.4742%  | N/A     | $44721445.00       | $2263725.66        | Agency Collateralized Mortgage Obligation |
| GNMA_22-215A                                         | 2052-12-20      | 2.5482%  | N/A     | $27500000.00       | $1466397.94        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H07B                                         | 2074-04-20      | 0.6701%  | N/A     | $28481722.00       | $1683957.30        | Agency Collateralized Mortgage Obligation |
| GNMA_23-70D                                          | 2053-05-20      | 1.0981%  | N/A     | $50000000.00       | $1615744.23        | Agency Collateralized Mortgage Obligation |
| GNMA_25-24B                                          | 2055-02-20      | 1.5981%  | N/A     | $3000000.00        | $171001.62         | Agency Collateralized Mortgage Obligation |
| GNMA_24-54                                           | 2065-07-16      | 0.8920%  | N/A     | $25271278.00       | $1767798.96        | Agency Collateralized Mortgage Obligation |
| GNMA_23-7A                                           | 2051-01-20      | 6.0000%  | N/A     | $2813676.00        | $186723.27         | Agency Collateralized Mortgage Obligation |
| GNMA_23-65E                                          | 2053-05-20      | 0.0500%  | N/A     | $2000000.00        | $1963.63           | Agency Collateralized Mortgage Obligation |
| GNMA_17-H18C                                         | 2067-09-20      | 1.9466%  | N/A     | $61800000.00       | $739197.72         | Agency Collateralized Mortgage Obligation |
| GNMA_21-41E                                          | 2051-03-20      | 3.0000%  | N/A     | $22099324.00       | $1490549.65        | Agency Collateralized Mortgage Obligation |
| GNMA_23-67C                                          | 2053-05-20      | 1.1982%  | N/A     | $50000000.00       | $1527461.40        | Agency Collateralized Mortgage Obligation |
| GNMA_21-H05A                                         | 2071-03-20      | 0.3415%  | N/A     | $10732944.00       | $231431.03         | Agency Collateralized Mortgage Obligation |
| GNMA_13-H19A                                         | 2063-08-20      | 1.5830%  | N/A     | $76308109.00       | $114101.43         | Agency Collateralized Mortgage Obligation |
| GNMA_22-88C                                          | 2052-06-20      | 0.0000%  | N/A     | $150000000.00      | $2067199.32        | Agency Collateralized Mortgage Obligation |
| GNMA_20-5C                                           | 2047-06-16      | 4.5000%  | N/A     | $2927296.00        | $115162.65         | Agency Collateralized Mortgage Obligation |
| GNMA_05-45B                                          | 2035-06-20      | 21.2153% | N/A     | $3333334.00        | $72764.90          | Agency Collateralized Mortgage Obligation |
| GNMA_23-136C                                         | 2053-09-20      | 1.2981%  | N/A     | $100000000.00      | $1793103.21        | Agency Collateralized Mortgage Obligation |
| GNMA_21-15G                                          | 2050-12-20      | 3.0000%  | N/A     | $2532000.00        | $208935.69         | Agency Collateralized Mortgage Obligation |
| GNMA_23-84N                                          | 2053-06-20      | 1.1982%  | N/A     | $60000000.00       | $1164770.51        | Agency Collateralized Mortgage Obligation |
| GNMA_20-133C                                         | 2049-10-20      | 0.0000%  | N/A     | $48426531.00       | $85088.36          | Agency Collateralized Mortgage Obligation |
| GNMA_21-86E                                          | 2051-05-20      | 2.5000%  | N/A     | $20178825.00       | $1882175.95        | Agency Collateralized Mortgage Obligation |
| GNMA_18-H06K                                         | 2068-04-20      | 2.5065%  | N/A     | $60523175.00       | $806433.06         | Agency Collateralized Mortgage Obligation |
| GNMA_22-30F                                          | 2052-02-20      | 0.0000%  | N/A     | $41130613.00       | $504570.32         | Agency Collateralized Mortgage Obligation |
| GNMA_24-H20B                                         | 2069-09-20      | 2.1615%  | N/A     | $66304159.00       | $1999829.85        | Agency Collateralized Mortgage Obligation |
| GNMA_23-79F                                          | 2053-06-20      | 1.7482%  | N/A     | $51000000.00       | $1346607.39        | Agency Collateralized Mortgage Obligation |
| GNMA_23-113A                                         | 2063-08-20      | 6.5000%  | N/A     | $777590.00         | $54523.86          | Agency Collateralized Mortgage Obligation |
| GNMA_23-65G                                          | 2053-05-20      | 0.0500%  | N/A     | $24969221.00       | $31969.73          | Agency Collateralized Mortgage Obligation |
| GNMA_23-190C                                         | 2053-12-20      | 0.9482%  | N/A     | $100000000.00      | $1509310.08        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-140 | 2051-08-20      | 3.0000%  | N/A     | $809043.00         | $69110.73          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-26  | 2051-02-20      | 2.0000%  | N/A     | $17375000.00       | $1580208.64        | Agency Collateralized Mortgage Obligation |
| GNMA_16-H16D                                         | 2066-06-20      | 1.7476%  | N/A     | $86468985.00       | $541545.29         | Agency Collateralized Mortgage Obligation |
| GNMA_24-25B                                          | 2054-02-20      | 6.0000%  | N/A     | $1250000.00        | $49948.69          | Agency Collateralized Mortgage Obligation |
| GNMA_16-142                                          | 2058-09-16      | 0.9884%  | N/A     | $100000000.00      | $738011.27         | Agency Collateralized Mortgage Obligation |
| GNMA_21-105M                                         | 2051-06-20      | 2.5000%  | N/A     | $15000000.00       | $1275264.81        | Agency Collateralized Mortgage Obligation |
| GNMA_22-63E                                          | 2050-11-20      | 0.0000%  | N/A     | $143296246.00      | $2036936.30        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H08C                                         | 2071-07-20      | 0.0000%  | N/A     | $74657124.00       | $136204.45         | Agency Collateralized Mortgage Obligation |
| GNMA_21-96E                                          | 2051-06-20      | 1.8679%  | N/A     | $6132501.00        | $354679.04         | Agency Collateralized Mortgage Obligation |
| GNMA_19-85G                                          | 2049-07-20      | 0.0000%  | N/A     | $130000000.00      | $606073.63         | Agency Collateralized Mortgage Obligation |
| GNMA_24-144C                                         | 2054-09-20      | 0.3982%  | N/A     | $50000000.00       | $2069594.65        | Agency Collateralized Mortgage Obligation |
| GNMA_15-030                                          | 2056-07-16      | 0.7187%  | N/A     | $125239007.00      | $1025697.66        | Agency Collateralized Mortgage Obligation |
| GNMA_24-170B                                         | 2066-03-16      | 0.8781%  | N/A     | $12190578.00       | $839811.36         | Agency Collateralized Mortgage Obligation |
| GNMA_19-11A                                          | 2049-01-20      | 1.6679%  | N/A     | $30250352.00       | $876012.61         | Agency Collateralized Mortgage Obligation |
| GNMA_19-11A                                          | 2049-01-20      | 1.6679%  | N/A     | $22067475.00       | $604141.39         | Agency Collateralized Mortgage Obligation |
| GNMA_21-131C                                         | 2051-07-20      | 2.5000%  | N/A     | $3268294.00        | $335949.53         | Agency Collateralized Mortgage Obligation |
| GNMA_19-H16C                                         | 2069-10-20      | 1.8526%  | N/A     | $27600000.00       | $852402.77         | Agency Collateralized Mortgage Obligation |
| GNMA_21-78C                                          | 2051-05-20      | 4.5000%  | N/A     | $13687243.00       | $1319655.48        | Agency Collateralized Mortgage Obligation |
| GNMA_20-5E                                           | 2049-12-20      | 3.5000%  | N/A     | $2715715.00        | $24543.79          | Agency Collateralized Mortgage Obligation |
| GNMA_23-63D                                          | 2053-05-20      | 1.1982%  | N/A     | $130000000.00      | $2506248.56        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2037-06-16      | 7.5006%  | N/A     | $10165768.00       | $367194.49         | Agency Collateralized Mortgage Obligation |
| GNMA_23-106D                                         | 2053-07-20      | 1.6982%  | N/A     | $45000000.00       | $1608316.06        | Agency Collateralized Mortgage Obligation |
| GNMA_23-184E                                         | 2053-12-20      | 1.4982%  | N/A     | $50000000.00       | $1526094.28        | Agency Collateralized Mortgage Obligation |
| GNMA_20-071                                          | 2062-01-16      | 1.1009%  | N/A     | $488000.00         | $20422.44          | Agency Collateralized Mortgage Obligation |
| GNMA_25-29A                                          | 2054-12-20      | 2.3481%  | N/A     | $15293742.00       | $1291569.26        | Agency Collateralized Mortgage Obligation |
| GNMA_19-H09E                                         | 2069-03-20      | 2.5379%  | N/A     | $48209126.00       | $606691.09         | Agency Collateralized Mortgage Obligation |
| GNMA_23-39B                                          | 2053-03-20      | 1.9482%  | N/A     | $9000000.00        | $414044.78         | Agency Collateralized Mortgage Obligation |
| GNMA_24-25E                                          | 2049-02-20      | 0.0000%  | N/A     | $8530883.00        | $7301.25           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2045-10-20      | 4.0000%  | N/A     | $63265500.00       | $1270984.15        | Agency Collateralized Mortgage Obligation |
| GNMA_22-69C                                          | 2052-04-20      | 0.0000%  | N/A     | $58619846.00       | $1011917.32        | Agency Collateralized Mortgage Obligation |
| GNMA_24-30R                                          | 2054-02-20      | 0.8982%  | N/A     | $100000000.00      | $1611514.45        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR_14-47   | 2048-02-16      | 0.1614%  | N/A     | $97070000.00       | $17455.21          | Agency Collateralized Mortgage Obligation |
| GNMA_20-H16A                                         | 2070-09-20      | 2.6089%  | N/A     | $25000000.00       | $1075263.27        | Agency Collateralized Mortgage Obligation |
| GNMA_18-H04D                                         | 2068-03-20      | 2.3612%  | N/A     | $73688000.00       | $1065282.20        | Agency Collateralized Mortgage Obligation |
| GNMA_12-76C                                          | 2042-06-16      | 2.2738%  | N/A     | $27991368.00       | $165143.03         | Agency Collateralized Mortgage Obligation |
| GNMA_21-196E                                         | 2051-11-20      | 0.0000%  | N/A     | $30654000.00       | $85432.14          | Agency Collateralized Mortgage Obligation |
| GNMA_14-60                                           | 2044-04-16      | 1.6738%  | N/A     | $81818181.00       | $867490.85         | Agency Collateralized Mortgage Obligation |
| GNMA_18-157                                          | 2060-11-16      | 0.7842%  | N/A     | $123320915.00      | $2440465.21        | Agency Collateralized Mortgage Obligation |
| GNMA_22-212B                                         | 2052-12-20      | 2.5482%  | N/A     | $20500000.00       | $1093950.44        | Agency Collateralized Mortgage Obligation |
| GNMA_13-065                                          | 2045-11-16      | 0.3721%  | N/A     | $65000000.00       | $76968.41          | Agency Collateralized Mortgage Obligation |
| GNMA_19-H16J                                         | 2069-10-20      | 2.4571%  | N/A     | $57500000.00       | $834757.56         | Agency Collateralized Mortgage Obligation |
| GNMA_19-152                                          | 2049-12-20      | 4.5000%  | N/A     | $11249982.00       | $66108.56          | Agency Collateralized Mortgage Obligation |
| GNMA_17-H25B                                         | 2067-12-20      | 2.2067%  | N/A     | $45000000.00       | $1199052.29        | Agency Collateralized Mortgage Obligation |
| GNMA_23-146H                                         | 2053-10-20      | 1.3481%  | N/A     | $100000000.00      | $1651654.82        | Agency Collateralized Mortgage Obligation |
| GNMA_10-20                                           | 2040-02-20      | 1.2479%  | N/A     | $150000000.00      | $501985.10         | Agency Collateralized Mortgage Obligation |
| GNMA_19-23K                                          | 2041-11-20      | 1.6679%  | N/A     | $15277666.00       | $613480.93         | Agency Collateralized Mortgage Obligation |
| GNMA_22-H04B                                         | 2072-02-20      | 2.3084%  | N/A     | $46002049.00       | $1168830.43        | Agency Collateralized Mortgage Obligation |
| GNMA_19-127                                          | 2058-09-16      | 0.6830%  | N/A     | $55000000.00       | $1541449.10        | Agency Mortgage-Backed Securities         |
| GNMA_25-33B                                          | 2055-02-20      | 2.2982%  | N/A     | $23500000.00       | $1628741.93        | Agency Collateralized Mortgage Obligation |
| GNMA_25-41Q                                          | 2055-03-20      | 1.6982%  | N/A     | $21053537.00       | $1339525.91        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H13A                                         | 2073-02-20      | 0.7263%  | N/A     | $45713541.00       | $1371314.80        | Agency Collateralized Mortgage Obligation |
| GNMA_23-19A                                          | 2053-02-20      | 1.8982%  | N/A     | $43000000.00       | $1917564.58        | Agency Collateralized Mortgage Obligation |
| GNMA_16-H24C                                         | 2066-11-20      | 2.8651%  | N/A     | $30000000.00       | $455276.25         | Agency Collateralized Mortgage Obligation |
| GNMA_24-9F                                           | 2054-01-20      | 0.7982%  | N/A     | $40000000.00       | $1460465.16        | Agency Collateralized Mortgage Obligation |
| GNMA_21-146E                                         | 2051-08-20      | 4.5000%  | N/A     | $11162544.00       | $1112873.51        | Agency Collateralized Mortgage Obligation |
| GNMA_14-175                                          | 2056-04-16      | 0.4627%  | N/A     | $3000000.00        | $8396.42           | Agency Collateralized Mortgage Obligation |
| GNMA_25-15                                           | 2066-11-16      | 0.7436%  | N/A     | $35112034.00       | $2208344.08        | Agency Collateralized Mortgage Obligation |
| GNMA_18-161                                          | 2060-08-16      | 1.1947%  | N/A     | $101553292.00      | $531495.72         | Agency Collateralized Mortgage Obligation |
| GNMA_24-39G                                          | 2064-03-20      | 0.1000%  | N/A     | $9000000.00        | $7354.44           | Agency Collateralized Mortgage Obligation |
| GNMA_19-H04C                                         | 2069-02-20      | 2.2126%  | N/A     | $36796905.00       | $450611.13         | Agency Collateralized Mortgage Obligation |
| GNMA_22-128B                                         | 2052-07-20      | 0.0000%  | N/A     | $100000000.00      | $1570342.11        | Agency Collateralized Mortgage Obligation |
| GNMA_20-5A                                           | 2047-10-20      | 5.5000%  | N/A     | $3700239.00        | $165490.83         | Agency Collateralized Mortgage Obligation |
| GNMA_18-H02F                                         | 2067-12-20      | 2.1619%  | N/A     | $66186619.00       | $1236904.60        | Agency Collateralized Mortgage Obligation |
| GNMA_11-151F                                         | 2041-06-16      | 1.6738%  | N/A     | $30430320.00       | $214417.83         | Agency Collateralized Mortgage Obligation |
| GNMA_25-85E                                          | 2055-05-20      | 6.5000%  | N/A     | $122256.00         | $26495.11          | Agency Collateralized Mortgage Obligation |
| GNMA_21-146H                                         | 2051-08-20      | 3.5000%  | N/A     | $1390000.00        | $172090.60         | Agency Collateralized Mortgage Obligation |
| GNMA_18-124N                                         | 2037-03-20      | 1.7679%  | N/A     | $18790181.00       | $292930.41         | Agency Collateralized Mortgage Obligation |
| GNMA_22-146A                                         | 2052-08-20      | 1.6982%  | N/A     | $35700000.00       | $1727618.85        | Agency Collateralized Mortgage Obligation |
| GNMA_23-21B                                          | 2053-02-20      | 1.2981%  | N/A     | $49859320.00       | $2190657.24        | Agency Collateralized Mortgage Obligation |
| GNMA_11-126                                          | 2053-04-16      | 0.0000%  | N/A     | $78550000.00       | $9.82              | Agency Collateralized Mortgage Obligation |
| GNMA_18-77D                                          | 2048-06-20      | 1.7679%  | N/A     | $34291573.00       | $1211789.96        | Agency Collateralized Mortgage Obligation |
| GNMA_17-11                                           | 2047-01-20      | 1.6679%  | N/A     | $30288000.00       | $1025633.43        | Agency Collateralized Mortgage Obligation |
| GNMA_20-H01A                                         | 2070-01-20      | 1.4203%  | N/A     | $33500000.00       | $1174162.26        | Agency Collateralized Mortgage Obligation |
| GNMA_22-66A                                          | 2052-04-20      | 0.0000%  | N/A     | $30000000.00       | $113626.93         | Agency Collateralized Mortgage Obligation |
| GNMA_21-98M                                          | 2051-06-20      | 4.5000%  | N/A     | $16290198.00       | $1658227.50        | Agency Collateralized Mortgage Obligation |
| GNMA_18-138E                                         | 2048-10-20      | 1.7679%  | N/A     | $46351320.00       | $1458811.84        | Agency Collateralized Mortgage Obligation |
| GNMA_20-42                                           | 2062-03-16      | 0.9385%  | N/A     | $1092000.00        | $42366.80          | Agency Collateralized Mortgage Obligation |
| GNMA_25-H08A                                         | 2071-08-20      | 0.7059%  | N/A     | $10225639.00       | $260991.94         | Agency Collateralized Mortgage Obligation |
| GNMA_23-131K                                         | 2053-09-20      | 0.2000%  | N/A     | $84660210.00       | $357416.22         | Agency Collateralized Mortgage Obligation |
| GNMA_20-175D                                         | 2050-11-20      | 2.0000%  | N/A     | $200000.00         | $14388.09          | Agency Collateralized Mortgage Obligation |
| GNMA_24-H14A                                         | 2074-08-20      | 0.8086%  | N/A     | $17790000.00       | $1216450.84        | Agency Collateralized Mortgage Obligation |
| GNMA_22-143                                          | 2050-09-16      | 0.5000%  | N/A     | $21918996.00       | $235542.13         | Agency Collateralized Mortgage Obligation |
| GNMA_16-H24D                                         | 2066-11-20      | 2.2866%  | N/A     | $52734805.00       | $596293.73         | Agency Collateralized Mortgage Obligation |
| GNMA_23-103B                                         | 2053-07-20      | 0.7517%  | N/A     | $40000000.00       | $917819.87         | Agency Collateralized Mortgage Obligation |
| GNMA_19-62A                                          | 2049-05-20      | 0.0379%  | N/A     | $40000000.00       | $323102.85         | Agency Collateralized Mortgage Obligation |
| GNMA_21-213A                                         | 2051-12-20      | 0.0000%  | N/A     | $407300000.00      | $312640.72         | Agency Collateralized Mortgage Obligation |
| GNMA_14-155                                          | 2055-08-16      | 0.6587%  | N/A     | $155038000.00      | $112960.94         | Agency Collateralized Mortgage Obligation |
| GNMA_14-H11                                          | 2064-06-20      | 1.6452%  | N/A     | $85546863.00       | $525384.13         | Agency Collateralized Mortgage Obligation |
| GNMA_16-H16                                          | 2066-06-20      | 1.3829%  | N/A     | $50224650.00       | $450371.34         | Agency Collateralized Mortgage Obligation |
| FHLMC_5342G                                          | 2051-09-25      | 2.5000%  | N/A     | $1245632.00        | $127860.63         | Agency Collateralized Mortgage Obligation |
| GNMA_24-4C                                           | 2054-01-20      | 0.1000%  | N/A     | $50000000.00       | $96119.67          | Agency Collateralized Mortgage Obligation |
| GNMA_13-H22A                                         | 2063-07-20      | 2.3418%  | N/A     | $19015723.00       | $24066.47          | Agency Collateralized Mortgage Obligation |
| GNMA_13-184A                                         | 2043-12-20      | 1.7179%  | N/A     | $101033250.00      | $1075195.46        | Agency Collateralized Mortgage Obligation |
| GNMA_22-185                                          | 2064-05-16      | 2.5000%  | N/A     | $326043.00         | $86097.81          | Agency Collateralized Mortgage Obligation |
| GNMA_24-51G                                          | 2054-03-20      | 0.1000%  | N/A     | $75000000.00       | $146601.92         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-78A | 2051-05-20      | 3.0000%  | N/A     | $200000.00         | $16891.10          | Agency Collateralized Mortgage Obligation |
| GNMA_16-H11                                          | 2066-05-20      | 1.9738%  | N/A     | $50498516.00       | $310799.23         | Agency Collateralized Mortgage Obligation |
| GNMA_24-H08A                                         | 2074-05-20      | 1.3689%  | N/A     | $48032620.00       | $1036961.23        | Agency Collateralized Mortgage Obligation |
| GNMA_16-H23A                                         | 2066-10-20      | 3.0265%  | N/A     | $62741000.00       | $344776.47         | Agency Collateralized Mortgage Obligation |
| GNMA_17-H03                                          | 2067-01-20      | 2.4562%  | N/A     | $30750871.00       | $640601.74         | Agency Collateralized Mortgage Obligation |
| GNMA_14-10                                           | 2044-01-16      | 1.6238%  | N/A     | $29437575.00       | $256987.41         | Agency Collateralized Mortgage Obligation |
| GNMA_18-32B                                          | 2048-02-20      | 1.2679%  | N/A     | $31638377.00       | $1065992.58        | Agency Collateralized Mortgage Obligation |
| GNMA_23-135A                                         | 2053-09-20      | 1.4482%  | N/A     | $97588201.00       | $2317011.33        | Agency Collateralized Mortgage Obligation |
| GNMA_23-42G                                          | 2053-03-20      | 5.5000%  | N/A     | $5851562.00        | $1063772.85        | Agency Collateralized Mortgage Obligation |
| GNMA_23-53P                                          | 2053-04-20      | 0.0500%  | N/A     | $8823868.00        | $10471.20          | Agency Collateralized Mortgage Obligation |
| GNMA_11-72                                           | 2041-05-20      | 0.9479%  | N/A     | $154000000.00      | $485503.06         | Agency Collateralized Mortgage Obligation |
| FHLMC_5523B                                          | 2054-07-25      | 6.0000%  | N/A     | $27248009.00       | $5589223.07        | Agency Collateralized Mortgage Obligation |
| GNMA_19-H03C                                         | 2068-11-20      | 2.6080%  | N/A     | $75297944.00       | $1133992.37        | Agency Collateralized Mortgage Obligation |
| GNMA_25-62H                                          | 2055-04-20      | 0.1981%  | N/A     | $116666667.00      | $2255499.83        | Agency Collateralized Mortgage Obligation |
| GNMA_15-82E                                          | 2045-06-20      | 5.3816%  | N/A     | $528007.00         | $2353.79           | Agency Collateralized Mortgage Obligation |
| GNMA_15-H05B                                         | 2065-02-20      | 1.9679%  | N/A     | $36235679.00       | $317322.78         | Agency Collateralized Mortgage Obligation |
| GNMA_24-25K                                          | 2054-02-20      | 6.5000%  | N/A     | $9230769.00        | $786542.09         | Agency Collateralized Mortgage Obligation |
| GNMA_15-89                                           | 2044-12-20      | 5.0000%  | N/A     | $6012000.00        | $131778.05         | Agency Collateralized Mortgage Obligation |
| GNMA_08-25                                           | 2038-03-20      | 2.4679%  | N/A     | $92412000.00       | $30661.17          | Agency Collateralized Mortgage Obligation |
| GNMA_17-H14H                                         | 2067-06-20      | 1.6580%  | N/A     | $45839205.00       | $421840.03         | Agency Collateralized Mortgage Obligation |
| GNMA_20-179                                          | 2062-09-16      | 0.2500%  | N/A     | $110300000.00      | $1312474.54        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H26C                                         | 2073-09-20      | 1.7637%  | N/A     | $37578740.00       | $554880.67         | Agency Collateralized Mortgage Obligation |
| GNMA_21-124                                          | 2062-10-16      | 0.9906%  | N/A     | $45000000.00       | $2410296.24        | Agency Collateralized Mortgage Obligation |
| GNMA_23-63J                                          | 2053-05-20      | 1.8982%  | N/A     | $50000000.00       | $1162377.07        | Agency Collateralized Mortgage Obligation |
| GNMA_08-13                                           | 2038-02-20      | 0.0000%  | N/A     | $30000.00          | $0.00              | Agency Collateralized Mortgage Obligation |
| GNMA_22-H06E                                         | 2072-01-20      | 1.7605%  | N/A     | $110128284.00      | $890336.93         | Agency Collateralized Mortgage Obligation |
| GNMA_21-176L                                         | 2051-10-20      | 2.5000%  | N/A     | $10478033.00       | $1190730.24        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-H04 | 2065-07-20      | 2.3632%  | N/A     | $92398554.00       | $166611.38         | Agency Collateralized Mortgage Obligation |
| GNMA_23-117A                                         | 2053-08-20      | 0.9482%  | N/A     | $100000000.00      | $1985635.98        | Agency Collateralized Mortgage Obligation |
| GNMA_24-26G                                          | 2054-02-20      | 0.9981%  | N/A     | $75000000.00       | $1305820.87        | Agency Collateralized Mortgage Obligation |
| GNMA_23-18E                                          | 2053-02-20      | 5.5000%  | N/A     | $4587565.00        | $675713.60         | Agency Collateralized Mortgage Obligation |
| GNMA_41-97W                                          | 2053-10-20      | 0.2360%  | N/A     | $250240633.00      | $841743.56         | Agency Collateralized Mortgage Obligation |
| GNMA_21-175C                                         | 2051-10-20      | 0.0000%  | N/A     | $13613510.00       | $129949.00         | Agency Collateralized Mortgage Obligation |
| GNMA_24-25M                                          | 2058-11-20      | 6.0000%  | N/A     | $2253725.00        | $210783.47         | Agency Collateralized Mortgage Obligation |
| GNMA_20-5A                                           | 2048-02-20      | 5.0000%  | N/A     | $7600007.00        | $334177.89         | Agency Collateralized Mortgage Obligation |
| GNMA_14-68                                           | 2041-10-20      | 0.3377%  | N/A     | $53418228.00       | $119085.74         | Agency Collateralized Mortgage Obligation |
| GNMA_21-176K                                         | 2051-10-20      | 0.0000%  | N/A     | $150000000.00      | $667994.31         | Agency Collateralized Mortgage Obligation |
| GNMA_08-27                                           | 2038-03-20      | 0.0000%  | N/A     | $200000.00         | $0.00              | Agency Collateralized Mortgage Obligation |
| GNMA_20-95E                                          | 2050-04-20      | 0.0000%  | N/A     | $9244444.00        | $99306.93          | Agency Collateralized Mortgage Obligation |
| GNMA_16-176                                          | 2058-08-16      | 0.8438%  | N/A     | $100000000.00      | $963612.31         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H05G                                         | 2070-03-20      | 1.3510%  | N/A     | $32018609.00       | $554308.82         | Agency Collateralized Mortgage Obligation |
| GNMA_17-H22B                                         | 2067-11-20      | 2.8665%  | N/A     | $82368698.00       | $1506127.59        | Agency Collateralized Mortgage Obligation |
| GNMA_19-128G                                         | 2049-10-20      | 0.0679%  | N/A     | $30000000.00       | $315917.29         | Agency Collateralized Mortgage Obligation |
| GNMA_13-H01                                          | 2063-01-20      | 1.7656%  | N/A     | $35250518.00       | $89133.15          | Agency Collateralized Mortgage Obligation |
| GNMA_19-H06B                                         | 2068-12-20      | 1.2363%  | N/A     | $101821732.00      | $2121986.66        | Agency Collateralized Mortgage Obligation |
| GNMA_23-1D                                           | 2053-01-20      | 0.5981%  | N/A     | $22426123.00       | $957784.22         | Agency Collateralized Mortgage Obligation |
| GNMA_18-67                                           | 2048-05-20      | 1.7679%  | N/A     | $9517000.00        | $188506.73         | Agency Collateralized Mortgage Obligation |
| GNMA_23-19M                                          | 2053-02-20      | 1.9982%  | N/A     | $32000000.00       | $1455363.04        | Agency Collateralized Mortgage Obligation |
| GNMA_22-128G                                         | 2052-07-20      | 0.0000%  | N/A     | $50915713.00       | $913153.06         | Agency Collateralized Mortgage Obligation |
| GNMA_14-H15                                          | 2064-07-20      | 1.7180%  | N/A     | $72744349.00       | $359512.94         | Agency Collateralized Mortgage Obligation |
| GNMA_24-110D                                         | 2054-07-20      | 1.3481%  | N/A     | $30000000.00       | $1778123.84        | Agency Collateralized Mortgage Obligation |
| GNMA_22-45F                                          | 2052-03-20      | 0.0000%  | N/A     | $30000000.00       | $256492.19         | Agency Collateralized Mortgage Obligation |
| GNMA_24-39F                                          | 2064-03-20      | 0.0700%  | N/A     | $75000000.00       | $123545.18         | Agency Collateralized Mortgage Obligation |
| GNMA_18-H19E                                         | 2068-10-20      | 2.5479%  | N/A     | $28531393.00       | $402769.58         | Agency Collateralized Mortgage Obligation |
| GNMA_13-182B                                         | 2043-12-20      | 4.5000%  | N/A     | $61000000.00       | $1046033.79        | Agency Collateralized Mortgage Obligation |
| GNMA_17-H11H                                         | 2067-05-20      | 2.4513%  | N/A     | $56469109.00       | $492626.23         | Agency Collateralized Mortgage Obligation |
| GNMA_17-188C                                         | 2043-09-20      | 0.1826%  | N/A     | $51268769.00       | $255069.38         | Agency Collateralized Mortgage Obligation |
| GNMA_25-H05C                                         | 2075-02-20      | 2.6353%  | N/A     | $31122378.00       | $1243467.79        | Agency Collateralized Mortgage Obligation |
| GNMA_22-215A                                         | 2052-12-20      | 1.9482%  | N/A     | $36500000.00       | $1665793.19        | Agency Collateralized Mortgage Obligation |
| GNMA_22-172G                                         | 2052-10-20      | 1.2881%  | N/A     | $52749312.00       | $1670794.21        | Agency Collateralized Mortgage Obligation |
| GNMA_23-123D                                         | 2053-08-20      | 1.4182%  | N/A     | $70000000.00       | $1768789.46        | Agency Collateralized Mortgage Obligation |
| GNMA_21-77D                                          | 2050-12-20      | 2.5000%  | N/A     | $5254226.00        | $419058.07         | Agency Collateralized Mortgage Obligation |
| GNMA_24-4C                                           | 2054-01-20      | 0.1500%  | N/A     | $50000000.00       | $154010.67         | Agency Collateralized Mortgage Obligation |
| GNMA_24-4A                                           | 2054-01-20      | 1.0981%  | N/A     | $100000000.00      | $2180737.81        | Agency Collateralized Mortgage Obligation |
| GNMA_19-52B                                          | 2049-04-20      | 4.5000%  | N/A     | $23498296.00       | $107042.97         | Agency Collateralized Mortgage Obligation |
| FHLMC_5516A                                          | 2055-03-25      | 0.0000%  | N/A     | $23076922.00       | $15880849.73       | Agency Collateralized Mortgage Obligation |
| GNMA_23-184D                                         | 2053-12-20      | 1.4482%  | N/A     | $30000000.00       | $1235882.54        | Agency Collateralized Mortgage Obligation |
| GNMA_18-H06D                                         | 2068-04-20      | 1.9510%  | N/A     | $52421984.00       | $1596320.83        | Agency Collateralized Mortgage Obligation |
| GNMA_08-4                                            | 2038-01-20      | 0.0000%  | N/A     | $250000.00         | $0.00              | Agency Collateralized Mortgage Obligation |
| GNMA_23-H26A                                         | 2071-08-20      | 0.8838%  | N/A     | $51417388.00       | $1919237.73        | Agency Collateralized Mortgage Obligation |
| GNMA_21-107                                          | 2051-06-20      | 3.0000%  | N/A     | $12330000.00       | $1088759.55        | Agency Collateralized Mortgage Obligation |
| GNMA_25-62D                                          | 2055-04-20      | 0.2482%  | N/A     | $46501918.00       | $1054461.57        | Agency Collateralized Mortgage Obligation |
| GNMA_15-H29E                                         | 2065-11-20      | 1.8288%  | N/A     | $61741854.00       | $589115.59         | Agency Collateralized Mortgage Obligation |
| GNMA_19-35A                                          | 2049-03-20      | 1.5679%  | N/A     | $173295441.00      | $1763950.60        | Agency Collateralized Mortgage Obligation |
| GNMA_22-66D                                          | 2049-05-20      | 3.5000%  | N/A     | $1428571.00        | $117921.79         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2057-01-16      | 0.6562%  | N/A     | $132392642.00      | $1136485.54        | Agency Collateralized Mortgage Obligation |
| GNMA_20-33C                                          | 2050-03-20      | 1.6679%  | N/A     | $16705945.00       | $738948.69         | Agency Collateralized Mortgage Obligation |
| GNMA_21-175N                                         | 2051-10-20      | 0.0000%  | N/A     | $25000000.00       | $131724.94         | Agency Collateralized Mortgage Obligation |
| GNMA_22-H07A                                         | 2068-02-20      | 0.1247%  | N/A     | $345317551.00      | $1109238.16        | Agency Collateralized Mortgage Obligation |
| GNMA_23-135H                                         | 2053-09-20      | 1.3982%  | N/A     | $59830413.00       | $1090333.62        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H05A                                         | 2071-06-20      | 0.4894%  | N/A     | $23158643.00       | $443168.59         | Agency Collateralized Mortgage Obligation |
| GNMA_24-39A                                          | 2054-03-20      | 1.6482%  | N/A     | $63000000.00       | $2120945.37        | Agency Collateralized Mortgage Obligation |
| GNH_16-H6                                            | 2066-02-20      | 1.9471%  | N/A     | $55385800.00       | $573581.24         | Agency Collateralized Mortgage Obligation |
| GNMA REMIC TRUST GNMA_16-128                         | 2056-09-16      | 0.8221%  | N/A     | $190823480.00      | $894103.66         | Agency Collateralized Mortgage Obligation |
| GNMA_22-205A                                         | 2052-12-20      | 1.8681%  | N/A     | $29000000.00       | $771114.10         | Agency Collateralized Mortgage Obligation |
| GNMA_19-H18A                                         | 2069-10-20      | 1.4735%  | N/A     | $51151433.00       | $1439977.19        | Agency Collateralized Mortgage Obligation |
| GNMA_24-39G                                          | 2064-03-20      | 0.0500%  | N/A     | $13024002.00       | $3561.91           | Agency Collateralized Mortgage Obligation |
| GNMA_24-H07C                                         | 2074-03-20      | 2.4483%  | N/A     | $44813108.00       | $1675200.98        | Agency Collateralized Mortgage Obligation |
| GNMA_17-H01                                          | 2066-12-20      | 1.9697%  | N/A     | $164959989.00      | $1558245.36        | Agency Collateralized Mortgage Obligation |
| GNMA_18-H02K                                         | 2068-02-20      | 2.2978%  | N/A     | $33908000.00       | $987685.53         | Agency Collateralized Mortgage Obligation |
| GNMA_22-216B                                         | 2048-10-16      | 0.5641%  | N/A     | $15665691.00       | $319862.50         | Agency Collateralized Mortgage Obligation |
| GNMA_17-77E                                          | 2047-05-20      | 3.5000%  | N/A     | $9835714.00        | $45257.84          | Agency Collateralized Mortgage Obligation |
| GNMA_21-221N                                         | 2051-12-20      | 0.0000%  | N/A     | $43152691.00       | $1073188.77        | Agency Collateralized Mortgage Obligation |
| GNMA_13-H18A                                         | 2063-08-20      | 1.8177%  | N/A     | $26066838.00       | $50347.53          | Agency Collateralized Mortgage Obligation |
| GNMA_21-H03G                                         | 2071-02-20      | 0.4346%  | N/A     | $32671236.00       | $942391.43         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_11-153 | 2041-11-16      | 2.2738%  | N/A     | $51189624.00       | $659121.82         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2057-09-16      | 0.3659%  | N/A     | $1736000.00        | $462.30            | Agency Collateralized Mortgage Obligation |
| GNMA_25-80G                                          | 2055-01-20      | 7.0000%  | N/A     | $857142.00         | $31399.59          | Agency Collateralized Mortgage Obligation |
| GNMA_21-57                                           | 2051-03-20      | 3.0000%  | N/A     | $15224171.00       | $1580380.44        | Agency Collateralized Mortgage Obligation |
| GNMA_24-134J                                         | 2053-12-20      | 1.4482%  | N/A     | $107227777.00      | $2343544.74        | Agency Collateralized Mortgage Obligation |
| GNMA_08-43                                           | 2038-05-20      | 0.0000%  | N/A     | $50078.00          | $0.01              | Agency Collateralized Mortgage Obligation |
| GNMA_05-3                                            | 2035-01-16      | 5.0000%  | N/A     | $113000.00         | $13138.60          | Agency Collateralized Mortgage Obligation |
| GNMA_21-107B                                         | 2051-06-20      | 0.0000%  | N/A     | $30000000.00       | $287094.11         | Agency Collateralized Mortgage Obligation |
| GNMA_21-146                                          | 2045-12-20      | 4.0000%  | N/A     | $3656259.00        | $369608.28         | Agency Collateralized Mortgage Obligation |
| GNMA_21-96E                                          | 2051-06-20      | 1.8679%  | N/A     | $17579799.00       | $771548.79         | Agency Collateralized Mortgage Obligation |
| GNMA_22-136A                                         | 2052-08-20      | 1.6982%  | N/A     | $34894270.00       | $2467571.93        | Agency Collateralized Mortgage Obligation |
| GNMA_19-57H                                          | 2049-05-20      | 1.6179%  | N/A     | $67533929.00       | $1084537.19        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97V                                          | 2054-06-20      | 0.8481%  | N/A     | $50000000.00       | $834840.41         | Agency Collateralized Mortgage Obligation |
| GNMA_10-H17D                                         | 2060-04-20      | 2.0972%  | N/A     | $90682680.00       | $238347.96         | Agency Collateralized Mortgage Obligation |
| GNMA_21-H16F                                         | 2071-09-20      | 2.8375%  | N/A     | $36183479.00       | $951883.44         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-H17 | 2067-09-20      | 2.5354%  | N/A     | $122489829.00      | $1366228.52        | Agency Collateralized Mortgage Obligation |
| GNMA_24-58E                                          | 2054-04-20      | 0.0500%  | N/A     | $29000000.00       | $29477.31          | Agency Collateralized Mortgage Obligation |
| GNMA_23-137E                                         | 2053-09-20      | 1.3982%  | N/A     | $150000000.00      | $2466121.59        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H05F                                         | 2073-01-20      | 1.4213%  | N/A     | $42088974.00       | $613164.01         | Agency Collateralized Mortgage Obligation |
| GNMA_24-58J                                          | 2054-04-20      | 0.0300%  | N/A     | $50000000.00       | $37392.11          | Agency Collateralized Mortgage Obligation |
| GNMA_17-H20D                                         | 2067-10-20      | 2.6107%  | N/A     | $61491000.00       | $1512013.60        | Agency Collateralized Mortgage Obligation |
| GNMA_23-68H                                          | 2053-05-20      | 1.1982%  | N/A     | $125000000.00      | $2409913.54        | Agency Collateralized Mortgage Obligation |
| GNMA_16-68B                                          | 2039-11-20      | 0.0000%  | N/A     | $453085.00         | $11.68             | Agency Collateralized Mortgage Obligation |
| GNMA_20-195                                          | 2062-12-16      | 0.2500%  | N/A     | $164409580.00      | $1266911.90        | Agency Collateralized Mortgage Obligation |
| GNMA_19-29M                                          | 2048-04-20      | 4.5000%  | N/A     | $8553622.00        | $299917.74         | Agency Collateralized Mortgage Obligation |
| GNMA_22-103F                                         | 2052-06-20      | 0.0000%  | N/A     | $15000000.00       | $9505.43           | Agency Collateralized Mortgage Obligation |
| GNMA_21-96J                                          | 2051-06-20      | 0.0000%  | N/A     | $47979314.00       | $1036013.16        | Agency Collateralized Mortgage Obligation |
| GNMA_21-82                                           | 2061-04-16      | 0.2500%  | N/A     | $55000000.00       | $511944.78         | Agency Collateralized Mortgage Obligation |
| GNMA_20-149U                                         | 2050-10-20      | 0.0000%  | N/A     | $31281637.00       | $122428.35         | Agency Collateralized Mortgage Obligation |
| GNMA_24-58L                                          | 2054-04-20      | 0.0500%  | N/A     | $50000000.00       | $63509.53          | Agency Collateralized Mortgage Obligation |
| GNMA_23-18J                                          | 2053-02-20      | 0.0000%  | N/A     | $570392.00         | $311317.61         | Agency Collateralized Mortgage Obligation |
| GNMA_19-48C                                          | 2045-06-20      | 0.0814%  | N/A     | $28211035.00       | $198171.63         | Agency Collateralized Mortgage Obligation |
| GNMA_25-47E                                          | 2055-03-20      | 0.9981%  | N/A     | $40000000.00       | $1754596.23        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_06-30  | 2046-05-16      | 2.7886%  | N/A     | $35000000.00       | $337.75            | Agency Collateralized Mortgage Obligation |
| GNMA_17-128                                          | 2056-12-16      | 0.9764%  | N/A     | $51789407.00       | $488767.21         | Agency Collateralized Mortgage Obligation |
| GNMA_25-H08B                                         | 2073-05-20      | 0.2700%  | N/A     | $55516908.00       | $552594.75         | Agency Collateralized Mortgage Obligation |
| GNMA_22-174H                                         | 2052-10-20      | 0.3982%  | N/A     | $50000000.00       | $1094227.42        | Agency Collateralized Mortgage Obligation |
| GNMA_13-H18F                                         | 2063-08-20      | 1.4081%  | N/A     | $26444871.00       | $31159.64          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2044-06-20      | 0.0000%  | N/A     | $5468071.00        | $198178.59         | Agency Collateralized Mortgage Obligation |
| GNMA_25-30B                                          | 2055-02-20      | 0.0481%  | N/A     | $160349095.00      | $2481217.76        | Agency Collateralized Mortgage Obligation |
| GNMA_19-H18J                                         | 2069-11-20      | 1.0568%  | N/A     | $38626641.00       | $891334.33         | Agency Collateralized Mortgage Obligation |
| GNMA_23-148B                                         | 2053-10-20      | 1.2482%  | N/A     | $100000000.00      | $2223488.63        | Agency Collateralized Mortgage Obligation |
| GNMA_25-62J                                          | 2065-04-20      | 1.1982%  | N/A     | $31026636.00       | $915266.42         | Agency Collateralized Mortgage Obligation |
| GNMA_18-165                                          | 2060-09-16      | 3.2500%  | N/A     | $100000.00         | $22284.24          | Agency Collateralized Mortgage Obligation |
| GNMA_19-H14                                          | 2069-08-20      | 1.7445%  | N/A     | $86681134.00       | $2366646.96        | Agency Collateralized Mortgage Obligation |
| GNMA_11-135                                          | 2041-10-16      | 1.6738%  | N/A     | $38948969.00       | $568449.28         | Agency Collateralized Mortgage Obligation |
| GNMA_18-H08                                          | 2068-06-20      | 1.4750%  | N/A     | $37361377.00       | $489653.51         | Agency Collateralized Mortgage Obligation |
| GNMA_21-160N                                         | 2051-09-20      | 0.0000%  | N/A     | $127754768.00      | $1533200.30        | Agency Collateralized Mortgage Obligation |
| GNMA_18-160H                                         | 2048-01-20      | 5.0000%  | N/A     | $1500000.00        | $6018.21           | Agency Collateralized Mortgage Obligation |
| GNMA_25-97B                                          | 2055-06-20      | 0.0000%  | N/A     | $250000.00         | $624.75            | Agency Collateralized Mortgage Obligation |
| FHLMC_5206D                                          | 2050-01-25      | 4.0000%  | N/A     | $52307723.00       | $5847116.90        | Agency Collateralized Mortgage Obligation |
| GNMA_14-107                                          | 2044-07-20      | 1.1679%  | N/A     | $27588059.00       | $610103.03         | Agency Collateralized Mortgage Obligation |
| GNMA_19-112B                                         | 2049-09-20      | 1.5679%  | N/A     | $11871429.00       | $514762.84         | Agency Collateralized Mortgage Obligation |
| WOTSO PENRITH PTY LTD                                | 2046-04-20      | 1.6679%  | N/A     | $20000000.00       | $423395.96         | Agency Collateralized Mortgage Obligation |
| GNMA_23-137F                                         | 2053-09-20      | 1.4482%  | N/A     | $50000000.00       | $847543.83         | Agency Collateralized Mortgage Obligation |
| GNMA_14-157                                          | 2055-05-16      | 0.1854%  | N/A     | $2500000.00        | $1597.60           | Agency Mortgage-Backed Securities         |
| GNMA_23-76A                                          | 2053-05-20      | 1.1482%  | N/A     | $100000000.00      | $1881507.70        | Agency Collateralized Mortgage Obligation |
| GNMA_21-162B                                         | 2051-09-20      | 4.0000%  | N/A     | $3130000.00        | $281303.34         | Agency Collateralized Mortgage Obligation |
| GNMA_10-H17D                                         | 2060-03-20      | 2.5004%  | N/A     | $46313230.00       | $169299.27         | Agency Collateralized Mortgage Obligation |
| GNMA_25-H12B                                         | 2071-09-20      | 0.4315%  | N/A     | $28898494.00       | $468060.69         | Agency Collateralized Mortgage Obligation |
| GNMA_21-H04A                                         | 2071-02-01      | 0.6213%  | N/A     | $49584253.00       | $1549028.85        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H17B                                         | 2071-04-20      | 0.0170%  | N/A     | $50000000.00       | $3159.25           | Agency Collateralized Mortgage Obligation |
| GNMA_12-H31                                          | 2062-12-20      | 2.0740%  | N/A     | $102190309.00      | $394504.07         | Agency Collateralized Mortgage Obligation |
| GNMA_16-H24F                                         | 2066-10-20      | 2.6139%  | N/A     | $49580631.00       | $376257.99         | Agency Collateralized Mortgage Obligation |
| GNMA_07-79                                           | 2037-12-20      | 7.4128%  | N/A     | $20000000.00       | $189681.46         | Agency Collateralized Mortgage Obligation |
| GNMA_25-43D                                          | 2055-03-20      | 5.0000%  | N/A     | $1000.00           | $862.18            | Agency Collateralized Mortgage Obligation |
| GNMA_14-96C                                          | 2044-07-16      | 1.1738%  | N/A     | $42500768.00       | $538461.59         | Agency Collateralized Mortgage Obligation |
| GNMA_13-190                                          | 2041-05-20      | 0.0000%  | N/A     | $97967676.00       | $142324.55         | Agency Collateralized Mortgage Obligation |
| GNMA_19-31                                           | 2049-01-20      | 1.7179%  | N/A     | $17269500.00       | $541647.15         | Agency Collateralized Mortgage Obligation |
| GNMA_24-84S                                          | 2054-05-20      | 1.1482%  | N/A     | $50000000.00       | $1961388.10        | Agency Collateralized Mortgage Obligation |
| GNMA_19-74C                                          | 2049-06-20      | 1.6679%  | N/A     | $28862988.00       | $878041.78         | Agency Collateralized Mortgage Obligation |
| GNMA_23-21H                                          | 2053-02-20      | 1.2981%  | N/A     | $50000000.00       | $1380631.18        | Agency Collateralized Mortgage Obligation |
| GNMA_20-7F                                           | 2050-01-20      | 3.5000%  | N/A     | $17858929.00       | $421381.61         | Agency Collateralized Mortgage Obligation |
| GNMA_14-092IX                                        | 2054-05-16      | 0.0827%  | N/A     | $56721504.00       | $33484.50          | Agency Mortgage-Backed Securities         |
| GNMA_24-109E                                         | 2054-07-20      | 1.5981%  | N/A     | $95000000.00       | $2390602.52        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H15C                                         | 2074-04-20      | 0.5706%  | N/A     | $26098475.00       | $1538875.98        | Agency Collateralized Mortgage Obligation |
| GNMA_19-31G                                          | 2049-03-20      | 1.6179%  | N/A     | $85616740.00       | $750516.04         | Agency Collateralized Mortgage Obligation |
| GNMA_13-21A                                          | 2054-01-16      | 0.4684%  | N/A     | $2845000.00        | $4385.34           | Agency Collateralized Mortgage Obligation |
| GNMA_16-H07B                                         | 2066-03-20      | 1.7728%  | N/A     | $105662843.00      | $742427.53         | Agency Collateralized Mortgage Obligation |
| GNMA_13-8                                            | 2042-11-20      | 1.7500%  | N/A     | $230000.00         | $18438.15          | Agency Collateralized Mortgage Obligation |
| GNMA_16-68A                                          | 2040-05-20      | 5.0000%  | N/A     | $16533235.00       | $435491.77         | Agency Collateralized Mortgage Obligation |
| GNMA_14-153                                          | 2056-04-16      | 0.3200%  | N/A     | $1790000.00        | $585.69            | Agency Collateralized Mortgage Obligation |
| GNMA_22-22B                                          | 2052-02-20      | 0.0000%  | N/A     | $84088575.00       | $83117.63          | Agency Collateralized Mortgage Obligation |
| GNMA_24-25J                                          | 2052-03-20      | 6.5000%  | N/A     | $1538461.00        | $30108.17          | Agency Collateralized Mortgage Obligation |
| GNMA_24-187K                                         | 2054-11-20      | 1.0481%  | N/A     | $25000000.00       | $1522662.59        | Agency Collateralized Mortgage Obligation |
| OVERNMENT NATIONAL MORTGAGE ASSO                     | 2042-09-20      | 0.3679%  | N/A     | $50000000.00       | $73596.11          | Agency Collateralized Mortgage Obligation |
| GNMA_23-112D                                         | 2050-06-20      | 7.0000%  | N/A     | $428571.00         | $6106.57           | Agency Collateralized Mortgage Obligation |
| GNMA_20-95G                                          | 2050-04-20      | 0.0000%  | N/A     | $9236502.00        | $96926.54          | Agency Collateralized Mortgage Obligation |
| GNMA_19-H18                                          | 2069-10-20      | 2.3400%  | N/A     | $49857711.00       | $2285434.18        | Agency Collateralized Mortgage Obligation |
| GNMA_23-42C                                          | 2053-03-20      | 6.0000%  | N/A     | $2582919.00        | $245101.35         | Agency Collateralized Mortgage Obligation |
| GNMA_25-43C                                          | 2055-03-20      | 0.0000%  | N/A     | $399659.00         | $293496.49         | Agency Collateralized Mortgage Obligation |
| GNMA_07-25                                           | 2037-05-20      | 2.3679%  | N/A     | $129724973.00      | $112640.81         | Agency Collateralized Mortgage Obligation |
| GNMA_25-7G                                           | 2055-01-20      | 7.0000%  | N/A     | $13059209.00       | $1999613.37        | Agency Collateralized Mortgage Obligation |
| GNMA_22-206                                          | 2052-12-20      | 1.2482%  | N/A     | $50000000.00       | $964428.29         | Agency Collateralized Mortgage Obligation |
| GNMA_12-H26                                          | 2062-11-20      | 1.8835%  | N/A     | $39413271.00       | $70438.59          | Agency Collateralized Mortgage Obligation |
| GNMA_24-180M                                         | 2054-11-20      | 6.5000%  | N/A     | $12187703.00       | $2417063.40        | Agency Collateralized Mortgage Obligation |
| GNMA_15-67                                           | 2056-11-16      | 0.6345%  | N/A     | $140000000.00      | $1030831.54        | Agency Collateralized Mortgage Obligation |
| GNMA_05-65                                           | 2035-08-20      | 6.2333%  | N/A     | $7267749.00        | $205994.87         | Agency Collateralized Mortgage Obligation |
| GNMA_16-91H                                          | 2043-05-20      | 0.2251%  | N/A     | $38062061.00       | $113861.21         | Agency Collateralized Mortgage Obligation |
| GNMA_17-167A                                         | 2047-11-20      | 1.7679%  | N/A     | $38234932.00       | $906704.50         | Agency Collateralized Mortgage Obligation |
| GNMA_24-9A                                           | 2054-01-20      | 6.0000%  | N/A     | $2499998.00        | $63032.88          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-47  | 2058-02-16      | 0.5975%  | N/A     | $72335797.00       | $364599.28         | Agency Collateralized Mortgage Obligation |
| GNMA_22-51A                                          | 2052-03-20      | 3.0000%  | N/A     | $44480.00          | $25969.24          | Agency Collateralized Mortgage Obligation |
| GNMA_24-15A                                          | 2065-10-16      | 0.7403%  | N/A     | $562430.00         | $35877.74          | Agency Collateralized Mortgage Obligation |
| GNMA_19-H16F                                         | 2069-10-20      | 1.5012%  | N/A     | $49903469.00       | $1085479.91        | Agency Collateralized Mortgage Obligation |
| GNMA_13-116                                          | 2043-08-20      | 1.7179%  | N/A     | $52410000.00       | $485619.06         | Agency Collateralized Mortgage Obligation |
| GNMA_23-42A                                          | 2053-03-20      | 6.0000%  | N/A     | $31874.00          | $32505.02          | Agency Collateralized Mortgage Obligation |
| GNMA_09-106                                          | 2039-11-20      | 1.9679%  | N/A     | $14100000.00       | $27690.97          | Agency Collateralized Mortgage Obligation |
| GNMA_13-H23                                          | 2063-09-20      | 0.9313%  | N/A     | $100063974.00      | $42457.04          | Agency Collateralized Mortgage Obligation |
| GNMA_19-H19A                                         | 2069-12-20      | 1.0685%  | N/A     | $59276595.00       | $1783389.15        | Agency Collateralized Mortgage Obligation |
| GNMA_23-147D                                         | 2053-10-20      | 1.1482%  | N/A     | $55000000.00       | $831551.93         | Agency Collateralized Mortgage Obligation |
| GNMA_13-H18G                                         | 2063-07-20      | 1.2627%  | N/A     | $26625157.00       | $26129.42          | Agency Collateralized Mortgage Obligation |
| GNMA_16-H24A                                         | 2066-11-20      | 2.2910%  | N/A     | $70668862.00       | $769567.18         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-85  | 2060-06-16      | 0.5517%  | N/A     | $100000000.00      | $1234359.15        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H08B                                         | 2071-08-20      | 0.4080%  | N/A     | $70902317.00       | $1125604.54        | Agency Collateralized Mortgage Obligation |
| GNMA_24-58F                                          | 2054-04-20      | 0.0500%  | N/A     | $60000000.00       | $74694.70          | Agency Collateralized Mortgage Obligation |
| GNMA_22-H01B                                         | 2071-12-20      | 2.7571%  | N/A     | $37012804.00       | $1072621.56        | Agency Collateralized Mortgage Obligation |
| GNMA_17-H11J                                         | 2067-04-20      | 2.4752%  | N/A     | $43573800.00       | $634834.45         | Agency Collateralized Mortgage Obligation |
| GNMA_24-35                                           | 2063-11-16      | 0.9847%  | N/A     | $25223457.00       | $1835487.89        | Agency Collateralized Mortgage Obligation |
| GNMA_25-84E                                          | 2055-05-20      | 0.0000%  | N/A     | $100000000.00      | $1686299.72        | Agency Collateralized Mortgage Obligation |
| GNMA_20-47R                                          | 2050-04-20      | 4.0000%  | N/A     | $4828677.00        | $224079.64         | Agency Collateralized Mortgage Obligation |
| GNMA_21-226D                                         | 2051-12-20      | 0.0000%  | N/A     | $100000000.00      | $298915.69         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H04K                                         | 2069-06-20      | 2.5339%  | N/A     | $31875317.00       | $483488.08         | Agency Collateralized Mortgage Obligation |
| GNMA_23-169C                                         | 2053-11-20      | 2.0981%  | N/A     | $50000000.00       | $1798865.26        | Agency Collateralized Mortgage Obligation |
| GNMA_23-54G                                          | 2053-04-20      | 5.5000%  | N/A     | $25126.00          | $24633.29          | Agency Collateralized Mortgage Obligation |
| GNMA_21-96G                                          | 2051-06-20      | 0.0000%  | N/A     | $102670443.00      | $166365.63         | Agency Collateralized Mortgage Obligation |
| GNMA_06-69                                           | 2036-12-20      | 2.3679%  | N/A     | $83333333.00       | $15328.74          | Agency Collateralized Mortgage Obligation |
| GNMA_25-24B                                          | 2055-02-20      | 1.5481%  | N/A     | $13000000.00       | $739869.87         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2042-10-16      | 3.5000%  | N/A     | $13695000.00       | $534433.18         | Agency Collateralized Mortgage Obligation |
| GNMA_24-39G                                          | 2064-03-20      | 0.1000%  | N/A     | $19000000.00       | $15518.09          | Agency Collateralized Mortgage Obligation |
| GNMA_24-173A                                         | 2054-10-20      | 0.6982%  | N/A     | $30000000.00       | $835596.17         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H12E                                         | 2070-07-20      | 1.8112%  | N/A     | $45898210.00       | $1218615.79        | Agency Collateralized Mortgage Obligation |
| GNMA_20-75                                           | 2062-02-16      | 0.8702%  | N/A     | $963000.00         | $31914.90          | Agency Collateralized Mortgage Obligation |
| GNMA_14-40                                           | 2054-01-16      | 0.2261%  | N/A     | $103923000.00      | $87429.98          | Agency Collateralized Mortgage Obligation |
| GNMA_24-25P                                          | 2054-02-20      | 6.0000%  | N/A     | $11248897.00       | $2057132.35        | Agency Collateralized Mortgage Obligation |
| GNMA_24-51G                                          | 2054-03-20      | 0.1000%  | N/A     | $100000000.00      | $194895.10         | Agency Collateralized Mortgage Obligation |
| GNMA_19-123                                          | 2049-10-20      | 1.7179%  | N/A     | $72453000.00       | $1770156.34        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H26A                                         | 2071-07-20      | 0.2206%  | N/A     | $61561973.00       | $788386.07         | Agency Collateralized Mortgage Obligation |
| GNMA_25-H13C                                         | 2075-06-20      | 0.7789%  | N/A     | $30144219.00       | $2336176.97        | Agency Collateralized Mortgage Obligation |
| GNMA_21-175C                                         | 2051-10-20      | 0.0000%  | N/A     | $20750663.00       | $282532.39         | Agency Collateralized Mortgage Obligation |
| GNMA_23-165A                                         | 2053-11-20      | 1.1982%  | N/A     | $100000000.00      | $1535069.24        | Agency Collateralized Mortgage Obligation |
| GNMA_19-H15E                                         | 2069-09-20      | 1.8729%  | N/A     | $40349673.00       | $1232296.36        | Agency Collateralized Mortgage Obligation |
| FHLMC_5482E                                          | 2051-03-25      | 2.0000%  | N/A     | $56176492.00       | $6719873.59        | Agency Collateralized Mortgage Obligation |
| GNMA_16-49                                           | 2046-04-20      | 1.6179%  | N/A     | $60000000.00       | $1413634.14        | Agency Collateralized Mortgage Obligation |
| GNMA_23-42A                                          | 2053-03-20      | 6.5000%  | N/A     | $3548218.00        | $262859.14         | Agency Collateralized Mortgage Obligation |
| GNMA_21-H12B                                         | 2071-07-20      | 2.0229%  | N/A     | $25588763.00       | $983485.38         | Agency Collateralized Mortgage Obligation |
| GNMA_18-H06E                                         | 2068-04-20      | 1.7558%  | N/A     | $75000000.00       | $1665976.93        | Agency Collateralized Mortgage Obligation |
| GNMA_21-25G                                          | 2051-02-20      | 2.5000%  | N/A     | $6086000.00        | $595600.48         | Agency Collateralized Mortgage Obligation |
| GNMA_23-59A                                          | 2053-04-20      | 1.3481%  | N/A     | $12500000.00       | $425459.27         | Agency Collateralized Mortgage Obligation |
| GNMA_21-193F                                         | 2051-11-20      | 0.0000%  | N/A     | $74747961.00       | $1470682.68        | Agency Collateralized Mortgage Obligation |
| GNMA_13-H17                                          | 2063-07-20      | 1.6308%  | N/A     | $73907696.00       | $55738.69          | Agency Collateralized Mortgage Obligation |
| GNMA_13-116                                          | 2043-08-20      | 1.6179%  | N/A     | $65000000.00       | $583680.71         | Agency Collateralized Mortgage Obligation |
| GNMA_16-87                                           | 2058-08-16      | 0.6242%  | N/A     | $130000000.00      | $1043811.22        | Agency Collateralized Mortgage Obligation |
| GNMA_24-25G                                          | 2054-02-20      | 6.0000%  | N/A     | $6250000.00        | $1061945.84        | Agency Collateralized Mortgage Obligation |
| GNMA_23-154A                                         | 2053-10-20      | 2.0181%  | N/A     | $50000000.00       | $1591335.23        | Agency Collateralized Mortgage Obligation |
| GNMA_17-H13A                                         | 2067-06-20      | 1.6191%  | N/A     | $136346184.00      | $1520998.03        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2066-02-20      | 1.7909%  | N/A     | $31547250.00       | $453666.02         | Agency Collateralized Mortgage Obligation |
| GNMA_14-10                                           | 2044-01-16      | 1.6238%  | N/A     | $84838708.00       | $892691.86         | Agency Collateralized Mortgage Obligation |
| GNMA_10-87                                           | 2040-07-16      | 2.0738%  | N/A     | $131297989.00      | $548361.18         | Agency Collateralized Mortgage Obligation |
| GNMA_24-91B                                          | 2064-05-20      | 0.8481%  | N/A     | $106613707.00      | $1389558.56        | Agency Collateralized Mortgage Obligation |
| GNMA_19-83                                           | 2046-06-20      | 0.0893%  | N/A     | $78080820.00       | $494889.77         | Agency Collateralized Mortgage Obligation |
| GNMA_21-H19H                                         | 2071-12-20      | 2.6875%  | N/A     | $54361281.00       | $1316327.46        | Agency Collateralized Mortgage Obligation |
| GNMA_18-H13B                                         | 2068-06-20      | 0.7762%  | N/A     | $76072526.00       | $1500073.01        | Agency Collateralized Mortgage Obligation |
| GNMA_24-43K                                          | 2054-03-20      | 1.7482%  | N/A     | $28688557.00       | $806763.82         | Agency Collateralized Mortgage Obligation |
| GNMA_21-175C                                         | 2051-10-20      | 0.0000%  | N/A     | $54906266.00       | $690728.81         | Agency Collateralized Mortgage Obligation |
| GNMA_23-19A                                          | 2053-02-20      | 6.0000%  | N/A     | $2000000.00        | $205908.91         | Agency Collateralized Mortgage Obligation |
| GNMA_23-42A                                          | 2053-03-20      | 6.5000%  | N/A     | $2884614.00        | $249205.83         | Agency Collateralized Mortgage Obligation |
| GNMA_25-H05B                                         | 2074-11-20      | 0.1363%  | N/A     | $8070550.00        | $38415.33          | Agency Collateralized Mortgage Obligation |
| GNMA_16-H17A                                         | 2066-07-20      | 3.2665%  | N/A     | $50801857.00       | $787495.51         | Agency Collateralized Mortgage Obligation |
| GNMA_24-109D                                         | 2054-07-20      | 0.0481%  | N/A     | $43300000.00       | $852772.21         | Agency Collateralized Mortgage Obligation |
| GNMA_18-H07A                                         | 2068-05-20      | 1.8711%  | N/A     | $50000000.00       | $1113420.12        | Agency Collateralized Mortgage Obligation |
| GNMA_21-107C                                         | 2051-06-20      | 2.0000%  | N/A     | $1000.00           | $425.47            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-162 | 2058-09-16      | 0.7883%  | N/A     | $190495167.00      | $1679702.40        | Agency Collateralized Mortgage Obligation |
| GNMA_20-47                                           | 2049-02-20      | 1.5679%  | N/A     | $70848000.00       | $2215786.66        | Agency Collateralized Mortgage Obligation |
| GNMA_19-43C                                          | 2049-04-20      | 5.0000%  | N/A     | $3247314.00        | $22651.01          | Agency Collateralized Mortgage Obligation |
| GNMA_14-5                                            | 2044-01-16      | 1.1238%  | N/A     | $32150000.00       | $175409.14         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-85E | 2051-05-20      | 3.0000%  | N/A     | $100000.00         | $12127.97          | Agency Collateralized Mortgage Obligation |
| GNMA_22-205K                                         | 2052-12-20      | 1.8982%  | N/A     | $29000000.00       | $779312.77         | Agency Collateralized Mortgage Obligation |
| GNMA_22-209C                                         | 2052-12-20      | 2.5482%  | N/A     | $3500000.00        | $186831.23         | Agency Collateralized Mortgage Obligation |
| GNMA_19-7                                            | 2061-01-16      | 0.9003%  | N/A     | $208030459.00      | $2082241.25        | Agency Collateralized Mortgage Obligation |
| GNMA_22-118                                          | 2064-06-16      | 0.6361%  | N/A     | $50000000.00       | $2343753.03        | Agency Collateralized Mortgage Obligation |
| GNMA_11-H02                                          | 2060-12-20      | 1.2392%  | N/A     | $39862222.00       | $147131.74         | Agency Collateralized Mortgage Obligation |
| GNMA_23-130A                                         | 2053-09-20      | 0.0500%  | N/A     | $50000000.00       | $45903.05          | Agency Collateralized Mortgage Obligation |
| GNMA_19-H07D                                         | 2069-04-20      | 2.5066%  | N/A     | $40368984.00       | $591240.69         | Agency Collateralized Mortgage Obligation |
| GNMA_21-H05D                                         | 2071-03-20      | 0.3262%  | N/A     | $28731101.00       | $751063.73         | Agency Collateralized Mortgage Obligation |
| GNMA_18-18E                                          | 2048-02-20      | 0.0000%  | N/A     | $51789000.00       | $325431.91         | Agency Collateralized Mortgage Obligation |
| GNMA_22-128G                                         | 2052-07-20      | 0.0000%  | N/A     | $49084287.00       | $697452.33         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H20B                                         | 2070-03-20      | 2.7606%  | N/A     | $40521385.00       | $889265.44         | Agency Collateralized Mortgage Obligation |
| GNMA_12-68                                           | 2042-05-20      | 1.0679%  | N/A     | $19775642.00       | $287270.63         | Agency Collateralized Mortgage Obligation |
| GNMA_23-173H                                         | 2053-11-20      | 1.1982%  | N/A     | $100000000.00      | $1535156.86        | Agency Collateralized Mortgage Obligation |
| GNMA_13-H09                                          | 2063-04-20      | 1.6944%  | N/A     | $20020231.00       | $40450.69          | Agency Collateralized Mortgage Obligation |
| GNMA_19-H10J                                         | 2069-06-20      | 1.6859%  | N/A     | $18056987.00       | $180177.01         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-26  | 2040-02-20      | 1.8179%  | N/A     | $297074000.00      | $1295269.85        | Agency Collateralized Mortgage Obligation |
| GNMA_23-151A                                         | 2034-07-20      | 6.5000%  | N/A     | $844656.00         | $2243.48           | Agency Collateralized Mortgage Obligation |
| GNMA_22-51D                                          | 2052-03-20      | 0.0000%  | N/A     | $50000000.00       | $72442.05          | Agency Collateralized Mortgage Obligation |
| GNMA_23-152J                                         | 2053-10-20      | 1.1482%  | N/A     | $85714288.00       | $1303276.16        | Agency Collateralized Mortgage Obligation |
| GNMA_19-79                                           | 2061-02-16      | 0.8738%  | N/A     | $83000000.00       | $880648.94         | Agency Collateralized Mortgage Obligation |
| GNMA_23-80D                                          | 2053-06-20      | 6.5000%  | N/A     | $500102.00         | $3516.44           | Agency Collateralized Mortgage Obligation |
| GNMA_21-191                                          | 2051-10-20      | 3.0000%  | N/A     | $4125000.00        | $364556.08         | Agency Collateralized Mortgage Obligation |
| FHLMC_5220B                                          | 2051-01-25      | 4.5000%  | N/A     | $62803109.00       | $6988027.64        | Agency Collateralized Mortgage Obligation |
| GNMA_23-41E                                          | 2053-03-20      | 1.8481%  | N/A     | $26997309.00       | $1462345.75        | Agency Collateralized Mortgage Obligation |
| GNMA_24-108H                                         | 2054-07-20      | 1.5981%  | N/A     | $38726229.00       | $2151862.48        | Agency Collateralized Mortgage Obligation |
| GNMA_21-119B                                         | 2051-07-20      | 3.0000%  | N/A     | $8583333.00        | $736025.97         | Agency Collateralized Mortgage Obligation |
| GNMA_22-24A                                          | 2052-02-20      | 0.0000%  | N/A     | $250000000.00      | $709039.17         | Agency Collateralized Mortgage Obligation |
| GNMA_17-H19                                          | 2067-04-20      | 2.0328%  | N/A     | $18988000.00       | $233322.78         | Agency Collateralized Mortgage Obligation |
| GNMA_20-107E                                         | 2050-03-20      | 4.0000%  | N/A     | $11534998.00       | $711855.52         | Agency Collateralized Mortgage Obligation |
| GNMA_15-H23A                                         | 2065-09-20      | 2.6652%  | N/A     | $34531002.00       | $456617.66         | Agency Collateralized Mortgage Obligation |
| GNMA_18-H02A                                         | 2068-01-20      | 2.6027%  | N/A     | $24837594.00       | $520539.00         | Agency Collateralized Mortgage Obligation |
| GNMA_12-H26                                          | 2062-10-20      | 1.4159%  | N/A     | $20786617.00       | $24587.29          | Agency Collateralized Mortgage Obligation |
| GNMA_23-135G                                         | 2053-09-20      | 2.2481%  | N/A     | $65000000.00       | $1577508.91        | Agency Collateralized Mortgage Obligation |
| GNMA_19-42D                                          | 2049-04-20      | 5.0000%  | N/A     | $67500450.00       | $1703756.91        | Agency Collateralized Mortgage Obligation |
| GNMA_20-115B                                         | 2050-08-20      | 0.0000%  | N/A     | $90437500.00       | $2321919.41        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H10B                                         | 2071-06-20      | 1.9401%  | N/A     | $37504519.00       | $821920.52         | Agency Collateralized Mortgage Obligation |
| GNMA_19-H15                                          | 2069-09-20      | 1.9295%  | N/A     | $50427236.00       | $1395368.61        | Agency Collateralized Mortgage Obligation |
| GNMA_20-43                                           | 2061-11-16      | 1.2618%  | N/A     | $410000.00         | $16180.61          | Agency Collateralized Mortgage Obligation |
| GNMA_20-30D                                          | 2048-04-20      | 0.1073%  | N/A     | $32572799.00       | $284785.06         | Agency Collateralized Mortgage Obligation |
| GNMA_25-38                                           | 2062-01-16      | 0.6441%  | N/A     | $50000000.00       | $1519284.61        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-9   | 2060-01-16      | 0.4436%  | N/A     | $100000000.00      | $1483039.20        | Agency Collateralized Mortgage Obligation |
| GNMA_19-43C                                          | 2049-04-20      | 0.0000%  | N/A     | $20157487.00       | $7731.68           | Agency Collateralized Mortgage Obligation |
| GNMA_15-118                                          | 2045-08-20      | 1.2179%  | N/A     | $107142857.00      | $2182842.80        | Agency Collateralized Mortgage Obligation |
| GNMA_24-39C                                          | 2054-03-20      | 1.0182%  | N/A     | $50000000.00       | $1955205.51        | Agency Collateralized Mortgage Obligation |
| GNMA_21-197D                                         | 2051-11-20      | 0.0000%  | N/A     | $300000000.00      | $103998.05         | Agency Collateralized Mortgage Obligation |
| GNMA_25-H12A                                         | 2075-05-20      | 1.4849%  | N/A     | $18584619.00       | $601085.87         | Agency Collateralized Mortgage Obligation |
| GNMA_17-H4                                           | 2067-02-20      | 2.3981%  | N/A     | $47000000.00       | $609216.72         | Agency Collateralized Mortgage Obligation |
| GNMA_24-39J                                          | 2054-03-20      | 0.0500%  | N/A     | $60000000.00       | $80988.23          | Agency Collateralized Mortgage Obligation |
| GNMA_24-89A                                          | 2054-05-20      | 2.9482%  | N/A     | $11579196.00       | $1097425.14        | Agency Collateralized Mortgage Obligation |
| GNMA_17-H20                                          | 2067-10-20      | 2.6455%  | N/A     | $115090218.00      | $2060255.77        | Agency Collateralized Mortgage Obligation |
| GNMA_23-67D                                          | 2053-05-20      | 1.1482%  | N/A     | $100000000.00      | $1913423.10        | Agency Collateralized Mortgage Obligation |
| GNMA_21-195                                          | 2063-08-16      | 0.2500%  | N/A     | $104436563.00      | $984388.01         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2066-12-20      | 2.5739%  | N/A     | $31712373.00       | $581576.33         | Agency Collateralized Mortgage Obligation |
| GNMA_23-40L                                          | 2047-03-20      | 4.0000%  | N/A     | $19907536.00       | $2272309.58        | Agency Collateralized Mortgage Obligation |
| GNMA_16-4D                                           | 2045-11-20      | 4.0000%  | N/A     | $2754000.00        | $54187.48          | Agency Collateralized Mortgage Obligation |
| FHLMC_5228C                                          | 2051-01-25      | 4.5000%  | N/A     | $49199111.00       | $5529794.36        | Agency Collateralized Mortgage Obligation |
| GNMA_21-191F                                         | 2051-05-20      | 3.0000%  | N/A     | $3900000.00        | $387197.88         | Agency Collateralized Mortgage Obligation |
| GNMA_17-H03                                          | 2066-12-20      | 2.3206%  | N/A     | $84223548.00       | $759103.61         | Agency Collateralized Mortgage Obligation |
| GNMA_23-84R                                          | 2053-06-20      | 1.7981%  | N/A     | $38833331.00       | $1779607.42        | Agency Collateralized Mortgage Obligation |
| GNMA_21-96A                                          | 2051-06-20      | 3.5000%  | N/A     | $10826155.00       | $802060.87         | Agency Collateralized Mortgage Obligation |
| GNMA_21-175C                                         | 2051-10-20      | 0.0000%  | N/A     | $28015543.00       | $319333.11         | Agency Collateralized Mortgage Obligation |
| GNMA_14-100                                          | 2043-10-16      | 4.5000%  | N/A     | $72252888.00       | $394656.01         | Agency Collateralized Mortgage Obligation |
| GNMA_24-23D                                          | 2054-02-20      | 1.4482%  | N/A     | $50000000.00       | $1892215.30        | Agency Collateralized Mortgage Obligation |
| GNMA_25-97C                                          | 2055-06-20      | 0.8962%  | N/A     | $50000000.00       | $2261296.53        | Agency Collateralized Mortgage Obligation |
| GNMA_23-70E                                          | 2053-05-20      | 1.0981%  | N/A     | $50000000.00       | $903793.56         | Agency Collateralized Mortgage Obligation |
| GNMA_19-151M                                         | 2049-11-20      | 4.5000%  | N/A     | $26325333.00       | $1318887.43        | Agency Collateralized Mortgage Obligation |
| GNMA_23-151D                                         | 2050-04-20      | 3.0000%  | N/A     | $3304881.00        | $435380.12         | Agency Collateralized Mortgage Obligation |
| GNMA_24-77H                                          | 2054-05-20      | 2.8481%  | N/A     | $40000000.00       | $2394504.77        | Agency Collateralized Mortgage Obligation |
| GNMA_14-145D                                         | 2043-01-16      | 3.0069%  | N/A     | $507232.00         | $20835.21          | Agency Collateralized Mortgage Obligation |
| GNMA_18-136                                          | 2060-04-16      | 1.2075%  | N/A     | $143848293.00      | $1757143.27        | Agency Collateralized Mortgage Obligation |
| GNMA_13-125                                          | 2054-10-16      | 0.2462%  | N/A     | $150000.00         | $608.28            | Agency Collateralized Mortgage Obligation |
| GNMA_19-152M                                         | 2049-12-20      | 4.5000%  | N/A     | $48317.00          | $36292.64          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_02-28  | 2042-01-16      | 1.1060%  | N/A     | $1758402.00        | $1.01              | Agency Collateralized Mortgage Obligation |
| GNMA_10-61                                           | 2040-05-16      | 1.5738%  | N/A     | $60000000.00       | $129262.92         | Agency Collateralized Mortgage Obligation |
| GNMA_23-151G                                         | 2063-10-20      | 0.0000%  | N/A     | $7631983.00        | $1769856.80        | Agency Collateralized Mortgage Obligation |
| GNMA_23-67D                                          | 2053-05-20      | 1.1482%  | N/A     | $100000000.00      | $1852685.11        | Agency Collateralized Mortgage Obligation |
| GNMA_16-33G                                          | 2046-03-20      | 1.6179%  | N/A     | $32043075.00       | $717105.16         | Agency Collateralized Mortgage Obligation |
| GNMA_20-46G                                          | 2050-04-20      | 0.0000%  | N/A     | $70000000.00       | $106703.70         | Agency Collateralized Mortgage Obligation |
| GNMA_25-43C                                          | 2055-03-20      | 4.5000%  | N/A     | $1000.00           | $785.25            | Agency Collateralized Mortgage Obligation |
| GNMA_24-30C                                          | 2054-02-20      | 2.1481%  | N/A     | $50000000.00       | $985282.20         | Agency Collateralized Mortgage Obligation |
| GNMA_25-84A                                          | 2055-05-20      | 0.0000%  | N/A     | $50000000.00       | $693379.49         | Agency Collateralized Mortgage Obligation |
| GNMA_21-96G                                          | 2051-06-20      | 0.0000%  | N/A     | $150000000.00      | $324732.28         | Agency Collateralized Mortgage Obligation |
| GNMA_23-131J                                         | 2053-09-20      | 1.3481%  | N/A     | $95000000.00       | $2183653.53        | Agency Collateralized Mortgage Obligation |
| GNMA_23-63D                                          | 2053-05-20      | 1.1482%  | N/A     | $50000000.00       | $940682.83         | Agency Collateralized Mortgage Obligation |
| GNMA_24-144L                                         | 2054-09-20      | 0.0000%  | N/A     | $46978723.00       | $1139122.82        | Agency Collateralized Mortgage Obligation |
| GNMA_10-50                                           | 2040-04-20      | 1.2979%  | N/A     | $200250000.00      | $711353.29         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-25  | 2060-02-16      | 0.4696%  | N/A     | $150000000.00      | $2184768.39        | Agency Collateralized Mortgage Obligation |
| GNMA_23-64H                                          | 2053-05-20      | 1.0681%  | N/A     | $40000000.00       | $1385551.87        | Agency Collateralized Mortgage Obligation |
| GNMA_13-H17                                          | 2063-04-20      | 2.2966%  | N/A     | $20131897.00       | $517.15            | Agency Collateralized Mortgage Obligation |
| GNMA_16-108A                                         | 2046-08-20      | 0.0000%  | N/A     | $750000.00         | $51801.78          | Agency Collateralized Mortgage Obligation |
| GNMA_15-93                                           | 2054-09-16      | 0.3624%  | N/A     | $154228210.00      | $29048.25          | Agency Collateralized Mortgage Obligation |
| GNMA_23-21J                                          | 2053-02-20      | 1.9882%  | N/A     | $35000000.00       | $1593834.26        | Agency Collateralized Mortgage Obligation |
| GNMA_24-118A                                         | 2054-07-20      | 0.1500%  | N/A     | $100000000.00      | $325802.09         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-108 | 2056-10-16      | 0.3395%  | N/A     | $444000.00         | $48.70             | Agency Collateralized Mortgage Obligation |
| GNMA_08-27C                                          | 2038-03-20      | 7.0000%  | N/A     | $14285714.00       | $156173.92         | Agency Collateralized Mortgage Obligation |
| GNMA_21-51                                           | 2062-10-16      | 1.0120%  | N/A     | $40000000.00       | $2311376.30        | Agency Collateralized Mortgage Obligation |
| GNMA_21-78F                                          | 2051-05-20      | 4.0000%  | N/A     | $3992973.00        | $350475.51         | Agency Collateralized Mortgage Obligation |
| GNMA_23-113A                                         | 2063-08-20      | 6.5000%  | N/A     | $777590.00         | $54542.11          | Agency Collateralized Mortgage Obligation |
| FHLMC_5548E                                          | 2052-01-25      | 3.0000%  | N/A     | $39771120.00       | $6560324.40        | Agency Collateralized Mortgage Obligation |
| FHLMC_5402B                                          | 2054-04-25      | 6.0000%  | N/A     | $89569174.00       | $17413555.55       | Agency Collateralized Mortgage Obligation |
| GNMA_12-033                                          | 2052-06-16      | 0.0000%  | N/A     | $401151813.00      | $176.74            | Agency Collateralized Mortgage Obligation |
| GNMA_20-155                                          | 2060-09-16      | 1.2712%  | N/A     | $5000000.00        | $402496.50         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR_10-9    | 2040-01-16      | 2.1738%  | N/A     | $1510000.00        | $5087.98           | Agency Collateralized Mortgage Obligation |
| GNMA_24-192A                                         | 2026-07-16      | 0.7544%  | N/A     | $20375642.00       | $1382137.57        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2060-03-20      | 4.9821%  | N/A     | $800000.00         | $31939.76          | Agency Collateralized Mortgage Obligation |
| GNMA_18-H13E                                         | 2068-08-20      | 1.8545%  | N/A     | $26224679.00       | $462147.89         | Agency Collateralized Mortgage Obligation |
| GNMA_15-H33A                                         | 2065-12-20      | 1.9388%  | N/A     | $168998474.00      | $1624268.36        | Agency Collateralized Mortgage Obligation |

### Security 34: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: BRSM2LNW8
- **C.18 - Value (incl. sponsor support):** $286000000.00
- **C.18.a - Value (excl. sponsor support):** $286000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: NR; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-07-20      | 4.5000%  | N/A     | $101365.00         | $90637.09          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-09-20      | 6.0000%  | N/A     | $225002.00         | $137486.42         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 5.5000%  | N/A     | $1362646.00        | $1382627.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2025-07-01      | 4.5000%  | N/A     | $233968.00         | $150985.56         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.5000%  | N/A     | $5887.00           | $6072.29           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-12-20      | 2.0000%  | N/A     | $100000.00         | $50450.82          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-07-20      | 4.5000%  | N/A     | $48776.00          | $45596.84          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-06-20      | 3.0000%  | N/A     | $508122.00         | $57357.27          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2065-09-15      | 5.4500%  | N/A     | $168636.00         | $170681.94         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-10-20      | 5.0000%  | N/A     | $491000.00         | $444135.73         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-02-20      | 5.5000%  | N/A     | $13005.00          | $9659.02           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-02-20      | 4.0000%  | N/A     | $600740.00         | $60829.75          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-04-20      | 4.0000%  | N/A     | $135267.00         | $108830.19         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2053-10-15      | 7.5000%  | N/A     | $4172552.00        | $4397341.69        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 5.5000%  | N/A     | $10998.00          | $11105.47          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-02-20      | 2.5000%  | N/A     | $14849.00          | $7577.10           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-05-20      | 4.0000%  | N/A     | $32000.00          | $28695.19          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-06-20      | 6.0000%  | N/A     | $354521.00         | $9560.36           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-12-20      | 2.5000%  | N/A     | $8876000.00        | $5240611.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 6.5000%  | N/A     | $1161530.00        | $1212388.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-04-20      | 6.5000%  | N/A     | $1656566.00        | $1699979.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2045-06-15      | 4.0000%  | N/A     | $1120018.00        | $132522.49         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-06-15      | 6.0300%  | N/A     | $2972300.00        | $3193571.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-07-20      | 4.5000%  | N/A     | $1495054.00        | $476473.51         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-08-20      | 6.0000%  | N/A     | $150000.00         | $93191.93          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-09-20      | 2.5000%  | N/A     | $14221.00          | $8415.66           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-07-20      | 3.0000%  | N/A     | $4269568.00        | $2672203.35        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 5.0000%  | N/A     | $3500296.00        | $3436482.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-07-20      | 3.5000%  | N/A     | $801041.00         | $89692.76          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-08-20      | 3.0000%  | N/A     | $344417.00         | $246699.05         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-02-20      | 4.0000%  | N/A     | $810586.00         | $35279.27          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2049-09-15      | 4.5000%  | N/A     | $1096184.00        | $470816.01         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-08-20      | 3.0000%  | N/A     | $9728.00           | $6538.95           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2042-10-15      | 3.5000%  | N/A     | $2212152.00        | $212860.44         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2053-05-15      | 6.0000%  | N/A     | $1373774.00        | $1366950.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2042-11-15      | 3.0000%  | N/A     | $774902.00         | $73135.04          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-04-20      | 4.0000%  | N/A     | $1368836.00        | $74607.25          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-07-20      | 4.2500%  | N/A     | $26072.00          | $8039.71           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-04-20      | 3.5000%  | N/A     | $39256.00          | $29131.68          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-09-20      | 7.0000%  | N/A     | $1499980.00        | $1570980.60        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 5.5000%  | N/A     | $83885.00          | $84101.43          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-01-20      | 3.0000%  | N/A     | $78211.00          | $51740.10          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-12-20      | 5.0000%  | N/A     | $117000.00         | $62303.15          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-08-20      | 4.0000%  | N/A     | $39311.00          | $29892.77          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-10-20      | 7.0000%  | N/A     | $41581056.00       | $36432582.63       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-06-20      | 3.0000%  | N/A     | $28539.00          | $14687.30          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2058-10-15      | 5.8400%  | N/A     | $5000.00           | $5229.98           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-04-20      | 2.5000%  | N/A     | $11216.00          | $6330.51           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 5.5000%  | N/A     | $3349900.00        | $3371214.60        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-10-20      | 2.0000%  | N/A     | $67500000.00       | $32866548.14       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 7.0000%  | N/A     | $4577624.00        | $4864130.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-08-20      | 3.0000%  | N/A     | $305910.00         | $177029.82         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2053-11-15      | 7.0000%  | N/A     | $5770700.00        | $5917088.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-12-20      | 3.0000%  | N/A     | $1171362.00        | $129765.56         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-04-15      | 4.0000%  | N/A     | $456615.00         | $85264.49          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-05-20      | 4.5000%  | N/A     | $300000.00         | $8699.35           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-05-20      | 6.5000%  | N/A     | $5823736.00        | $5976302.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-07-20      | 5.5000%  | N/A     | $264000.00         | $25561.33          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-09-20      | 7.0000%  | N/A     | $6397280.00        | $6148585.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-01-15      | 5.6000%  | N/A     | $4955448.00        | $5148912.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2050-05-15      | 3.5000%  | N/A     | $101000.00         | $31183.10          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-06-20      | 5.0000%  | N/A     | $30000.00          | $25840.01          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.5000%  | N/A     | $1250490.00        | $1304111.60        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 5.5000%  | N/A     | $2699888.00        | $2719764.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-08-20      | 3.5000%  | N/A     | $3907836.00        | $2744259.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-12-20      | 2.5000%  | N/A     | $202000.00         | $119200.67         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 5.5000%  | N/A     | $840362.00         | $818331.25         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 5.5000%  | N/A     | $2621380.00        | $2641376.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-06-15      | 5.5000%  | N/A     | $2749974.00        | $108430.61         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2053-12-15      | 7.0000%  | N/A     | $9236256.00        | $9475991.29        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-12-15      | 6.0000%  | N/A     | $2500000.00        | $462878.50         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2063-12-15      | 2.8700%  | N/A     | $593973.00         | $515813.25         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-12-20      | 4.0000%  | N/A     | $138824.00         | $111857.27         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-07-20      | 3.0000%  | N/A     | $12312.00          | $6542.59           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-09-20      | 4.0000%  | N/A     | $1400000.00        | $135311.88         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-04-20      | 4.0000%  | N/A     | $1000000.00        | $403478.17         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.0000%  | N/A     | $4062592.00        | $4166476.23        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-12-20      | 5.5000%  | N/A     | $1502982.00        | $1105235.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-11-15      | 5.2300%  | N/A     | $600000.00         | $605807.19         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 6.5000%  | N/A     | $32351.00          | $33818.78          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2067-08-15      | 5.5000%  | N/A     | $2402488.00        | $2424402.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2058-05-15      | 4.5500%  | N/A     | $13000.00          | $12517.41          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-07-20      | 3.0000%  | N/A     | $117000.00         | $35326.16          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-07-20      | 3.5000%  | N/A     | $500000.00         | $364146.55         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 5.0000%  | N/A     | $3303716.00        | $3193092.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-09-20      | 3.5000%  | N/A     | $2173000.00        | $256937.10         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-07-20      | 7.5000%  | N/A     | $4700400.00        | $5010341.19        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-06-20      | 4.5000%  | N/A     | $23000.00          | $21498.96          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-04-20      | 2.5000%  | N/A     | $1311772.00        | $523998.39         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-05-20      | 2.5000%  | N/A     | $27864128.00       | $16897887.22       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 5.5000%  | N/A     | $7743952.00        | $7874365.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-08-20      | 4.0000%  | N/A     | $60453.00          | $50632.07          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-07-20      | 2.5000%  | N/A     | $1252954.00        | $740479.10         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-10-20      | 7.0000%  | N/A     | $1001426.00        | $741897.66         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-12-20      | 2.5000%  | N/A     | $1888616.00        | $1451891.32        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.5000%  | N/A     | $7984.00           | $8333.32           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2043-04-15      | 3.5000%  | N/A     | $288500.00         | $31964.77          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-09-20      | 6.0000%  | N/A     | $67601.00          | $47055.37          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-10-20      | 3.5000%  | N/A     | $328932.00         | $12841.71          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-03-20      | 4.0000%  | N/A     | $15553.00          | $6153.53           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 5.0000%  | N/A     | $12009840.00       | $11648751.68       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-03-15      | 5.6900%  | N/A     | $8071.00           | $8450.79           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-01-20      | 3.0000%  | N/A     | $4634008.00        | $1753508.31        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 5.0000%  | N/A     | $481034.00         | $474855.85         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 5.5000%  | N/A     | $6007.00           | $6061.97           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2030-08-20      | 2.0000%  | N/A     | $420000.00         | $38178.83          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 6.5000%  | N/A     | $3542928.00        | $3331874.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-07-20      | 4.5000%  | N/A     | $1426000.00        | $129816.67         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.5000%  | N/A     | $4359200.00        | $4643137.19        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-09-20      | 2.5000%  | N/A     | $6971000.00        | $3939716.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-12-20      | 2.0000%  | N/A     | $104409.00         | $50467.48          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 5.5000%  | N/A     | $2460880.00        | $2479095.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 5.0000%  | N/A     | $299031.00         | $293489.94         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-05-20      | 3.0000%  | N/A     | $5729000.00        | $634897.33         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2057-04-15      | 3.9300%  | N/A     | $8000.00           | $7325.43           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-03-15      | 5.7500%  | N/A     | $5005.00           | $5266.57           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2037-01-20      | 1.5000%  | N/A     | $1624484.00        | $951007.53         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-06-20      | 3.5000%  | N/A     | $2786292.00        | $2116636.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-03-20      | 2.5000%  | N/A     | $250000.00         | $151888.28         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-05-20      | 7.0000%  | N/A     | $5570184.00        | $5877591.69        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2067-01-15      | 5.5000%  | N/A     | $1532398.00        | $1552415.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-12-20      | 4.0000%  | N/A     | $2886620.00        | $150433.45         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-01-20      | 3.0000%  | N/A     | $16201.00          | $11635.98          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-09-20      | 2.5000%  | N/A     | $21538.00          | $11966.47          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-03-20      | 3.0000%  | N/A     | $74087.00          | $47393.79          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-08-20      | 7.0000%  | N/A     | $1236166.00        | $1222812.93        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-03-20      | 4.0000%  | N/A     | $12883.00          | $5890.79           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.0000%  | N/A     | $11999.00          | $12345.97          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-01-20      | 6.5000%  | N/A     | $1757576.00        | $1837900.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 3.5000%  | N/A     | $36170.00          | $32312.14          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.5000%  | N/A     | $1136392.00        | $1183696.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-01-20      | 3.0000%  | N/A     | $138778.00         | $104876.51         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-09-20      | 3.0000%  | N/A     | $1074906.00        | $334784.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-10-20      | 7.0000%  | N/A     | $11648992.00       | $11225807.18       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.5000%  | N/A     | $1420790.00        | $1484677.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-03-20      | 2.5000%  | N/A     | $12312.00          | $8516.91           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-11-20      | 3.0000%  | N/A     | $1160810.00        | $175156.26         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-08-20      | 3.5000%  | N/A     | $1333432.00        | $353469.23         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-07-20      | 4.5000%  | N/A     | $1945294.00        | $1491304.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-02-20      | 3.5000%  | N/A     | $379756.00         | $39947.44          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2042-03-15      | 3.5000%  | N/A     | $145585.00         | $28209.79          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-11-15      | 3.0000%  | N/A     | $142000.00         | $98338.58          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2052-11-15      | 6.5000%  | N/A     | $4186472.00        | $4210156.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-03-20      | 1.5000%  | N/A     | $113751.00         | $73056.15          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2036-12-20      | 1.5000%  | N/A     | $41000.00          | $22709.42          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2048-07-15      | 4.0000%  | N/A     | $93602.00          | $52241.55          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.0000%  | N/A     | $59760.00          | $61400.83          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-12-20      | 2.5000%  | N/A     | $6432000.00        | $4066294.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 6.5000%  | N/A     | $321057.00         | $331611.01         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-10-20      | 2.5000%  | N/A     | $183531.00         | $121055.19         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2033-06-20      | 4.0000%  | N/A     | $1000000.00        | $93222.03          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786280 C                      | 2052-07-20      | 0.0000%  | N/A     | $85000.00          | $62393.28          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2058-06-15      | 5.2400%  | N/A     | $6000.00           | $6029.89           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 5.5000%  | N/A     | $229997.00         | $231049.41         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-02-20      | 3.0000%  | N/A     | $254418.00         | $36359.91          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2053-12-15      | 8.0000%  | N/A     | $2198932.00        | $2280316.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-03-20      | 4.0000%  | N/A     | $690129.00         | $535963.49         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-08-20      | 3.0000%  | N/A     | $148000.00         | $66768.90          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 5.5000%  | N/A     | $4998.00           | $5050.78           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-09-20      | 5.5000%  | N/A     | $5733704.00        | $5419002.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-09-20      | 3.0000%  | N/A     | $8882.00           | $6066.11           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2049-01-15      | 3.5000%  | N/A     | $125000.00         | $61349.26          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-03-20      | 4.0000%  | N/A     | $363000.00         | $31673.24          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-03-20      | 2.5000%  | N/A     | $175000.00         | $86172.11          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-10-20      | 3.0000%  | N/A     | $2712356.00        | $1722358.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-02-20      | 2.5000%  | N/A     | $13750.00          | $7613.40           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-11-20      | 6.5000%  | N/A     | $421090.00         | $302831.08         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-11-20      | 6.0000%  | N/A     | $4582056.00        | $3264221.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-08-20      | 3.5000%  | N/A     | $10796320.00       | $3168336.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-09-20      | 4.5000%  | N/A     | $1500398.00        | $1169224.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2032-12-20      | 3.5000%  | N/A     | $1200000.00        | $165463.37         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-01-20      | 8.0000%  | N/A     | $1107214.00        | $1179895.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2065-07-15      | 4.7400%  | N/A     | $3727210.00        | $3580265.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-08-20      | 3.0000%  | N/A     | $233531.00         | $65615.59          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-08-15      | 3.0000%  | N/A     | $1299000.00        | $356594.78         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-03-20      | 3.0000%  | N/A     | $201000.00         | $138220.88         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-08-20      | 4.5000%  | N/A     | $1686548.00        | $615864.76         | Agency Mortgage-Backed Securities |

### Security 35: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3000513831.49
- **C.18.a - Value (excl. sponsor support):** $3000513831.49
- **C.19 - Percentage of Net Assets:** 1.6500%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **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:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 36: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4XY2, C.4 - ISIN: US3130B4XY20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99749661.85
- **C.18.a - Value (excl. sponsor support):** $99749661.85
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-02-10
- **C.13 - Final Legal Maturity Date:** 2027-02-10
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MG9, C.4 - ISIN: US912797MG92, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $536247018.18
- **C.18.a - Value (excl. sponsor support):** $536247018.18
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 38: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $202004147.06
- **C.18.a - Value (excl. sponsor support):** $202004147.06
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: 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 39: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BRWP0DCM0
- **C.18 - Value (incl. sponsor support):** $1114500000.00
- **C.18.a - Value (excl. sponsor support):** $1114500000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-09-20      | 5.5000%  | N/A     | $3538012.00        | $3505179.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 5.5000%  | N/A     | $737411.00         | $745079.59         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2042-11-15      | 4.0000%  | N/A     | $4708520.00        | $686180.53         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-07-20      | 4.0000%  | N/A     | $74007040.00       | $55899331.10       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-10-20      | 4.0000%  | N/A     | $772102.00         | $310302.28         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-10-20      | 3.5000%  | N/A     | $9893568.00        | $875072.51         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-08-20      | 2.5000%  | N/A     | $210616320.00      | $134657992.82      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.5000%  | N/A     | $1032886.00        | $1081296.38        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-10-20      | 4.0000%  | N/A     | $1045400.00        | $810768.75         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-02-20      | 3.5000%  | N/A     | $225000000.00      | $87409319.85       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2035-01-20      | 5.5000%  | N/A     | $2000000.00        | $34897.74          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.0000%  | N/A     | $15267680.00       | $15644841.98       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2057-10-15      | 3.6400%  | N/A     | $5666000.00        | $5084821.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.5000%  | N/A     | $1116720.00        | $1170740.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.0000%  | N/A     | $104935680.00      | $106985423.59      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.0000%  | N/A     | $1992770.00        | $2065305.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-11-20      | 4.0000%  | N/A     | $250000000.00      | $80624206.10       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.5000%  | N/A     | $1688970.00        | $1752362.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.0000%  | N/A     | $5507784.00        | $5687639.86        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.0000%  | N/A     | $5294800.00        | $5247788.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 3.5000%  | N/A     | $8999168.00        | $7982157.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-09-20      | 5.0000%  | N/A     | $1906748.00        | $1866688.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 6.0000%  | N/A     | $1499374.00        | $1538651.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-01-20      | 3.0000%  | N/A     | $393595.00         | $254359.73         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.0000%  | N/A     | $7664600.00        | $7873596.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 5.5000%  | N/A     | $1467692.00        | $1466968.27        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.0000%  | N/A     | $886530.00         | $924291.90         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-06-15      | 4.7400%  | N/A     | $14668640.00       | $14503813.37       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.5000%  | N/A     | $1645146.00        | $1708093.35        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-06-20      | 3.0000%  | N/A     | $306488832.00      | $157731323.75      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.5000%  | N/A     | $995796.00         | $1050734.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2052-07-15      | 5.0000%  | N/A     | $1538486.00        | $1131617.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.5000%  | N/A     | $3160820.00        | $3326210.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.5000%  | N/A     | $4759744.00        | $4753147.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-07-20      | 4.5000%  | N/A     | $24162784.00       | $18891064.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2057-11-15      | 4.2000%  | N/A     | $12573200.00       | $11731522.59       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-01-20      | 5.0000%  | N/A     | $149000.00         | $135666.65         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.0000%  | N/A     | $3392030.00        | $3500107.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-05-20      | 5.5000%  | N/A     | $60000000.00       | $48422710.78       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-03-20      | 4.0000%  | N/A     | $50000000.00       | $34432771.30       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 4.0000%  | N/A     | $106131.00         | $97913.22          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 7.0000%  | N/A     | $1314402.00        | $1389812.94        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2062-07-15      | 3.7000%  | N/A     | $5332560.00        | $4836328.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-10-20      | 6.5000%  | N/A     | $302103040.00      | $168215738.93      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2057-05-15      | 2.6400%  | N/A     | $12565696.00       | $10285075.68       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 5.5000%  | N/A     | $1590962.00        | $1597641.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-12-20      | 4.0000%  | N/A     | $1069204.00        | $121326.90         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-10-20      | 6.0000%  | N/A     | $19077088.00       | $13540754.39       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.0000%  | N/A     | $950366.00         | $974818.92         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.0000%  | N/A     | $4657384.00        | $4786052.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-12-20      | 4.5000%  | N/A     | $34575552.00       | $31574588.93       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-07-15      | 3.3600%  | N/A     | $1767743.00        | $1687764.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 5.0000%  | N/A     | $2577164.00        | $2536486.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-11-20      | 4.0000%  | N/A     | $240000.00         | $84668.65          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.5000%  | N/A     | $1047878.00        | $1095462.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 5.5000%  | N/A     | $1334922.00        | $1358825.86        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.0000%  | N/A     | $122112.00         | $125970.49         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-10-15      | 4.0000%  | N/A     | $3670000.00        | $247176.57         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2035-11-15      | 4.0000%  | N/A     | $1137140.00        | $83235.13          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.0000%  | N/A     | $1074368.00        | $1105103.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 5.5000%  | N/A     | $1740292.00        | $1742678.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-01-20      | 5.5000%  | N/A     | $20000000.00       | $14646434.27       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.0000%  | N/A     | $181292.00         | $187012.33         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.0000%  | N/A     | $9361552.00        | $9601825.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-10-20      | 3.5000%  | N/A     | $600394.00         | $129406.27         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2057-11-15      | 3.9000%  | N/A     | $14383500.00       | $13166966.98       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 5.5000%  | N/A     | $10817328.00       | $10885796.82       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.0000%  | N/A     | $5356888.00        | $5498212.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-05-20      | 5.5000%  | N/A     | $49000.00          | $29861.66          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.5000%  | N/A     | $790477.00         | $829620.72         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-12-20      | 2.0000%  | N/A     | $1328162.00        | $823392.04         | Agency Mortgage-Backed Securities |

### Security 40: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1334317812.77
- **C.18.a - Value (excl. sponsor support):** $1334317812.77
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **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: Aa1; Standard & Poor's: AA+; Fitch: 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 41: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6MX1, C.4 - ISIN: US3130B6MX14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $214001868.22
- **C.18.a - Value (excl. sponsor support):** $214001868.22
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4H20, C.4 - ISIN: US3130B4H200, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99999101.00
- **C.18.a - Value (excl. sponsor support):** $99999101.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6T71, C.4 - ISIN: US3130B6T713, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $214658941.73
- **C.18.a - Value (excl. sponsor support):** $214658941.73
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Fixed Income Clearing Corporation - BNP

- **C.1 - Title:** Fixed Income Clearing Corporation - BNP
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDM7EJZ8
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 2.2000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Moody's: P-1; Fitch: NR; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | N/A     | $7517800.00        | $6197072.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | N/A     | $100.00            | $72.59             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | N/A     | $374999000.00      | $383913875.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | N/A     | $100.00            | $88.26             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | N/A     | $100.00            | $104.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 0.5000%  | N/A     | $100.00            | $97.76             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | N/A     | $300.00            | $290.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | N/A     | $100.00            | $81.67             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | N/A     | $47812500.00       | $48629574.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | N/A     | $505740000.00      | $517754359.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | N/A     | $6999800.00        | $6597402.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | N/A     | $137800.00         | $113020.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | N/A     | $52494200.00       | $44824261.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | N/A     | $300.00            | $272.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | N/A     | $13200.00          | $11963.78          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | N/A     | $40316800.00       | $40209555.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | N/A     | $100.00            | $101.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | N/A     | $16887700.00       | $16641218.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | N/A     | $1000.00           | $970.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | N/A     | $100.00            | $77.09             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-07-31      | 0.2500%  | N/A     | $210000.00         | $209487.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-16      | 0.0000%  | N/A     | $33700.00          | $33394.00          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | N/A     | $50308300.00       | $51678121.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | N/A     | $2337400.00        | $2271937.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 6.2500%  | N/A     | $128000.00         | $142630.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | N/A     | $700.00            | $707.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | N/A     | $10179000.00       | $10139719.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.4220%  | N/A     | $900.00            | $907.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | N/A     | $1000.00           | $1023.98           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | N/A     | $1600.00           | $1489.77           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-04      | 0.0000%  | N/A     | $1500300.00        | $1488753.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | N/A     | $76133000.00       | $70699866.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | N/A     | $100.00            | $72.98             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | N/A     | $117100100.00      | $87209930.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 0.3750%  | N/A     | $500.00            | $492.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | N/A     | $358662000.00      | $247974030.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | N/A     | $46999900.00       | $40408598.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | N/A     | $106400.00         | $103982.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | N/A     | $100.00            | $102.67            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | N/A     | $100.00            | $82.32             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | N/A     | $171205000.00      | $170136509.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | N/A     | $100.00            | $86.96             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | N/A     | $89369200.00       | $86430989.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | N/A     | $895704000.00      | $906295832.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | N/A     | $1827000.00        | $1872825.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | N/A     | $125900.00         | $73155.40          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | N/A     | $300000.00         | $291198.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | N/A     | $2937600.00        | $2910832.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | N/A     | $100.00            | $90.62             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-15      | 6.8750%  | N/A     | $67000.00          | $69016.15          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | N/A     | $4950200.00        | $3759727.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | N/A     | $3656200.00        | $3725773.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | N/A     | $20489000.00       | $21122800.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 4.8750%  | N/A     | $2555000.00        | $2570352.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | N/A     | $403000.00         | $424482.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | N/A     | $1000.00           | $974.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | N/A     | $200.00            | $185.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | N/A     | $1075798000.00     | $1110249004.44     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | N/A     | $294100.00         | $154721.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | N/A     | $32848000.00       | $33049471.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | N/A     | $171085200.00      | $158343193.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | N/A     | $1359600.00        | $1258080.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 4.4850%  | N/A     | $800.00            | $806.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | N/A     | $100.00            | $96.62             | U.S. Treasuries (including strips) |

### Security 45: Fixed Income Clearing Corporation - WF

- **C.1 - Title:** Fixed Income Clearing Corporation - WF
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDM58M97
- **C.18 - Value (incl. sponsor support):** $625000000.00
- **C.18.a - Value (excl. sponsor support):** $625000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-10
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | N/A     | $100.00            | $98.54             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | N/A     | $3577000.00        | $3640692.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 0.3750%  | N/A     | $700.00            | $688.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | N/A     | $2215300.00        | $2024901.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | N/A     | $100.00            | $100.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | N/A     | $964200.00         | $963886.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | N/A     | $11259900.00       | $11301370.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | N/A     | $1350700.00        | $1340791.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | N/A     | $1000.00           | $1005.63           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | N/A     | $100.00            | $75.90             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | N/A     | $599300.00         | $610163.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | N/A     | $200.00            | $196.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | N/A     | $400.00            | $341.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | N/A     | $6741600.00        | $6738982.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | N/A     | $3776200.00        | $3307475.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | N/A     | $200.00            | $207.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | N/A     | $400.00            | $388.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | N/A     | $100.00            | $71.99             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | N/A     | $300.00            | $148.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | N/A     | $4102600.00        | $3809823.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | N/A     | $838800.00         | $776328.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | N/A     | $300.00            | $198.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | N/A     | $1000.00           | $1017.09           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | N/A     | $107322800.00      | $108591907.99      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | N/A     | $100.00            | $76.15             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | N/A     | $1562100.00        | $1527380.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | N/A     | $200.00            | $191.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | N/A     | $3262400.00        | $2583565.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | N/A     | $4900.00           | $4945.59           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | N/A     | $261274200.00      | $267539969.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-04      | 0.0000%  | N/A     | $5315600.00        | $5274691.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | N/A     | $185783100.00      | $193277860.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | N/A     | $100.00            | $63.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | N/A     | $82100.00          | $80546.12          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 6.7500%  | N/A     | $200.00            | $211.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | N/A     | $614300.00         | $633302.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | N/A     | $1565500.00        | $1609388.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | N/A     | $1135000.00        | $1170087.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | N/A     | $200.00            | $182.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | N/A     | $4601300.00        | $4445383.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | N/A     | $1000.00           | $1021.94           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | N/A     | $100.00            | $100.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | N/A     | $951900.00         | $948226.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | N/A     | $11499800.00       | $11725245.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | N/A     | $4626600.00        | $3566723.43        | U.S. Treasuries (including strips) |

### Security 46: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1545686990.67
- **C.18.a - Value (excl. sponsor support):** $1545686990.67
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **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:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 47: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2245995359.57
- **C.18.a - Value (excl. sponsor support):** $2245995359.57
- **C.19 - Percentage of Net Assets:** 1.2300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: 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 48: Fixed Income Clearing Corporation - HSBC

- **C.1 - Title:** Fixed Income Clearing Corporation - HSBC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDM7EK78
- **C.18 - Value (incl. sponsor support):** $4500000000.00
- **C.18.a - Value (excl. sponsor support):** $4500000000.00
- **C.19 - Percentage of Net Assets:** 2.4700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Moody's: P-1; Fitch: NR; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-07-15      | 4.5000%  | N/A     | $3571000.00        | $3662958.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | N/A     | $208637200.00      | $213061408.58      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | N/A     | $224547200.00      | $228036659.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | N/A     | $160312200.00      | $167484958.99      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | N/A     | $57809100.00       | $59259101.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 0.7500%  | N/A     | $24597800.00       | $24036422.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | N/A     | $17719700.00       | $17339540.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 1.6250%  | N/A     | $10676900.00       | $10572683.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | N/A     | $470076800.00      | $475269062.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | N/A     | $23980700.00       | $22415710.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | N/A     | $7317500.00        | $7512754.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | N/A     | $30971400.00       | $30900233.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | N/A     | $40271900.00       | $40988981.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | N/A     | $4308100.00        | $4381975.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | N/A     | $24433000.00       | $24035863.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | N/A     | $498666800.00      | $503306512.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | N/A     | $119961600.00      | $115842130.41      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | N/A     | $50770500.00       | $50080956.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | N/A     | $50553800.00       | $47460813.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | N/A     | $25336000.00       | $23833078.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | N/A     | $107597800.00      | $104420917.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | N/A     | $19649100.00       | $20004483.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | N/A     | $7550700.00        | $7102021.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | N/A     | $6930000.00        | $6973209.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 4.0000%  | N/A     | $12000200.00       | $12162792.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 2.2500%  | N/A     | $21100.00          | $20931.80          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | N/A     | $90367900.00       | $79867819.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | N/A     | $361672000.00      | $338189993.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | N/A     | $99503300.00       | $99869770.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | N/A     | $3195900.00        | $3087704.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | N/A     | $771900.00         | $727525.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 5.0000%  | N/A     | $25100.00          | $25358.58          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | N/A     | $34000200.00       | $32960167.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 2.5000%  | N/A     | $73000900.00       | $72793215.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | N/A     | $7922400.00        | $7712437.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | N/A     | $9346400.00        | $9261235.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | N/A     | $19634100.00       | $20064849.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | N/A     | $23214200.00       | $21576375.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | N/A     | $52441500.00       | $53519938.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | N/A     | $73188200.00       | $71286492.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 0.3750%  | N/A     | $15799100.00       | $15497795.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | N/A     | $24694100.00       | $24838412.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | N/A     | $51209400.00       | $51635326.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 2.1250%  | N/A     | $105480200.00      | $103829308.61      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | N/A     | $816860000.00      | $826471737.58      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | N/A     | $17395600.00       | $17953479.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | N/A     | $479400.00         | $463088.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | N/A     | $519584000.00      | $518201889.42      | U.S. Treasuries (including strips) |

### Security 49: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QV2, C.4 - ISIN: US912797QV24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2006606011.62
- **C.18.a - Value (excl. sponsor support):** $2006606011.62
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-09-23
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 50: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAU1, C.4 - ISIN: US3133ETAU17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $157188882.38
- **C.18.a - Value (excl. sponsor support):** $157188882.38
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-03-26
- **C.13 - Final Legal Maturity Date:** 2027-03-26
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $252020320.29
- **C.18.a - Value (excl. sponsor support):** $252020320.29
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 52: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5YA0, C.4 - ISIN: US3130B5YA00, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $168201951.12
- **C.18.a - Value (excl. sponsor support):** $168201951.12
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-11
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYDM7EJ70
- **C.18 - Value (incl. sponsor support):** $4750000000.00
- **C.18.a - Value (excl. sponsor support):** $4750000000.00
- **C.19 - Percentage of Net Assets:** 2.6100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-04-30      | 4.4000%  | N/A     | $156603000.00      | $157735205.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | N/A     | $103192000.00      | $114689236.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 0.1250%  | N/A     | $1283135900.00     | $1551476878.67     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-15      | 0.1250%  | N/A     | $2254749000.00     | $2777019723.36     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-16      | 0.0000%  | N/A     | $251905700.00      | $244078989.90      | U.S. Treasuries (including strips) |

### Security 54: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BYDM7EKR4
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch: NR; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 3/8 NOTE AV 26 | 2026-12-15      | 4.3750%  | N/A     | $543000.00         | $547856.07         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AT 26 | 2026-10-15      | 4.6250%  | N/A     | $166994000.00      | $170058978.65      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE K 31  | 2031-04-30      | 4.6250%  | N/A     | $126101600.00      | $131619357.09      | U.S. Treasuries (including strips) |
| 4  NOTE R 29     | 2029-10-31      | 4.0000%  | N/A     | $5790100.00        | $5875292.26        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28  | 2028-03-31      | 1.2500%  | N/A     | $45654500.00       | $42850351.44       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AQ 26 | 2026-07-15      | 4.5000%  | N/A     | $3999900.00        | $4102990.86        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE L 27  | 2027-05-31      | 0.5000%  | N/A     | $421900.00         | $396792.24         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 25 | 2025-12-31      | 4.2500%  | N/A     | $131800.00         | $131805.27         | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  | N/A     | $201945400.00      | $205416588.99      | U.S. Treasuries (including strips) |

### Security 55: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4WF4, C.4 - ISIN: US3130B4WF40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499999605.00
- **C.18.a - Value (excl. sponsor support):** $499999605.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-02-05
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHS3, C.4 - ISIN: US91282CHS35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $695939893.44
- **C.18.a - Value (excl. sponsor support):** $695939893.44
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: 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 57: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NX1, C.4 - ISIN: US912797NX17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $499883.59
- **C.18.a - Value (excl. sponsor support):** $499883.59
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 2.8300%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: P-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 58: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYDM7EJE5
- **C.18 - Value (incl. sponsor support):** $4000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2054-05-15      | 0.0000%  | N/A     | $1000.00           | $247.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 0.0000%  | N/A     | $5468000.00        | $1463767.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.0000%  | N/A     | $244.97            | $200.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 0.0000%  | N/A     | $12000.00          | $3119.50           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 0.0000%  | N/A     | $327.68            | $261.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 0.0000%  | N/A     | $1000.00           | $239.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 0.0000%  | N/A     | $10478000.00       | $2612165.40        | U.S. Treasuries (including strips) |

### Security 59: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3114096097.44
- **C.18.a - Value (excl. sponsor support):** $3114096097.44
- **C.19 - Percentage of Net Assets:** 1.7100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 60: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6TK2, C.4 - ISIN: US3130B6TK20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $598208432.69
- **C.18.a - Value (excl. sponsor support):** $598208432.69
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QC4, C.4 - ISIN: US912797QC43, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $299031.67
- **C.18.a - Value (excl. sponsor support):** $299031.67
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-07-29
- **C.12 - Maturity Date (WAL):** 2025-07-29
- **C.13 - Final Legal Maturity Date:** 2025-07-29
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: P-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 62: Deutsche Bank AG

- **C.1 - Title:** Deutsche Bank AG
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: BYDM7EJX3
- **C.18 - Value (incl. sponsor support):** $954000000.00
- **C.18.a - Value (excl. sponsor support):** $954000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | N/A     | $84563900.00       | $89756651.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | N/A     | $1100.00           | $866.42            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | N/A     | $78250200.00       | $78688539.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | N/A     | $100.00            | $75.13             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 5.2500%  | N/A     | $5000.00           | $5362.47           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | N/A     | $6000.00           | $4550.69           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | N/A     | $5000.00           | $5265.16           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | N/A     | $2000.00           | $1257.73           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | N/A     | $325224400.00      | $334882109.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | N/A     | $152085900.00      | $104025995.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | N/A     | $51160900.00       | $40680487.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | N/A     | $400.00            | $367.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | N/A     | $3900.00           | $2944.76           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 5.5000%  | N/A     | $5000.00           | $5368.01           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | N/A     | $94644300.00       | $91481074.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 6.1250%  | N/A     | $5000.00           | $5554.97           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | N/A     | $4000.00           | $3277.93           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | N/A     | $4300.00           | $3071.12           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | N/A     | $140957700.00      | $97047600.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | N/A     | $77044500.00       | $40269176.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | N/A     | $144821200.00      | $96210261.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | N/A     | $200.00            | $151.09            | U.S. Treasuries (including strips) |

### Security 63: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B62Z8, C.4 - ISIN: US3130B62Z83, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $421296718.07
- **C.18.a - Value (excl. sponsor support):** $421296718.07
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QM2, C.4 - ISIN: US912797QM25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4002709020.83
- **C.18.a - Value (excl. sponsor support):** $4002709020.83
- **C.19 - Percentage of Net Assets:** 2.2000%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 65: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BYDM7EKD5
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: NR; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | N/A     | $66141900.00       | $67800909.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | N/A     | $84706600.00       | $85199171.67       | U.S. Treasuries (including strips) |

### Security 66: Fixed Income Clearing Corporation - BOFA

- **C.1 - Title:** Fixed Income Clearing Corporation - BOFA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDM7EK11
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | N/A     | $100.00            | $92.86             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | N/A     | $200.00            | $165.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | N/A     | $30877800.00       | $31916716.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 5.5000%  | N/A     | $19919800.00       | $21394324.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 1.3750%  | N/A     | $100.00            | $97.53             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | N/A     | $1867800.00        | $1423577.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 6.6250%  | N/A     | $67000.00          | $71828.18          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 6.0000%  | N/A     | $438600.00         | $452879.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 2.8750%  | N/A     | $500.00            | $498.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | N/A     | $100.00            | $74.48             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 2.2500%  | N/A     | $100.00            | $99.20             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | N/A     | $87400.00          | $90813.22          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | N/A     | $605800.00         | $290401.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 5.0000%  | N/A     | $320600.00         | $323902.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | N/A     | $307100.00         | $323470.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | N/A     | $100.00            | $95.79             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | N/A     | $867600.00         | $841919.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | N/A     | $2000.00           | $1857.99           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | N/A     | $20745900.00       | $18145847.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 6.7500%  | N/A     | $651400.00         | $688336.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | N/A     | $3294700.00        | $3221471.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | N/A     | $7132000.00        | $7226388.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | N/A     | $100.00            | $94.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 2.3750%  | N/A     | $15238200.00       | $15084687.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 4.0000%  | N/A     | $800000.00         | $810839.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | N/A     | $149000.00         | $145709.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | N/A     | $2320900.00        | $2169437.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | N/A     | $100.00            | $75.90             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 6.5000%  | N/A     | $874000.00         | $915267.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | N/A     | $1384100.00        | $1283737.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-15      | 2.0000%  | N/A     | $3695400.00        | $3710867.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 3.8750%  | N/A     | $739200.00         | $751254.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | N/A     | $1557900.00        | $865796.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | N/A     | $162639300.00      | $160265528.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-30      | 0.2500%  | N/A     | $300.00            | $297.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-07-15      | 3.0000%  | N/A     | $138800.00         | $140597.86         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | N/A     | $2369300.00        | $2396721.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | N/A     | $200.00            | $188.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | N/A     | $26198000.00       | $26404152.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | N/A     | $8150100.00        | $8203199.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | N/A     | $14955000.00       | $14067875.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | N/A     | $166750700.00      | $167610171.46      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | N/A     | $159500.00         | $83910.59          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | N/A     | $204993300.00      | $204202230.86      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | N/A     | $4766300.00        | $4810512.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 3.7500%  | N/A     | $100.00            | $100.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 1.6250%  | N/A     | $100.00            | $99.03             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 3.6250%  | N/A     | $1000.00           | $1000.61           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | N/A     | $100.00            | $93.04             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-14      | 0.0000%  | N/A     | $24760000.00       | $24457234.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-31      | 5.0000%  | N/A     | $742700.00         | $755499.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | N/A     | $155000.00         | $157354.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | N/A     | $500.00            | $463.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | N/A     | $20200.00          | $20615.41          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | N/A     | $11686400.00       | $11341352.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 0.2500%  | N/A     | $11200.00          | $11054.50          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | N/A     | $10000.00          | $7259.44           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | N/A     | $100000.00         | $96614.54          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | N/A     | $197600.00         | $197535.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-09      | 0.0000%  | N/A     | $176000.00         | $173960.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | N/A     | $30764900.00       | $30772129.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 6.3750%  | N/A     | $5300.00           | $5710.76           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | N/A     | $90965400.00       | $90188376.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-15      | 6.8750%  | N/A     | $8300.00           | $8549.76           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-07-31      | 4.7500%  | N/A     | $6100.00           | $6220.77           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | N/A     | $31100.00          | $30617.39          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 6.1250%  | N/A     | $222300.00         | $247060.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-15      | 3.5000%  | N/A     | $298300.00         | $300882.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | N/A     | $40000.00          | $36372.64          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | N/A     | $98400.00          | $78397.24          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-18      | 0.0000%  | N/A     | $423000.00         | $414768.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | N/A     | $300.00            | $207.42            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | N/A     | $100.00            | $97.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | N/A     | $167900.00         | $165300.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | N/A     | $10065800.00       | $8286445.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | N/A     | $2234800.00        | $2360849.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | N/A     | $6778100.00        | $5827534.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | N/A     | $86100.00          | $73933.00          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | N/A     | $7519100.00        | $7216459.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | N/A     | $13170300.00       | $12186895.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 2.5000%  | N/A     | $300.00            | $299.15            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | N/A     | $19200.00          | $19621.23          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | N/A     | $620500.00         | $392600.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 6.2500%  | N/A     | $800.00            | $891.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | N/A     | $31906900.00       | $29678928.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-16      | 0.0000%  | N/A     | $100.00            | $99.09             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | N/A     | $5008400.00        | $5009187.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | N/A     | $66400.00          | $66963.11          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | N/A     | $7317100.00        | $7457645.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | N/A     | $6255900.00        | $6260341.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | N/A     | $20243500.00       | $14573346.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 5.2500%  | N/A     | $100.00            | $107.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | N/A     | $52020500.00       | $38323333.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | N/A     | $7731200.00        | $6372982.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | N/A     | $6002000.00        | $5913404.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 1.8750%  | N/A     | $280600.00         | $276515.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-30      | 5.0000%  | N/A     | $53900.00          | $54650.27          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | N/A     | $1828700.00        | $1789466.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | N/A     | $2286900.00        | $2254264.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | N/A     | $100.00            | $93.82             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | N/A     | $514623600.00      | $514716746.87      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-07-10      | 0.0000%  | N/A     | $100.00            | $99.90             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | N/A     | $1059500.00        | $1073376.27        | U.S. Treasuries (including strips) |

### Security 67: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B52Y3, C.4 - ISIN: US3130B52Y37, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $363994489.04
- **C.18.a - Value (excl. sponsor support):** $363994489.04
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-14
- **C.13 - Final Legal Maturity Date:** 2025-08-14
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B54M7, C.4 - ISIN: US3130B54M70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499998065.00
- **C.18.a - Value (excl. sponsor support):** $499998065.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Y51, C.4 - ISIN: US3130B5Y517, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $252303012.46
- **C.18.a - Value (excl. sponsor support):** $252303012.46
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-12
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VS4, C.4 - ISIN: US3130B5VS45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $185583559.09
- **C.18.a - Value (excl. sponsor support):** $185583559.09
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3G4, C.4 - ISIN: US3133ER3G49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $430210265.70
- **C.18.a - Value (excl. sponsor support):** $430210265.70
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-02-10
- **C.13 - Final Legal Maturity Date:** 2027-02-10
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: 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 72: Federal Home Loan Bank Bonds

- **C.1 - Title:** Federal Home Loan Bank Bonds
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6DW3, C.4 - ISIN: US3130B6DW32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499255325.00
- **C.18.a - Value (excl. sponsor support):** $499255325.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: 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 73: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BRWXLLU75
- **C.18 - Value (incl. sponsor support):** $1600000000.00
- **C.18.a - Value (excl. sponsor support):** $1600000000.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FHMS-K760                                                 | 2062-03-25      | 5.2119%  | N/A     | $24396000.00       | $6574953.72        | Agency Collateralized Mortgage Obligation |
| FHLMC_5121B                                               | 2044-03-15      | 0.0200%  | N/A     | $9834426.00        | $2849.12           | Agency Collateralized Mortgage Obligation |
| FRESB_19-SB58                                             | 2038-11-25      | 4.9453%  | N/A     | $62248000.00       | $25805550.04       | Agency Collateralized Mortgage Obligation |
| FNMA_22-42B                                               | 2050-06-25      | 1.6948%  | N/A     | $26210120.00       | $1722213.99        | Agency Collateralized Mortgage Obligation |
| FHLMC_5331D                                               | 2044-08-15      | 0.0500%  | N/A     | $11538316.00       | $17936.03          | Agency Collateralized Mortgage Obligation |
| FRESB_18-SB52                                             | 2038-07-25      | 0.8220%  | N/A     | $96789390.00       | $100997.10         | Agency Collateralized Mortgage Obligation |
| GNMA_23-151F                                              | 2053-10-20      | 2.1481%  | N/A     | $75000000.00       | $5224814.53        | Agency Collateralized Mortgage Obligation |
| FHLMC_4783B                                               | 2033-07-15      | 3.5000%  | N/A     | $124269272.00      | $359589.75         | Agency Collateralized Mortgage Obligation |
| FHLMC_4161B                                               | 2043-02-15      | 1.7317%  | N/A     | $20500000.00       | $525662.79         | Agency Collateralized Mortgage Obligation |
| FRESB_20-SB70                                             | 2039-10-25      | 4.4061%  | N/A     | $41272141.00       | $25194844.30       | Agency Collateralized Mortgage Obligation |
| FHMS_K143                                                 | 2032-04-25      | 3.2479%  | N/A     | $7000000.00        | $1192921.64        | Agency Collateralized Mortgage Obligation |
| GNMA_22-9B                                                | 2052-01-20      | 2.5000%  | N/A     | $47261613.00       | $29629188.99       | Agency Collateralized Mortgage Obligation |
| FNSTR_427                                                 | 2037-02-25      | 1.5000%  | N/A     | $106000000.00      | $4268028.32        | Agency Collateralized Mortgage Obligation |
| FHLK_11-3                                                 | 2048-05-25      | 3.0784%  | N/A     | $108643404.00      | $14011069.92       | Agency Collateralized Mortgage Obligation |
| FNMA_20-91C                                               | 2043-11-25      | 4.0000%  | N/A     | $22639231.00       | $790987.22         | Agency Collateralized Mortgage Obligation |
| FHLMC_40-91                                               | 2042-08-15      | 2.1317%  | N/A     | $22372053.00       | $467292.88         | Agency Collateralized Mortgage Obligation |
| FRESB_20-SB75                                             | 2040-04-25      | 0.8646%  | N/A     | $444201323.00      | $12548621.91       | Agency Collateralized Mortgage Obligation |
| FHLMC_4351                                                | 2044-06-15      | 1.7817%  | N/A     | $50000000.00       | $292184.67         | Agency Collateralized Mortgage Obligation |
| GNMA_25-27A                                               | 2055-02-20      | 6.0000%  | N/A     | $100000000.00      | $86347898.07       | Agency Collateralized Mortgage Obligation |
| FNMA_12-43                                                | 2041-07-25      | 4.4196%  | N/A     | $7000000.00        | $9290.66           | Agency Collateralized Mortgage Obligation |
| FHMS_KX04                                                 | 2034-01-25      | 1.7010%  | N/A     | $19940000.00       | $668521.28         | Agency Collateralized Mortgage Obligation |
| FNMA_21-76C                                               | 2051-11-25      | 4.5000%  | N/A     | $17000000.00       | $2098496.00        | Agency Collateralized Mortgage Obligation |
| FNMA_24-6E                                                | 2043-07-25      | 2.1496%  | N/A     | $6098639.00        | $919112.61         | Agency Collateralized Mortgage Obligation |
| FHLMC STRUCTURED PASS THROUGH SECURITIES FSPC_T-42        | 2042-02-25      | 9.5000%  | N/A     | $128000.00         | $3766.74           | Agency Collateralized Mortgage Obligation |
| FHLMC_40-10                                               | 2042-01-15      | 4.5000%  | N/A     | $92501111.00       | $347856.56         | Agency Collateralized Mortgage Obligation |
| FREMF_18-SB56                                             | 2038-11-25      | 0.2582%  | N/A     | $143846917.00      | $445197.88         | Agency Collateralized Mortgage Obligation |
| FNMA_24-99A                                               | 2055-01-25      | 0.0700%  | N/A     | $41742981.00       | $82273.77          | Agency Collateralized Mortgage Obligation |
| FNMA_20-96D                                               | 2051-01-25      | 2.5000%  | N/A     | $27963530.00       | $4805869.51        | Agency Collateralized Mortgage Obligation |
| FHLMC_4733E                                               | 2038-07-15      | 5.5000%  | N/A     | $6761737.00        | $232662.95         | Agency Collateralized Mortgage Obligation |
| GNMA_20-18A                                               | 2050-02-20      | 1.6679%  | N/A     | $23527000.00       | $959643.67         | Agency Collateralized Mortgage Obligation |
| FNMA_23-64C                                               | 2048-07-25      | 0.0500%  | N/A     | $5118934.00        | $9292.54           | Agency Collateralized Mortgage Obligation |
| FREMF_18-SB45                                             | 2037-08-25      | 0.6204%  | N/A     | $66534907.00       | $140778.03         | Agency Collateralized Mortgage Obligation |
| FREMF_16-K59                                              | 2026-11-25      | 0.0000%  | N/A     | $15738000.00       | $9688517.39        | Agency Collateralized Mortgage Obligation |
| FREMF_18-SB45                                             | 2037-11-25      | 1.1054%  | N/A     | $108859383.00      | $63491.10          | Agency Collateralized Mortgage Obligation |
| GNMA_24-22E                                               | 2051-07-20      | 1.8679%  | N/A     | $132338141.00      | $16056739.69       | Agency Collateralized Mortgage Obligation |
| FHLMC_Q025                                                | 2034-02-25      | 0.3650%  | N/A     | $324636000.00      | $8988421.90        | Agency Collateralized Mortgage Obligation |
| FHMS_K169                                                 | 2062-03-25      | 5.4868%  | N/A     | $42900147.00       | $15570303.93       | Agency Collateralized Mortgage Obligation |
| FNMA_17-78B                                               | 2047-10-25      | 3.5000%  | N/A     | $13304714.00       | $200613.58         | Agency Collateralized Mortgage Obligation |
| FREMF MORTGAGE TRUST FREMF_21-SB92                        | 2041-08-25      | 0.6706%  | N/A     | $101474124.00      | $2281270.97        | Agency Collateralized Mortgage Obligation |
| GINNIE MAE STRIP GNS_1                                    | 2034-07-20      | 0.0000%  | N/A     | $1671972.00        | $20104.60          | Agency Collateralized Mortgage Obligation |
| FRESB_20-SB79                                             | 2040-07-25      | 1.7121%  | N/A     | $23692000.00       | $790584.03         | Agency Collateralized Mortgage Obligation |
| FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_18-SB49     | 2038-03-25      | 0.6416%  | N/A     | $168448788.00      | $490442.75         | Agency Collateralized Mortgage Obligation |
| FHLMC_4698B                                               | 2047-07-15      | 0.0000%  | N/A     | $50000000.00       | $350726.85         | Agency Collateralized Mortgage Obligation |
| FRESB_16SB11                                              | 2035-11-25      | 4.8191%  | N/A     | $4242000.00        | $951721.49         | Agency Collateralized Mortgage Obligation |
| FNMA_22-57F                                               | 2052-09-25      | 0.9948%  | N/A     | $46689625.00       | $2186500.36        | Agency Collateralized Mortgage Obligation |
| FHLMC_4046                                                | 2042-05-15      | 4.5000%  | N/A     | $33346994.00       | $308692.09         | Agency Collateralized Mortgage Obligation |
| GNMA_24-81D                                               | 2054-05-20      | 1.2981%  | N/A     | $50000000.00       | $1826059.61        | Agency Collateralized Mortgage Obligation |
| GNMA_25-5D                                                | 2055-01-20      | 1.6482%  | N/A     | $83109805.00       | $4450796.87        | Agency Collateralized Mortgage Obligation |
| FNMA_16-26                                                | 2043-01-25      | 0.0000%  | N/A     | $5220322.00        | $24225.11          | Agency Collateralized Mortgage Obligation |
| FRESB_19-SB67                                             | 2039-07-25      | 0.7924%  | N/A     | $529411508.00      | $6526056.52        | Agency Collateralized Mortgage Obligation |
| FREMF_19-60                                               | 2026-02-25      | 10.4260% | N/A     | $75693532.00       | $12982602.77       | Agency Collateralized Mortgage Obligation |
| FNMA_16-9B                                                | 2046-03-25      | 3.5000%  | N/A     | $580734.00         | $655389.72         | Agency Collateralized Mortgage Obligation |
| FREMF_20-KF81                                             | 2027-06-25      | 13.4207% | N/A     | $67165464.00       | $15668225.83       | Agency Collateralized Mortgage Obligation |
| FNMA_24-6C                                                | 2042-07-25      | 0.5000%  | N/A     | $15645496.00       | $275198.57         | Agency Collateralized Mortgage Obligation |
| FNMA_12-24D                                               | 2042-03-25      | 2.0303%  | N/A     | $13150872.00       | $229026.51         | Agency Collateralized Mortgage Obligation |
| FHLMC_42-99                                               | 2043-07-15      | 4.0000%  | N/A     | $28735375.00       | $29845.98          | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K138 | 2032-01-25      | 3.0825%  | N/A     | $4493000.00        | $699340.51         | Agency Collateralized Mortgage Obligation |
| FNMA_24-96G                                               | 2054-12-25      | 0.2500%  | N/A     | $100617472.00      | $365585.63         | Agency Collateralized Mortgage Obligation |
| GNMA_15-10C                                               | 2039-07-20      | 6.3389%  | N/A     | $6195173.00        | $784513.96         | Agency Collateralized Mortgage Obligation |
| FNMA_12-103                                               | 2042-09-25      | 1.6303%  | N/A     | $82285920.00       | $1202647.07        | Agency Collateralized Mortgage Obligation |
| FNMA_24-42B                                               | 2054-07-25      | 2.7748%  | N/A     | $30000000.00       | $2071360.78        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K114       | 2048-08-25      | 2.8297%  | N/A     | $10500000.00       | $1191587.42        | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TRUST FRESB_21-SB87                        | 2041-04-25      | 0.7269%  | N/A     | $209249861.00      | $4362112.51        | Agency Collateralized Mortgage Obligation |
| FNMA_19-61A                                               | 2059-11-25      | 1.6303%  | N/A     | $14507222.00       | $698626.87         | Agency Collateralized Mortgage Obligation |
| FHMS_K053                                                 | 2044-03-25      | 1.7090%  | N/A     | $24717000.00       | $245381.98         | Agency Collateralized Mortgage Obligation |
| FNMA_17-32B                                               | 2047-05-25      | 1.7304%  | N/A     | $114000000.00      | $2350104.13        | Agency Collateralized Mortgage Obligation |
| FNMA_24-6E                                                | 2045-04-25      | 0.0000%  | N/A     | $10816174.00       | $6333418.71        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PAS                          | 2025-07-25      | 3.0100%  | N/A     | $375000.00         | $50936.71          | Agency Collateralized Mortgage Obligation |
| FNMA_24-99A                                               | 2055-01-25      | 1.6148%  | N/A     | $58257019.00       | $4267661.10        | Agency Collateralized Mortgage Obligation |
| FNMA_24-24A                                               | 2054-05-25      | 6.5000%  | N/A     | $109000000.00      | $16082517.60       | Agency Collateralized Mortgage Obligation |
| FREMF_15-K51                                              | 2048-10-25      | 0.0000%  | N/A     | $89686280.00       | $82652083.58       | Agency Collateralized Mortgage Obligation |
| FHLMC_4215                                                | 2032-07-15      | 3.0000%  | N/A     | $62500000.00       | $106345.25         | Agency Collateralized Mortgage Obligation |
| FNMA_24-63A                                               | 2054-09-25      | 1.5948%  | N/A     | $45000000.00       | $2367428.72        | Agency Collateralized Mortgage Obligation |
| FNMA_24-62C                                               | 2054-09-25      | 0.0200%  | N/A     | $92941546.00       | $57685.70          | Agency Collateralized Mortgage Obligation |
| FHLMC_4584                                                | 2044-05-15      | 0.0817%  | N/A     | $4814646.00        | $37618.62          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_20-80          | 2050-11-25      | 4.0000%  | N/A     | $64192200.00       | $6137433.50        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K144      | 2032-04-25      | 2.4500%  | N/A     | $9550000.00        | $8483070.29        | Agency Collateralized Mortgage Obligation |
| FHLMC_4472F                                               | 2045-05-15      | 5.0000%  | N/A     | $45430594.00       | $624791.40         | Agency Collateralized Mortgage Obligation |
| FRESB_18-SB52                                             | 2038-06-25      | 0.6154%  | N/A     | $148083821.00      | $393981.86         | Agency Collateralized Mortgage Obligation |
| FHLMC_5352E                                               | 2046-10-15      | 1.0006%  | N/A     | $14260417.00       | $1481606.06        | Agency Collateralized Mortgage Obligation |
| FHMS_KS07                                                 | 2025-09-25      | 0.7119%  | N/A     | $13609000.00       | $22335.52          | Agency Collateralized Mortgage Obligation |
| FNMA_21-55C                                               | 2061-08-25      | 0.0000%  | N/A     | $184283299.00      | $1895475.99        | Agency Collateralized Mortgage Obligation |
| FREMF_20-KF80                                             | 2030-06-25      | 13.4260% | N/A     | $75910000.00       | $15314409.84       | Agency Collateralized Mortgage Obligation |
| FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_18-SB49     | 2038-04-25      | 0.3362%  | N/A     | $79334227.00       | $432647.73         | Agency Collateralized Mortgage Obligation |
| FREMF_K-167                                               | 2061-12-15      | 5.4901%  | N/A     | $15000000.00       | $5454968.27        | Agency Collateralized Mortgage Obligation |
| GNMA_25-90B                                               | 2055-05-20      | 0.0000%  | N/A     | $100000000.00      | $1654999.96        | Agency Collateralized Mortgage Obligation |
| FHMS_K163                                                 | 2034-04-25      | 5.8801%  | N/A     | $15327418.00       | $5634262.63        | Agency Collateralized Mortgage Obligation |
| FREMF_19-KC06                                             | 2026-09-25      | 3.9486%  | N/A     | $45627000.00       | $43520616.18       | Agency Collateralized Mortgage Obligation |
| FHLK_12-2                                                 | 2049-01-25      | 2.7210%  | N/A     | $9700000.00        | $1134724.54        | Agency Collateralized Mortgage Obligation |
| FNSTR_440                                                 | 2053-10-25      | 4.0000%  | N/A     | $25945000.00       | $5240620.20        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K753 | 2030-10-25      | 4.4000%  | N/A     | $34400000.00       | $34735759.27       | Agency Collateralized Mortgage Obligation |
| FNMA_13-15                                                | 2033-03-25      | 0.1476%  | N/A     | $18391622.00       | $3468063.42        | Agency Collateralized Mortgage Obligation |
| GNMA_24-46G                                               | 2054-03-20      | 0.0600%  | N/A     | $50000000.00       | $74137.79          | Agency Collateralized Mortgage Obligation |
| GNMA_24-110U                                              | 2054-07-20      | 0.8982%  | N/A     | $100000000.00      | $2275492.63        | Agency Collateralized Mortgage Obligation |
| GNMA_23-96C                                               | 2053-07-20      | 1.6482%  | N/A     | $50000000.00       | $2179205.47        | Agency Collateralized Mortgage Obligation |
| GNMA_24-142B                                              | 2054-09-20      | 5.4619%  | N/A     | $200000000.00      | $133314207.80      | Agency Collateralized Mortgage Obligation |
| FRESB_20-SB73                                             | 2040-02-25      | 1.3962%  | N/A     | $299054265.00      | $14655003.55       | Agency Collateralized Mortgage Obligation |
| FNMA_24-105G                                              | 2055-01-25      | 0.6948%  | N/A     | $213060287.00      | $6261894.72        | Agency Collateralized Mortgage Obligation |
| GNMA_12-134A                                              | 2042-11-20      | 0.5679%  | N/A     | $132412992.00      | $201690.62         | Agency Collateralized Mortgage Obligation |
| SEASONED CREDIT RISK TRANSFER SCRT_19-3                   | 2058-10-25      | 3.5000%  | N/A     | $35080000.00       | $9469491.87        | Agency Collateralized Mortgage Obligation |
| FREMF_17-KF40                                             | 2027-12-25      | 13.4207% | N/A     | $39927982.00       | $12177641.70       | Agency Collateralized Mortgage Obligation |
| FREMF_K-G05                                               | 2034-01-25      | 2.7020%  | N/A     | $1625000.00        | $190389.27         | Agency Collateralized Mortgage Obligation |
| FNMA_24-7C                                                | 2053-09-25      | 2.6948%  | N/A     | $29000000.00       | $2119402.03        | Agency Collateralized Mortgage Obligation |
| FNMA_21-75F                                               | 2051-11-25      | 3.0000%  | N/A     | $78463000.00       | $7674439.95        | Agency Collateralized Mortgage Obligation |
| FNMA_13-35                                                | 2033-04-25      | 3.0000%  | N/A     | $24015467.00       | $237152.20         | Agency Collateralized Mortgage Obligation |
| FHLMC_5343E                                               | 2042-10-15      | 3.5000%  | N/A     | $13993688.00       | $1221678.17        | Agency Collateralized Mortgage Obligation |
| FHLMC_4104C                                               | 2042-09-15      | 1.6817%  | N/A     | $21428571.00       | $384689.01         | Agency Collateralized Mortgage Obligation |
| FREMF_21-KHG3                                             | 2028-09-25      | 6.6116%  | N/A     | $8048000.00        | $6797713.19        | Agency Collateralized Mortgage Obligation |
| FREMF_21-F108                                             | 2031-02-25      | 6.7988%  | N/A     | $76047000.00       | $15662586.03       | Agency Collateralized Mortgage Obligation |
| GNMA_20-47                                                | 2044-05-20      | 1.5679%  | N/A     | $23898589.00       | $889844.91         | Agency Collateralized Mortgage Obligation |
| GNMA_24-134H                                              | 2053-12-20      | 0.0700%  | N/A     | $42683741.00       | $55658.78          | Agency Collateralized Mortgage Obligation |
| FREMF_19-KF72                                             | 2026-11-25      | 10.4260% | N/A     | $58664060.00       | $28102175.31       | Agency Collateralized Mortgage Obligation |
| FNMA_21-22D                                               | 2051-04-25      | 0.0000%  | N/A     | $10000000.00       | $5095.01           | Agency Collateralized Mortgage Obligation |
| FREMF MORTGAGE TRUST FREMF_22-K140                        | 2029-07-25      | 6.3823%  | N/A     | $70480000.00       | $52825289.92       | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K131 | 2031-09-25      | 3.0481%  | N/A     | $20902000.00       | $3044844.15        | Agency Collateralized Mortgage Obligation |
| FNMA_24-6B                                                | 2054-03-25      | 2.7148%  | N/A     | $63668669.00       | $4671208.53        | Agency Collateralized Mortgage Obligation |
| FNMA_23-50C                                               | 2049-07-25      | 0.1000%  | N/A     | $20341106.00       | $59444.02          | Agency Collateralized Mortgage Obligation |
| FNSTR_428                                                 | 2037-11-25      | 1.5000%  | N/A     | $93699597.00       | $3590883.96        | Agency Collateralized Mortgage Obligation |
| FNMA_13-6                                                 | 2043-02-25      | 1.6804%  | N/A     | $201419720.00      | $2266037.35        | Agency Collateralized Mortgage Obligation |
| FRESB_18-SB53                                             | 2038-06-25      | 0.2220%  | N/A     | $256952913.00      | $421490.13         | Agency Collateralized Mortgage Obligation |
| FNMA_20-59C                                               | 2044-01-25      | 0.6000%  | N/A     | $10176126.00       | $74858.44          | Agency Collateralized Mortgage Obligation |
| FNMA_13-23                                                | 2033-03-25      | 0.1476%  | N/A     | $7025000.00        | $1954504.66        | Agency Collateralized Mortgage Obligation |
| FNMA_23-64C                                               | 2048-07-25      | 1.7304%  | N/A     | $19429077.00       | $1761899.49        | Agency Collateralized Mortgage Obligation |
| FREMF_K-164                                               | 2062-05-25      | 5.8614%  | N/A     | $15000000.00       | $5945919.68        | Agency Collateralized Mortgage Obligation |
| FHMS_K748                                                 | 2050-02-25      | 2.7847%  | N/A     | $14432000.00       | $1186256.30        | Agency Collateralized Mortgage Obligation |
| FRESB_19-SB64                                             | 2039-06-25      | 5.7659%  | N/A     | $44262383.00       | $29343288.92       | Agency Collateralized Mortgage Obligation |
| FREMF_21-K132                                             | 2031-12-25      | 0.0000%  | N/A     | $13500000.00       | $9593842.50        | Agency Collateralized Mortgage Obligation |
| FREMF_17-K62                                              | 2027-01-25      | 0.0000%  | N/A     | $108305106.00      | $76509242.10       | Agency Collateralized Mortgage Obligation |
| FNMA_12-52E                                               | 2042-05-25      | 2.1604%  | N/A     | $104663303.00      | $1120194.13        | Agency Collateralized Mortgage Obligation |
| FHLMC_4795G                                               | 2048-03-15      | 1.7317%  | N/A     | $21176438.00       | $387536.94         | Agency Collateralized Mortgage Obligation |
| FRESB_18-SB55                                             | 2038-08-25      | 0.6946%  | N/A     | $177390777.00      | $842365.78         | Agency Collateralized Mortgage Obligation |
| FRESB_21-SB91                                             | 2041-08-25      | 1.0710%  | N/A     | $72000000.00       | $1716658.54        | Agency Collateralized Mortgage Obligation |
| FNMA_20-59C                                               | 2042-09-25      | 0.1000%  | N/A     | $10240264.00       | $11935.02          | Agency Collateralized Mortgage Obligation |
| FREMF_19-KLU2                                             | 2029-08-25      | 0.0000%  | N/A     | $28913000.00       | $20160170.05       | Agency Collateralized Mortgage Obligation |
| GNMA_24-134A                                              | 2054-02-20      | 0.0500%  | N/A     | $43135364.00       | $38747.33          | Agency Collateralized Mortgage Obligation |
| FHMS_Q033                                                 | 2035-03-25      | 0.0000%  | N/A     | $373283616.00      | $9582206.47        | Agency Collateralized Mortgage Obligation |
| FRESB_18-SB57                                             | 2038-09-25      | 0.4652%  | N/A     | $251299455.00      | $797725.79         | Agency Collateralized Mortgage Obligation |
| FHMS_K150                                                 | 2054-10-25      | 4.5714%  | N/A     | $15000000.00       | $3768053.19        | Agency Collateralized Mortgage Obligation |
| FRESB_19-SB64                                             | 2039-03-25      | 1.5344%  | N/A     | $155000000.00      | $2230892.85        | Agency Collateralized Mortgage Obligation |
| FNMA_10-109                                               | 2040-10-25      | 6.3027%  | N/A     | $18305750.00       | $586659.47         | Agency Collateralized Mortgage Obligation |
| FHLMC_4707C                                               | 2047-08-15      | 0.0000%  | N/A     | $103816691.00      | $657643.52         | Agency Collateralized Mortgage Obligation |
| FNMA_17-96A                                               | 2057-12-25      | 1.6804%  | N/A     | $48519741.00       | $1713320.18        | Agency Collateralized Mortgage Obligation |
| FHLMC_4935G                                               | 2041-08-15      | 0.5300%  | N/A     | $8997993.00        | $64120.19          | Agency Collateralized Mortgage Obligation |
| FHLMC_5394A                                               | 2043-02-15      | 0.0000%  | N/A     | $5454332.00        | $3539858.01        | Agency Collateralized Mortgage Obligation |
| FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_20-SB78     | 2040-06-25      | 1.9934%  | N/A     | $21411000.00       | $553478.03         | Agency Collateralized Mortgage Obligation |
| FNMA_20J-63                                               | 2050-09-25      | 2.0000%  | N/A     | $1168359.00        | $828707.01         | Agency Collateralized Mortgage Obligation |
| FNMA_21-61C                                               | 2051-09-25      | 0.0000%  | N/A     | $46500000.00       | $32777.15          | Agency Collateralized Mortgage Obligation |
| FHMS_K105                                                 | 2030-06-25      | 2.0406%  | N/A     | $34625000.00       | $2833808.72        | Agency Collateralized Mortgage Obligation |
| FHLMC_45-44                                               | 2044-11-15      | 4.0000%  | N/A     | $10062114.00       | $2049373.68        | Agency Collateralized Mortgage Obligation |
| GNMA_11-80                                                | 2041-06-20      | 1.6479%  | N/A     | $167610000.00      | $446398.87         | Agency Collateralized Mortgage Obligation |
| GNMA_24-94B                                               | 2054-06-20      | 0.0500%  | N/A     | $50000000.00       | $51576.19          | Agency Collateralized Mortgage Obligation |
| FREMF_20-K109                                             | 2048-05-25      | 3.4993%  | N/A     | $20000000.00       | $2812998.12        | Agency Collateralized Mortgage Obligation |
| FHLMC_4701D                                               | 2036-01-15      | 5.0000%  | N/A     | $30122470.00       | $769394.65         | Agency Collateralized Mortgage Obligation |
| FNMA_23-50C                                               | 2044-04-25      | 0.0500%  | N/A     | $1254090.00        | $1885.49           | Agency Collateralized Mortgage Obligation |
| FNMA_13-35                                                | 2033-04-25      | 3.0000%  | N/A     | $24874298.00       | $253858.68         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_16-70                                     | 2046-10-25      | 1.6804%  | N/A     | $84503174.00       | $1462372.86        | Agency Collateralized Mortgage Obligation |
| FHLMC_4564F                                               | 2043-04-15      | 0.0000%  | N/A     | $26456473.00       | $83183.79          | Agency Collateralized Mortgage Obligation |
| MSCR 2023-MN6                                             | 2043-05-25      | 11.0576% | N/A     | $11000000.00       | $12226889.85       | Agency Collateralized Mortgage Obligation |
| FRESB_19-SB62                                             | 2039-03-25      | 0.9084%  | N/A     | $623416713.00      | $9183388.52        | Agency Collateralized Mortgage Obligation |
| FNMA_19-62A                                               | 2059-11-25      | 1.5803%  | N/A     | $10012996.00       | $642539.52         | Agency Collateralized Mortgage Obligation |
| FNW_07-2                                                  | 2037-03-25      | 0.0000%  | N/A     | $19777901.00       | $239441.82         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K130       | 2048-08-25      | 3.2029%  | N/A     | $13487621.00       | $2063405.06        | Agency Collateralized Mortgage Obligation |
| FNMA_12-99J                                               | 2042-09-25      | 4.0000%  | N/A     | $23159229.00       | $194092.43         | Agency Collateralized Mortgage Obligation |
| GNMA_25-90J                                               | 2055-05-20      | 5.6018%  | N/A     | $34800000.00       | $34829975.17       | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K110      | 2053-06-25      | 3.4905%  | N/A     | $9600000.00        | $1330625.50        | Agency Collateralized Mortgage Obligation |
| FHLMC_5121B                                               | 2042-04-15      | 0.4000%  | N/A     | $16135008.00       | $124495.56         | Agency Collateralized Mortgage Obligation |
| FREMF_18-SB45                                             | 2037-11-25      | 4.3739%  | N/A     | $5886000.00        | $2020818.77        | Agency Collateralized Mortgage Obligation |
| FNSTR_440                                                 | 2053-11-25      | 6.5000%  | N/A     | $49796960.00       | $7683756.61        | Agency Collateralized Mortgage Obligation |
| FHMS_K085                                                 | 2045-12-25      | 2.3915%  | N/A     | $4265750.00        | $301338.85         | Agency Collateralized Mortgage Obligation |
| FHLMC_K056                                                | 2026-06-25      | 2.1894%  | N/A     | $1916000.00        | $39447.94          | Agency Collateralized Mortgage Obligation |
| GNMA_22-9A                                                | 2052-01-20      | 2.5000%  | N/A     | $100000000.00      | $63570591.31       | Agency Collateralized Mortgage Obligation |
| FHLMC_4833D                                               | 2044-04-15      | 0.0500%  | N/A     | $34129268.00       | $12799.32          | Agency Collateralized Mortgage Obligation |
| FNMA_10-150                                               | 2040-10-25      | 2.0303%  | N/A     | $135801587.00      | $3320.49           | Agency Collateralized Mortgage Obligation |
| FHLMC_4935F                                               | 2043-03-15      | 0.0600%  | N/A     | $13906717.00       | $7648.73           | Agency Collateralized Mortgage Obligation |
| FREMF_20-KF74                                             | 2027-01-25      | 6.3537%  | N/A     | $3650000.00        | $548221.56         | Agency Collateralized Mortgage Obligation |
| FRESB_16-KS07                                             | 2025-09-25      | 4.2791%  | N/A     | $36468000.00       | $35852388.40       | Agency Collateralized Mortgage Obligation |
| FNMA_17-112C                                              | 2048-01-25      | 3.0000%  | N/A     | $6462361.00        | $6319990.84        | Agency Collateralized Mortgage Obligation |
| FNMA_24-86A                                               | 2054-12-25      | 0.0500%  | N/A     | $93100000.00       | $115732.08         | Agency Collateralized Mortgage Obligation |
| FHMS_K743                                                 | 2049-06-25      | 3.0555%  | N/A     | $9500000.00        | $736139.64         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K097      | 2046-09-25      | 2.0875%  | N/A     | $17926832.00       | $1323178.41        | Agency Collateralized Mortgage Obligation |
| FNMA_20-38A                                               | 2050-06-25      | 2.5000%  | N/A     | $21151655.00       | $1777681.91        | Agency Collateralized Mortgage Obligation |
| FNMA_24-22L                                               | 2054-05-25      | 5.5000%  | N/A     | $12205917.00       | $12644547.59       | Agency Collateralized Mortgage Obligation |
| FHLMC_5060E                                               | 2041-04-15      | 5.0000%  | N/A     | $7685360.00        | $287540.66         | Agency Collateralized Mortgage Obligation |
| GNMA_25-110C                                              | 2055-06-20      | 8.3341%  | N/A     | $33333334.00       | $34077134.85       | Agency Collateralized Mortgage Obligation |
| FNMA_18-55A                                               | 2048-08-25      | 1.8303%  | N/A     | $58135875.00       | $1255649.97        | Agency Collateralized Mortgage Obligation |
| FHMS_K758                                                 | 2056-11-25      | 5.3497%  | N/A     | $6400000.00        | $1687107.21        | Agency Collateralized Mortgage Obligation |
| FRESB_21-SB90                                             | 2041-06-25      | 1.1356%  | N/A     | $145462875.00      | $2451146.44        | Agency Collateralized Mortgage Obligation |
| FHLMC_08-3451                                             | 2037-02-15      | 1.6117%  | N/A     | $2000000.00        | $528.43            | Agency Collateralized Mortgage Obligation |
| FREMF_19-KF65                                             | 2029-07-25      | 10.4260% | N/A     | $62395000.00       | $28821947.53       | Agency Collateralized Mortgage Obligation |
| FNMA_22-12J                                               | 2045-05-25      | 4.0000%  | N/A     | $22088980.00       | $2749896.97        | Agency Collateralized Mortgage Obligation |
| FHLMC_4686                                                | 2047-03-15      | 4.0000%  | N/A     | $7750000.00        | $7237403.12        | Agency Collateralized Mortgage Obligation |
| FHLMC_5121B                                               | 2044-08-15      | 0.0500%  | N/A     | $14302766.00       | $13719.19          | Agency Collateralized Mortgage Obligation |
| FREMF_19-SB58                                             | 2038-11-25      | 0.6768%  | N/A     | $271423788.00      | $2177115.35        | Agency Collateralized Mortgage Obligation |
| FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_20-SB76     | 2030-05-25      | 1.0306%  | N/A     | $72733000.00       | $1802447.72        | Agency Collateralized Mortgage Obligation |
| GNMA_22-129B                                              | 2052-07-20      | 5.0000%  | N/A     | $20000000.00       | $14862737.10       | Agency Collateralized Mortgage Obligation |
| FNW_07-W3                                                 | 2037-04-25      | 0.0000%  | N/A     | $8074073.00        | $70154.13          | Agency Collateralized Mortgage Obligation |
| FNMA_13-6                                                 | 2033-02-25      | 3.0000%  | N/A     | $27672262.00       | $193566.28         | Agency Collateralized Mortgage Obligation |
| FNMA_12-131A                                              | 2041-05-25      | 1.2304%  | N/A     | $59814291.00       | $417.37            | Agency Collateralized Mortgage Obligation |
| FREMF_K-148                                               | 2054-08-25      | 4.2877%  | N/A     | $5300000.00        | $1240931.19        | Agency Collateralized Mortgage Obligation |
| FRESB_23-S107                                             | 2043-06-25      | 0.0000%  | N/A     | $242892125.00      | $4736077.79        | Agency Collateralized Mortgage Obligation |
| GNMA_24-1D                                                | 2054-01-20      | 1.6482%  | N/A     | $100000000.00      | $3467292.29        | Agency Collateralized Mortgage Obligation |
| GNMA_20-55B                                               | 2050-04-20      | 0.0000%  | N/A     | $30000000.00       | $191456.42         | Agency Collateralized Mortgage Obligation |
| FHLMC_4524                                                | 2041-05-15      | 5.0000%  | N/A     | $33500000.00       | $549674.32         | Agency Collateralized Mortgage Obligation |
| FNMA_17-96F                                               | 2041-08-25      | 4.5000%  | N/A     | $44518053.00       | $831585.33         | Agency Collateralized Mortgage Obligation |
| FHSTR_390                                                 | 2052-11-15      | 4.5618%  | N/A     | $2624331.00        | $381942.83         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_15-34                                     | 2045-06-25      | 1.6804%  | N/A     | $120580856.00      | $1874579.00        | Agency Collateralized Mortgage Obligation |
| GNMA_25-71G                                               | 2055-04-20      | 0.9482%  | N/A     | $50000000.00       | $2604114.38        | Agency Collateralized Mortgage Obligation |
| FRESB_16-SB18                                             | 2036-06-25      | 5.0202%  | N/A     | $4553000.00        | $869715.65         | Agency Collateralized Mortgage Obligation |
| GNMA_25-71C                                               | 2055-04-20      | 0.9482%  | N/A     | $80000000.00       | $3001768.61        | Agency Collateralized Mortgage Obligation |
| FHLMC_4301                                                | 2037-07-15      | 1.6817%  | N/A     | $77000000.00       | $536340.30         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K107       | 2030-01-25      | 1.7040%  | N/A     | $65000000.00       | $3890804.79        | Agency Collateralized Mortgage Obligation |
| FNMA_22-58B                                               | 2052-09-25      | 0.9948%  | N/A     | $65225362.00       | $2312512.23        | Agency Collateralized Mortgage Obligation |
| FHLMC_5444D                                               | 2044-08-15      | 0.0500%  | N/A     | $29762511.00       | $42232.48          | Agency Collateralized Mortgage Obligation |
| GNMA_22-152G                                              | 2052-09-20      | 1.0481%  | N/A     | $50000000.00       | $2362559.20        | Agency Collateralized Mortgage Obligation |
| FRESB_18-SB54                                             | 2038-08-25      | 0.8060%  | N/A     | $234440144.00      | $269956.38         | Agency Collateralized Mortgage Obligation |
| FNMA_24-6C                                                | 2047-09-25      | 0.1000%  | N/A     | $17892014.00       | $69563.77          | Agency Collateralized Mortgage Obligation |
| GNMA_24-46C                                               | 2051-05-20      | 0.0000%  | N/A     | $10766919.00       | $1905.95           | Agency Collateralized Mortgage Obligation |
| FNMA_24-9A                                                | 2054-03-25      | 1.8007%  | N/A     | $85000000.00       | $4467945.40        | Agency Collateralized Mortgage Obligation |
| GNMA_23-140B                                              | 2053-09-20      | 0.0300%  | N/A     | $72401620.00       | $63281.37          | Agency Collateralized Mortgage Obligation |
| FHLMC_4935H                                               | 2042-06-15      | 0.6500%  | N/A     | $5451206.00        | $45650.86          | Agency Collateralized Mortgage Obligation |
| FRESB_18-SB48                                             | 2038-02-25      | 0.4403%  | N/A     | $243903642.00      | $659543.79         | Agency Collateralized Mortgage Obligation |
| FHMS_KG03                                                 | 2033-07-25      | 3.0683%  | N/A     | $7733000.00        | $910712.92         | Agency Collateralized Mortgage Obligation |
| GNMA_16-4G                                                | 2046-01-20      | 1.2179%  | N/A     | $30081589.00       | $307127.68         | Agency Collateralized Mortgage Obligation |
| FHLMC_5444D                                               | 2048-11-15      | 0.1000%  | N/A     | $6237243.00        | $24702.08          | Agency Collateralized Mortgage Obligation |
| GNMA_25-27A                                               | 2055-02-20      | 0.0200%  | N/A     | $100000000.00      | $33653.86          | Agency Collateralized Mortgage Obligation |
| FRESB_20-SB80                                             | 2040-09-25      | 1.1459%  | N/A     | $89500000.00       | $3180282.30        | Agency Collateralized Mortgage Obligation |
| GNMA_25-71A                                               | 2055-04-20      | 0.8481%  | N/A     | $150000000.00      | $6800307.17        | Agency Collateralized Mortgage Obligation |
| FHMS_K759                                                 | 2062-02-25      | 5.4351%  | N/A     | $9000000.00        | $2536985.75        | Agency Collateralized Mortgage Obligation |
| FREMF_18-KC02                                             | 2025-08-25      | 0.0000%  | N/A     | $76080350.00       | $56871486.52       | Agency Collateralized Mortgage Obligation |
| FNMA_22-41D                                               | 2049-05-25      | 0.0500%  | N/A     | $7193861.00        | $9372.47           | Agency Collateralized Mortgage Obligation |
| FREMF_21-KF107                                            | 2028-03-25      | 10.5616% | N/A     | $78177000.00       | $37800770.27       | Agency Collateralized Mortgage Obligation |
| GNMA_25-5B                                                | 2054-04-20      | 0.1200%  | N/A     | $27306893.00       | $89085.38          | Agency Collateralized Mortgage Obligation |
| GNMA_14-3                                                 | 2039-07-20      | 1.5679%  | N/A     | $41202319.00       | $123470.76         | Agency Collateralized Mortgage Obligation |
| FHLMC_4701E                                               | 2040-04-15      | 5.0000%  | N/A     | $25803798.00       | $684176.78         | Agency Collateralized Mortgage Obligation |
| GNMA_24-134G                                              | 2053-08-20      | 0.1500%  | N/A     | $64701191.00       | $142278.73         | Agency Collateralized Mortgage Obligation |
| FRESB_18-SB52                                             | 2038-06-25      | 4.2465%  | N/A     | $6056000.00        | $2818667.48        | Agency Collateralized Mortgage Obligation |
| FHMS_K102                                                 | 2046-12-25      | 1.9556%  | N/A     | $25000000.00       | $1809133.35        | Agency Collateralized Mortgage Obligation |
| FHLMC_5083T                                               | 2050-11-25      | 5.0034%  | N/A     | $4100000.00        | $2631931.57        | Agency Collateralized Mortgage Obligation |
| FHLMC_5444D                                               | 2048-11-15      | 1.5817%  | N/A     | $58554444.00       | $5356658.11        | Agency Collateralized Mortgage Obligation |
| FREMF_K-142                                               | 2032-03-25      | 3.2033%  | N/A     | $23700000.00       | $3908471.61        | Agency Collateralized Mortgage Obligation |
| FNMA_14-2                                                 | 2044-02-25      | 6.0000%  | N/A     | $21709187.00       | $312383.25         | Agency Collateralized Mortgage Obligation |
| FNMA_24-99A                                               | 2055-01-25      | 1.5448%  | N/A     | $70000000.00       | $3860451.38        | Agency Collateralized Mortgage Obligation |
| FREMF_18-KF53                                             | 2025-10-25      | 6.2670%  | N/A     | $54431987.00       | $13338660.11       | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K070      | 2044-12-25      | 2.1118%  | N/A     | $13000000.00       | $614953.78         | Agency Collateralized Mortgage Obligation |
| FHMS_K170                                                 | 2063-02-25      | 5.7786%  | N/A     | $14073972.00       | $5520364.25        | Agency Collateralized Mortgage Obligation |
| FREMF_18-SB56                                             | 2038-08-25      | 0.3287%  | N/A     | $68497124.00       | $213548.43         | Agency Collateralized Mortgage Obligation |
| FNMA_24-37                                                | 2054-06-25      | 2.7148%  | N/A     | $50000000.00       | $4281591.84        | Agency Collateralized Mortgage Obligation |
| FHLMC_3667B                                               | 2040-05-15      | 2.0317%  | N/A     | $5000000.00        | $1737.40           | Agency Collateralized Mortgage Obligation |
| FHLMC_44-17                                               | 2043-12-15      | 0.0730%  | N/A     | $22473927.00       | $75812.12          | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K154       | 2056-02-25      | 5.2770%  | N/A     | $12000000.00       | $3576563.46        | Agency Collateralized Mortgage Obligation |
| FNSTR_440                                                 | 2053-11-25      | 5.5000%  | N/A     | $189204201.00      | $38549646.55       | Agency Collateralized Mortgage Obligation |
| FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_18-SB50     | 2038-05-25      | 0.6451%  | N/A     | $220277834.00      | $278211.54         | Agency Collateralized Mortgage Obligation |
| FNMA_25-30B                                               | 2055-05-25      | 0.7448%  | N/A     | $200000000.00      | $6702453.23        | Agency Collateralized Mortgage Obligation |
| FREMF_K-756                                               | 2062-07-25      | 5.8053%  | N/A     | $5000000.00        | $1395182.59        | Agency Collateralized Mortgage Obligation |
| FREMF_16-K56                                              | 2026-06-25      | 0.0000%  | N/A     | $61470190.00       | $54177674.01       | Agency Collateralized Mortgage Obligation |
| FRESB_21-SB85                                             | 2041-02-25      | 0.9084%  | N/A     | $150000000.00      | $2690496.98        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K128       | 2031-04-25      | 2.8768%  | N/A     | $13400000.00       | $1742594.91        | Agency Collateralized Mortgage Obligation |
| FNMA_21-59                                                | 2051-09-25      | 2.0000%  | N/A     | $2035000.00        | $1058376.06        | Agency Collateralized Mortgage Obligation |
| FNMA_21-75B                                               | 2051-11-25      | 3.5000%  | N/A     | $24439250.00       | $2690494.33        | Agency Collateralized Mortgage Obligation |
| FNMA_24-62C                                               | 2054-09-25      | 0.9448%  | N/A     | $172071737.00      | $5561357.84        | Agency Collateralized Mortgage Obligation |
| FNMA_01-51                                                | 2031-10-25      | 6.5000%  | N/A     | $500000.00         | $4891.56           | Agency Collateralized Mortgage Obligation |

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MH7, C.4 - ISIN: US912797MH75, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2175080313.09
- **C.18.a - Value (excl. sponsor support):** $2175080313.09
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 75: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYDM7EL69
- **C.18 - Value (incl. sponsor support):** $86000000.00
- **C.18.a - Value (excl. sponsor support):** $86000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch: NR; Standard & Poor's: A-1; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-05-20      | 6.0000%  | N/A     | $1037130.00        | $1055029.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-09-20      | 5.5000%  | N/A     | $243808.00         | $3389.47           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-02-20      | 5.0000%  | N/A     | $245000.00         | $92314.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2067-06-15      | 5.0600%  | N/A     | $6482768.00        | $6472551.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-09-20      | 3.0000%  | N/A     | $187277520.00      | $24408261.46       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2065-06-15      | 5.3000%  | N/A     | $746352.00         | $743460.97         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2066-07-15      | 5.3900%  | N/A     | $1470135.00        | $1467676.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.0000%  | N/A     | $6912659.00        | $7103539.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2032-12-20      | 5.0000%  | N/A     | $135585.00         | $905.13            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-07-20      | 2.0000%  | N/A     | $72737.00          | $25641.59          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-01-20      | 6.0000%  | N/A     | $6021513.00        | $4739946.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-02-20      | 4.5000%  | N/A     | $1075926.00        | $456422.64         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-12-20      | 2.0000%  | N/A     | $25773153.00       | $12748325.87       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2065-02-15      | 5.2300%  | N/A     | $77667.00          | $78430.16          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2026-02-20      | 3.0000%  | N/A     | $6033065.00        | $13119.76          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-07-20      | 6.5000%  | N/A     | $3874491.00        | $3725679.62        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-05-20      | 5.0000%  | N/A     | $6400000.00        | $496634.41         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2067-02-15      | 5.3200%  | N/A     | $3499143.00        | $3535084.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-09-20      | 2.5000%  | N/A     | $1250000.00        | $534537.88         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-08-20      | 5.0000%  | N/A     | $26155128.00       | $1843530.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-02-20      | 7.0000%  | N/A     | $1197090.00        | $851749.65         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-11-20      | 3.5000%  | N/A     | $9223294.00        | $1169261.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-08-20      | 3.5000%  | N/A     | $2692100.00        | $590461.32         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2065-06-15      | 5.5400%  | N/A     | $122832.00         | $123209.43         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-11-20      | 3.5000%  | N/A     | $1200000.00        | $151408.67         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-11-20      | 2.0000%  | N/A     | $326625.00         | $53029.61          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-02-20      | 4.0000%  | N/A     | $7352973.00        | $645702.06         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2064-03-15      | 6.0100%  | N/A     | $5569302.00        | $5854758.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2066-12-15      | 5.5500%  | N/A     | $563850.00         | $567679.58         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 5.5000%  | N/A     | $1183335.00        | $1192593.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-02-20      | 2.5000%  | N/A     | $1150112.00        | $481485.66         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2026-04-20      | 4.0000%  | N/A     | $499983.00         | $1333.58           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2065-01-15      | 4.3500%  | N/A     | $4613499.00        | $4387668.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2065-09-15      | 5.2500%  | N/A     | $310266.00         | $310055.69         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-11-20      | 3.5000%  | N/A     | $466836.00         | $193757.32         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 7.0000%  | N/A     | $1520312.00        | $1601361.58        | Agency Mortgage-Backed Securities |

### Security 76: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BYDM7EL36
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Moody's: NR; Fitch: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | N/A     | $10191300.00       | $10200035.24       | U.S. Treasuries (including strips) |

### Security 77: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYXTQ6Z9
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.6500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | N/A     | $879693900.00      | $866071705.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | N/A     | $2210140800.00     | $2193928312.16     | U.S. Treasuries (including strips) |

### Security 78: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $427900802.63
- **C.18.a - Value (excl. sponsor support):** $427900802.63
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDM7EKM5
- **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:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-05-15      | 0.0000%  | N/A     | $92652253.72       | $76500001.02       | U.S. Treasuries (including strips) |

### Security 80: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1TL1, C.4 - ISIN: US3130B1TL16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $631559886.74
- **C.18.a - Value (excl. sponsor support):** $631559886.74
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QJ9, C.4 - ISIN: US912797QJ95, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3195446637.00
- **C.18.a - Value (excl. sponsor support):** $3195446637.00
- **C.19 - Percentage of Net Assets:** 1.7600%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-08-12
- **C.12 - Maturity Date (WAL):** 2025-08-12
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1339235368.34
- **C.18.a - Value (excl. sponsor support):** $1339235368.34
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **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:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 83: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYDM7EKT0
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2055-05-15      | 0.0000%  | N/A     | $596390.00         | $141596.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 0.0000%  | N/A     | $7570375.00        | $2503227.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 0.0000%  | N/A     | $8536250.00        | $2261047.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 0.0000%  | N/A     | $24386240.00       | $6737332.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 0.0000%  | N/A     | $2069100.00        | $515826.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 0.0000%  | N/A     | $8488100.00        | $2458162.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.0000%  | N/A     | $19932080.00       | $5886062.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 0.0000%  | N/A     | $1263730.00        | $307471.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 0.0000%  | N/A     | $12534940.00       | $3830201.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 0.0000%  | N/A     | $18444260.00       | $4527899.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 0.0000%  | N/A     | $1320280.00        | $361079.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 0.0000%  | N/A     | $21061840.00       | $6664471.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 0.0000%  | N/A     | $38028960.00       | $11891199.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 0.0000%  | N/A     | $8476539.00        | $2914420.55        | U.S. Treasuries (including strips) |

### Security 84: Fixed Income Clearing Corporation - JPM

- **C.1 - Title:** Fixed Income Clearing Corporation - JPM
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDM7EKA1
- **C.18 - Value (incl. sponsor support):** $4500000000.00
- **C.18.a - Value (excl. sponsor support):** $4500000000.00
- **C.19 - Percentage of Net Assets:** 2.4700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Moody's: P-1; Fitch: NR; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| BILL 09/23/25    | 2025-09-23      | 0.0000%  | N/A     | $831432000.00      | $823255697.71      | U.S. Treasuries (including strips) |
| BILL 05/14/26    | 2026-05-14      | 0.0000%  | N/A     | $24698100.00       | $23863007.84       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BL 25 | 2025-11-30      | 4.8750%  | N/A     | $171397200.00      | $172427108.98      | U.S. Treasuries (including strips) |
| BILL 07/17/25    | 2025-07-17      | 0.0000%  | N/A     | $566154400.00      | $565113242.06      | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AN 27 | 2027-05-15      | 4.5000%  | N/A     | $1180246400.00     | $1202073876.92     | U.S. Treasuries (including strips) |
| TRFR BB 04/30/26 | 2026-04-30      | 4.3900%  | N/A     | $235685200.00      | $237527617.20      | U.S. Treasuries (including strips) |
| BILL 09/16/25    | 2025-09-16      | 0.0000%  | N/A     | $2456900.00        | $2434591.35        | U.S. Treasuries (including strips) |
| BILL 08/07/25    | 2025-08-07      | 0.0000%  | N/A     | $1570176000.00     | $1563304909.82     | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1257979346.14
- **C.18.a - Value (excl. sponsor support):** $1257979346.14
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 86: Societe Generale SA

- **C.1 - Title:** Societe Generale SA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BYDM7EL02
- **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:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1; Moody's: P-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 | 2051-08-01      | 2.5000%  | N/A     | $160650252.00      | $97446211.29       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-11-01      | 2.5000%  | N/A     | $186305587.00      | $101229045.03      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2062-10-01      | 2.5000%  | N/A     | $129285615.00      | $99895833.97       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                | 2054-08-15      | 4.2500%  | N/A     | $11219700.00       | $10327727.66       | U.S. Treasuries (including strips) |

### Security 87: Nomura Securities International, Inc.

- **C.1 - Title:** Nomura Securities International, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: BYDM7EKU7
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Moody's: NR; Fitch: NR; Standard & Poor's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | N/A     | $335500.00         | $289307.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | N/A     | $50319800.00       | $50757241.80       | U.S. Treasuries (including strips) |

### Security 88: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: BYDM7EKH6
- **C.18 - Value (incl. sponsor support):** $28000000.00
- **C.18.a - Value (excl. sponsor support):** $28000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Moody's: NR; Fitch: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY                     | 2044-05-15      | 4.6250%  | N/A     | $23062000.00       | $22675924.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2025-10-09      | 0.0000%  | N/A     | $342000.00         | $338036.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2028-11-15      | 5.2500%  | N/A     | $873900.00         | $920483.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2026-06-11      | 0.0000%  | N/A     | $429000.00         | $413290.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2025-10-23      | 0.0000%  | N/A     | $357600.00         | $352863.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2025-07-10      | 0.0000%  | N/A     | $2641800.00        | $2639055.17        | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-06-20      | 3.5000%  | N/A     | $11559.00          | $5747.01           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-05-20      | 4.0000%  | N/A     | $7128.00           | $5315.78           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2045-03-01      | 6.0000%  | N/A     | $1159600.00        | $1181071.08        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2033-02-15      | 3.5000%  | N/A     | $35200.00          | $34331.32          | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-12-20      | 3.0000%  | N/A     | $12285.00          | $5348.48           | Agency Mortgage-Backed Securities  |

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBH3, C.4 - ISIN: US91282CBH34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $206299678.90
- **C.18.a - Value (excl. sponsor support):** $206299678.90
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **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:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: 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 90: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERES6, C.4 - ISIN: US3133ERES68, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $219167132.24
- **C.18.a - Value (excl. sponsor support):** $219167132.24
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385HP4, C.4 - ISIN: US313385HP48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $128985057.93
- **C.18.a - Value (excl. sponsor support):** $128985057.93
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch: Agency; Standard & Poor's: A-1+; Moody's: P-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: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BYDM7EL10
- **C.18 - Value (incl. sponsor support):** $465000000.00
- **C.18.a - Value (excl. sponsor support):** $465000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | N/A     | $5000000.00        | $6327141.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 0.0000%  | N/A     | $400000.00         | $241756.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 3.0000%  | N/A     | $105300.00         | $105351.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 0.0000%  | N/A     | $100.00            | $89.27             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 0.0000%  | N/A     | $11.50             | $8.34              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | N/A     | $6630000.00        | $7229188.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 2.3750%  | N/A     | $30000.00          | $29697.77          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | N/A     | $3092200.00        | $2894206.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 2.5000%  | N/A     | $42400.00          | $42279.37          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 1.6250%  | N/A     | $236900.00         | $234587.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 1.3750%  | N/A     | $1432800.00        | $1660750.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 0.0000%  | N/A     | $55000.00          | $22393.36          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 0.3750%  | N/A     | $6439900.00        | $6317084.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 0.0000%  | N/A     | $35481.01          | $25119.53          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 0.0000%  | N/A     | $100.00            | $63.96             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 0.0000%  | N/A     | $165000.00         | $78824.96          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | N/A     | $39882000.00       | $38704462.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 0.0000%  | N/A     | $100.00            | $88.19             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 0.3750%  | N/A     | $1735600.00        | $1699839.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | N/A     | $11052100.00       | $10756971.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 0.0000%  | N/A     | $1665100.00        | $1525739.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | N/A     | $9925500.00        | $9262998.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.0000%  | N/A     | $45000.00          | $15396.93          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 0.0000%  | N/A     | $500200.00         | $265247.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 0.0000%  | N/A     | $100.00            | $42.99             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | N/A     | $15279000.00       | $16324411.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | N/A     | $163902000.00      | $153874135.22      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | N/A     | $95863200.00       | $89099791.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | N/A     | $2332500.00        | $2223744.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 0.0000%  | N/A     | $900.00            | $312.42            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | N/A     | $3079300.00        | $3863101.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 0.0000%  | N/A     | $78000.00          | $50976.98          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | N/A     | $13624000.00       | $13242437.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 2.6250%  | N/A     | $527900.00         | $528750.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 0.0000%  | N/A     | $30000.00          | $29231.73          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.0000%  | N/A     | $464000.00         | $196794.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | N/A     | $55860900.00       | $55063738.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-15      | 0.0000%  | N/A     | $20000.00          | $19921.30          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.0000%  | N/A     | $1200.00           | $997.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 0.0000%  | N/A     | $180000.00         | $59973.84          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 0.0000%  | N/A     | $132000.00         | $50819.08          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 0.0000%  | N/A     | $40000.00          | $38323.32          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | N/A     | $183000.00         | $239878.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | N/A     | $1005200.00        | $988861.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | N/A     | $35759400.00       | $33536774.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 0.0000%  | N/A     | $400.00            | $185.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.0000%  | N/A     | $22000.00          | $9885.83           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-07-15      | 0.3750%  | N/A     | $355200.00         | $480726.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 0.0000%  | N/A     | $1.00              | $0.64              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 0.0000%  | N/A     | $984576.40         | $610316.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 0.0000%  | N/A     | $130000.00         | $47574.02          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-15      | 2.2500%  | N/A     | $974000.00         | $969122.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 0.0000%  | N/A     | $824800.00         | $359560.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | N/A     | $8606400.00        | $8968600.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 0.0000%  | N/A     | $397000.00         | $203703.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 0.0000%  | N/A     | $100.00            | $31.64             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 0.0000%  | N/A     | $225000.00         | $214412.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | N/A     | $3756700.00        | $3893363.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 0.0000%  | N/A     | $19500.00          | $7720.67           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 1.6250%  | N/A     | $1692700.00        | $1652466.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 0.0000%  | N/A     | $2100.00           | $958.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 0.0000%  | N/A     | $32000.00          | $9148.26           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 0.0000%  | N/A     | $15.00             | $10.34             | U.S. Treasuries (including strips) |

### Security 93: Bank of Montreal

- **C.1 - Title:** Bank of Montreal
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BYDM5PH04
- **C.18 - Value (incl. sponsor support):** $160000000.00
- **C.18.a - Value (excl. sponsor support):** $160000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA_25-90B   | 2055-05-20      | 6.0000%  | N/A     | $30654041.00       | $30048634.27       | Agency Collateralized Mortgage Obligation |
| GNMA_25-89D   | 2055-05-20      | 6.0000%  | N/A     | $137849920.00      | $137951366.13      | Agency Collateralized Mortgage Obligation |

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJS1, C.4 - ISIN: US91282CJS17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $593715800.55
- **C.18.a - Value (excl. sponsor support):** $593715800.55
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **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:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 95: Fixed Income Clearing Corporation - SSB

- **C.1 - Title:** Fixed Income Clearing Corporation - SSB
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDM7EK60
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Moody's: P-1; Fitch: NR; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4  NOTE AA 28    | 2028-06-30      | 4.0000%  | N/A     | $19950100.00       | $20107087.34       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AH 28 | 2028-12-31      | 3.7500%  | N/A     | $232583900.00      | $232625997.69      | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  | N/A     | $2535600.00        | $2645789.17        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  | N/A     | $2476900.00        | $2449733.28        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  | N/A     | $115041300.00      | $118597686.75      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31  | 2031-11-30      | 4.1250%  | N/A     | $40433800.00       | $40911935.67       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30  | 2030-05-31      | 3.7500%  | N/A     | $3264000.00        | $3262732.82        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29  | 2029-02-28      | 1.8750%  | N/A     | $321500.00         | $303017.94         | U.S. Treasuries (including strips) |
| 4 NOTE AJ 27     | 2027-01-15      | 4.0000%  | N/A     | $14304200.00       | $14597000.41       | U.S. Treasuries (including strips) |
| 4  NOTE R 29     | 2029-10-31      | 4.0000%  | N/A     | $7771500.00        | $7889560.24        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  | N/A     | $7669400.00        | $7480130.60        | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29  | 2029-04-30      | 2.8750%  | N/A     | $1064700.00        | $1036482.92        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  | N/A     | $1752000.00        | $1793650.41        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE Q 28  | 2028-09-30      | 1.2500%  | N/A     | $22294700.00       | $20678087.29       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  | N/A     | $3187900.00        | $3039260.18        | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29  | 2029-02-15      | 2.6250%  | N/A     | $2000000.00        | $1943986.73        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29  | 2029-03-31      | 4.1250%  | N/A     | $2073400.00        | $2121202.54        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29  | 2029-11-30      | 3.8750%  | N/A     | $2865100.00        | $2883766.79        | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43    | 2043-05-15      | 3.8750%  | N/A     | $34360700.00       | $30748351.02       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28  | 2028-06-30      | 1.2500%  | N/A     | $2199300.00        | $2046147.35        | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  | N/A     | $11042400.00       | $9450966.55        | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28  | 2028-08-15      | 2.8750%  | N/A     | $813000.00         | $801134.01         | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  | N/A     | $3553000.00        | $3308217.93        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BL 26 | 2026-11-30      | 4.2500%  | N/A     | $20228500.00       | $20400049.96       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  | N/A     | $873800.00         | $746128.91         | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AA 26 | 2026-06-30      | 0.8750%  | N/A     | $91513200.00       | $88713902.73       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  | N/A     | $11888400.00       | $12170820.83       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AN 27 | 2027-05-15      | 4.5000%  | N/A     | $1397600.00        | $1423447.21        | U.S. Treasuries (including strips) |
| 4 NOTE H 30      | 2030-02-28      | 4.0000%  | N/A     | $48491200.00       | $49555042.13       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 29  | 2029-09-30      | 3.8750%  | N/A     | $21101800.00       | $21381073.10       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE L 27  | 2027-05-31      | 0.5000%  | N/A     | $5989000.00        | $5633120.66        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE S 27  | 2027-11-30      | 0.6250%  | N/A     | $6200000.00        | $5762573.23        | U.S. Treasuries (including strips) |
| 4 NOTE AV 27     | 2027-12-15      | 4.0000%  | N/A     | $100.00            | $100.83            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31  | 2031-10-31      | 4.1250%  | N/A     | $30268800.00       | $30747187.37       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BG 26 | 2026-08-31      | 3.7500%  | N/A     | $87635200.00       | $88520233.58       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  | N/A     | $165842800.00      | $169028267.04      | U.S. Treasuries (including strips) |
| 2 5/8 NOTE N 29  | 2029-07-31      | 2.6250%  | N/A     | $52400.00          | $50706.65          | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B54V7, C.4 - ISIN: US3130B54V79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499992360.00
- **C.18.a - Value (excl. sponsor support):** $499992360.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-18
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6AK2, C.4 - ISIN: US3130B6AK21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $216698515.61
- **C.18.a - Value (excl. sponsor support):** $216698515.61
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: Federal Home Loan Bank Bonds

- **C.1 - Title:** Federal Home Loan Bank Bonds
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6BV7, C.4 - ISIN: US3130B6BV76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $633790239.24
- **C.18.a - Value (excl. sponsor support):** $633790239.24
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDM7EKJ2
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2033-10-20      | 4.5000%  | N/A     | $950402.00         | $88463.49          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2042-08-15      | 3.0000%  | N/A     | $408075.00         | $57748.21          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-02-20      | 3.0000%  | N/A     | $76752.00          | $50332.05          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-08-20      | 3.0000%  | N/A     | $700000.00         | $494153.59         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-08-20      | 4.5000%  | N/A     | $433000.00         | $38505.59          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2029-07-20      | 7.0000%  | N/A     | $255367.00         | $141020.12         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-08-20      | 4.5000%  | N/A     | $2485970.00        | $1953050.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-02-20      | 2.0000%  | N/A     | $1000000.00        | $553343.25         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2027-04-20      | 3.5000%  | N/A     | $2574816.00        | $30832.08          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 5.5000%  | N/A     | $12024832.00       | $11892552.40       | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAZ4, C.4 - ISIN: US91282CAZ41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $82748979.76
- **C.18.a - Value (excl. sponsor support):** $82748979.76
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **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:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: 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 101: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYDM7EJ13
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Moody's: NR; Standard & Poor's: A-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FHLMC_5329C                                          | 2053-08-25      | 1.7448%  | N/A     | $56262592.00       | $1859711.72        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H28 | 2061-11-20      | 0.5067%  | N/A     | $700000.00         | $95.37             | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3320                               | 2036-09-15      | 0.0000%  | N/A     | $95058510.00       | $54.78             | Agency Collateralized Mortgage Obligation |
| GNMA_11-141                                          | 2041-10-16      | 1.6738%  | N/A     | $15000000.00       | $202496.01         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-36  | 2052-01-16      | 0.0000%  | N/A     | $75000000.00       | $23.56             | Agency Collateralized Mortgage Obligation |
| GNMA_25-9F                                           | 2055-01-20      | 0.0000%  | N/A     | $250000.00         | $1.66              | Agency Collateralized Mortgage Obligation |
| GNMA_10-89                                           | 2040-07-20      | 1.4979%  | N/A     | $34400000.00       | $170168.95         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H23 | 2062-10-20      | 0.8695%  | N/A     | $2594291.00        | $70.80             | Agency Collateralized Mortgage Obligation |
| FHLMC_5491C                                          | 2055-01-25      | 0.0000%  | N/A     | $100000.00         | $32.39             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_03-96  | 2047-01-16      | 0.0000%  | N/A     | $328812515.00      | $1.70              | Agency Collateralized Mortgage Obligation |
| FNMA_24-22K                                          | 2054-05-25      | 0.0000%  | N/A     | $250000.00         | $41.45             | Agency Collateralized Mortgage Obligation |
| GNMA_25-50F                                          | 2055-03-20      | 1.6982%  | N/A     | $100000000.00      | $3768750.99        | Agency Collateralized Mortgage Obligation |
| GNMA_24-180A                                         | 2054-11-20      | 0.3482%  | N/A     | $125000000.00      | $3232659.27        | Agency Collateralized Mortgage Obligation |
| FREDDIE_MAC FHLMC_3247                               | 2036-08-15      | 0.0000%  | N/A     | $25000000.00       | $4.90              | Agency Collateralized Mortgage Obligation |
| GNMA_25-104H                                         | 2055-06-20      | 0.8000%  | N/A     | $168521728.00      | $7598850.68        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-55  | 2036-04-20      | 0.0000%  | N/A     | $5650739.00        | $0.13              | Agency Collateralized Mortgage Obligation |
| GNMA_24-83E                                          | 2054-05-20      | 0.0000%  | N/A     | $250000.00         | $16.37             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-93  | 2039-10-16      | 0.0000%  | N/A     | $100000000.00      | $28.38             | Agency Collateralized Mortgage Obligation |
| FHLMC_4916C                                          | 2049-09-25      | 1.6804%  | N/A     | $44937536.00       | $1265524.91        | Agency Collateralized Mortgage Obligation |
| GNMA_10-H01                                          | 2060-01-20      | 2.5491%  | N/A     | $1000000.00        | $20.64             | Agency Collateralized Mortgage Obligation |
| FHLMC_5499F                                          | 2055-02-25      | 0.6448%  | N/A     | $50000000.00       | $1642394.67        | Agency Collateralized Mortgage Obligation |
| GNMA_24-164C                                         | 2054-10-20      | 0.4981%  | N/A     | $400000000.00      | $11127575.15       | Agency Collateralized Mortgage Obligation |
| GNMA_22-188D                                         | 2052-01-20      | 0.0000%  | N/A     | $108621184.00      | $1893219.26        | Agency Collateralized Mortgage Obligation |
| GNMA_24-164H                                         | 2054-10-20      | 1.1754%  | N/A     | $512685056.00      | $27857193.03       | Agency Collateralized Mortgage Obligation |
| GNMA_13-H03                                          | 2060-08-20      | 4.7460%  | N/A     | $500000.00         | $14.81             | Agency Collateralized Mortgage Obligation |
| FNMA_24-22L                                          | 2054-05-25      | 0.0000%  | N/A     | $250000.00         | $4.26              | Agency Collateralized Mortgage Obligation |
| GNMA_24-160J                                         | 2054-09-20      | 0.4981%  | N/A     | $200000000.00      | $5229152.62        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2045-07-20      | 1.8179%  | N/A     | $8999980.00        | $241053.51         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-46  | 2037-05-20      | 0.0000%  | N/A     | $66987289.00       | $2.37              | Agency Collateralized Mortgage Obligation |
| FNMA_24-88E                                          | 2054-12-25      | 0.0000%  | N/A     | $250000.00         | $25.21             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-55  | 2038-02-20      | 0.0000%  | N/A     | $112275765.00      | $1.85              | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-93  | 2039-10-16      | 0.0000%  | N/A     | $125000000.00      | $15.42             | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3533                               | 2036-07-15      | 0.0000%  | N/A     | $12224948.00       | $5.64              | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2062-04-20      | 3.0872%  | N/A     | $235000.00         | $55.87             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2041-06-20      | 1.6879%  | N/A     | $19999800.00       | $148046.31         | Agency Collateralized Mortgage Obligation |
| FHLMC_5535                                           | 2055-05-25      | 0.0000%  | N/A     | $250000.00         | $33.00             | Agency Collateralized Mortgage Obligation |
| FHLMC_5473D                                          | 2054-11-25      | 0.0000%  | N/A     | $250000.00         | $88.39             | Agency Collateralized Mortgage Obligation |
| GNMA_24-61H                                          | 2054-04-20      | 0.0000%  | N/A     | $250000.00         | $1.91              | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_07-40  | 2037-07-16      | 0.0000%  | N/A     | $10000000.00       | $0.22              | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-115 | 2051-11-16      | 0.7499%  | N/A     | $28000000.00       | $5.26              | Agency Collateralized Mortgage Obligation |
| FHLMC_5451C                                          | 2054-09-25      | 1.5948%  | N/A     | $121147904.00      | $4375056.13        | Agency Collateralized Mortgage Obligation |
| GNMA_23-103D                                         | 2053-07-20      | 1.6482%  | N/A     | $101610880.00      | $4912975.77        | Agency Collateralized Mortgage Obligation |
| FHLMC_5516B                                          | 2055-03-25      | 0.0000%  | N/A     | $250000.00         | $67.17             | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_09-22                                | 2037-02-25      | 0.0000%  | N/A     | $5654180.00        | $0.28              | Agency Collateralized Mortgage Obligation |
| GNMA_25-50E                                          | 2055-03-20      | 0.9981%  | N/A     | $33000000.00       | $2046657.35        | Agency Collateralized Mortgage Obligation |
| GNMA_24-42B                                          | 2054-03-20      | 0.0000%  | N/A     | $250000.00         | $2.94              | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_09-36                                | 2037-06-25      | 0.0000%  | N/A     | $16108173.00       | $9.03              | Agency Collateralized Mortgage Obligation |
| GNMA_22-207F                                         | 2052-12-20      | 0.5981%  | N/A     | $150000000.00      | $3246287.35        | Agency Collateralized Mortgage Obligation |
| FHLMC_5483B                                          | 2054-12-25      | 0.8948%  | N/A     | $100000000.00      | $3669675.99        | Agency Collateralized Mortgage Obligation |
| FHLMC_5386C                                          | 2054-03-25      | 1.5448%  | N/A     | $16893100.00       | $803198.55         | Agency Collateralized Mortgage Obligation |
| GNMA_18-H11A                                         | 2068-02-20      | 1.4527%  | N/A     | $550997.00         | $6216.29           | Agency Collateralized Mortgage Obligation |
| GNMA_24-180G                                         | 2064-11-20      | 1.1482%  | N/A     | $50000000.00       | $1854137.61        | Agency Collateralized Mortgage Obligation |
| FNMA_24-103G                                         | 2055-01-25      | 0.0000%  | N/A     | $312000.00         | $96.26             | Agency Collateralized Mortgage Obligation |
| GNMA_20-47                                           | 2049-02-20      | 1.5679%  | N/A     | $61368000.00       | $1919297.59        | Agency Collateralized Mortgage Obligation |
| FHLMC_5516C                                          | 2055-03-25      | 0.0000%  | N/A     | $250000.00         | $5.89              | Agency Collateralized Mortgage Obligation |
| GNMA_24-164D                                         | 2054-10-20      | 1.1482%  | N/A     | $477723648.00      | $20988000.89       | Agency Collateralized Mortgage Obligation |
| GNMA_22-178C                                         | 2052-10-20      | 0.3982%  | N/A     | $100000000.00      | $3734165.56        | Agency Collateralized Mortgage Obligation |
| FHLMC_5473D                                          | 2054-11-25      | 0.2006%  | N/A     | $261135040.00      | $6590650.11        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3519                               | 2037-07-15      | 0.0000%  | N/A     | $21475526.00       | $22.38             | Agency Collateralized Mortgage Obligation |
| GNMA_24-164H                                         | 2054-10-20      | 0.0000%  | N/A     | $250000.00         | $52.11             | Agency Collateralized Mortgage Obligation |
| GNMA_24-180B                                         | 2054-11-20      | 0.0000%  | N/A     | $250000.00         | $0.22              | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2060-08-20      | 0.5974%  | N/A     | $42696886.00       | $30.71             | Agency Collateralized Mortgage Obligation |
| FHLMC_5499K                                          | 2055-02-25      | 0.0000%  | N/A     | $250000.00         | $55.53             | Agency Collateralized Mortgage Obligation |
| GNMA_25-81S                                          | 2055-04-20      | 0.8982%  | N/A     | $120750848.00      | $4352096.09        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_09-3                                 | 2037-01-25      | 0.0000%  | N/A     | $46460176.00       | $16.45             | Agency Collateralized Mortgage Obligation |
| FNMA_25-1E                                           | 2055-02-25      | 0.7948%  | N/A     | $171000000.00      | $5388181.44        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC REMICS FHR_3364                          | 2032-05-15      | 0.0000%  | N/A     | $79890963.00       | $5.19              | Agency Collateralized Mortgage Obligation |
| FHLMC_5446C                                          | 2054-08-25      | 1.4448%  | N/A     | $86449280.00       | $3685916.81        | Agency Collateralized Mortgage Obligation |
| GNMA_24-6A                                           | 2054-01-20      | 2.1481%  | N/A     | $50000000.00       | $2850179.56        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_09-2                                 | 2037-04-25      | 0.0000%  | N/A     | $23019827.00       | $1.61              | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_4635                               | 2046-12-15      | 1.6817%  | N/A     | $106139904.00      | $1076808.04        | Agency Collateralized Mortgage Obligation |
| GNMA_24-55A                                          | 2054-03-20      | 1.6982%  | N/A     | $68000000.00       | $3874835.17        | Agency Collateralized Mortgage Obligation |
| FHLMC_5491B                                          | 2055-01-25      | 0.0000%  | N/A     | $150000.00         | $9.36              | Agency Collateralized Mortgage Obligation |
| FHLMC_5513C                                          | 2054-11-25      | 2.8448%  | N/A     | $58524800.00       | $4922459.37        | Agency Collateralized Mortgage Obligation |
| GNMA_25-66D                                          | 2055-04-20      | 0.0000%  | N/A     | $250000.00         | $1.55              | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_09-2                                 | 2036-07-25      | 0.0000%  | N/A     | $14420183.00       | $3.51              | Agency Collateralized Mortgage Obligation |
| GNMA_22-50B                                          | 2052-03-20      | 0.0000%  | N/A     | $250000000.00      | $1685726.75        | Agency Collateralized Mortgage Obligation |
| FHLMC_5438G                                          | 2054-08-25      | 1.4448%  | N/A     | $150000000.00      | $7775369.97        | Agency Collateralized Mortgage Obligation |
| FHLMC_5537                                           | 2055-05-25      | 1.4948%  | N/A     | $153114368.00      | $7671569.68        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_15-66                                | 2045-09-25      | 1.8303%  | N/A     | $110051520.00      | $850213.35         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_02-26  | 2042-03-16      | 0.0000%  | N/A     | $125000000.00      | $0.23              | Agency Collateralized Mortgage Obligation |
| GNMA_23-195B                                         | 2053-12-20      | 2.7481%  | N/A     | $105300000.00      | $5443125.51        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3523                               | 2036-08-15      | 0.0000%  | N/A     | $5938329.00        | $0.05              | Agency Collateralized Mortgage Obligation |
| GNMA_22-108A                                         | 2052-06-20      | 0.0000%  | N/A     | $60000000.00       | $1848111.97        | Agency Collateralized Mortgage Obligation |
| FHLMC_5411G                                          | 2054-05-25      | 0.0000%  | N/A     | $250000.00         | $4.29              | Agency Collateralized Mortgage Obligation |
| GNMA_23-195C                                         | 2053-12-20      | 1.4482%  | N/A     | $80000000.00       | $2130401.46        | Agency Collateralized Mortgage Obligation |
| GNMA_22-175B                                         | 2052-10-20      | 1.2981%  | N/A     | $33333312.00       | $1421920.86        | Agency Collateralized Mortgage Obligation |
| GNMA_25-50G                                          | 2055-03-20      | 1.0481%  | N/A     | $70000000.00       | $2861548.63        | Agency Collateralized Mortgage Obligation |
| GNMA_22-136D                                         | 2052-08-20      | 1.6982%  | N/A     | $40000000.00       | $3614130.70        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-42  | 2037-04-20      | 0.0000%  | N/A     | $77574754.00       | $1.18              | Agency Collateralized Mortgage Obligation |
| FHLMC_41-94                                          | 2043-04-15      | 0.0000%  | N/A     | $19760200.00       | $14.71             | Agency Collateralized Mortgage Obligation |
| GNMA_25-55D                                          | 2055-03-20      | 0.9981%  | N/A     | $38620352.00       | $2373064.73        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3472                               | 2036-08-15      | 0.0000%  | N/A     | $79982750.00       | $7.71              | Agency Collateralized Mortgage Obligation |
| GNMA_25-9J                                           | 2055-01-20      | 0.0000%  | N/A     | $250000.00         | $67.11             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_08-59  | 2047-11-16      | 0.1756%  | N/A     | $227119159.00      | $58.65             | Agency Collateralized Mortgage Obligation |
| FNMA_25-53B                                          | 2055-07-25      | 2.7000%  | N/A     | $60775360.00       | $5796267.63        | Agency Collateralized Mortgage Obligation |
| GNMA_22-152D                                         | 2052-09-20      | 1.6782%  | N/A     | $61300416.00       | $5178565.96        | Agency Collateralized Mortgage Obligation |
| GNMA_25-81L                                          | 2052-05-20      | 0.9815%  | N/A     | $4693952.00        | $159673.55         | Agency Collateralized Mortgage Obligation |
| FHLMC_5499F                                          | 2055-02-25      | 1.0000%  | N/A     | $12000000.00       | $283441.33         | Agency Collateralized Mortgage Obligation |
| FHLMC_5473G                                          | 2054-11-25      | 0.0000%  | N/A     | $250000.00         | $71.14             | Agency Collateralized Mortgage Obligation |
| GNMA_12-H20                                          | 2061-04-20      | 0.3329%  | N/A     | $1000000.00        | $15.64             | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3538                               | 2036-06-15      | 0.0000%  | N/A     | $10000000.00       | $66.83             | Agency Collateralized Mortgage Obligation |
| WOTSO PENRITH PTY LTD                                | 2046-04-20      | 1.6679%  | N/A     | $50000000.00       | $1058489.90        | Agency Collateralized Mortgage Obligation |
| GNMA_25-9D                                           | 2055-01-20      | 0.0000%  | N/A     | $250000.00         | $66.03             | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3538                               | 2036-07-15      | 0.0000%  | N/A     | $77242219.00       | $13.17             | Agency Collateralized Mortgage Obligation |
| GNMA_24-61G                                          | 2054-04-20      | 0.0000%  | N/A     | $250000.00         | $1.76              | Agency Collateralized Mortgage Obligation |
| FNMA_22-69A                                          | 2052-10-25      | 0.2448%  | N/A     | $75000000.00       | $2559862.06        | Agency Collateralized Mortgage Obligation |
| FHLMC_5473F                                          | 2054-11-25      | 0.1448%  | N/A     | $293016000.00      | $7098814.13        | Agency Collateralized Mortgage Obligation |
| FNMA_24-22L                                          | 2054-05-25      | 0.0000%  | N/A     | $250000.00         | $59.47             | Agency Collateralized Mortgage Obligation |
| FHLMC_5545E                                          | 2055-06-25      | 0.6948%  | N/A     | $101200000.00      | $3654585.51        | Agency Collateralized Mortgage Obligation |
| GNMA_12-H29                                          | 2062-10-20      | 0.0211%  | N/A     | $12173605.00       | $37.84             | Agency Collateralized Mortgage Obligation |
| FNMA_24-82E                                          | 2054-11-25      | 0.0000%  | N/A     | $250000.00         | $12.18             | Agency Collateralized Mortgage Obligation |
| GM_02-83                                             | 2042-10-16      | 0.0001%  | N/A     | $112652320.00      | $0.06              | Agency Collateralized Mortgage Obligation |

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PQ4, C.4 - ISIN: US912797PQ48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $336339918.08
- **C.18.a - Value (excl. sponsor support):** $336339918.08
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-28
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 103: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNT0, C.4 - ISIN: US3133ETNT07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $422423995.73
- **C.18.a - Value (excl. sponsor support):** $422423995.73
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2027-02-01
- **C.13 - Final Legal Maturity Date:** 2027-02-01
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERP21, C.4 - ISIN: US3133ERP211, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $114896843.70
- **C.18.a - Value (excl. sponsor support):** $114896843.70
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: Fixed Income Clearing Corporation - WF

- **C.1 - Title:** Fixed Income Clearing Corporation - WF
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDLYHT25
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **C.10 - Ratings:** Fitch: NR; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | N/A     | $312000.00         | $303726.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | N/A     | $100000000.00      | $98107325.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | N/A     | $338283900.00      | $346396484.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | N/A     | $100.00            | $85.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | N/A     | $100.00            | $106.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | N/A     | $100.00            | $85.98             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | N/A     | $800.00            | $792.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | N/A     | $100.00            | $99.77             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | N/A     | $2000.00           | $1940.80           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | N/A     | $1767000.00        | $1740917.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | N/A     | $1700.00           | $1538.08           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | N/A     | $2000.00           | $1823.61           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | N/A     | $39999600.00       | $41282393.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 6.7500%  | N/A     | $25000000.00       | $26417591.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | N/A     | $100.00            | $104.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | N/A     | $15835000.00       | $13440515.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | N/A     | $100.00            | $77.07             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | N/A     | $200.00            | $149.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | N/A     | $35700.00          | $36468.30          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | N/A     | $3682000.00        | $3716258.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | N/A     | $77428000.00       | $80551558.02       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6UT1, C.4 - ISIN: US3130B6UT10, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $430114380.63
- **C.18.a - Value (excl. sponsor support):** $430114380.63
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-24
- **C.13 - Final Legal Maturity Date:** 2025-12-24
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BYD952M08
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: NR; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA_25-69C   | 2055-04-20      | 1.5481%  | N/A     | $80000000.00       | $5378115.49        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1A    | 2055-01-20      | 2.2982%  | N/A     | $124053571.00      | $4871432.08        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25U   | 2055-02-20      | 0.9981%  | N/A     | $100000000.00      | $6438169.51        | Agency Collateralized Mortgage Obligation |
| GNMA_24-79C   | 2054-05-20      | 2.9482%  | N/A     | $50000000.00       | $3786309.53        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1F    | 2055-01-20      | 0.0000%  | N/A     | $200000000.00      | $6023872.54        | Agency Collateralized Mortgage Obligation |
| GNMA_20-38    | 2062-04-16      | 0.8193%  | N/A     | $102669056.00      | $4483112.20        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69X   | 2065-04-20      | 0.8982%  | N/A     | $219850000.00      | $7979367.08        | Agency Collateralized Mortgage Obligation |
| GNMA_24-30V   | 2054-02-20      | 2.6982%  | N/A     | $50000000.00       | $5106197.52        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25P   | 2052-12-20      | 4.5000%  | N/A     | $30934061.00       | $6422543.35        | Agency Collateralized Mortgage Obligation |
| GNMA_24-110H  | 2054-07-20      | 2.3481%  | N/A     | $75000000.00       | $7665130.72        | Agency Collateralized Mortgage Obligation |
| GNMA_23-43G   | 2053-03-20      | 1.2981%  | N/A     | $100000000.00      | $3878295.41        | Agency Collateralized Mortgage Obligation |
| GNMA_24-110Q  | 2054-07-20      | 1.6782%  | N/A     | $100000000.00      | $7360804.64        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97N   | 2054-06-20      | 2.9482%  | N/A     | $40000000.00       | $3986756.90        | Agency Collateralized Mortgage Obligation |
| GNMA_24-110J  | 2054-07-20      | 2.3481%  | N/A     | $42600000.00       | $4907971.78        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H24B  | 2072-11-20      | 1.9277%  | N/A     | $200004241.00      | $4449023.00        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25D   | 2055-02-20      | 1.6482%  | N/A     | $100000000.00      | $5627333.23        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H22C  | 2073-09-20      | 1.0939%  | N/A     | $62385450.00       | $5488934.72        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25D   | 2055-02-20      | 2.2481%  | N/A     | $115686867.00      | $9367751.11        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25N   | 2052-04-20      | 4.0000%  | N/A     | $43084023.00       | $7113971.82        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25D   | 2055-02-20      | 2.2481%  | N/A     | $122236017.00      | $8568712.11        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H04B  | 2072-02-20      | 1.8764%  | N/A     | $89030436.00       | $4031760.47        | Agency Collateralized Mortgage Obligation |
| GNMA_21-34    | 2063-03-16      | 1.4367%  | N/A     | $85977069.00       | $5309822.49        | Agency Collateralized Mortgage Obligation |
| GNMA_24-110L  | 2054-07-20      | 2.3481%  | N/A     | $50000000.00       | $4480766.60        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25C   | 2055-02-20      | 0.0000%  | N/A     | $505000000.00      | $6913135.68        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97X   | 2054-06-20      | 1.0481%  | N/A     | $90000000.00       | $5726288.05        | Agency Collateralized Mortgage Obligation |
| GNMA_24-30L   | 2054-02-20      | 0.8481%  | N/A     | $150000000.00      | $4972137.44        | Agency Collateralized Mortgage Obligation |
| GNMA_24-90    | 2066-07-16      | 0.9326%  | N/A     | $66500000.00       | $4073572.63        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H07D  | 2074-02-20      | 2.4834%  | N/A     | $114911184.00      | $4422565.84        | Agency Collateralized Mortgage Obligation |
| GNMA_22-41    | 2063-04-16      | 0.7522%  | N/A     | $89281428.00       | $4599608.32        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69N   | 2055-04-20      | 0.0982%  | N/A     | $230000000.00      | $6481840.54        | Agency Collateralized Mortgage Obligation |
| GNMA_24-110P  | 2054-07-20      | 2.3481%  | N/A     | $75000000.00       | $5446610.45        | Agency Collateralized Mortgage Obligation |
| GNMA_21-128   | 2061-06-16      | 0.9938%  | N/A     | $67661449.00       | $3931351.84        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97D   | 2054-06-20      | 0.9981%  | N/A     | $150000000.00      | $7274846.16        | Agency Collateralized Mortgage Obligation |
| GNMA_25-89G   | 2055-05-20      | 2.7481%  | N/A     | $45800187.00       | $4864266.31        | Agency Collateralized Mortgage Obligation |
| FHMS_Q001     | 2032-02-25      | 2.0825%  | N/A     | $41416000.00       | $1389063.48        | Agency Collateralized Mortgage Obligation |
| GNMA_21-161E  | 2051-09-20      | 2.5000%  | N/A     | $44682800.00       | $3974964.36        | Agency Collateralized Mortgage Obligation |
| GNMA_24-184M  | 2054-11-20      | 1.0481%  | N/A     | $100000000.00      | $4061701.77        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H20C  | 2072-08-20      | 0.5877%  | N/A     | $125941392.00      | $6812348.36        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64N   | 2054-04-20      | 2.7982%  | N/A     | $77564189.00       | $4784507.79        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64L   | 2054-04-20      | 1.0981%  | N/A     | $125000000.00      | $3903789.44        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97M   | 2054-06-20      | 0.9482%  | N/A     | $250000000.00      | $7949521.76        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69Y   | 2065-04-20      | 0.0000%  | N/A     | $360000000.00      | $7447296.12        | Agency Collateralized Mortgage Obligation |
| GNMA_24-110K  | 2064-07-20      | 1.5981%  | N/A     | $230000000.00      | $4195537.92        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25M   | 2051-09-20      | 3.5000%  | N/A     | $51415375.00       | $8040573.45        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69M   | 2055-04-20      | 0.8481%  | N/A     | $91000000.00       | $5810098.71        | Agency Collateralized Mortgage Obligation |
| GNMA_21-H12E  | 2071-08-20      | 0.0309%  | N/A     | $227388936.00      | $5085191.91        | Agency Collateralized Mortgage Obligation |
| GNMA_24-159Q  | 2054-10-20      | 1.1181%  | N/A     | $250000000.00      | $10191537.02       | Agency Collateralized Mortgage Obligation |
| GNMA_25-69H   | 2055-04-20      | 0.0982%  | N/A     | $292500000.00      | $4679911.22        | Agency Collateralized Mortgage Obligation |
| GNMA_24-110U  | 2054-07-20      | 0.9981%  | N/A     | $200000000.00      | $5872090.57        | Agency Collateralized Mortgage Obligation |
| GNMA_21-4     | 2062-09-16      | 1.0413%  | N/A     | $130329474.00      | $6732307.59        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H03E  | 2074-01-20      | 1.8232%  | N/A     | $67881202.00       | $4203805.22        | Agency Collateralized Mortgage Obligation |
| GNMA_20-14    | 2062-02-16      | 0.5934%  | N/A     | $180000000.00      | $4300964.81        | Agency Mortgage-Backed Securities         |
| GNMA_23-H25C  | 2073-10-20      | 0.5141%  | N/A     | $110307599.00      | $5719798.46        | Agency Collateralized Mortgage Obligation |
| GNMA_22-137P  | 2052-08-20      | 0.0000%  | N/A     | $6105679.00        | $4007724.73        | Agency Collateralized Mortgage Obligation |
| GNMA_24-151P  | 2054-09-20      | 1.7482%  | N/A     | $75000000.00       | $5425410.42        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69A   | 2055-04-20      | 0.8481%  | N/A     | $300000000.00      | $7638891.62        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69V   | 2055-04-20      | 2.7982%  | N/A     | $51026426.00       | $5051852.69        | Agency Collateralized Mortgage Obligation |
| GNMA_24-151F  | 2054-09-20      | 1.0981%  | N/A     | $116000000.00      | $7475995.61        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97N   | 2054-06-20      | 2.9482%  | N/A     | $60000000.00       | $4326177.19        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H14B  | 2072-07-20      | 0.6406%  | N/A     | $142018722.00      | $8312361.34        | Agency Collateralized Mortgage Obligation |
| GNMA_19-147   | 2061-06-16      | 0.3972%  | N/A     | $303269923.00      | $5402292.58        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H05B  | 2074-02-20      | 0.6521%  | N/A     | $62457148.00       | $3991220.33        | Agency Collateralized Mortgage Obligation |
| GNMA_20-69    | 2062-04-16      | 1.2987%  | N/A     | $137015932.00      | $9166887.95        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H24C  | 2072-11-20      | 0.5424%  | N/A     | $180000000.00      | $9613949.51        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69F   | 2055-04-20      | 0.3482%  | N/A     | $200000000.00      | $7648729.95        | Agency Collateralized Mortgage Obligation |
| GNMA_23-152J  | 2053-10-20      | 1.9982%  | N/A     | $175000000.00      | $4118445.51        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69Y   | 2065-04-20      | 9.2889%  | N/A     | $7785421.00        | $7875000.94        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H04B  | 2072-02-20      | 0.6946%  | N/A     | $100761583.00      | $3835490.08        | Agency Collateralized Mortgage Obligation |
| GNMA_24-126M  | 2054-08-20      | 2.3481%  | N/A     | $85000000.00       | $4950475.45        | Agency Collateralized Mortgage Obligation |
| GNMA_24-4U    | 2054-01-20      | 2.6481%  | N/A     | $110000000.00      | $5352133.42        | Agency Collateralized Mortgage Obligation |
| GNMA_21-H19J  | 2071-12-20      | 1.8654%  | N/A     | $124846127.00      | $4951854.35        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69K   | 2055-04-20      | 0.8481%  | N/A     | $220118310.00      | $9023943.88        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H13E  | 2073-03-20      | 0.1460%  | N/A     | $2736664.00        | $83251.84          | Agency Collateralized Mortgage Obligation |
| GNMA_22-H26C  | 2072-11-20      | 1.6312%  | N/A     | $140061917.00      | $5160523.14        | Agency Collateralized Mortgage Obligation |

### Security 108: Deutsche Bank AG

- **C.1 - Title:** Deutsche Bank AG
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: BYDM7EJN5
- **C.18 - Value (incl. sponsor support):** $1850000000.00
- **C.18.a - Value (excl. sponsor support):** $1850000000.00
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| 4 3/8 NOTE BE 26     | 2026-07-31      | 4.3750%  | N/A     | $4000.00           | $4088.15           | U.S. Treasuries (including strips)        |
| 2.625 FHLB 25 TW     | 2025-09-12      | 2.6250%  | N/A     | $330000.00         | $331308.45         | Agency Debentures and Agency Strips       |
| 2 7/8 BOND 43        | 2043-05-15      | 2.8750%  | N/A     | $63236700.00       | $48524855.65       | U.S. Treasuries (including strips)        |
| 1 1/4 NOTE K 28      | 2028-04-30      | 1.2500%  | N/A     | $2700.00           | $2526.38           | U.S. Treasuries (including strips)        |
| FNMS 06.500 CLCC0442 | 2055-05-01      | 6.5000%  | N/A     | $26054644.00       | $26783795.89       | Agency Mortgage-Backed Securities         |
| 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  | N/A     | $20000.00          | $20370.31          | U.S. Treasuries (including strips)        |
| FEPC 06.000 CLQX6437 | 2055-02-01      | 6.0000%  | N/A     | $3106105.00        | $3116305.54        | Agency Mortgage-Backed Securities         |
| 2 3/8 NOTE C 29      | 2029-05-15      | 2.3750%  | N/A     | $8000.00           | $7623.44           | U.S. Treasuries (including strips)        |
| 3 1/2 NOTE Y 28      | 2028-04-30      | 3.5000%  | N/A     | $2000.00           | $1998.93           | U.S. Treasuries (including strips)        |
| BILL 11/28/25        | 2025-11-28      | 0.0000%  | N/A     | $224200.00         | $220318.65         | U.S. Treasuries (including strips)        |
| BILL 07/15/25        | 2025-07-15      | 0.0000%  | N/A     | $143600.00         | $143354.44         | U.S. Treasuries (including strips)        |
| BILL 10/09/25        | 2025-10-09      | 0.0000%  | N/A     | $795400.00         | $786077.91         | U.S. Treasuries (including strips)        |
| 4 1/8 NOTE F 32      | 2032-11-15      | 4.1250%  | N/A     | $19900.00          | $20078.57          | U.S. Treasuries (including strips)        |
| FNMS 05.500 CLCB9797 | 2055-01-01      | 5.5000%  | N/A     | $30000000.00       | $29348812.49       | Agency Mortgage-Backed Securities         |
| 0 5/8 NOTE AB 26     | 2026-07-31      | 0.6250%  | N/A     | $4000.00           | $3868.03           | U.S. Treasuries (including strips)        |
| 3 3/8 NOTE AS 27     | 2027-09-15      | 3.3750%  | N/A     | $20000000.00       | $20045463.58       | U.S. Treasuries (including strips)        |
| 2 3/8 NOTE J 29      | 2029-03-31      | 2.3750%  | N/A     | $4500.00           | $4308.41           | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLRJ4004 | 2055-04-01      | 5.5000%  | N/A     | $56852620.00       | $56276385.33       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRQ0015 | 2055-06-01      | 6.5000%  | N/A     | $6579450.00        | $6777160.88        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY5779 | 2055-06-01      | 6.0000%  | N/A     | $2046144.00        | $2088704.48        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX2110 | 2054-12-01      | 5.5000%  | N/A     | $2100260.00        | $2106196.47        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ4167 | 2055-05-01      | 6.0000%  | N/A     | $116460864.00      | $118301865.15      | Agency Mortgage-Backed Securities         |
| BILL 12/18/25        | 2025-12-18      | 0.0000%  | N/A     | $13040000.00       | $12785589.59       | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLQY0000 | 2055-04-01      | 5.5000%  | N/A     | $9565573.00        | $9590152.54        | Agency Mortgage-Backed Securities         |
| 1 1/4 NOTE Q 28      | 2028-09-30      | 1.2500%  | N/A     | $2400.00           | $2225.11           | U.S. Treasuries (including strips)        |
| 6 1/2 BOND 26        | 2026-11-15      | 6.5000%  | N/A     | $6205800.00        | $6498868.91        | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLQX8209 | 2055-03-01      | 5.5000%  | N/A     | $3592163.00        | $3604532.31        | Agency Mortgage-Backed Securities         |
| 4 1/4 NOTE BL 26     | 2026-11-30      | 4.2500%  | N/A     | $20000.00          | $20167.27          | U.S. Treasuries (including strips)        |
| 2 3/8 TRIN AE 28     | 2028-10-15      | 2.3750%  | N/A     | $50000000.00       | $54508033.61       | U.S. Treasuries (including strips)        |
| 3 1/2 NOTE BH 26     | 2026-09-30      | 3.5000%  | N/A     | $10223500.00       | $10258180.01       | U.S. Treasuries (including strips)        |
| 1 1/8 NOTE H 28      | 2028-02-29      | 1.1250%  | N/A     | $2700.00           | $2532.66           | U.S. Treasuries (including strips)        |
| 3 BOND 42            | 2042-05-15      | 3.0000%  | N/A     | $200.00            | $159.03            | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLRJ2909 | 2054-12-01      | 5.5000%  | N/A     | $63988708.00       | $61361995.99       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5420 | 2054-07-01      | 5.5000%  | N/A     | $2549775.00        | $2303108.83        | Agency Mortgage-Backed Securities         |
| 2 1/8 TRIN A 35      | 2035-01-15      | 2.1250%  | N/A     | $22100000.00       | $22969920.98       | U.S. Treasuries (including strips)        |
| FHDN 10/01/25        | 2025-10-01      | 0.0000%  | N/A     | $4353000.00        | $4305247.59        | Agency Debentures and Agency Strips       |
| BILL 07/24/25        | 2025-07-24      | 0.0000%  | N/A     | $205400.00         | $204837.20         | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLQX7590 | 2055-03-01      | 5.5000%  | N/A     | $1156902.00        | $1164622.96        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX2204 | 2055-01-01      | 5.5000%  | N/A     | $2128485.00        | $2125552.72        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ4184 | 2055-05-01      | 6.5000%  | N/A     | $70165370.00       | $72560721.15       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC0435 | 2055-05-01      | 6.0000%  | N/A     | $24467593.00       | $24394653.87       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY2715 | 2055-05-01      | 6.5000%  | N/A     | $5793859.00        | $6025311.61        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX6920 | 2055-02-01      | 5.5000%  | N/A     | $4308982.00        | $4307909.56        | Agency Mortgage-Backed Securities         |
| BILL 11/13/25        | 2025-11-13      | 0.0000%  | N/A     | $627300.00         | $617519.14         | U.S. Treasuries (including strips)        |
| 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  | N/A     | $39000.00          | $39216.45          | U.S. Treasuries (including strips)        |
| 3 3/4 NOTE P 31      | 2031-08-31      | 3.7500%  | N/A     | $2000.00           | $2001.34           | U.S. Treasuries (including strips)        |
| FEPC 06.000 CLQY4555 | 2055-05-01      | 6.0000%  | N/A     | $1810077.00        | $1858670.93        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY6378 | 2055-06-01      | 5.5000%  | N/A     | $2985986.00        | $3004238.01        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX7129 | 2055-03-01      | 6.0000%  | N/A     | $2123490.00        | $2177434.04        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX2127 | 2054-11-01      | 5.0000%  | N/A     | $1186039.00        | $1160762.80        | Agency Mortgage-Backed Securities         |
| BILL 11/06/25        | 2025-11-06      | 0.0000%  | N/A     | $637200.00         | $627769.44         | U.S. Treasuries (including strips)        |
| FEPC 05.000 CLQX8826 | 2055-03-01      | 5.0000%  | N/A     | $1025982.00        | $1005803.13        | Agency Mortgage-Backed Securities         |
| 1 NOTE N 28          | 2028-07-31      | 1.0000%  | N/A     | $3100.00           | $2867.74           | U.S. Treasuries (including strips)        |
| BILL 11/20/25        | 2025-11-20      | 0.0000%  | N/A     | $95100.00          | $93540.84          | U.S. Treasuries (including strips)        |
| FNMS 05.500 CLMA5760 | 2055-06-01      | 5.5000%  | N/A     | $4461281.00        | $4475452.51        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ3067 | 2054-12-01      | 5.5000%  | N/A     | $45651012.00       | $42599258.32       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX2128 | 2054-12-01      | 5.0000%  | N/A     | $1294584.00        | $1268965.25        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5614 | 2055-02-01      | 5.5000%  | N/A     | $6996581.00        | $6802961.07        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDE3171 | 2055-07-01      | 5.0000%  | N/A     | $3715945.00        | $3653765.27        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8506 | 2055-02-01      | 5.5000%  | N/A     | $4434590.00        | $4283468.93        | Agency Mortgage-Backed Securities         |
| 0 1/4 NOTE AF 25     | 2025-10-31      | 0.2500%  | N/A     | $500.00            | $493.46            | U.S. Treasuries (including strips)        |
| FEPC 05.000 CLQX5679 | 2055-02-01      | 5.0000%  | N/A     | $1093400.00        | $1074200.83        | Agency Mortgage-Backed Securities         |
| 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  | N/A     | $3000.00           | $2862.66           | U.S. Treasuries (including strips)        |
| FNMS 05.500 CLMA5646 | 2055-03-01      | 5.5000%  | N/A     | $31385825.00       | $30562962.16       | Agency Mortgage-Backed Securities         |
| 4 1/8 NOTE L 32      | 2032-05-31      | 4.1250%  | N/A     | $31200000.00       | $31481147.82       | U.S. Treasuries (including strips)        |
| 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  | N/A     | $571700.00         | $433491.24         | U.S. Treasuries (including strips)        |
| FNMS 05.500 CLDE2083 | 2055-06-01      | 5.5000%  | N/A     | $2589100.00        | $2604527.30        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY3162 | 2055-05-01      | 5.5000%  | N/A     | $4981472.00        | $4748477.79        | Agency Mortgage-Backed Securities         |
| 3 1/8 BOND 41        | 2041-11-15      | 3.1250%  | N/A     | $100.00            | $81.67             | U.S. Treasuries (including strips)        |
| FEPC 05.000 CLQX8198 | 2055-03-01      | 5.0000%  | N/A     | $1031357.00        | $1014470.40        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0422 | 2055-02-01      | 6.0000%  | N/A     | $97875240.00       | $98564836.69       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0423 | 2055-02-01      | 6.0000%  | N/A     | $95090784.00       | $96325285.03       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5164 | 2053-10-01      | 5.0000%  | N/A     | $1500000.00        | $1331659.42        | Agency Mortgage-Backed Securities         |
| 4 5/8 NOTE AT 26     | 2026-10-15      | 4.6250%  | N/A     | $4000.00           | $4073.42           | U.S. Treasuries (including strips)        |
| FKRM 0M044A 11/15/46 | 2046-11-15      | 3.8000%  | N/A     | $40000000.00       | $36991173.32       | Agency Collateralized Mortgage Obligation |
| BILL 09/04/25        | 2025-09-04      | 0.0000%  | N/A     | $9700.00           | $9624.02           | U.S. Treasuries (including strips)        |
| FNMS 05.500 CLFA0608 | 2055-02-01      | 5.5000%  | N/A     | $1915684.00        | $1865898.20        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX6921 | 2055-03-01      | 6.0000%  | N/A     | $2874519.00        | $2928566.80        | Agency Mortgage-Backed Securities         |
| BILL 09/25/25        | 2025-09-25      | 0.0000%  | N/A     | $100.00            | $98.98             | U.S. Treasuries (including strips)        |
| 2 1/2 NOTE W 27      | 2027-03-31      | 2.5000%  | N/A     | $9000000.00        | $8860138.62        | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLQX6409 | 2055-02-01      | 5.5000%  | N/A     | $2698475.00        | $2660805.48        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX6970 | 2055-03-01      | 6.0000%  | N/A     | $2374190.00        | $2424892.45        | Agency Mortgage-Backed Securities         |
| 4 3/8 NOTE S 30      | 2030-11-30      | 4.3750%  | N/A     | $5000.00           | $5136.68           | U.S. Treasuries (including strips)        |
| 3 3/4 NOTE AN 28     | 2028-05-15      | 3.7500%  | N/A     | $2000000.00        | $2010775.00        | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLQX0653 | 2054-12-01      | 5.5000%  | N/A     | $3971440.00        | $3960173.04        | Agency Mortgage-Backed Securities         |
| BILL 07/31/25        | 2025-07-31      | 0.0000%  | N/A     | $2118500.00        | $2111015.34        | U.S. Treasuries (including strips)        |
| 3 5/8 NOTE J 30      | 2030-03-31      | 3.6250%  | N/A     | $11705000.00       | $11706673.56       | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLRJ3077 | 2054-12-01      | 5.5000%  | N/A     | $59598526.00       | $56983211.51       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY1365 | 2055-04-01      | 5.5000%  | N/A     | $6737902.00        | $6720987.30        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX7227 | 2055-03-01      | 5.5000%  | N/A     | $2100724.00        | $1911450.91        | Agency Mortgage-Backed Securities         |
| 3 3/4 BOND 43        | 2043-11-15      | 3.7500%  | N/A     | $36601000.00       | $31879782.11       | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLSL0080 | 2055-02-01      | 5.5000%  | N/A     | $20286617.00       | $20059988.50       | Agency Mortgage-Backed Securities         |
| 4 1/8 NOTE AU 27     | 2027-11-15      | 4.1250%  | N/A     | $7000.00           | $7096.22           | U.S. Treasuries (including strips)        |
| FEPC 06.000 CLSL0421 | 2055-02-01      | 6.0000%  | N/A     | $132296262.00      | $133253049.61      | Agency Mortgage-Backed Securities         |
| 5 1/4 BOND 28        | 2028-11-15      | 5.2500%  | N/A     | $74300.00          | $78240.24          | U.S. Treasuries (including strips)        |
| FEPC 05.000 CLSL0248 | 2054-01-01      | 5.0000%  | N/A     | $19741688.00       | $18792538.42       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX0731 | 2054-12-01      | 5.5000%  | N/A     | $3573392.00        | $3588949.19        | Agency Mortgage-Backed Securities         |
| 0.54 FNNT B 22-25    | 2025-10-27      | 0.5400%  | N/A     | $3943000.00        | $3898053.74        | Agency Debentures and Agency Strips       |
| BILL 12/26/25        | 2025-12-26      | 0.0000%  | N/A     | $1060000.00        | $1038378.12        | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLRQ0027 | 2055-06-01      | 5.5000%  | N/A     | $44346930.00       | $44487800.51       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY2689 | 2055-05-01      | 6.5000%  | N/A     | $2877967.00        | $2997813.88        | Agency Mortgage-Backed Securities         |
| FHDN 07/31/25        | 2025-07-31      | 0.0000%  | N/A     | $1499000.00        | $1493123.92        | Agency Debentures and Agency Strips       |
| 3 3/4 NOTE AH 28     | 2028-12-31      | 3.7500%  | N/A     | $243200.00         | $243143.58         | U.S. Treasuries (including strips)        |
| 2 3/4 NOTE Y 27      | 2027-04-30      | 2.7500%  | N/A     | $4000.00           | $3945.57           | U.S. Treasuries (including strips)        |
| FNMS 04.000 CLMA4783 | 2052-10-01      | 4.0000%  | N/A     | $565000.00         | $444773.33         | Agency Mortgage-Backed Securities         |
| BILL 01/22/26        | 2026-01-22      | 0.0000%  | N/A     | $28100.00          | $27459.32          | U.S. Treasuries (including strips)        |
| 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  | N/A     | $46334500.00       | $48080358.01       | U.S. Treasuries (including strips)        |
| 4 1/8 NOTE N 31      | 2031-07-31      | 4.1250%  | N/A     | $1000.00           | $1026.15           | U.S. Treasuries (including strips)        |
| FEPC 06.000 CLQX6846 | 2055-03-01      | 6.0000%  | N/A     | $5534843.00        | $5596613.56        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX0553 | 2054-12-01      | 6.0000%  | N/A     | $18601132.00       | $18264722.24       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY2682 | 2055-05-01      | 5.5000%  | N/A     | $2874900.00        | $2781794.12        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5531 | 2054-11-01      | 5.5000%  | N/A     | $16875808.00       | $15926171.09       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ3064 | 2054-12-01      | 5.5000%  | N/A     | $86508305.00       | $84440178.45       | Agency Mortgage-Backed Securities         |
| FKRM 0M040A 05/15/43 | 2043-05-15      | 3.5000%  | N/A     | $33440000.00       | $31652843.79       | Agency Collateralized Mortgage Obligation |
| 4 1/4 BOND 39        | 2039-05-15      | 4.2500%  | N/A     | $2795900.00        | $2716939.59        | U.S. Treasuries (including strips)        |
| BILL 07/29/25        | 2025-07-29      | 0.0000%  | N/A     | $25200.00          | $25117.32          | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLQX2431 | 2055-01-01      | 5.5000%  | N/A     | $2397259.00        | $2396837.69        | Agency Mortgage-Backed Securities         |
| 2 3/4 NOTE B 28      | 2028-02-15      | 2.7500%  | N/A     | $7100.00           | $6997.24           | U.S. Treasuries (including strips)        |
| 0 3/4 NOTE G 28      | 2028-01-31      | 0.7500%  | N/A     | $2700.00           | $2510.82           | U.S. Treasuries (including strips)        |
| 3 5/8 BOND 43        | 2043-08-15      | 3.6250%  | N/A     | $300.00            | $259.84            | U.S. Treasuries (including strips)        |
| BILL 08/19/25        | 2025-08-19      | 0.0000%  | N/A     | $200.00            | $198.80            | U.S. Treasuries (including strips)        |
| FEPC 05.000 CLQY5014 | 2055-05-01      | 5.0000%  | N/A     | $3037550.00        | $2982339.07        | Agency Mortgage-Backed Securities         |
| GNMI SF 484345 X     | 2028-09-15      | 6.5000%  | N/A     | $5020763.00        | $1935.25           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY4437 | 2055-05-01      | 6.0000%  | N/A     | $16676799.00       | $17127927.62       | Agency Mortgage-Backed Securities         |
| 1 3/8 NOTE R 28      | 2028-10-31      | 1.3750%  | N/A     | $2100.00           | $1949.42           | U.S. Treasuries (including strips)        |
| 0 3/4 NOTE Y 26      | 2026-04-30      | 0.7500%  | N/A     | $400.00            | $389.57            | U.S. Treasuries (including strips)        |
| 1 1/4 NOTE L 28      | 2028-05-31      | 1.2500%  | N/A     | $2700.00           | $2519.03           | U.S. Treasuries (including strips)        |
| FNMS 05.500 CLDE2084 | 2055-06-01      | 5.5000%  | N/A     | $3101025.00        | $3116624.88        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ1854 | 2054-06-01      | 5.0000%  | N/A     | $640000.00         | $604320.96         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX2432 | 2055-01-01      | 5.0000%  | N/A     | $2669104.00        | $2607784.10        | Agency Mortgage-Backed Securities         |
| 4 1/4 NOTE AA 29     | 2029-06-30      | 4.2500%  | N/A     | $40539000.00       | $41237486.97       | U.S. Treasuries (including strips)        |
| 1 1/8 NOTE P 28      | 2028-08-31      | 1.1250%  | N/A     | $90193200.00       | $83517335.64       | U.S. Treasuries (including strips)        |
| 0 5/8 TRIN D 32      | 2032-07-15      | 0.6250%  | N/A     | $47000000.00       | $48407361.56       | U.S. Treasuries (including strips)        |
| 3 7/8 NOTE AP 28     | 2028-06-15      | 3.8750%  | N/A     | $4600000.00        | $4627775.33        | U.S. Treasuries (including strips)        |
| FNMS 05.500 CLMA5388 | 2054-06-01      | 5.5000%  | N/A     | $3926612.00        | $3532381.48        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY5376 | 2055-06-01      | 6.0000%  | N/A     | $3000.00           | $3084.63           | Agency Mortgage-Backed Securities         |
| BILL 09/02/25        | 2025-09-02      | 0.0000%  | N/A     | $625500.00         | $620751.83         | U.S. Treasuries (including strips)        |
| 3.125 FHLB 25 ZG     | 2025-09-12      | 3.1250%  | N/A     | $155000.00         | $156029.98         | Agency Debentures and Agency Strips       |
| FEPC 05.000 CLQY4296 | 2055-06-01      | 5.0000%  | N/A     | $4761904.00        | $4679384.98        | Agency Mortgage-Backed Securities         |
| 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  | N/A     | $86301100.00       | $86297761.10       | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLQX0371 | 2054-11-01      | 5.5000%  | N/A     | $2511966.00        | $2498421.28        | Agency Mortgage-Backed Securities         |
| GNII SF MB0366 M     | 2055-05-20      | 5.5000%  | N/A     | $27490068.00       | $27569703.27       | Agency Mortgage-Backed Securities         |
| BILL 08/28/25        | 2025-08-28      | 0.0000%  | N/A     | $50400.00          | $50044.18          | U.S. Treasuries (including strips)        |

### Security 109: Fixed Income Clearing Corporation - BNP

- **C.1 - Title:** Fixed Income Clearing Corporation - BNP
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDM7EJY1
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Moody's: P-1; Fitch: NR; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 1/8 NOTE H 28  | 2028-02-29      | 1.1250%  | N/A     | $12438800.00       | $11670127.19       | U.S. Treasuries (including strips) |
| 2 1/4 NOTE B 27  | 2027-02-15      | 2.2500%  | N/A     | $2000.00           | $1967.49           | U.S. Treasuries (including strips) |
| 4 NOTE V 28      | 2028-02-29      | 4.0000%  | N/A     | $40312100.00       | $41126479.80       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE R 27  | 2027-10-31      | 0.5000%  | N/A     | $47874700.00       | $44475203.92       | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44    | 2044-08-15      | 4.1250%  | N/A     | $100.00            | $92.86             | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53    | 2053-05-15      | 3.6250%  | N/A     | $26566000.00       | $21695980.65       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29  | 2029-02-15      | 2.6250%  | N/A     | $1900.00           | $1846.79           | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BG 26 | 2026-08-31      | 3.7500%  | N/A     | $4800000.00        | $4848475.51        | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  | N/A     | $1500200.00        | $1283990.80        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE S 27  | 2027-11-30      | 0.6250%  | N/A     | $99000.00          | $92015.28          | U.S. Treasuries (including strips) |
| 2 BOND 51        | 2051-08-15      | 2.0000%  | N/A     | $24452700.00       | $14208475.20       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28 | 2028-06-15      | 3.8750%  | N/A     | $288183800.00      | $289980659.13      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30  | 2030-05-31      | 3.7500%  | N/A     | $3717900.00        | $3716456.60        | U.S. Treasuries (including strips) |
| 0 3/8 NOTE AH 25 | 2025-12-31      | 0.3750%  | N/A     | $5081000.00        | $4984100.25        | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  | N/A     | $100.00            | $52.61             | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26 | 2026-11-15      | 4.6250%  | N/A     | $817600.00         | $830071.06         | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  | N/A     | $529999000.00      | $553031082.80      | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  | N/A     | $380015400.00      | $369938626.64      | U.S. Treasuries (including strips) |
| 1 NOTE N 28      | 2028-07-31      | 1.0000%  | N/A     | $8571700.00        | $7931665.27        | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53    | 2053-02-15      | 3.6250%  | N/A     | $4000.00           | $3304.87           | U.S. Treasuries (including strips) |
| 3 1/8 BOND 42    | 2042-02-15      | 3.1250%  | N/A     | $900.00            | $741.89            | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  | N/A     | $920300.00         | $877389.86         | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-08-15      | 3.0000%  | N/A     | $7798000.00        | $5828793.25        | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  | N/A     | $112630800.00      | $96554301.97       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE S 26  | 2026-11-30      | 1.6250%  | N/A     | $196300.00         | $190540.75         | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40    | 2040-11-15      | 1.3750%  | N/A     | $500.00            | $317.89            | U.S. Treasuries (including strips) |
| 2 5/8 NOTE T 25  | 2025-12-31      | 2.6250%  | N/A     | $1800.00           | $1785.78           | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  | N/A     | $1000.00           | $1023.77           | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-08-15      | 4.2500%  | N/A     | $55999900.00       | $51829164.54       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29  | 2029-02-28      | 1.8750%  | N/A     | $100.00            | $94.25             | U.S. Treasuries (including strips) |
| 4 NOTE W 30      | 2030-03-31      | 4.0000%  | N/A     | $4420000.00        | $4500122.91        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28  | 2028-03-31      | 1.2500%  | N/A     | $400.00            | $375.53            | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41    | 2041-08-15      | 1.7500%  | N/A     | $591500.00         | $394722.29         | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5C97, C.4 - ISIN: US3130B5C976, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $214187361.18
- **C.18.a - Value (excl. sponsor support):** $214187361.18
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-21
- **C.13 - Final Legal Maturity Date:** 2025-08-21
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QK6, C.4 - ISIN: US912797QK68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $493553737.69
- **C.18.a - Value (excl. sponsor support):** $493553737.69
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-08-19
- **C.12 - Maturity Date (WAL):** 2025-08-19
- **C.13 - Final Legal Maturity Date:** 2025-08-19
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: Fixed Income Clearing Corporation - WF

- **C.1 - Title:** Fixed Income Clearing Corporation - WF
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDLYHV55
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-07-08
- **C.12 - Maturity Date (WAL):** 2025-07-08
- **C.13 - Final Legal Maturity Date:** 2025-07-08
- **C.10 - Ratings:** Moody's: P-1; Fitch: NR; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | N/A     | $1000.00           | $1038.59           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | N/A     | $1000.00           | $1021.94           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | N/A     | $100.00            | $99.77             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | N/A     | $452800.00         | $440793.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | N/A     | $426700000.00      | $435299556.48      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | N/A     | $800.00            | $686.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | N/A     | $1000.00           | $1017.09           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | N/A     | $400.00            | $353.04            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | N/A     | $100.00            | $79.68             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | N/A     | $73093300.00       | $76041989.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | N/A     | $3014800.00        | $3007401.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | N/A     | $246226000.00      | $254111061.15      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | N/A     | $1900.00           | $1814.82           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | N/A     | $243675900.00      | $249468823.25      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | N/A     | $1648000.00        | $1623673.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | N/A     | $800.00            | $684.71            | U.S. Treasuries (including strips) |

### Security 113: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYDJCSQA5
- **C.18 - Value (incl. sponsor support):** $1800000000.00
- **C.18.a - Value (excl. sponsor support):** $1800000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | N/A     | $156500.00         | $202610.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 0.0000%  | N/A     | $8236.75           | $5229.52           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | N/A     | $609100.00         | $564016.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | N/A     | $3000.00           | $3206.45           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 0.0000%  | N/A     | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 4.6250%  | N/A     | $8586900.00        | $8744502.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | N/A     | $311500.00         | $236256.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | N/A     | $908800.00         | $923422.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 5.3750%  | N/A     | $41000.00          | $44819.88          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | N/A     | $456700.00         | $303403.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | N/A     | $291700.00         | $303118.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-02      | 0.0000%  | N/A     | $379100.00         | $374945.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-15      | 1.1250%  | N/A     | $39141100.00       | $40365237.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-08-15      | 0.0000%  | N/A     | $2.56              | $1.37              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 0.0000%  | N/A     | $16350500.00       | $8344559.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 0.0000%  | N/A     | $56200.00          | $18819.97          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | N/A     | $32300.00          | $33535.78          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 0.0000%  | N/A     | $66.42             | $19.90             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.0000%  | N/A     | $200.00            | $53.52             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | N/A     | $137100.00         | $134400.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | N/A     | $80493500.00       | $77691126.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.0000%  | N/A     | $930.58            | $381.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | N/A     | $85392700.00       | $63798922.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 0.0000%  | N/A     | $20373.01          | $9382.20           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | N/A     | $472900.00         | $469544.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 0.0000%  | N/A     | $13229900.00       | $3795777.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 0.0000%  | N/A     | $1.55              | $1.04              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.0000%  | N/A     | $105280900.00      | $44365792.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | N/A     | $4721200.00        | $4828093.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-08-15      | 0.0000%  | N/A     | $63.07             | $37.91             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.0000%  | N/A     | $25692300.00       | $9701695.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 4.5000%  | N/A     | $1397300.00        | $1416649.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 0.6250%  | N/A     | $37008600.00       | $49793565.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | N/A     | $100.00            | $102.92            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | N/A     | $1648700.00        | $1677107.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | N/A     | $4608800.00        | $4608621.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 0.0000%  | N/A     | $28400.00          | $10314.62          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | N/A     | $19222000.00       | $19055076.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 0.0000%  | N/A     | $248900.00         | $123653.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 0.0000%  | N/A     | $59.48             | $40.37             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | N/A     | $100.00            | $94.32             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 0.0000%  | N/A     | $48230200.00       | $17730144.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | N/A     | $70503800.00       | $92403028.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | N/A     | $1581900.00        | $1589945.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | N/A     | $700.00            | $663.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | N/A     | $13972000.00       | $12861218.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | N/A     | $740300.00         | $466747.86         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | N/A     | $44053700.00       | $44170552.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.4220%  | N/A     | $1200.00           | $1210.09           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | N/A     | $5503000.00        | $5562963.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | N/A     | $14145900.00       | $14588379.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | N/A     | $200.00            | $170.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 1.0000%  | N/A     | $500000.00         | $460071.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | N/A     | $13648300.00       | $8029084.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 0.0000%  | N/A     | $2626000.00        | $867367.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 0.0000%  | N/A     | $46628400.00       | $11422605.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | N/A     | $350000.00         | $369535.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-19      | 0.0000%  | N/A     | $3100.00           | $3020.83           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | N/A     | $435100.00         | $458174.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | N/A     | $19883900.00       | $20519591.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 2.1250%  | N/A     | $3799900.00        | $5452941.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | N/A     | $100.00            | $96.66             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | N/A     | $201322200.00      | $229438444.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | N/A     | $100.00            | $96.70             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | N/A     | $2109100.00        | $2049535.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | N/A     | $151036100.00      | $157016676.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | N/A     | $930000.00         | $944254.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | N/A     | $4160000.00        | $4257161.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 0.0000%  | N/A     | $2500.00           | $1593.62           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | N/A     | $101000.00         | $100976.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | N/A     | $18067300.00       | $17491337.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | N/A     | $2635600.00        | $1965095.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 0.0000%  | N/A     | $298300.00         | $76676.23          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | N/A     | $8482600.00        | $8094264.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | N/A     | $22131400.00       | $22698450.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 0.0000%  | N/A     | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 0.0000%  | N/A     | $2100100.00        | $1020568.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | N/A     | $44900.00          | $44323.55          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | N/A     | $100.00            | $100.56            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 0.0000%  | N/A     | $2888700.00        | $1233590.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 0.0000%  | N/A     | $376.68            | $245.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 0.0000%  | N/A     | $477.50            | $274.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | N/A     | $529100.00         | $515341.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | N/A     | $2400.00           | $2378.86           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | N/A     | $600.00            | $586.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | N/A     | $57720600.00       | $53612729.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | N/A     | $164300.00         | $174389.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | N/A     | $64787100.00       | $66976235.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 2.5000%  | N/A     | $100.00            | $156.92            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | N/A     | $400.00            | $243.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | N/A     | $100.00            | $100.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 0.0000%  | N/A     | $116.12            | $71.75             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 0.0000%  | N/A     | $1300.00           | $465.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 0.0000%  | N/A     | $6142527.04        | $3191755.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | N/A     | $170673200.00      | $187588588.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.3380%  | N/A     | $1100.00           | $1107.34           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | N/A     | $7771000.00        | $9927936.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | N/A     | $44992600.00       | $59669156.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 0.0000%  | N/A     | $200.00            | $100.75            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 0.1250%  | N/A     | $32591200.00       | $39406966.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | N/A     | $1300.00           | $1275.31           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 0.0000%  | N/A     | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | N/A     | $7104100.00        | $7149113.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 0.0000%  | N/A     | $4371400.00        | $1628442.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | N/A     | $10189100.00       | $7697663.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | N/A     | $19361000.00       | $19702631.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 0.0000%  | N/A     | $11563900.00       | $3274087.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | N/A     | $200.00            | $173.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | N/A     | $13335800.00       | $9914765.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 0.0000%  | N/A     | $200.00            | $54.70             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | N/A     | $152334800.00      | $158885324.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | N/A     | $200.00            | $204.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | N/A     | $7907400.00        | $7421718.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-07      | 0.0000%  | N/A     | $700.00            | $691.92            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | N/A     | $2250800.00        | $2708720.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-15      | 0.1250%  | N/A     | $115574500.00      | $142345186.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 0.0000%  | N/A     | $60956037.41       | $28862317.98       | U.S. Treasuries (including strips) |

### Security 114: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BYDM7EL28
- **C.18 - Value (incl. sponsor support):** $371000000.00
- **C.18.a - Value (excl. sponsor support):** $371000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: NR; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.5000%  | N/A     | $39017760.00       | $37772074.39       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 7.0000%  | N/A     | $43598000.00       | $36521039.87       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-05-01      | 2.0000%  | N/A     | $41056335.00       | $17308552.91       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | N/A     | $39904164.00       | $39849202.55       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.0000%  | N/A     | $36848195.00       | $37644644.52       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-12-01      | 6.0000%  | N/A     | $40419539.00       | $37268718.51       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-05-01      | 3.0000%  | N/A     | $88272000.00       | $38881421.68       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-03-01      | 2.0000%  | N/A     | $59739329.00       | $39767947.14       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | N/A     | $47348433.00       | $36482388.41       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | N/A     | $43086042.00       | $38710374.33       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | N/A     | $27567741.00       | $21923636.40       | Agency Mortgage-Backed Securities |

### Security 115: Bank of Montreal

- **C.1 - Title:** Bank of Montreal
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BYDM7EJQ8
- **C.18 - Value (incl. sponsor support):** $325000000.00
- **C.18.a - Value (excl. sponsor support):** $325000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 3.5000%  | N/A     | $41718038.00       | $36909146.90       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 6.5000%  | N/A     | $48000000.00       | $36387423.06       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | N/A     | $2472199.00        | $2323510.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.5000%  | N/A     | $35000000.00       | $36588194.14       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 4.0000%  | N/A     | $37431271.00       | $35133635.60       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 2.0000%  | N/A     | $54465118.00       | $34795535.75       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-10-01      | 4.0000%  | N/A     | $58815032.00       | $35907151.61       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.0000%  | N/A     | $38314466.00       | $37276323.83       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | N/A     | $6906663.00        | $6971299.40        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.0000%  | N/A     | $43202503.00       | $37640217.08       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | N/A     | $35040670.00       | $34817562.86       | Agency Mortgage-Backed Securities |

### Security 116: Federal Home Loan Mortgage Corp. Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAMW0, C.4 - ISIN: US3134HAMW00, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $418729895.28
- **C.18.a - Value (excl. sponsor support):** $418729895.28
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 117: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYDM7EL51
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Moody's: NR; Standard & Poor's: A-1; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | N/A     | $5209100.00        | $5100090.47        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3707465281.70
- **C.18.a - Value (excl. sponsor support):** $3707465281.70
- **C.19 - Percentage of Net Assets:** 2.0400%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **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:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: P-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 119: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBC4, C.4 - ISIN: US91282CBC47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $396679653.35
- **C.18.a - Value (excl. sponsor support):** $396679653.35
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **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: Aa1; Standard & Poor's: AA+; Fitch: 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: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYDM7EJG0
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2052-11-15      | 0.0000%  | N/A     | $1810000.00        | $476710.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 0.0000%  | N/A     | $627200.00         | $161157.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 0.0000%  | N/A     | $800.00            | $288.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 0.0000%  | N/A     | $236.80            | $63.64             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 0.0000%  | N/A     | $0.88              | $0.84              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 0.0000%  | N/A     | $17896000.00       | $4461472.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | N/A     | $300.00            | $305.95            | U.S. Treasuries (including strips) |

### Security 121: Fixed Income Clearing Corporation - NOMU

- **C.1 - Title:** Fixed Income Clearing Corporation - NOMU
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDM7EK45
- **C.18 - Value (incl. sponsor support):** $2285000000.00
- **C.18.a - Value (excl. sponsor support):** $2285000000.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: NR; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2025-08-15      | 2.0000%  | N/A     | $10614600.00       | $10659028.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | N/A     | $15371000.00       | $14848014.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | N/A     | $39995000.00       | $37192010.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | N/A     | $3000000.00        | $2911423.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | N/A     | $5000000.00        | $5106788.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | N/A     | $341827000.00      | $343777464.86      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-15      | 4.5000%  | N/A     | $10000.00          | $10061.46          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | N/A     | $22270900.00       | $20681565.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | N/A     | $114334000.00      | $118180890.46      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | N/A     | $50717000.00       | $49976769.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | N/A     | $527284000.00      | $542503234.32      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | N/A     | $12291700.00       | $11936257.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | N/A     | $107325600.00      | $107983874.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | N/A     | $4661800.00        | $4773597.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | N/A     | $18587900.00       | $18777889.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-30      | 0.2500%  | N/A     | $302100.00         | $299244.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | N/A     | $50000000.00       | $50125608.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | N/A     | $354262400.00      | $359325816.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | N/A     | $6799600.00        | $6950180.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | N/A     | $247370800.00      | $248809269.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | N/A     | $23528000.00       | $23899851.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 2.6250%  | N/A     | $300000.00         | $297630.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 4.5000%  | N/A     | $36000.00          | $36498.48          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-15      | 4.0000%  | N/A     | $3765700.00        | $3769079.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-07-31      | 0.2500%  | N/A     | $4319600.00        | $4309051.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | N/A     | $31649400.00       | $22510968.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 4.4000%  | N/A     | $217890800.00      | $219469370.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | N/A     | $10695700.00       | $10516645.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | N/A     | $57751900.00       | $57762353.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 0.3750%  | N/A     | $6973500.00        | $6840508.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | N/A     | $1575000.00        | $1597048.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | N/A     | $25011000.00       | $24538333.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | N/A     | $289700.00         | $303336.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-31      | 5.0000%  | N/A     | $20000.00          | $20344.68          | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYDM7EJ62
- **C.18 - Value (incl. sponsor support):** $160000000.00
- **C.18.a - Value (excl. sponsor support):** $160000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 7/8 NOTE AL 28 | 2028-03-15      | 3.8750%  | N/A     | $160736400.00      | $163200004.23      | U.S. Treasuries (including strips) |

### Security 123: Fixed Income Clearing Corporation - WF

- **C.1 - Title:** Fixed Income Clearing Corporation - WF
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDM7EK86
- **C.18 - Value (incl. sponsor support):** $5725000000.00
- **C.18.a - Value (excl. sponsor support):** $5725000000.00
- **C.19 - Percentage of Net Assets:** 3.1400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch: NR; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | N/A     | $100.00            | $61.62             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | N/A     | $100.00            | $92.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | N/A     | $274999000.00      | $278250903.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | N/A     | $200.00            | $195.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | N/A     | $400.00            | $383.91            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | N/A     | $1988700.00        | $1624135.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | N/A     | $39592200.00       | $19615946.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | N/A     | $3000.00           | $2992.64           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | N/A     | $200.00            | $105.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | N/A     | $100.00            | $96.51             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | N/A     | $100.00            | $97.40             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | N/A     | $100.00            | $99.77             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | N/A     | $17421300.00       | $16105320.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | N/A     | $12362900.00       | $12182459.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | N/A     | $108118200.00      | $110237785.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | N/A     | $32926600.00       | $33041783.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | N/A     | $2641900.00        | $2454303.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | N/A     | $37714400.00       | $37357357.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | N/A     | $427860800.00      | $441096106.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | N/A     | $22263700.00       | $23259832.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | N/A     | $67700.00          | $59296.67          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | N/A     | $10518800.00       | $10946168.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | N/A     | $78434000.00       | $80014730.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | N/A     | $600.00            | $589.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | N/A     | $3086200.00        | $2678190.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | N/A     | $183200600.00      | $165751711.43      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | N/A     | $2400.00           | $2318.68           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 4.6250%  | N/A     | $4437200.00        | $4517015.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | N/A     | $35100.00          | $35821.82          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | N/A     | $799646800.00      | $821420015.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | N/A     | $98889600.00       | $97804975.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | N/A     | $356994800.00      | $368405049.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.1250%  | N/A     | $1496800.00        | $1437837.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | N/A     | $200.00            | $203.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | N/A     | $29256200.00       | $21061612.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | N/A     | $600.00            | $606.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | N/A     | $260504400.00      | $266751708.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | N/A     | $1600.00           | $1299.17           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | N/A     | $70728900.00       | $53681455.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | N/A     | $1200.00           | $925.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | N/A     | $19400.00          | $20148.67          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | N/A     | $400.00            | $399.85            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | N/A     | $38548800.00       | $41092828.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 2.3750%  | N/A     | $100.00            | $98.99             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | N/A     | $836600.00         | $764696.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | N/A     | $1995800.00        | $1999224.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | N/A     | $1100.00           | $1021.45           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | N/A     | $800.00            | $549.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | N/A     | $2600.00           | $2059.00           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 0.3750%  | N/A     | $12522200.00       | $12264190.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | N/A     | $100.00            | $100.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | N/A     | $420444700.00      | $423245492.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | N/A     | $250848100.00      | $234477654.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | N/A     | $7999000.00        | $7817278.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | N/A     | $1967100.00        | $1909387.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | N/A     | $26100.00          | $26267.44          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | N/A     | $100.00            | $94.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | N/A     | $100.00            | $82.32             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | N/A     | $83198000.00       | $52738609.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | N/A     | $6821200.00        | $6028627.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | N/A     | $10000.00          | $9914.58           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | N/A     | $2538200.00        | $1676673.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | N/A     | $35242400.00       | $36026845.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 4.8750%  | N/A     | $29999700.00       | $30179965.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | N/A     | $900.00            | $909.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | N/A     | $251357200.00      | $258512721.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | N/A     | $900.00            | $935.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-15      | 3.1250%  | N/A     | $100.00            | $100.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | N/A     | $13900.00          | $12598.22          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | N/A     | $27018000.00       | $27257481.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | N/A     | $200.00            | $159.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | N/A     | $1100.00           | $1002.99           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | N/A     | $6493600.00        | $6311736.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | N/A     | $272348400.00      | $278123621.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | N/A     | $5138000.00        | $5062158.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 4.5000%  | N/A     | $23460100.00       | $23784940.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | N/A     | $84928700.00       | $78867872.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | N/A     | $100.00            | $85.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | N/A     | $23967800.00       | $24232894.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | N/A     | $50001100.00       | $50464914.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | N/A     | $11600.00          | $11205.32          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | N/A     | $2468300.00        | $2044032.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | N/A     | $287992000.00      | $288044126.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | N/A     | $49997800.00       | $49318751.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | N/A     | $100.00            | $56.60             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | N/A     | $83998400.00       | $85174314.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | N/A     | $5332600.00        | $5474891.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | N/A     | $10380500.00       | $7999410.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | N/A     | $226282800.00      | $211591106.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | N/A     | $172580400.00      | $175307970.41      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | N/A     | $100.00            | $100.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | N/A     | $100.00            | $92.30             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | N/A     | $900.00            | $882.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | N/A     | $400.00            | $398.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | N/A     | $165924600.00      | $98194271.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | N/A     | $63429300.00       | $44666897.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | N/A     | $100.00            | $96.77             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | N/A     | $222098600.00      | $148211780.11      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | N/A     | $12262700.00       | $11899733.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | N/A     | $100.00            | $82.62             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | N/A     | $200.00            | $170.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 2.5000%  | N/A     | $4993600.00        | $4979393.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | N/A     | $7044100.00        | $7090703.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | N/A     | $27090200.00       | $25532866.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | N/A     | $150000000.00      | $127317798.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | N/A     | $77167300.00       | $73920721.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-07-31      | 4.7500%  | N/A     | $200.00            | $203.96            | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QZ3, C.4 - ISIN: US912797QZ38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2137181801.78
- **C.18.a - Value (excl. sponsor support):** $2137181801.78
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 125: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4V0, C.4 - ISIN: US3133ER4V07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79999427.20
- **C.18.a - Value (excl. sponsor support):** $79999427.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-02-24
- **C.13 - Final Legal Maturity Date:** 2027-02-24
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 126: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYDM7EHZ0
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | N/A     | $10158300.00       | $8722806.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 1.8750%  | N/A     | $17000.00          | $16752.54          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-16      | 0.0000%  | N/A     | $294800.00         | $292123.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | N/A     | $23100.00          | $21908.92          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | N/A     | $5218000.00        | $4486223.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | N/A     | $332500.00         | $322885.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 6.2500%  | N/A     | $200.00            | $222.86            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | N/A     | $643300.00         | $550587.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | N/A     | $557551300.00      | $483840476.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | N/A     | $4511700.00        | $4215244.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | N/A     | $563369400.00      | $524556360.96      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 0.3750%  | N/A     | $6773300.00        | $6644126.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | N/A     | $178347200.00      | $178836250.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | N/A     | $83750000.00       | $79004792.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | N/A     | $257134400.00      | $238489307.73      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2002805913.50
- **C.18.a - Value (excl. sponsor support):** $2002805913.50
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6E69, C.4 - ISIN: US3130B6E699, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $423532545.98
- **C.18.a - Value (excl. sponsor support):** $423532545.98
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6SM9, C.4 - ISIN: US3130B6SM94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $256379235.99
- **C.18.a - Value (excl. sponsor support):** $256379235.99
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 130: Federal Home Loan Bank Bonds

- **C.1 - Title:** Federal Home Loan Bank Bonds
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5MS4, C.4 - ISIN: US3130B5MS46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $428324802.81
- **C.18.a - Value (excl. sponsor support):** $428324802.81
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $582155343.45
- **C.18.a - Value (excl. sponsor support):** $582155343.45
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $669770572.02
- **C.18.a - Value (excl. sponsor support):** $669770572.02
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4ZB0, C.4 - ISIN: US3130B4ZB09, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $744992892.70
- **C.18.a - Value (excl. sponsor support):** $744992892.70
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-22
- **C.13 - Final Legal Maturity Date:** 2025-07-22
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 134: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: BRTT4RJY8
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-09-20      | 3.0000%  | N/A     | $7438144.00        | $5267003.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-03-20      | 5.5000%  | N/A     | $600000.00         | $592518.16         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.5000%  | N/A     | $10347264.00       | $10910702.93       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-02-20      | 5.0000%  | N/A     | $1109002.00        | $130500.61         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-12-20      | 3.0000%  | N/A     | $13330.00          | $6324.85           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-04-20      | 5.5000%  | N/A     | $6587250.00        | $5088338.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.0000%  | N/A     | $1130526.00        | $1170156.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-04-20      | 7.5000%  | N/A     | $2470364.00        | $2629211.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-04-20      | 3.0000%  | N/A     | $1115208.00        | $255523.07         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-12-20      | 4.0000%  | N/A     | $506000.00         | $55728.72          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-11-20      | 3.0000%  | N/A     | $665000.00         | $112039.38         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.0000%  | N/A     | $3676572.00        | $3774867.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.5000%  | N/A     | $2657752.00        | $2769086.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-02-20      | 4.5000%  | N/A     | $332699.00         | $60253.25          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.5000%  | N/A     | $1260002.00        | $1320613.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2053-11-15      | 7.5000%  | N/A     | $4534264.00        | $4673457.82        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785193 C                      | 2050-11-20      | 0.0000%  | N/A     | $2655912.00        | $1133499.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 4.0000%  | N/A     | $37698496.00       | $34747680.74       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.0000%  | N/A     | $1573146.00        | $1618152.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-09-20      | 3.5000%  | N/A     | $250000.00         | $150940.74         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-03-20      | 2.5000%  | N/A     | $46012640.00       | $24976290.78       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2042-08-15      | 3.5000%  | N/A     | $2248000.00        | $274706.34         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-02-20      | 5.0000%  | N/A     | $1031802.00        | $198987.73         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2035-09-20      | 2.5000%  | N/A     | $598000.00         | $188395.39         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-10-20      | 6.5000%  | N/A     | $150000.00         | $79793.80          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785526 C                      | 2051-06-20      | 0.0000%  | N/A     | $20431.00          | $13856.29          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-10-20      | 3.0000%  | N/A     | $1093494.00        | $57558.89          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-07-20      | 3.0000%  | N/A     | $109204480.00      | $64140485.70       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2034-12-15      | 4.0000%  | N/A     | $107241.00         | $29482.74          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-07-20      | 3.0000%  | N/A     | $70000.00          | $7834.96           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-11-15      | 6.5000%  | N/A     | $3149921.00        | $44002.90          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-06-20      | 3.0000%  | N/A     | $1104052.00        | $56122.69          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-11-20      | 2.5000%  | N/A     | $48757120.00       | $33317920.50       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-12-20      | 5.0000%  | N/A     | $1106090.00        | $373951.18         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 5.5000%  | N/A     | $2061992.00        | $2085112.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-01-20      | 8.0000%  | N/A     | $351384.00         | $177160.44         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-10-20      | 7.0000%  | N/A     | $7264408.00        | $6961149.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2054-01-15      | 7.5000%  | N/A     | $3287036.00        | $3393904.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.5000%  | N/A     | $2297624.00        | $2395059.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 5.0000%  | N/A     | $1898846.00        | $1870113.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-07-20      | 2.5000%  | N/A     | $15372.00          | $8415.21           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-03-20      | 2.0000%  | N/A     | $17223.00          | $10194.26          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-10-20      | 3.0000%  | N/A     | $16536000.00       | $11945962.94       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-04-20      | 4.5000%  | N/A     | $314000.00         | $27495.46          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-07-20      | 6.0000%  | N/A     | $2106032.00        | $2118327.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 6.5000%  | N/A     | $7934328.00        | $8260559.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.5000%  | N/A     | $2413536.00        | $2517289.35        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-09-20      | 5.0000%  | N/A     | $65000.00          | $51833.66          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-03-20      | 2.5000%  | N/A     | $32046900.00       | $20025016.23       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2052-07-15      | 4.5000%  | N/A     | $3702948.00        | $3427169.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 6.5000%  | N/A     | $10048.00          | $10464.74          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-12-20      | 3.5000%  | N/A     | $259955.00         | $27447.36          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.5000%  | N/A     | $3593944.00        | $3763379.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.5000%  | N/A     | $2454676.00        | $2524377.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 5.5000%  | N/A     | $9072016.00        | $9138727.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-03-15      | 4.0000%  | N/A     | $511608.00         | $21459.23          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 5.5000%  | N/A     | $69921.00          | $68570.76          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-09-20      | 4.0000%  | N/A     | $90051840.00       | $6075804.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2053-07-15      | 6.0000%  | N/A     | $2530256.00        | $2523561.18        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786335 C                      | 2052-09-20      | 0.0000%  | N/A     | $397000.00         | $298325.71         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-06-20      | 6.0000%  | N/A     | $29457792.00       | $20040124.07       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-05-20      | 4.0000%  | N/A     | $50000000.00       | $36925070.27       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-10-20      | 7.0000%  | N/A     | $3404096.00        | $2826368.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-07-20      | 4.0000%  | N/A     | $137927.00         | $104179.64         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-07-20      | 4.0000%  | N/A     | $377985.00         | $37544.09          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-10-20      | 3.5000%  | N/A     | $271497.00         | $25771.62          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-06-20      | 5.5000%  | N/A     | $5138632.00        | $4167620.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-03-20      | 5.5000%  | N/A     | $1592402.00        | $1035281.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-09-20      | 4.0000%  | N/A     | $2897000.00        | $279998.95         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-07-20      | 4.5000%  | N/A     | $2059720.00        | $527941.31         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-04-20      | 4.0000%  | N/A     | $14329792.00       | $480250.25         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-08-20      | 4.2500%  | N/A     | $175000.00         | $96622.13          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-08-20      | 4.5000%  | N/A     | $150000.00         | $20559.59          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-01-20      | 4.5000%  | N/A     | $7182136.00        | $479794.48         | Agency Mortgage-Backed Securities |

### Security 135: Citibank NA

- **C.1 - Title:** Citibank NA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: E57ODZWZ7FF32TWEFA76, C.5 - Other ID: BYDM7EJH8
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 6 1/8 BOND 27    | 2027-11-15      | 6.1250%  | N/A     | $72100.00          | $76527.39          | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 27 | 2027-10-31      | 4.1250%  | N/A     | $1000.00           | $1015.21           | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AD 26 | 2026-09-30      | 0.8750%  | N/A     | $13000.00          | $12545.98          | U.S. Treasuries (including strips) |
| 4 NOTE H 30      | 2030-02-28      | 4.0000%  | N/A     | $1437300.00        | $1468045.10        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AL 26 | 2026-03-15      | 4.6250%  | N/A     | $300.00            | $305.02            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AS 26 | 2026-09-15      | 4.6250%  | N/A     | $300.00            | $306.40            | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  | N/A     | $100.00            | $92.99             | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  | N/A     | $200.00            | $171.28            | U.S. Treasuries (including strips) |
| 4 NOTE AV 27     | 2027-12-15      | 4.0000%  | N/A     | $3000.00           | $3024.27           | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32  | 2032-05-15      | 2.8750%  | N/A     | $700.00            | $653.73            | U.S. Treasuries (including strips) |
| 3 NOTE Q 25      | 2025-09-30      | 3.0000%  | N/A     | $100.00            | $100.41            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AR 26 | 2026-08-15      | 4.3750%  | N/A     | $100.00            | $102.05            | U.S. Treasuries (including strips) |
| 4 3/8 BOND 38    | 2038-02-15      | 4.3750%  | N/A     | $2400.00           | $2420.92           | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27  | 2027-08-15      | 2.2500%  | N/A     | $100.00            | $97.77             | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28  | 2028-08-31      | 1.1250%  | N/A     | $3400.00           | $3148.34           | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 25  | 2025-11-15      | 2.2500%  | N/A     | $100.00            | $99.50             | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AG 29 | 2029-11-30      | 4.1250%  | N/A     | $500.00            | $508.31            | U.S. Treasuries (including strips) |
| 5 1/2 BOND 28    | 2028-08-15      | 5.5000%  | N/A     | $2471700.00        | $2653619.72        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27 | 2027-12-31      | 3.8750%  | N/A     | $300.00            | $301.04            | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42    | 2042-08-15      | 2.7500%  | N/A     | $100.00            | $76.83             | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  | N/A     | $200.00            | $205.94            | U.S. Treasuries (including strips) |
| 6 3/8 BOND 27    | 2027-08-15      | 6.3750%  | N/A     | $33900.00          | $36522.65          | U.S. Treasuries (including strips) |
| 1 3/4 NOTE F 29  | 2029-11-15      | 1.7500%  | N/A     | $800.00            | $737.16            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29 | 2029-06-30      | 4.2500%  | N/A     | $11300.00          | $11494.70          | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29  | 2029-02-15      | 2.6250%  | N/A     | $2800.00           | $2720.54           | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  | N/A     | $1872000.00        | $1866725.05        | U.S. Treasuries (including strips) |
| 2 5/8 NOTE Z 27  | 2027-05-31      | 2.6250%  | N/A     | $100.00            | $98.10             | U.S. Treasuries (including strips) |
| 4 1/4 BOND 39    | 2039-05-15      | 4.2500%  | N/A     | $100.00            | $97.18             | U.S. Treasuries (including strips) |
| 3 3/8 TRIB 32    | 2032-04-15      | 3.3750%  | N/A     | $100.00            | $201.87            | U.S. Treasuries (including strips) |
| 1 5/8 NOTE Q 26  | 2026-09-30      | 1.6250%  | N/A     | $100.00            | $97.61             | U.S. Treasuries (including strips) |
| BILL 10/07/25    | 2025-10-07      | 0.0000%  | N/A     | $100.00            | $98.85             | U.S. Treasuries (including strips) |
| 2 TRIB 26        | 2026-01-15      | 2.0000%  | N/A     | $88129200.00       | $143903241.92      | U.S. Treasuries (including strips) |
| 0 3/8 NOTE U 26  | 2026-01-31      | 0.3750%  | N/A     | $200.00            | $195.86            | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  | N/A     | $100.00            | $85.49             | U.S. Treasuries (including strips) |
| BILL 08/21/25    | 2025-08-21      | 0.0000%  | N/A     | $46200.00          | $45911.25          | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  | N/A     | $200.00            | $170.65            | U.S. Treasuries (including strips) |
| 6 1/8 BOND 29    | 2029-08-15      | 6.1250%  | N/A     | $100.00            | $111.10            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31  | 2031-08-31      | 3.7500%  | N/A     | $100.00            | $100.07            | U.S. Treasuries (including strips) |
| BILL 09/16/25    | 2025-09-16      | 0.0000%  | N/A     | $50500.00          | $50035.55          | U.S. Treasuries (including strips) |
| BILL 09/23/25    | 2025-09-23      | 0.0000%  | N/A     | $1064300.00        | $1053715.54        | U.S. Treasuries (including strips) |
| 3 1/4 NOTE M 29  | 2029-06-30      | 3.2500%  | N/A     | $100.00            | $98.03             | U.S. Treasuries (including strips) |
| 1 1/2 NOTE E 26  | 2026-08-15      | 1.5000%  | N/A     | $100.00            | $97.85             | U.S. Treasuries (including strips) |
| 4 3/8 BOND 39    | 2039-11-15      | 4.3750%  | N/A     | $200.00            | $195.69            | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29  | 2029-02-28      | 1.8750%  | N/A     | $100.00            | $94.20             | U.S. Treasuries (including strips) |
| 4 3/4 NOTE BE 25 | 2025-07-31      | 4.7500%  | N/A     | $100.00            | $101.99            | U.S. Treasuries (including strips) |
| 6 1/4 BOND 30    | 2030-05-15      | 6.2500%  | N/A     | $149800.00         | $166828.29         | U.S. Treasuries (including strips) |
| 3 1/8 BOND 44    | 2044-08-15      | 3.1250%  | N/A     | $29200.00          | $23151.02          | U.S. Treasuries (including strips) |
| BILL 05/14/26    | 2026-05-14      | 0.0000%  | N/A     | $1669000.00        | $1612370.83        | U.S. Treasuries (including strips) |
| 3 1/8 NOTE F 28  | 2028-11-15      | 3.1250%  | N/A     | $100.00            | $98.42             | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  | N/A     | $400.00            | $403.59            | U.S. Treasuries (including strips) |

### Security 136: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QW0, C.4 - ISIN: US912797QW07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $9782391.25
- **C.18.a - Value (excl. sponsor support):** $9782391.25
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-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 137: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6SX5, C.4 - ISIN: US3130B6SX59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $85869719.21
- **C.18.a - Value (excl. sponsor support):** $85869719.21
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-22
- **C.13 - Final Legal Maturity Date:** 2025-12-22
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 138: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDM7EKL7
- **C.18 - Value (incl. sponsor support):** $1307000000.00
- **C.18.a - Value (excl. sponsor support):** $1307000000.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 1/2 BOND 54   | 2054-11-15      | 4.5000%  | N/A     | $8000.00           | $7641.32           | U.S. Treasuries (including strips) |
| 1 7/8 NOTE N 26 | 2026-07-31      | 1.8750%  | N/A     | $1000.00           | $985.44            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE H 31 | 2031-02-28      | 4.2500%  | N/A     | $19200.00          | $19814.85          | U.S. Treasuries (including strips) |
| 4 NOTE V 28     | 2028-02-29      | 4.0000%  | N/A     | $6964000.00        | $7104685.82        | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53   | 2053-02-15      | 3.6250%  | N/A     | $136112000.00      | $112458272.34      | U.S. Treasuries (including strips) |
| 3 BOND 48       | 2048-08-15      | 3.0000%  | N/A     | $1623526200.00     | $1213541747.65     | U.S. Treasuries (including strips) |
| TINT 05/15/28   | 2028-05-15      | 0.0000%  | N/A     | $7662.56           | $6873.58           | U.S. Treasuries (including strips) |

### Security 139: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RE9, C.4 - ISIN: US912797RE99, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1520499661.52
- **C.18.a - Value (excl. sponsor support):** $1520499661.52
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 140: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYDM7EJ05
- **C.18 - Value (incl. sponsor support):** $385000000.00
- **C.18.a - Value (excl. sponsor support):** $385000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-08-15      | 0.0000%  | N/A     | $458.34            | $374.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 0.0000%  | N/A     | $220931009.73      | $196254120.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | N/A     | $74399400.00       | $71691137.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | N/A     | $2058800.00        | $2145156.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | N/A     | $99598800.00       | $85540748.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | N/A     | $48083700.00       | $37068529.74       | U.S. Treasuries (including strips) |

### Security 141: Fixed Income Clearing Corporation - BNY

- **C.1 - Title:** Fixed Income Clearing Corporation - BNY
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDM7EK94
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 1.3700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch: NR; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 02.000 CLCA7344 | 2050-10-01      | 2.0000%  | N/A     | $2048.00           | $1110.88           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9178 | 2051-02-01      | 2.0000%  | N/A     | $51711858.00       | $31118724.72       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0540 | 2055-06-01      | 6.5000%  | N/A     | $1000.00           | $1049.25           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAT3164 | 2043-04-01      | 3.0000%  | N/A     | $2100.00           | $351.52            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW4160 | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $468.47            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3267 | 2055-02-01      | 6.0000%  | N/A     | $3180972.00        | $3188350.16        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8501 | 2054-01-01      | 5.5000%  | N/A     | $1024.00           | $982.69            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQH2146 | 2053-10-01      | 5.0000%  | N/A     | $1000.00           | $858.51            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY7272 | 2053-08-01      | 5.5000%  | N/A     | $1000.00           | $902.51            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CNMA2869 | 2027-01-01      | 2.5000%  | N/A     | $113550.00         | $4174.52           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX2374 | 2053-02-01      | 4.5000%  | N/A     | $1000.00           | $763.39            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN8879 | 2049-05-01      | 4.5000%  | N/A     | $1000.00           | $44.78             | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM8730 | 2051-09-01      | 2.0000%  | N/A     | $149927.00         | $97821.45          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5470 | 2054-09-01      | 5.5000%  | N/A     | $45951.00          | $42800.77          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9346 | 2054-10-01      | 6.0000%  | N/A     | $1024.00           | $995.16            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4418 | 2036-09-01      | 2.0000%  | N/A     | $1428000.00        | $816734.90         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA3470 | 2049-05-01      | 3.5000%  | N/A     | $1000.00           | $180.08            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0813 | 2047-11-01      | 3.5000%  | N/A     | $4045.00           | $764.11            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRA8905 | 2053-04-01      | 6.5000%  | N/A     | $11001.00          | $7956.56           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CQMA1871 | 2044-03-01      | 5.0000%  | N/A     | $293000.00         | $44482.17          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBO7785 | 2049-12-01      | 4.0000%  | N/A     | $1000.00           | $436.75            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY9016 | 2053-08-01      | 6.5000%  | N/A     | $1000.00           | $917.41            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1628 | 2051-09-01      | 2.5000%  | N/A     | $1053.00           | $742.04            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG8207 | 2053-08-01      | 5.5000%  | N/A     | $5081.00           | $4614.56           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8749 | 2051-01-01      | 2.0000%  | N/A     | $250720014.00      | $139392246.79      | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO9365 | 2049-12-01      | 3.0000%  | N/A     | $1000.00           | $256.74            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY5420 | 2055-05-01      | 6.0000%  | N/A     | $2063864.00        | $2115900.89        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1121 | 2055-02-01      | 5.0000%  | N/A     | $1000.00           | $973.81            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBP1133 | 2050-01-01      | 3.5000%  | N/A     | $1000.00           | $436.29            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN2995 | 2048-11-01      | 4.5000%  | N/A     | $1000.00           | $303.89            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBP0048 | 2050-01-01      | 3.5000%  | N/A     | $3230535.00        | $1234529.18        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB1792 | 2051-10-01      | 2.0000%  | N/A     | $250543572.00      | $155043678.52      | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CTMA0384 | 2030-04-01      | 5.0000%  | N/A     | $5557564.00        | $108573.98         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS4452 | 2053-04-01      | 6.5000%  | N/A     | $1000.00           | $776.78            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM5891 | 2048-01-01      | 3.5000%  | N/A     | $485000.00         | $218955.66         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6038 | 2050-06-01      | 2.5000%  | N/A     | $3024.00           | $1317.17           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBP7525 | 2050-11-01      | 2.0000%  | N/A     | $337578496.00      | $182992355.45      | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8063 | 2050-12-01      | 2.0000%  | N/A     | $250782735.00      | $140847574.94      | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY6467 | 2055-06-01      | 5.5000%  | N/A     | $1366900.00        | $1379692.21        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9165 | 2053-06-01      | 5.5000%  | N/A     | $2000.00           | $1731.03           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8854 | 2051-02-01      | 2.0000%  | N/A     | $2048.00           | $1154.94           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7601 | 2053-12-01      | 6.0000%  | N/A     | $10809856.00       | $9664178.98        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY1597 | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1029.58           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CRBM7715 | 2047-06-01      | 4.5000%  | N/A     | $1002.00           | $961.59            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS5275 | 2053-07-01      | 5.0000%  | N/A     | $917997.00         | $776870.74         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6884 | 2053-08-01      | 6.5000%  | N/A     | $87248234.00       | $68545028.86       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP944132 | 2037-07-01      | 6.5000%  | N/A     | $18602.00          | $55.99             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB0543 | 2051-05-01      | 3.5000%  | N/A     | $11610896.00       | $5683382.83        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0734 | 2063-06-01      | 3.5000%  | N/A     | $2175.00           | $1681.04           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH2159 | 2053-10-01      | 6.0000%  | N/A     | $2923988.00        | $2787879.30        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9615 | 2054-12-01      | 6.0000%  | N/A     | $15017228.00       | $14603473.81       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3675 | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $768.04            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN4845 | 2049-03-01      | 4.5000%  | N/A     | $1000.00           | $259.14            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ5160 | 2054-10-01      | 5.5000%  | N/A     | $1025.00           | $999.46            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQY0416 | 2055-03-01      | 4.5000%  | N/A     | $1465380.00        | $1354173.85        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9451 | 2053-07-01      | 6.0000%  | N/A     | $1000.00           | $883.29            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0740 | 2052-09-01      | 5.0000%  | N/A     | $1331438.00        | $1129705.35        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTMA3894 | 2031-09-01      | 4.0000%  | N/A     | $8428000.00        | $269811.76         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO2365 | 2049-11-01      | 3.5000%  | N/A     | $1000.00           | $491.03            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 I4BF0679 | 2062-09-01      | 4.5000%  | N/A     | $1031.00           | $779.03            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM3277 | 2048-05-01      | 3.5000%  | N/A     | $27000.00          | $5043.74           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE7946 | 2052-08-01      | 5.0000%  | N/A     | $1027304.00        | $968177.36         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS2295 | 2052-03-01      | 3.5000%  | N/A     | $1120.00           | $732.64            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3450 | 2047-06-01      | 4.5000%  | N/A     | $422793.00         | $107627.22         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8371 | 2052-09-01      | 5.0000%  | N/A     | $1636408.00        | $1095810.51        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9740 | 2055-01-01      | 5.5000%  | N/A     | $1024.00           | $1013.16           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9470 | 2054-11-01      | 5.0000%  | N/A     | $3307608.00        | $3178322.31        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX0009 | 2054-11-01      | 5.5000%  | N/A     | $9523136.00        | $9212354.18        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL940768 | 2037-06-01      | 6.0000%  | N/A     | $1024.00           | $5.42              | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CTMA5766 | 2045-06-01      | 5.0000%  | N/A     | $1016.00           | $1017.66           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0676 | 2062-09-01      | 3.5000%  | N/A     | $3426411.00        | $2500640.54        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA0666 | 2052-05-01      | 3.0000%  | N/A     | $1024.00           | $868.10            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIMA4944 | 2038-03-01      | 4.5000%  | N/A     | $178000.00         | $115209.17         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7343 | 2050-10-01      | 2.0000%  | N/A     | $3584.00           | $1866.53           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7967 | 2050-12-01      | 2.0000%  | N/A     | $1288747.00        | $695087.47         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY3443 | 2053-06-01      | 6.5000%  | N/A     | $1000.00           | $886.79            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB6504 | 2053-06-01      | 4.0000%  | N/A     | $1000.00           | $838.81            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQD3323 | 2051-12-01      | 3.0000%  | N/A     | $1490560.00        | $1033767.07        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0399 | 2055-05-01      | 5.5000%  | N/A     | $1061.00           | $1067.24           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQY5991 | 2055-06-01      | 4.5000%  | N/A     | $1000.00           | $958.17            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX7618 | 2055-03-01      | 6.0000%  | N/A     | $3048692.00        | $3113887.46        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9209 | 2051-02-01      | 2.0000%  | N/A     | $3000.00           | $1673.43           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY5692 | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $1029.80           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN2084 | 2048-10-01      | 4.5000%  | N/A     | $2284873.00        | $688330.84         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO7287 | 2050-02-01      | 3.5000%  | N/A     | $1000.00           | $337.89            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0036 | 2051-04-01      | 2.5000%  | N/A     | $52821459.00       | $35814308.51       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQJ9744 | 2054-11-01      | 5.0000%  | N/A     | $2000.00           | $1887.90           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9672 | 2054-12-01      | 5.5000%  | N/A     | $1000.00           | $985.70            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ2158 | 2054-08-01      | 6.0000%  | N/A     | $1169.00           | $1062.25           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8542 | 2054-05-01      | 6.0000%  | N/A     | $40389601.00       | $37466005.16       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA5877 | 2049-12-01      | 3.5000%  | N/A     | $2261430.00        | $769324.22         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9797 | 2055-01-01      | 5.5000%  | N/A     | $53761564.00       | $52594602.04       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1553 | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $1003.03           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY3230 | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $1025.29           | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLCB9187 | 2054-09-01      | 7.5000%  | N/A     | $1000.00           | $909.49            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV8425 | 2052-04-01      | 3.0000%  | N/A     | $1002870.00        | $774555.43         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6349 | 2052-08-01      | 5.0000%  | N/A     | $1001.00           | $493.74            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0191 | 2052-01-01      | 2.5000%  | N/A     | $203000.00         | $127218.42         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY4344 | 2053-07-01      | 6.0000%  | N/A     | $1000.00           | $613.48            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 I4BF0187 | 2057-01-01      | 4.5000%  | N/A     | $1024.00           | $289.66            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9004 | 2054-08-01      | 6.0000%  | N/A     | $1000.00           | $957.91            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CL928603 | 2037-08-01      | 7.0000%  | N/A     | $27965389.00       | $860030.20         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAB6008 | 2042-08-01      | 3.0000%  | N/A     | $1024.00           | $120.90            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5462 | 2053-01-01      | 5.5000%  | N/A     | $392168.00         | $298301.43         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4627 | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $710.52            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9037 | 2051-02-01      | 2.0000%  | N/A     | $18076413.00       | $9937889.02        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7272 | 2050-10-01      | 2.0000%  | N/A     | $1024.00           | $526.00            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBY7077 | 2053-08-01      | 4.5000%  | N/A     | $2000.00           | $1861.66           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6202 | 2053-05-01      | 5.0000%  | N/A     | $2644298.00        | $2297949.49        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF3362 | 2052-11-01      | 6.0000%  | N/A     | $2000.00           | $1305.32           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1171 | 2052-01-01      | 3.0000%  | N/A     | $966420.00         | $616473.62         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3048 | 2052-10-01      | 5.0000%  | N/A     | $1024.00           | $835.94            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 GIAB3803 | 2026-11-01      | 3.5000%  | N/A     | $2379578.00        | $33922.18          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY2663 | 2053-05-01      | 6.5000%  | N/A     | $1000.00           | $805.27            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH7874 | 2054-01-01      | 6.5000%  | N/A     | $1000.00           | $994.99            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9495 | 2054-11-01      | 5.5000%  | N/A     | $1008.00           | $970.66            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL902931 | 2036-12-01      | 5.5000%  | N/A     | $6002058.00        | $38350.08          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6132 | 2053-04-01      | 4.5000%  | N/A     | $2000.00           | $1617.95           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8011 | 2050-12-01      | 2.0000%  | N/A     | $1000.00           | $538.48            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF2792 | 2052-11-01      | 5.5000%  | N/A     | $824700.00         | $725763.07         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN7874 | 2049-05-01      | 4.5000%  | N/A     | $1000.00           | $306.31            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7420 | 2053-11-01      | 6.5000%  | N/A     | $1024.00           | $868.27            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7479 | 2053-11-01      | 6.0000%  | N/A     | $31385332.00       | $27538071.93       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS5721 | 2048-04-01      | 3.0000%  | N/A     | $1024.00           | $791.64            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF7229 | 2053-02-01      | 5.5000%  | N/A     | $2000.00           | $937.38            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9816 | 2055-01-01      | 6.0000%  | N/A     | $1008.00           | $972.30            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK8866 | 2048-09-01      | 4.5000%  | N/A     | $3024.00           | $619.38            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0541 | 2055-06-01      | 6.5000%  | N/A     | $14075828.00       | $14706492.58       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CICC0481 | 2040-05-01      | 6.0000%  | N/A     | $1000.00           | $1027.62           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX1526 | 2054-12-01      | 5.0000%  | N/A     | $1000.00           | $911.51            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS7305 | 2053-12-01      | 5.0000%  | N/A     | $1081.00           | $965.57            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA2427 | 2030-10-01      | 2.5000%  | N/A     | $379000.00         | $36695.81          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9029 | 2054-08-01      | 6.5000%  | N/A     | $1008.00           | $973.58            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9374 | 2054-10-01      | 5.5000%  | N/A     | $27951488.00       | $27369202.84       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8004 | 2046-09-01      | 3.0000%  | N/A     | $2048.00           | $280.67            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3706 | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $688.25            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1469 | 2054-08-01      | 6.0000%  | N/A     | $1288.00           | $1306.34           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO5233 | 2050-01-01      | 3.5000%  | N/A     | $1000.00           | $331.26            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0847 | 2052-02-01      | 3.0000%  | N/A     | $1000.00           | $636.28            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZM0590 | 2045-12-01      | 3.0000%  | N/A     | $1708.00           | $415.61            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN2981 | 2048-11-01      | 4.5000%  | N/A     | $1000.00           | $411.07            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA4818 | 2052-10-01      | 6.0000%  | N/A     | $50688.00          | $33709.49          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX6872 | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $646.77            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS2947 | 2044-07-01      | 4.0000%  | N/A     | $1990.00           | $245.42            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX5777 | 2052-12-01      | 6.0000%  | N/A     | $1000.00           | $778.69            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4889 | 2052-10-01      | 4.5000%  | N/A     | $2048.00           | $1580.10           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9211 | 2054-09-01      | 5.5000%  | N/A     | $1008.00           | $976.21            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9805 | 2055-01-01      | 5.5000%  | N/A     | $2048.00           | $2020.95           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  | N/A     | $1008.00           | $990.42            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6624 | 2053-01-01      | 5.5000%  | N/A     | $1024.00           | $851.07            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5469 | 2054-09-01      | 5.0000%  | N/A     | $152682.00         | $143751.93         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU4620 | 2054-05-01      | 5.5000%  | N/A     | $2000.00           | $1758.15           | Agency Mortgage-Backed Securities  |
| 4 NOTE H 30          | 2030-02-28      | 4.0000%  | N/A     | $6592100.00        | $6736723.22        | U.S. Treasuries (including strips) |
| FNMS 02.000 CLCA6490 | 2050-07-01      | 2.0000%  | N/A     | $2000.00           | $926.25            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA0557 | 2052-09-01      | 3.5000%  | N/A     | $2060.00           | $1782.53           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CICB9257 | 2039-09-01      | 4.5000%  | N/A     | $1000.00           | $891.93            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4413 | 2051-09-01      | 2.0000%  | N/A     | $1598000.00        | $999762.48         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  | N/A     | $1050.00           | $882.50            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1686 | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $775.92            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL942511 | 2037-08-01      | 6.5000%  | N/A     | $32404800.00       | $91885.09          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN5471 | 2049-01-01      | 4.5000%  | N/A     | $3557693.00        | $624533.74         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA1353 | 2050-03-01      | 3.5000%  | N/A     | $1001.00           | $909.00            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0110 | 2056-03-01      | 4.0000%  | N/A     | $1113.00           | $425.25            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB6859 | 2042-11-01      | 3.5000%  | N/A     | $398998.00         | $44572.68          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB6275 | 2054-08-01      | 5.5000%  | N/A     | $1000.00           | $875.83            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9987 | 2055-02-01      | 6.0000%  | N/A     | $1037.00           | $1039.07           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4179 | 2035-11-01      | 2.0000%  | N/A     | $180000.00         | $79619.56          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM6448 | 2051-03-01      | 2.0000%  | N/A     | $298000.00         | $177543.81         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9428 | 2054-11-01      | 5.0000%  | N/A     | $7648676.00        | $7299541.92        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3771 | 2052-06-01      | 3.5000%  | N/A     | $1000.00           | $759.00            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE3665 | 2052-06-01      | 5.0000%  | N/A     | $1083698.00        | $838169.72         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2041 | 2048-07-01      | 4.0000%  | N/A     | $8196302.00        | $2169546.52        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS3283 | 2052-09-01      | 5.5000%  | N/A     | $1024.00           | $846.68            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1943 | 2055-05-01      | 5.5000%  | N/A     | $1232.00           | $1248.48           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9022 | 2054-08-01      | 6.5000%  | N/A     | $2032.00           | $1939.66           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1734 | 2052-05-01      | 3.5000%  | N/A     | $2793.00           | $1945.13           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8794 | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $624.11            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRA9869 | 2053-09-01      | 6.5000%  | N/A     | $51077341.00       | $40517649.56       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIMA5772 | 2040-06-01      | 5.5000%  | N/A     | $1466912.00        | $1500018.09        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA3988 | 2040-04-01      | 3.0000%  | N/A     | $15091000.00       | $3407591.04        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM5651 | 2051-01-01      | 2.5000%  | N/A     | $1277396.00        | $628912.47         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0558 | 2054-06-01      | 5.0000%  | N/A     | $1000.00           | $957.93            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY9017 | 2053-08-01      | 6.5000%  | N/A     | $1000.00           | $829.20            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9068 | 2054-08-01      | 4.5000%  | N/A     | $1000.00           | $915.28            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5639 | 2054-06-01      | 5.5000%  | N/A     | $2000.00           | $1851.81           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN1864 | 2048-09-01      | 4.5000%  | N/A     | $1000.00           | $411.48            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS9006 | 2043-08-01      | 3.5000%  | N/A     | $1000.00           | $136.92            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF1537 | 2052-10-01      | 5.0000%  | N/A     | $2000.00           | $1292.10           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA3869 | 2039-12-01      | 3.5000%  | N/A     | $726657.00         | $128085.89         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8722 | 2052-08-01      | 5.0000%  | N/A     | $1237130.00        | $1055354.87        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA1005 | 2048-01-01      | 4.0000%  | N/A     | $13959.00          | $4085.55           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8578 | 2051-01-01      | 2.0000%  | N/A     | $2048.00           | $1078.89           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL0714 | 2055-03-01      | 5.0000%  | N/A     | $1000.00           | $970.04            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBT7959 | 2052-11-01      | 6.0000%  | N/A     | $1000.00           | $819.89            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA5963 | 2050-06-01      | 2.5000%  | N/A     | $2048.00           | $889.26            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4625 | 2045-08-01      | 3.0000%  | N/A     | $1001.00           | $154.10            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CTMA5454 | 2044-08-01      | 6.0000%  | N/A     | $1000.00           | $778.65            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9317 | 2054-10-01      | 5.0000%  | N/A     | $4096.00           | $3929.63           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA0568 | 2051-10-01      | 4.0000%  | N/A     | $1024.00           | $929.65            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY1497 | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $1039.72           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9039 | 2051-02-01      | 2.0000%  | N/A     | $250264169.00      | $138753848.72      | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9804 | 2055-01-01      | 5.5000%  | N/A     | $1024.00           | $1022.64           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR7563 | 2051-03-01      | 2.0000%  | N/A     | $90182908.00       | $52778910.75       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAT2728 | 2043-05-01      | 3.5000%  | N/A     | $2048.00           | $396.41            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL907811 | 2037-01-01      | 5.5000%  | N/A     | $2260423.00        | $26290.78          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1667 | 2051-09-01      | 2.5000%  | N/A     | $4586.00           | $2881.59           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK7243 | 2048-10-01      | 4.5000%  | N/A     | $1000.00           | $440.30            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6059 | 2053-04-01      | 5.0000%  | N/A     | $874000.00         | $715792.13         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1219 | 2054-04-01      | 5.5000%  | N/A     | $1000.00           | $919.37            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8910 | 2052-09-01      | 5.0000%  | N/A     | $1286425.00        | $1230147.08        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG6448 | 2053-07-01      | 6.5000%  | N/A     | $1000.00           | $843.00            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQMA2916 | 2047-02-01      | 4.0000%  | N/A     | $3262510.00        | $591987.89         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA3665 | 2049-05-01      | 4.5000%  | N/A     | $1197000.00        | $143324.79         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD2973 | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $697.96            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8714 | 2054-06-01      | 6.0000%  | N/A     | $1042.00           | $1035.76           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 I4BF0821 | 2062-06-01      | 2.5000%  | N/A     | $626152.00         | $487623.36         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4325 | 2051-05-01      | 2.0000%  | N/A     | $1008.00           | $599.57            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0218 | 2055-04-01      | 6.0000%  | N/A     | $18216960.00       | $18349156.75       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0905 | 2055-01-01      | 5.0000%  | N/A     | $1000.00           | $969.93            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4731 | 2052-09-01      | 3.5000%  | N/A     | $1869298.00        | $1448090.25        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8012 | 2050-12-01      | 2.0000%  | N/A     | $3048.00           | $1660.06           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB6929 | 2042-11-01      | 3.5000%  | N/A     | $6972819.00        | $1036888.56        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9638 | 2053-08-01      | 6.0000%  | N/A     | $187128576.00      | $160780662.54      | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS9844 | 2054-03-01      | 6.5000%  | N/A     | $2066.00           | $1936.84           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9489 | 2054-11-01      | 5.5000%  | N/A     | $1000.00           | $988.22            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBP1137 | 2050-01-01      | 3.5000%  | N/A     | $1000.00           | $448.12            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0828 | 2051-06-01      | 2.0000%  | N/A     | $19508307.00       | $11725452.12       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7309 | 2053-10-01      | 6.5000%  | N/A     | $3056.00           | $2667.18           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8995 | 2054-08-01      | 5.5000%  | N/A     | $96974854.00       | $94174194.87       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9452 | 2053-07-01      | 6.0000%  | N/A     | $3225566.00        | $2838101.12        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK9008 | 2048-09-01      | 4.5000%  | N/A     | $1000.00           | $294.55            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CNMA2676 | 2026-07-01      | 2.5000%  | N/A     | $779255.00         | $15073.78          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 I4BF0337 | 2059-01-01      | 4.5000%  | N/A     | $261999.00         | $109815.97         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY3392 | 2053-06-01      | 5.0000%  | N/A     | $1053320.00        | $886429.23         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN8300 | 2049-07-01      | 3.5000%  | N/A     | $1000.00           | $449.16            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5288 | 2052-12-01      | 5.5000%  | N/A     | $2016.00           | $1681.99           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBP1145 | 2050-01-01      | 3.5000%  | N/A     | $1000.00           | $497.56            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS7847 | 2054-02-01      | 6.0000%  | N/A     | $2204.00           | $1969.47           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0168 | 2057-02-01      | 3.5000%  | N/A     | $1000.00           | $312.04            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8822 | 2054-07-01      | 6.5000%  | N/A     | $1000.00           | $915.89            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBW0464 | 2047-05-01      | 3.5000%  | N/A     | $1000.00           | $843.56            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA4876 | 2052-12-01      | 6.0000%  | N/A     | $40000.00          | $30596.59          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN6554 | 2049-05-01      | 4.5000%  | N/A     | $1000.00           | $472.04            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA1218 | 2052-04-01      | 2.5000%  | N/A     | $197000.00         | $160823.22         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8786 | 2051-10-01      | 2.5000%  | N/A     | $299000.00         | $189137.27         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY6187 | 2055-06-01      | 5.5000%  | N/A     | $1024.00           | $1031.37           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY3620 | 2053-06-01      | 6.0000%  | N/A     | $1000.00           | $1010.00           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9453 | 2054-11-01      | 4.5000%  | N/A     | $1024.00           | $957.99            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6134 | 2048-07-01      | 4.5000%  | N/A     | $1000.00           | $303.78            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN6952 | 2049-02-01      | 4.5000%  | N/A     | $1000.00           | $234.97            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1448 | 2055-04-01      | 5.5000%  | N/A     | $7919.00           | $7942.45           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9852 | 2053-09-01      | 6.0000%  | N/A     | $174362835.00      | $151281022.57      | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF1004 | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $719.60            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY0758 | 2053-05-01      | 5.5000%  | N/A     | $1000.00           | $807.37            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBJ1351 | 2053-06-01      | 6.5000%  | N/A     | $1176727.00        | $1101612.23        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA5036 | 2053-04-01      | 3.0000%  | N/A     | $262683.00         | $201751.82         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBD0976 | 2046-04-01      | 4.5000%  | N/A     | $3362023.00        | $354983.92         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ0479 | 2053-12-01      | 6.0000%  | N/A     | $1024.00           | $798.59            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK8690 | 2048-07-01      | 4.5000%  | N/A     | $1000.00           | $335.12            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY3506 | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $897.63            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 K0923002 | 2036-11-01      | 6.5000%  | N/A     | $739490.00         | $51645.99          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7672 | 2052-07-01      | 4.5000%  | N/A     | $91000.00          | $72545.28          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF7606 | 2053-02-01      | 6.0000%  | N/A     | $1008.00           | $843.90            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9431 | 2054-11-01      | 5.5000%  | N/A     | $91292759.00       | $89166499.71       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9342 | 2054-10-01      | 6.0000%  | N/A     | $1040.00           | $980.52            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA3243 | 2038-01-01      | 3.5000%  | N/A     | $2161.00           | $323.30            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA0529 | 2049-06-01      | 3.5000%  | N/A     | $997999.00         | $257989.21         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB1016 | 2051-07-01      | 2.0000%  | N/A     | $1024.00           | $627.14            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX0410 | 2052-11-01      | 5.0000%  | N/A     | $2003.00           | $1665.81           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBV8499 | 2052-04-01      | 2.0000%  | N/A     | $2000.00           | $1260.91           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0178 | 2051-04-01      | 2.5000%  | N/A     | $227526364.00      | $152746430.17      | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6083 | 2048-09-01      | 4.5000%  | N/A     | $152837.00         | $81102.41          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4492 | 2051-12-01      | 2.0000%  | N/A     | $21611.00          | $13923.33          | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CL908133 | 2036-11-01      | 8.0000%  | N/A     | $3014059.00        | $58060.04          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9666 | 2054-12-01      | 5.5000%  | N/A     | $1000.00           | $989.26            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN7933 | 2049-06-01      | 3.5000%  | N/A     | $1000.00           | $409.48            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA0497 | 2055-01-01      | 4.5000%  | N/A     | $10520923.00       | $9875814.38        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA1024 | 2051-05-01      | 2.5000%  | N/A     | $1024.00           | $839.96            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9998 | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $988.05            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6469 | 2053-06-01      | 6.5000%  | N/A     | $2048.00           | $1511.82           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9478 | 2051-11-01      | 2.5000%  | N/A     | $1100.00           | $695.42            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 I6BF0680 | 2062-09-01      | 2.5000%  | N/A     | $1008.00           | $672.93            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS1069 | 2051-12-01      | 2.0000%  | N/A     | $1000.00           | $663.28            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI5176 | 2054-05-01      | 6.5000%  | N/A     | $1000.00           | $922.36            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7604 | 2053-12-01      | 6.5000%  | N/A     | $1073.00           | $861.32            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF5708 | 2053-01-01      | 5.5000%  | N/A     | $3000.00           | $2439.24           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA3537 | 2048-12-01      | 4.5000%  | N/A     | $564000.00         | $42414.98          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC0285 | 2046-03-01      | 3.5000%  | N/A     | $1024.00           | $147.64            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSL0811 | 2052-03-01      | 2.0000%  | N/A     | $1000.00           | $786.91            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA3217 | 2032-12-01      | 2.5000%  | N/A     | $292000.00         | $42741.59          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY3466 | 2053-06-01      | 6.0000%  | N/A     | $1241460.00        | $1130494.55        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD1791 | 2055-02-01      | 5.5000%  | N/A     | $2000.00           | $2003.69           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4883 | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $1028.68           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1124 | 2051-07-01      | 2.5000%  | N/A     | $148398554.00      | $87202098.65       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM5313 | 2048-03-01      | 3.5000%  | N/A     | $1024.00           | $287.93            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8831 | 2054-07-01      | 5.5000%  | N/A     | $2048.00           | $1941.70           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0702 | 2051-06-01      | 2.5000%  | N/A     | $250438369.00      | $166817265.69      | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP995218 | 2038-10-01      | 6.5000%  | N/A     | $70617782.00       | $20950.05          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 K0898057 | 2036-01-01      | 6.0000%  | N/A     | $640000.00         | $31749.26          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS2259 | 2044-04-01      | 4.0000%  | N/A     | $1020.00           | $147.52            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0735 | 2063-06-01      | 3.5000%  | N/A     | $1024.00           | $815.19            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA4617 | 2042-04-01      | 3.0000%  | N/A     | $135000.00         | $91247.81          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1211 | 2049-06-01      | 3.5000%  | N/A     | $1000.00           | $675.04            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO6102 | 2049-11-01      | 3.5000%  | N/A     | $1000.00           | $272.64            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1299 | 2051-08-01      | 2.5000%  | N/A     | $3339.00           | $2088.09           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9739 | 2055-01-01      | 5.5000%  | N/A     | $2876296.00        | $2842308.92        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA2897 | 2037-02-01      | 3.0000%  | N/A     | $1024.00           | $197.05            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8000 | 2046-09-01      | 3.0000%  | N/A     | $100711296.00      | $26671159.91       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  | N/A     | $1024.00           | $970.00            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY4869 | 2053-06-01      | 5.5000%  | N/A     | $1046169.00        | $791669.22         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5521 | 2054-11-01      | 5.0000%  | N/A     | $1008.00           | $984.72            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8269 | 2046-11-01      | 3.0000%  | N/A     | $152706056.00      | $27023952.76       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO1161 | 2049-07-01      | 3.5000%  | N/A     | $1000.00           | $284.27            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRMA1373 | 2043-03-01      | 3.5000%  | N/A     | $1024.00           | $169.94            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6930 | 2053-08-01      | 6.5000%  | N/A     | $1000.00           | $796.02            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBN3872 | 2049-04-01      | 4.0000%  | N/A     | $1000.00           | $52.40             | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF1405 | 2052-10-01      | 5.0000%  | N/A     | $1558668.00        | $1096809.34        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX7338 | 2053-08-01      | 6.5000%  | N/A     | $1000.00           | $891.66            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA6086 | 2053-12-01      | 6.0000%  | N/A     | $11726550.00       | $9469999.74        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA3342 | 2049-04-01      | 4.5000%  | N/A     | $7395424.00        | $1604142.55        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4439 | 2051-10-01      | 3.0000%  | N/A     | $65001.00          | $38230.21          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTAL2748 | 2031-08-01      | 4.5000%  | N/A     | $2034.00           | $126.36            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ0446 | 2045-05-01      | 3.5000%  | N/A     | $1000.00           | $159.21            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9085 | 2051-02-01      | 2.0000%  | N/A     | $2452.00           | $1399.91           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX1247 | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $748.31            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRJ2835 | 2054-11-01      | 4.5000%  | N/A     | $1000.00           | $946.79            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CTRB5355 | 2045-06-01      | 5.5000%  | N/A     | $1000.00           | $1014.91           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM4518 | 2048-10-01      | 4.5000%  | N/A     | $1000.00           | $267.44            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTRB5354 | 2045-06-01      | 5.0000%  | N/A     | $7000.00           | $7010.40           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7110 | 2053-09-01      | 5.5000%  | N/A     | $11320808.00       | $10000061.65       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM4283 | 2035-09-01      | 2.0000%  | N/A     | $574374.00         | $231226.37         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1704 | 2055-05-01      | 6.0000%  | N/A     | $1011.00           | $1041.90           | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CNMA4389 | 2031-07-01      | 1.5000%  | N/A     | $1000.00           | $437.55            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9986 | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $1022.32           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9970 | 2055-02-01      | 5.5000%  | N/A     | $1030.00           | $1024.31           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN8599 | 2049-05-01      | 3.5000%  | N/A     | $1000.00           | $169.69            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8098 | 2046-10-01      | 3.0000%  | N/A     | $2068.00           | $471.86            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7776 | 2052-09-01      | 5.0000%  | N/A     | $1174064.00        | $908542.66         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9447 | 2054-11-01      | 4.5000%  | N/A     | $1008.00           | $925.29            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1376 | 2051-12-01      | 3.0000%  | N/A     | $4082336.00        | $2549917.86        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6248 | 2055-06-01      | 6.0000%  | N/A     | $3444712.00        | $3582914.99        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9070 | 2054-08-01      | 5.5000%  | N/A     | $1000.00           | $922.55            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL940767 | 2037-06-01      | 6.0000%  | N/A     | $1026.00           | $5.89              | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3002 | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $713.64            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7983 | 2050-12-01      | 2.0000%  | N/A     | $252637899.00      | $137614787.45      | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL962064 | 2038-03-01      | 5.5000%  | N/A     | $1812926.00        | $41089.77          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9408 | 2054-10-01      | 6.0000%  | N/A     | $2032.00           | $1878.75           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q06799 G | 2042-03-01      | 4.0000%  | N/A     | $2008.00           | $259.71            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS7131 | 2054-02-01      | 5.0000%  | N/A     | $58933.00          | $52775.63          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3740 | 2053-09-01      | 6.0000%  | N/A     | $1024.00           | $876.43            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX1142 | 2052-11-01      | 5.0000%  | N/A     | $1000.00           | $752.98            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN1028 | 2049-03-01      | 5.0000%  | N/A     | $1000.00           | $93.45             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL7201 | 2045-08-01      | 3.5000%  | N/A     | $4218.00           | $810.55            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9831 | 2055-01-01      | 6.5000%  | N/A     | $1024.00           | $998.19            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM7603 | 2049-01-01      | 3.0000%  | N/A     | $1024.00           | $482.96            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0605 | 2052-02-01      | 2.5000%  | N/A     | $1024.00           | $664.64            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE0957 | 2055-06-01      | 6.0000%  | N/A     | $6688416.00        | $6847527.28        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY6210 | 2053-08-01      | 6.5000%  | N/A     | $1028167.00        | $940162.33         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8805 | 2051-01-01      | 2.0000%  | N/A     | $125180944.00      | $68661977.55       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0480 | 2054-11-01      | 5.5000%  | N/A     | $2016.00           | $1957.80           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA3935 | 2040-02-01      | 3.5000%  | N/A     | $597000.00         | $110484.48         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX9061 | 2055-03-01      | 6.5000%  | N/A     | $1207500.00        | $1262077.41        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM8289 | 2036-07-01      | 2.0000%  | N/A     | $2024.00           | $1122.48           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5725 | 2051-12-01      | 3.5000%  | N/A     | $399000.00         | $303999.58         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9141 | 2054-09-01      | 5.5000%  | N/A     | $1000.00           | $952.93            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY1039 | 2055-04-01      | 5.0000%  | N/A     | $2463146.00        | $2414582.14        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX9346 | 2055-04-01      | 6.0000%  | N/A     | $1331740.00        | $1358003.47        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5468 | 2054-09-01      | 4.5000%  | N/A     | $1000.00           | $914.57            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4299 | 2055-06-01      | 6.0000%  | N/A     | $1004.00           | $1029.59           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW7896 | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $838.07            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9933 | 2055-02-01      | 5.5000%  | N/A     | $1008.00           | $1000.64           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE2130 | 2055-07-01      | 5.5000%  | N/A     | $1000.00           | $1005.93           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7279 | 2053-10-01      | 6.5000%  | N/A     | $5000.00           | $4020.27           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0884 | 2055-03-01      | 6.0000%  | N/A     | $12700.00          | $12943.33          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8578 | 2052-10-01      | 5.0000%  | N/A     | $57090.00          | $32561.42          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9795 | 2055-01-01      | 5.5000%  | N/A     | $1004.00           | $989.78            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA5220 | 2049-12-01      | 3.5000%  | N/A     | $1582662.00        | $763992.50         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0264 | 2058-05-01      | 3.5000%  | N/A     | $248000.00         | $84455.13          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA3202 | 2048-02-01      | 4.0000%  | N/A     | $270666.00         | $51444.96          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0244 | 2054-12-01      | 5.0000%  | N/A     | $1041.00           | $1009.10           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8512 | 2054-05-01      | 6.0000%  | N/A     | $2185.00           | $2089.96           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM5705 | 2036-01-01      | 2.0000%  | N/A     | $879000.00         | $441817.33         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQX5846 | 2055-01-01      | 4.5000%  | N/A     | $1000.00           | $953.06            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8484 | 2054-05-01      | 5.5000%  | N/A     | $1000.00           | $956.42            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA4604 | 2037-05-01      | 3.0000%  | N/A     | $1038.00           | $658.46            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 K2947122 | 2037-10-01      | 6.0000%  | N/A     | $997970.00         | $26484.54          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5761 | 2045-09-01      | 3.5000%  | N/A     | $50096000.00       | $11753031.14       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN1033 | 2049-04-01      | 4.5000%  | N/A     | $1000.00           | $252.64            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA4088 | 2035-07-01      | 3.5000%  | N/A     | $185000.00         | $49383.64          | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q59262 G | 2048-10-01      | 5.0000%  | N/A     | $1499450.00        | $677235.39         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CNMA4523 | 2032-01-01      | 2.0000%  | N/A     | $2844420.00        | $1336871.91        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRMA1715 | 2043-11-01      | 4.0000%  | N/A     | $1290000.00        | $256967.87         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE5600 | 2052-07-01      | 5.0000%  | N/A     | $1349410.00        | $748423.58         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0070 | 2051-04-01      | 2.0000%  | N/A     | $3729946.00        | $2135122.75        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFM7877 | 2036-03-01      | 3.5000%  | N/A     | $123023.00         | $49489.10          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRMA1510 | 2043-07-01      | 4.0000%  | N/A     | $493000.00         | $73598.97          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX8254 | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $956.34            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS6764 | 2054-01-01      | 6.5000%  | N/A     | $1113.00           | $1010.53           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX5245 | 2053-01-01      | 5.5000%  | N/A     | $1002069.00        | $639622.37         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX0662 | 2052-11-01      | 6.0000%  | N/A     | $1000.00           | $451.61            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA8083 | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $801.79            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3605 | 2053-08-01      | 5.5000%  | N/A     | $1904.00           | $1699.79           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1556 | 2052-05-01      | 3.5000%  | N/A     | $958015.00         | $678795.77         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4680 | 2052-09-01      | 5.0000%  | N/A     | $3000.00           | $2329.07           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY6217 | 2053-08-01      | 6.5000%  | N/A     | $1000.00           | $908.70            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQF7800 | 2053-02-01      | 6.5000%  | N/A     | $1000.00           | $778.36            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX8691 | 2053-03-01      | 5.5000%  | N/A     | $1000.00           | $975.27            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8679 | 2054-06-01      | 5.5000%  | N/A     | $1000.00           | $935.41            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN9486 | 2049-04-01      | 5.0000%  | N/A     | $1000.00           | $405.09            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8835 | 2054-07-01      | 5.5000%  | N/A     | $5555539.00        | $5197839.64        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7905 | 2053-10-01      | 5.5000%  | N/A     | $1024.00           | $908.05            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC0386 | 2055-05-01      | 5.0000%  | N/A     | $1039.00           | $1007.83           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9446 | 2054-11-01      | 4.5000%  | N/A     | $2023.00           | $1879.58           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL990834 | 2038-09-01      | 6.0000%  | N/A     | $15396999.00       | $230765.02         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCC0546 | 2055-06-01      | 7.0000%  | N/A     | $1024.00           | $1072.60           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA3213 | 2049-03-01      | 4.5000%  | N/A     | $3072.00           | $780.83            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9163 | 2054-09-01      | 6.5000%  | N/A     | $1008.00           | $983.98            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G67710 G | 2048-03-01      | 3.5000%  | N/A     | $3072.00           | $671.48            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8843 | 2054-07-01      | 5.5000%  | N/A     | $1000.00           | $963.76            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9516 | 2054-11-01      | 6.5000%  | N/A     | $1060.00           | $1069.83           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBD5369 | 2047-06-01      | 4.0000%  | N/A     | $1470714.00        | $657853.09         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM7356 | 2047-01-01      | 3.0000%  | N/A     | $1024.00           | $524.85            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6032 | 2048-11-01      | 4.5000%  | N/A     | $2104480.00        | $976167.99         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4071 | 2040-07-01      | 2.0000%  | N/A     | $19268.00          | $7739.21           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8546 | 2053-02-01      | 5.5000%  | N/A     | $3072.00           | $2628.79           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4144 | 2052-07-01      | 5.5000%  | N/A     | $3000.00           | $1970.56           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1554 | 2051-09-01      | 2.5000%  | N/A     | $6267812.00        | $3787547.85        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQX3851 | 2055-01-01      | 4.5000%  | N/A     | $1000.00           | $952.24            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP891142 | 2036-06-01      | 6.0000%  | N/A     | $24220567.00       | $114712.26         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG5014 | 2053-06-01      | 6.0000%  | N/A     | $2000.00           | $1850.80           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9021 | 2054-08-01      | 6.5000%  | N/A     | $26928678.00       | $25649952.50       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4358 | 2051-06-01      | 3.5000%  | N/A     | $80000.00          | $31738.93          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4387 | 2055-06-01      | 6.0000%  | N/A     | $1046.00           | $1070.69           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA1358 | 2050-05-01      | 4.5000%  | N/A     | $1024.00           | $985.70            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX0179 | 2054-12-01      | 5.5000%  | N/A     | $1000.00           | $1002.56           | Agency Mortgage-Backed Securities  |

### Security 142: Fixed Income Clearing Corporation - GS

- **C.1 - Title:** Fixed Income Clearing Corporation - GS
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDM7EK37
- **C.18 - Value (incl. sponsor support):** $8150000000.00
- **C.18.a - Value (excl. sponsor support):** $8150000000.00
- **C.19 - Percentage of Net Assets:** 4.4800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Moody's: P-1; Fitch: NR; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 1/8 NOTE AY 27 | 2027-02-28      | 4.1250%  | N/A     | $509228800.00      | $518718926.43      | U.S. Treasuries (including strips) |
| 2 7/8 BOND 46    | 2046-11-15      | 2.8750%  | N/A     | $137347000.00      | $101183088.52      | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Z 26  | 2026-05-31      | 0.7500%  | N/A     | $69814900.00       | $67796045.36       | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42    | 2042-08-15      | 2.7500%  | N/A     | $276248000.00      | $213212495.15      | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46    | 2046-05-15      | 2.5000%  | N/A     | $11346000.00       | $7832858.60        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE W 28  | 2028-03-31      | 3.6250%  | N/A     | $250174400.00      | $251829548.33      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AD 28 | 2028-09-30      | 4.6250%  | N/A     | $73067700.00       | $75887478.77       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28 | 2028-03-15      | 3.8750%  | N/A     | $10000000.00       | $10155399.84       | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41    | 2041-11-15      | 3.1250%  | N/A     | $738692800.00      | $605859767.99      | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29  | 2029-04-30      | 2.8750%  | N/A     | $5300000.00        | $5159537.41        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  | N/A     | $314448300.00      | $242413461.48      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  | N/A     | $602630000.00      | $587757987.11      | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  | N/A     | $263532400.00      | $225552044.63      | U.S. Treasuries (including strips) |
| 2 NOTE F 26      | 2026-11-15      | 2.0000%  | N/A     | $417632000.00      | $408144236.22      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29  | 2029-04-30      | 4.6250%  | N/A     | $522096000.00      | $541995918.76      | U.S. Treasuries (including strips) |
| 4 NOTE AJ 27     | 2027-01-15      | 4.0000%  | N/A     | $164934000.00      | $168310123.28      | U.S. Treasuries (including strips) |
| 4  NOTE R 29     | 2029-10-31      | 4.0000%  | N/A     | $285100.00         | $289431.08         | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33  | 2033-05-15      | 3.3750%  | N/A     | $303949600.00      | $290507656.90      | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55    | 2055-05-15      | 4.7500%  | N/A     | $42700000.00       | $42539810.95       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49    | 2049-08-15      | 2.2500%  | N/A     | $38090000.00       | $24100186.11       | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40    | 2040-05-15      | 1.1250%  | N/A     | $340608000.00      | $211116416.93      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  | N/A     | $1868688000.00     | $1869127141.68     | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 29  | 2029-12-31      | 3.8750%  | N/A     | $608721600.00      | $610664030.63      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29 | 2029-06-30      | 4.2500%  | N/A     | $1211278400.00     | $1232846423.19     | U.S. Treasuries (including strips) |

### Security 143: Federal Home Loan Bank Bonds

- **C.1 - Title:** Federal Home Loan Bank Bonds
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5N87, C.4 - ISIN: US3130B5N874, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1279246006.05
- **C.18.a - Value (excl. sponsor support):** $1279246006.05
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 144: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B53M8, C.4 - ISIN: US3130B53M89, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $317332299.48
- **C.18.a - Value (excl. sponsor support):** $317332299.48
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYDKZ4E05
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | N/A     | $469165800.00      | $479201664.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | N/A     | $753395000.00      | $757710192.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | N/A     | $8417500.00        | $8124445.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | N/A     | $3300.00           | $3108.72           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | N/A     | $100.00            | $97.16             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | N/A     | $100.00            | $98.42             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | N/A     | $167100.00         | $159234.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | N/A     | $406700.00         | $400024.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | N/A     | $7107500.00        | $6875355.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | N/A     | $22390100.00       | $22525789.16       | U.S. Treasuries (including strips) |

### Security 146: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.4 - ISIN: US91282CKH33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $300820314.00
- **C.18.a - Value (excl. sponsor support):** $300820314.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: 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 147: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B45C1, C.4 - ISIN: US3130B45C17, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $223997446.40
- **C.18.a - Value (excl. sponsor support):** $223997446.40
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-23
- **C.13 - Final Legal Maturity Date:** 2025-07-23
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 148: Bank of Nova Scotia (The)

- **C.1 - Title:** Bank of Nova Scotia (The)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: BYDM7EJM7
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | N/A     | $5121900.00        | $5100700.29        | U.S. Treasuries (including strips) |

### Security 149: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1502714581.72
- **C.18.a - Value (excl. sponsor support):** $1502714581.72
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 150: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4FY2, C.4 - ISIN: US3130B4FY22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $349999447.00
- **C.18.a - Value (excl. sponsor support):** $349999447.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 151: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: BYDM7EKE3
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch: NR; Standard & Poor's: A-1; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | N/A     | $75063500.00       | $69703156.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | N/A     | $836400.00         | $757943.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 1.6250%  | N/A     | $620200.00         | $605458.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | N/A     | $3102400.00        | $1994727.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | N/A     | $132916200.00      | $135594944.71      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 0.0000%  | N/A     | $5737824.00        | $1529789.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 0.0000%  | N/A     | $2821242.88        | $1128203.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | N/A     | $1561600.00        | $1582052.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 0.0000%  | N/A     | $26167200.00       | $7313967.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 4.7500%  | N/A     | $398800.00         | $420805.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | N/A     | $112734800.00      | $107680335.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | N/A     | $458392000.00      | $392328430.36      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | N/A     | $15796800.00       | $13564516.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.0000%  | N/A     | $36582399.33       | $9631084.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | N/A     | $26504400.00       | $21164585.04       | U.S. Treasuries (including strips) |

### Security 152: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYD3QX822
- **C.18 - Value (incl. sponsor support):** $971000000.00
- **C.18.a - Value (excl. sponsor support):** $971000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-29
- **C.13 - Final Legal Maturity Date:** 2025-09-29
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNSTR_88-1                                          | 2027-08-25      | 6.5825%  | N/A     | $191234011.00      | $12191.54          | Agency Collateralized Mortgage Obligation |
| GNMA_24-95D                                         | 2054-06-20      | 5.6018%  | N/A     | $100000000.00      | $44599099.09       | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_KJ44 | 2033-02-25      | 4.6140%  | N/A     | $35700000.00       | $36121361.17       | Agency Collateralized Mortgage Obligation |
| FNMA_20-76                                          | 2050-11-25      | 1.2500%  | N/A     | $22338592.00       | $10806040.98       | Agency Collateralized Mortgage Obligation |
| FWLS_17-SC02                                        | 2047-05-25      | 3.0000%  | N/A     | $6500000.00        | $3563910.25        | Agency Collateralized Mortgage Obligation |
| FNMA_21-57                                          | 2046-05-25      | 1.2500%  | N/A     | $17500000.00       | $6026583.01        | Agency Collateralized Mortgage Obligation |
| GNMA_24-101B                                        | 2054-06-20      | 5.5218%  | N/A     | $30000000.00       | $17684015.91       | Agency Collateralized Mortgage Obligation |
| FHLMC_4908K                                         | 2049-04-25      | 3.0000%  | N/A     | $36060352.00       | $9466130.96        | Agency Collateralized Mortgage Obligation |
| FHLMC_5544C                                         | 2052-04-25      | 4.5000%  | N/A     | $53197632.00       | $52092152.06       | Agency Collateralized Mortgage Obligation |
| GNMA_23-136                                         | 2053-09-20      | 6.0000%  | N/A     | $14748496.00       | $15198728.25       | Agency Collateralized Mortgage Obligation |
| FNMA_25-54A                                         | 2051-04-25      | 4.5000%  | N/A     | $23691456.00       | $23492495.15       | Agency Collateralized Mortgage Obligation |
| FNMA_16-28                                          | 2045-05-25      | 2.5000%  | N/A     | $25000000.00       | $1685169.27        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION              | 2039-05-15      | 4.5000%  | N/A     | $6430000.00        | $14008.20          | Agency Collateralized Mortgage Obligation |
| GNMA_25-98M                                         | 2065-06-20      | 4.5000%  | N/A     | $20702208.00       | $20556174.62       | Agency Collateralized Mortgage Obligation |
| FNW_03-W18                                          | 2043-08-25      | 5.8070%  | N/A     | $28500000.00       | $6973462.72        | Agency Collateralized Mortgage Obligation |
| GNMA_25-83H                                         | 2036-05-20      | 5.0000%  | N/A     | $6418008.00        | $6316427.50        | Agency Collateralized Mortgage Obligation |
| FNMA_16-25D                                         | 2046-05-25      | 3.0000%  | N/A     | $4280000.00        | $3377269.53        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_10-19                               | 2040-03-25      | 5.0000%  | N/A     | $3382000.00        | $484453.81         | Agency Collateralized Mortgage Obligation |
| GNMA_25-60A                                         | 2055-03-20      | 5.3518%  | N/A     | $26720416.00       | $26536156.62       | Agency Collateralized Mortgage Obligation |
| GNR_23-53                                           | 2049-07-20      | 5.0000%  | N/A     | $17475000.00       | $13668547.30       | Agency Collateralized Mortgage Obligation |
| GNMA_25-2B                                          | 2054-12-20      | 5.5000%  | N/A     | $6621000.00        | $6568300.51        | Agency Collateralized Mortgage Obligation |
| FNMA_24-66A                                         | 2054-09-25      | 5.0000%  | N/A     | $2575000.00        | $2469754.03        | Agency Collateralized Mortgage Obligation |
| GNMA_25-98U                                         | 2048-10-20      | 3.5000%  | N/A     | $54644928.00       | $52006804.45       | Agency Collateralized Mortgage Obligation |
| FANNIE MAE ACES FNMA_18-M12                         | 2030-08-25      | 3.7480%  | N/A     | $11500000.00       | $11218287.05       | Agency Collateralized Mortgage Obligation |
| FHLMC_5028F                                         | 2050-10-25      | 1.5000%  | N/A     | $20000000.00       | $11669899.88       | Agency Collateralized Mortgage Obligation |
| GNMA_20-107                                         | 2050-07-20      | 1.0000%  | N/A     | $65250000.00       | $23005112.20       | Agency Collateralized Mortgage Obligation |
| GNMA_23-164J                                        | 2047-10-20      | 5.5000%  | N/A     | $75386000.00       | $39701883.25       | Agency Collateralized Mortgage Obligation |
| FNMA_25-40B                                         | 2036-06-25      | 5.0000%  | N/A     | $20078880.00       | $20175810.87       | Agency Collateralized Mortgage Obligation |
| GNMA_24-78E                                         | 2054-05-20      | 5.5019%  | N/A     | $30000000.00       | $23826142.68       | Agency Collateralized Mortgage Obligation |
| FHLMC_4096F                                         | 2042-08-15      | 2.0000%  | N/A     | $1010000.00        | $800350.37         | Agency Collateralized Mortgage Obligation |
| FNMA_17-55D                                         | 2046-11-25      | 3.0000%  | N/A     | $17056096.00       | $1339136.65        | Agency Collateralized Mortgage Obligation |
| GNMA_14-30A                                         | 2044-02-16      | 1.8392%  | N/A     | $60848320.00       | $7546134.04        | Agency Collateralized Mortgage Obligation |
| GNMA_24-108L                                        | 2053-12-20      | 5.5000%  | N/A     | $89090560.00       | $36427769.99       | Agency Collateralized Mortgage Obligation |
| GNMA_23-82D                                         | 2053-06-20      | 5.2519%  | N/A     | $30000000.00       | $26672678.77       | Agency Collateralized Mortgage Obligation |
| STACR_17-2SC                                        | 2056-08-25      | 3.0000%  | N/A     | $8000000.00        | $6061389.34        | Agency Collateralized Mortgage Obligation |
| FHLMC_3883                                          | 2041-05-15      | 3.0000%  | N/A     | $560125.00         | $18891.28          | Agency Collateralized Mortgage Obligation |
| GNMA_21-81A                                         | 2051-05-20      | 1.2500%  | N/A     | $15000000.00       | $5997252.03        | Agency Collateralized Mortgage Obligation |
| FHLMC_4135D                                         | 2042-07-15      | 2.0000%  | N/A     | $30000000.00       | $2482967.97        | Agency Collateralized Mortgage Obligation |
| FREMF_20-KF74                                       | 2027-01-25      | 6.3537%  | N/A     | $4000000.00        | $579384.55         | Agency Collateralized Mortgage Obligation |
| GNMA_25-83A                                         | 2051-06-20      | 5.0000%  | N/A     | $7049208.00        | $6978622.71        | Agency Collateralized Mortgage Obligation |
| GNMA_19-112H                                        | 2049-09-20      | 4.8321%  | N/A     | $45211648.00       | $12296868.07       | Agency Collateralized Mortgage Obligation |
| GNMA_25-2M                                          | 2054-08-20      | 5.5000%  | N/A     | $2139000.00        | $2034951.67        | Agency Collateralized Mortgage Obligation |
| GNMA_22-208A                                        | 2052-12-20      | 5.3018%  | N/A     | $100000000.00      | $42843489.03       | Agency Collateralized Mortgage Obligation |
| FNMA_25-33H                                         | 2054-05-25      | 5.0000%  | N/A     | $13434656.00       | $12176967.68       | Agency Collateralized Mortgage Obligation |
| GNMA_25-83A                                         | 2051-06-20      | 5.0000%  | N/A     | $28036640.00       | $27500068.56       | Agency Collateralized Mortgage Obligation |
| GNMA_24-95A                                         | 2054-06-20      | 5.0000%  | N/A     | $1856824.00        | $1768384.91        | Agency Collateralized Mortgage Obligation |
| GNMA_16-014                                         | 2057-03-16      | 2.6500%  | N/A     | $3200000.00        | $847467.75         | Agency Collateralized Mortgage Obligation |
| FHLMC_5488A                                         | 2054-12-25      | 5.4552%  | N/A     | $754130.00         | $696875.60         | Agency Collateralized Mortgage Obligation |
| GNMA_04-106                                         | 2034-05-16      | 6.9823%  | N/A     | $4785968.00        | $962170.08         | Agency Collateralized Mortgage Obligation |
| FHLMC_3864                                          | 2026-05-15      | 3.0000%  | N/A     | $5758976.00        | $5006.20           | Agency Collateralized Mortgage Obligation |
| GNMA_25-83H                                         | 2051-06-20      | 5.0000%  | N/A     | $5373384.00        | $5258757.78        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_06-4                                | 2036-02-25      | 6.0000%  | N/A     | $4133240.00        | $1019884.42        | Agency Collateralized Mortgage Obligation |
| GNMA_25-60A                                         | 2049-09-20      | 3.5000%  | N/A     | $19837000.00       | $18839053.65       | Agency Collateralized Mortgage Obligation |
| GNMA_25-98K                                         | 2051-07-20      | 3.5000%  | N/A     | $14683360.00       | $13909157.01       | Agency Collateralized Mortgage Obligation |
| FHLMC_5408C                                         | 2054-05-25      | 0.1250%  | N/A     | $75000000.00       | $48499051.06       | Agency Collateralized Mortgage Obligation |
| SCRT_17-1                                           | 2056-01-25      | 3.0000%  | N/A     | $6000000.00        | $4653670.00        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_23-M6    | 2028-07-25      | 4.1900%  | N/A     | $1705000.00        | $1632918.93        | Agency Collateralized Mortgage Obligation |
| GNMA_24-108D                                        | 2051-10-20      | 5.5000%  | N/A     | $51367424.00       | $13137903.00       | Agency Collateralized Mortgage Obligation |
| FHLMC_5146                                          | 2051-08-25      | 2.0000%  | N/A     | $1960000.00        | $1077128.02        | Agency Collateralized Mortgage Obligation |
| FNMA_24-90                                          | 2053-11-25      | 5.5552%  | N/A     | $5000000.00        | $4595438.84        | Agency Collateralized Mortgage Obligation |
| FHLMC_4097P                                         | 2041-12-15      | 4.7683%  | N/A     | $2448000.00        | $164492.11         | Agency Collateralized Mortgage Obligation |
| GNMA_15-49E                                         | 2043-08-20      | 5.5000%  | N/A     | $5471470.00        | $7439.83           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-10 | 2060-04-16      | 2.6000%  | N/A     | $1538000.00        | $396655.61         | Agency Collateralized Mortgage Obligation |
| GNMA_25-98D                                         | 2053-01-20      | 5.7283%  | N/A     | $5908976.00        | $6099712.94        | Agency Collateralized Mortgage Obligation |
| FNMA_06-115                                         | 2036-12-25      | 13.5239% | N/A     | $10000000.00       | $1058543.84        | Agency Collateralized Mortgage Obligation |
| GNMA_18-120C                                        | 2048-09-20      | 3.5000%  | N/A     | $593318.00         | $456249.94         | Agency Collateralized Mortgage Obligation |
| GNMA_25-11                                          | 2067-04-16      | 4.5000%  | N/A     | $16731000.00       | $15048580.84       | Agency Collateralized Mortgage Obligation |
| GNMA_25-83H                                         | 2055-05-20      | 5.5518%  | N/A     | $23027008.00       | $23168526.67       | Agency Collateralized Mortgage Obligation |
| FNMA_06-18                                          | 2036-03-25      | 5.5000%  | N/A     | $1000000.00        | $168934.49         | Agency Collateralized Mortgage Obligation |
| FNMA_21-26D                                         | 2049-11-25      | 2.5000%  | N/A     | $494947.00         | $319304.11         | Agency Collateralized Mortgage Obligation |
| FNMA_11-58E                                         | 2041-07-25      | 4.0000%  | N/A     | $5000000.00        | $536185.11         | Agency Collateralized Mortgage Obligation |
| GNMA_14-125                                         | 2047-03-16      | 2.7000%  | N/A     | $107500000.00      | $3828610.16        | Agency Collateralized Mortgage Obligation |
| FNMA_24-76H                                         | 2044-07-25      | 6.5000%  | N/A     | $18846144.00       | $9762581.80        | Agency Collateralized Mortgage Obligation |
| GNMA_24-79F                                         | 2054-05-20      | 5.4519%  | N/A     | $30000000.00       | $26799593.63       | Agency Collateralized Mortgage Obligation |
| GNMA_24-160K                                        | 2054-10-20      | 5.5518%  | N/A     | $26567800.00       | $25956121.52       | Agency Collateralized Mortgage Obligation |
| FHLMC_45-55                                         | 2046-02-15      | 3.0000%  | N/A     | $4236000.00        | $3516895.23        | Agency Collateralized Mortgage Obligation |
| FNMA_25-14A                                         | 2055-03-25      | 5.7052%  | N/A     | $25000000.00       | $23692197.24       | Agency Collateralized Mortgage Obligation |
| FHLMC_5544D                                         | 2055-06-25      | 5.0000%  | N/A     | $21402760.00       | $20292059.02       | Agency Collateralized Mortgage Obligation |
| GNMA_25-11                                          | 2066-12-16      | 5.0000%  | N/A     | $4557000.00        | $4496116.00        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3217 PE                           | 2036-09-15      | 6.0000%  | N/A     | $13262000.00       | $719465.64         | Agency Collateralized Mortgage Obligation |
| FREMF_21K-F109                                      | 2031-03-25      | 10.5616% | N/A     | $23715000.00       | $6912414.96        | Agency Collateralized Mortgage Obligation |
| FNMA_15-47C                                         | 2044-06-25      | 4.0000%  | N/A     | $2967316.00        | $8758.81           | Agency Collateralized Mortgage Obligation |
| GNMA_25-98A                                         | 2055-06-20      | 4.5000%  | N/A     | $52935424.00       | $47588416.82       | Agency Collateralized Mortgage Obligation |
| GNMA_25-98R                                         | 2052-01-20      | 5.0000%  | N/A     | $581531.00         | $575981.90         | Agency Collateralized Mortgage Obligation |

### Security 153: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $542768569.39
- **C.18.a - Value (excl. sponsor support):** $542768569.39
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: 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 154: Federal Home Loan Bank Bonds

- **C.1 - Title:** Federal Home Loan Bank Bonds
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6DC7, C.4 - ISIN: US3130B6DC77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $413209995.91
- **C.18.a - Value (excl. sponsor support):** $413209995.91
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 155: Nomura Securities International, Inc.

- **C.1 - Title:** Nomura Securities International, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: BYDM7EKZ6
- **C.18 - Value (incl. sponsor support):** $225000000.00
- **C.18.a - Value (excl. sponsor support):** $225000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 5.5000%  | N/A     | $2175771.00        | $2179320.90        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2035-11-15      | 5.0000%  | N/A     | $3853400.00        | $58122.86          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-08-20      | 4.0000%  | N/A     | $1998800.00        | $142097.44         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2062-05-20      | 3.0000%  | N/A     | $671897.00         | $557915.66         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-12-15      | 3.0000%  | N/A     | $160700.00         | $84701.50          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-09-15      | 6.5000%  | N/A     | $4057911.00        | $92206.36          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-08-20      | 4.0000%  | N/A     | $43130653.00       | $1961964.21        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-06-15      | 7.0000%  | N/A     | $3543800.00        | $15966.70          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-12-20      | 3.5000%  | N/A     | $1248117.00        | $78244.59          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-10-20      | 4.5000%  | N/A     | $6464000.00        | $510493.50         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-10-15      | 4.7500%  | N/A     | $3251374.00        | $48852.43          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-01-20      | 4.0000%  | N/A     | $1431000.00        | $149079.98         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-04-15      | 6.0000%  | N/A     | $5851100.00        | $709449.42         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2032-03-20      | 3.0000%  | N/A     | $504400.00         | $36905.26          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2042-01-15      | 3.5000%  | N/A     | $1766400.00        | $114606.87         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-02-20      | 2.5000%  | N/A     | $725185.00         | $487022.55         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-08-20      | 4.5000%  | N/A     | $45914510.00       | $35440703.38       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-06-20      | 5.0000%  | N/A     | $6705176.00        | $104297.88         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-11-15      | 4.4900%  | N/A     | $1000.00           | $43.85             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-03-15      | 4.7500%  | N/A     | $822923.00         | $77145.70          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-10-20      | 3.5000%  | N/A     | $10149486.00       | $2030637.97        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-11-15      | 6.0000%  | N/A     | $5051559.00        | $110331.35         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-11-20      | 2.5000%  | N/A     | $3396594.00        | $2121953.03        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-04-20      | 4.5000%  | N/A     | $1219739.00        | $222639.94         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2030-09-20      | 3.0000%  | N/A     | $1126400.00        | $71414.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-11-20      | 5.0000%  | N/A     | $837201.00         | $38671.28          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-07-15      | 4.5000%  | N/A     | $832200.00         | $32882.56          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2045-04-15      | 4.5000%  | N/A     | $201078.00         | $43614.21          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-06-20      | 4.5000%  | N/A     | $4003600.00        | $296239.31         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-07-20      | 5.0000%  | N/A     | $8000000.00        | $320205.50         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-02-20      | 5.0000%  | N/A     | $590000.00         | $31250.81          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2030-01-15      | 5.5000%  | N/A     | $515400.00         | $10942.31          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-08-20      | 3.5000%  | N/A     | $915279.00         | $68056.88          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2032-06-15      | 5.4900%  | N/A     | $4140510.00        | $100034.59         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-08-20      | 4.5000%  | N/A     | $980279.00         | $27046.56          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2034-10-15      | 5.8600%  | N/A     | $953915.00         | $72942.95          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-12-20      | 5.5000%  | N/A     | $47079300.00       | $31160.91          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-04-15      | 4.5000%  | N/A     | $330900.00         | $59821.64          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-05-20      | 4.5000%  | N/A     | $29466926.00       | $21144.85          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2027-02-20      | 3.5000%  | N/A     | $9957529.00        | $105953.07         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2028-11-20      | 3.0000%  | N/A     | $696300.00         | $25175.14          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-08-20      | 3.5000%  | N/A     | $3655627.00        | $426818.17         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-12-20      | 2.5000%  | N/A     | $33865.00          | $21619.92          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-05-20      | 4.0000%  | N/A     | $384101.00         | $35778.79          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-11-20      | 3.5000%  | N/A     | $678300.00         | $54132.99          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-08-20      | 4.0000%  | N/A     | $997100.00         | $721004.36         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-01-20      | 3.0000%  | N/A     | $929700.00         | $635597.74         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-04-20      | 3.0000%  | N/A     | $288100.00         | $180395.02         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2029-05-20      | 3.5000%  | N/A     | $468084.00         | $18964.91          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-07-20      | 4.0000%  | N/A     | $300000.00         | $18527.21          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2049-02-15      | 4.5000%  | N/A     | $600200.00         | $24591.52          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-05-15      | 5.2300%  | N/A     | $561400.00         | $564678.29         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-03-20      | 6.0000%  | N/A     | $3997900.00        | $2546670.06        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-02-20      | 3.5000%  | N/A     | $230000.00         | $16720.58          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-05-20      | 3.0000%  | N/A     | $2058400.00        | $299668.23         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-10-20      | 3.5000%  | N/A     | $4023010.00        | $246408.11         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-03-20      | 5.0000%  | N/A     | $556000.00         | $44436.83          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2027-01-20      | 3.0000%  | N/A     | $1070000.00        | $11229.45          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 5.5000%  | N/A     | $13509423.00       | $13541420.83       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-04-20      | 3.5000%  | N/A     | $1724249.00        | $1487553.24        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-02-20      | 5.0000%  | N/A     | $549255.00         | $17894.73          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2029-06-20      | 7.0000%  | N/A     | $519614.00         | $17056.53          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-07-15      | 3.5000%  | N/A     | $1050000.00        | $13916.60          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-08-20      | 4.5000%  | N/A     | $11662079.00       | $886613.89         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-09-20      | 4.0000%  | N/A     | $4234100.00        | $245190.22         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-12-20      | 3.5000%  | N/A     | $4107531.00        | $301999.27         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-04-20      | 5.5000%  | N/A     | $1536600.00        | $189975.04         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-07-15      | 5.0000%  | N/A     | $686600.00         | $30666.30          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-12-20      | 5.0000%  | N/A     | $1710000.00        | $198352.48         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-05-20      | 7.0000%  | N/A     | $3436731.00        | $95426.98          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2025-12-20      | 3.5000%  | N/A     | $10788474.00       | $28219.27          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2065-05-15      | 5.1200%  | N/A     | $4516349.00        | $4546380.21        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-09-15      | 4.4900%  | N/A     | $1097348.00        | $48796.10          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-02-20      | 6.5000%  | N/A     | $475400.00         | $21852.57          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-03-20      | 5.0000%  | N/A     | $464900.00         | $22067.89          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-02-20      | 3.0000%  | N/A     | $543300.00         | $38418.31          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-03-15      | 6.0000%  | N/A     | $2025174.00        | $17566.89          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2063-07-20      | 6.0000%  | N/A     | $268700.00         | $179065.31         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-07-20      | 4.5000%  | N/A     | $9674400.00        | $94828.93          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-06-20      | 4.0000%  | N/A     | $717100.00         | $78139.03          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-09-20      | 6.0000%  | N/A     | $326500.00         | $29469.51          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-07-20      | 3.5000%  | N/A     | $1893900.00        | $236377.46         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-12-20      | 4.0000%  | N/A     | $248137.00         | $23213.49          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-03-15      | 4.5000%  | N/A     | $672100.00         | $10330.42          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-04-20      | 4.5000%  | N/A     | $4294050.00        | $290797.33         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-08-15      | 5.0000%  | N/A     | $5000000.00        | $57361.96          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2030-07-20      | 3.0000%  | N/A     | $966300.00         | $63155.17          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-11-20      | 3.5000%  | N/A     | $760000.00         | $53470.76          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-01-20      | 3.0000%  | N/A     | $32044.00          | $23672.59          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-11-20      | 3.0000%  | N/A     | $4212008.00        | $710119.22         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2034-10-15      | 4.6500%  | N/A     | $1260037.00        | $51522.88          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-07-20      | 3.5000%  | N/A     | $527787.00         | $62251.35          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-01-20      | 5.0000%  | N/A     | $500000.00         | $47113.09          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-06-20      | 4.5000%  | N/A     | $1183370.00        | $49557.45          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-06-20      | 4.5000%  | N/A     | $3275400.00        | $228592.79         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-05-20      | 5.0000%  | N/A     | $3940868.00        | $66328.08          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-09-20      | 5.0000%  | N/A     | $660600.00         | $85691.62          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-01-20      | 6.0000%  | N/A     | $28130793.00       | $17251862.28       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-01-20      | 3.5000%  | N/A     | $101075.00         | $13413.20          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-04-20      | 3.5000%  | N/A     | $8975000.00        | $1055713.80        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2026-04-30      | 4.8750%  | N/A     | $15722000.00       | $15946570.57       | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2051-07-15      | 4.0000%  | N/A     | $298300.00         | $186630.79         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2049-09-15      | 4.0000%  | N/A     | $545900.00         | $75366.71          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-01-20      | 5.0000%  | N/A     | $5000000.00        | $178700.28         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-10-20      | 3.5000%  | N/A     | $2197000.00        | $194321.64         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-11-20      | 3.0000%  | N/A     | $382570.00         | $239267.78         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-02-20      | 5.0000%  | N/A     | $404000.00         | $25008.88          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-11-20      | 4.5000%  | N/A     | $889500.00         | $805384.18         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-01-20      | 4.5000%  | N/A     | $16388806.00       | $335072.23         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-01-20      | 4.5000%  | N/A     | $10005795.00       | $210941.07         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-09-20      | 4.0000%  | N/A     | $748020.00         | $38669.69          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-12-20      | 4.0000%  | N/A     | $2468700.00        | $271892.29         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-05-20      | 4.5000%  | N/A     | $5870500.00        | $89621.52          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-05-20      | 4.5000%  | N/A     | $575166.00         | $20797.02          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2026-11-15      | 3.5000%  | N/A     | $2150000.00        | $19530.50          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2037-12-20      | 5.0000%  | N/A     | $1585663.00        | $14061.47          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-03-20      | 4.0000%  | N/A     | $823562.00         | $75907.18          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-12-20      | 4.0000%  | N/A     | $1232385.00        | $144360.49         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-12-20      | 5.0000%  | N/A     | $1168133.00        | $153572.50         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-09-20      | 5.0000%  | N/A     | $557000.00         | $22943.61          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-10-20      | 2.5000%  | N/A     | $3116154.00        | $1928237.67        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-10-20      | 4.0000%  | N/A     | $325000.00         | $18530.83          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-07-20      | 3.5000%  | N/A     | $333800.00         | $56798.85          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2050-02-15      | 4.5000%  | N/A     | $1925753.00        | $113411.60         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-12-20      | 3.5000%  | N/A     | $1139500.00        | $139417.61         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-12-20      | 2.5000%  | N/A     | $100000.00         | $52780.50          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-07-20      | 6.0000%  | N/A     | $24603855.00       | $20997144.38       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-05-15      | 4.5000%  | N/A     | $1342000.00        | $16990.96          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-03-15      | 6.5000%  | N/A     | $3347532.00        | $13463.82          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-11-20      | 3.5000%  | N/A     | $3899300.00        | $332772.92         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2035-04-15      | 5.8600%  | N/A     | $630544.00         | $83489.92          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-09-15      | 4.0000%  | N/A     | $3093190.00        | $143711.15         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-10-20      | 3.0000%  | N/A     | $457982.00         | $60687.24          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2048-04-15      | 4.0000%  | N/A     | $468800.00         | $44249.97          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2032-03-20      | 7.5000%  | N/A     | $629400.00         | $90094.83          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-01-20      | 4.0000%  | N/A     | $381000.00         | $32714.57          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-09-20      | 4.5000%  | N/A     | $15443600.00       | $14472324.97       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2030-02-01      | 3.5000%  | N/A     | $866400.00         | $44725.88          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2042-11-15      | 3.5000%  | N/A     | $6233957.00        | $431298.29         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-09-20      | 4.0000%  | N/A     | $1080000.00        | $53995.54          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2049-07-15      | 4.0000%  | N/A     | $710240.00         | $57884.34          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2036-04-20      | 5.0000%  | N/A     | $3110000.00        | $40553.79          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-11-20      | 3.5000%  | N/A     | $601000.00         | $76769.20          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-10-20      | 4.5000%  | N/A     | $2391900.00        | $159462.18         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2063-07-20      | 3.0000%  | N/A     | $404562.00         | $341442.46         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-05-20      | 4.0000%  | N/A     | $4143600.00        | $365128.99         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-12-20      | 3.5000%  | N/A     | $2392900.00        | $228358.94         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2028-11-20      | 4.0000%  | N/A     | $3910700.00        | $145174.11         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-12-20      | 4.0000%  | N/A     | $626893.00         | $82221.24          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2030-08-15      | 5.5000%  | N/A     | $1090048.00        | $95836.63          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-09-20      | 3.5000%  | N/A     | $3574000.00        | $422592.35         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-08-20      | 4.5000%  | N/A     | $26722141.00       | $336338.86         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-05-20      | 4.0000%  | N/A     | $2011012.00        | $160886.11         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-05-20      | 3.5000%  | N/A     | $3174502.00        | $125786.21         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-07-15      | 3.7500%  | N/A     | $672800.00         | $51296.16          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-09-20      | 3.5000%  | N/A     | $16513134.00       | $1093958.59        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2035-06-15      | 6.0000%  | N/A     | $1700000.00        | $24913.98          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-12-15      | 5.0000%  | N/A     | $7000000.00        | $237040.64         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-09-20      | 5.0000%  | N/A     | $1500000.00        | $118915.82         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2037-05-20      | 5.0000%  | N/A     | $928386.00         | $12503.07          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-07-15      | 6.5000%  | N/A     | $995000.00         | $17159.67          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-02-20      | 4.5000%  | N/A     | $490000.00         | $20155.61          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2034-01-15      | 6.0000%  | N/A     | $5100600.00        | $32013.51          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-12-20      | 5.5000%  | N/A     | $1002100.00        | $77864.29          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-03-15      | 4.5000%  | N/A     | $1305000.00        | $49819.69          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-07-20      | 4.0000%  | N/A     | $28008.00          | $21155.13          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-11-15      | 4.5000%  | N/A     | $718800.00         | $14421.72          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-07-20      | 3.5000%  | N/A     | $706000.00         | $79050.99          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-08-15      | 6.5000%  | N/A     | $825100.00         | $11608.16          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-07-15      | 4.0000%  | N/A     | $3087300.00        | $21362.39          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2028-12-20      | 3.5000%  | N/A     | $2500000.00        | $93299.13          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-10-20      | 3.5000%  | N/A     | $450000.00         | $33811.90          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-05-20      | 4.5000%  | N/A     | $398600.00         | $39143.35          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-09-20      | 4.5000%  | N/A     | $542200.00         | $16629.97          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-06-20      | 3.5000%  | N/A     | $488200.00         | $34080.33          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2062-10-20      | 5.5000%  | N/A     | $10900.00          | $10704.05          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2050-02-15      | 3.0000%  | N/A     | $1832800.00        | $344417.07         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-09-20      | 5.0000%  | N/A     | $4279762.00        | $430288.69         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-12-20      | 6.5000%  | N/A     | $1126060.00        | $49462.41          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-06-20      | 4.0000%  | N/A     | $1425200.00        | $83412.06          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-12-15      | 6.5000%  | N/A     | $2696800.00        | $12298.60          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-07-20      | 5.0000%  | N/A     | $740623.00         | $37977.61          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2028-08-20      | 3.5000%  | N/A     | $1053100.00        | $34499.24          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-01-15      | 3.5000%  | N/A     | $650000.00         | $10767.72          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-05-20      | 4.5000%  | N/A     | $763532.00         | $53349.71          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2030-07-20      | 5.0000%  | N/A     | $2000000.00        | $65206.99          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.0000%  | N/A     | $16679200.00       | $17005000.37       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-06-15      | 2.5000%  | N/A     | $1137819.00        | $24618.40          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-08-20      | 4.5000%  | N/A     | $1909400.00        | $172034.79         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-11-20      | 4.5000%  | N/A     | $5000000.00        | $128654.25         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2027-11-20      | 3.0000%  | N/A     | $475000.00         | $12126.45          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-02-20      | 3.0000%  | N/A     | $1002000.00        | $675730.92         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-05-20      | 3.5000%  | N/A     | $282100.00         | $20666.82          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-03-15      | 7.0000%  | N/A     | $1008678.00        | $16904.68          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-02-20      | 4.5000%  | N/A     | $6174407.00        | $463810.66         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-03-15      | 6.5000%  | N/A     | $1007968.00        | $20443.37          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-09-20      | 4.0000%  | N/A     | $80507653.00       | $5431857.84        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-02-20      | 4.5000%  | N/A     | $1113672.00        | $49718.33          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-01-20      | 5.5000%  | N/A     | $1049900.00        | $97317.81          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-10-20      | 4.5000%  | N/A     | $504471.00         | $12710.32          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-11-15      | 4.0000%  | N/A     | $1029405.00        | $73286.82          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-06-20      | 4.5000%  | N/A     | $5344860.00        | $201172.71         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2034-11-15      | 5.8600%  | N/A     | $1357768.00        | $61771.21          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2027-01-20      | 3.5000%  | N/A     | $9355155.00        | $83761.02          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-05-15      | 4.0000%  | N/A     | $879420.00         | $91161.37          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-01-20      | 4.5000%  | N/A     | $10000000.00       | $225736.35         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-04-20      | 5.0000%  | N/A     | $3340800.00        | $256982.78         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2026-08-20      | 3.5000%  | N/A     | $1832015.00        | $10127.43          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-09-20      | 3.5000%  | N/A     | $1583614.00        | $123939.30         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-01-20      | 3.5000%  | N/A     | $1678200.00        | $169682.88         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-05-20      | 6.0000%  | N/A     | $1145400.00        | $987016.90         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-04-15      | 7.0000%  | N/A     | $1009396.00        | $14369.44          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2032-05-20      | 3.5000%  | N/A     | $200000.00         | $21429.19          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-09-20      | 6.0000%  | N/A     | $25000000.00       | $22668590.10       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-11-20      | 4.0000%  | N/A     | $1571700.00        | $154246.32         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-09-20      | 4.0000%  | N/A     | $519000.00         | $288968.16         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-03-15      | 6.0000%  | N/A     | $7551505.00        | $53402.48          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2034-11-15      | 5.2500%  | N/A     | $981449.00         | $41454.63          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-05-20      | 4.5000%  | N/A     | $744322.00         | $530939.82         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-11-15      | 4.9300%  | N/A     | $8416000.00        | $8317653.98        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2026-04-20      | 3.5000%  | N/A     | $3509596.00        | $16119.96          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-10-20      | 4.5000%  | N/A     | $732600.00         | $19172.96          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-09-15      | 7.0000%  | N/A     | $943417.00         | $18697.44          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-03-20      | 5.0000%  | N/A     | $250400.00         | $22874.57          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-06-20      | 3.5000%  | N/A     | $450257.00         | $80730.49          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-10-15      | 4.7500%  | N/A     | $2033389.00        | $20504.55          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-06-15      | 2.5000%  | N/A     | $1000000.00        | $18616.67          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-04-15      | 7.0000%  | N/A     | $1009219.00        | $13275.91          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-04-20      | 2.5000%  | N/A     | $524000.00         | $343908.68         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-11-20      | 5.0000%  | N/A     | $3737219.00        | $141287.11         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-08-20      | 5.0000%  | N/A     | $743750.00         | $19302.14          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 5.5000%  | N/A     | $1110100.00        | $1113744.28        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-11-20      | 4.5000%  | N/A     | $3000000.00        | $35574.61          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2030-12-15      | 3.5000%  | N/A     | $490000.00         | $13994.36          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2027-11-20      | 2.5000%  | N/A     | $4100000.00        | $120477.48         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-03-20      | 5.0000%  | N/A     | $4086044.00        | $3980233.79        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-04-20      | 4.5000%  | N/A     | $611100.00         | $49406.04          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-11-20      | 5.0000%  | N/A     | $1425716.00        | $106258.59         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-04-20      | 4.5000%  | N/A     | $2539597.00        | $41961.11          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-09-20      | 3.5000%  | N/A     | $4086024.00        | $501471.89         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2026-02-20      | 3.5000%  | N/A     | $5061107.00        | $15059.46          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-06-20      | 5.0000%  | N/A     | $1159500.00        | $90584.32          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-10-20      | 5.0000%  | N/A     | $592409.00         | $49223.88          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-10-20      | 5.0000%  | N/A     | $13886646.00       | $982912.98         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2026-06-20      | 4.5000%  | N/A     | $6787299.00        | $26021.05          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-04-20      | 5.5000%  | N/A     | $2000000.00        | $1814725.03        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2033-09-15      | 4.7500%  | N/A     | $890700.00         | $76108.15          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2042-10-15      | 3.0000%  | N/A     | $1074205.00        | $119565.76         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-10-20      | 4.0000%  | N/A     | $116000.00         | $14153.94          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2052-06-15      | 4.5000%  | N/A     | $1000.00           | $741.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-10-15      | 7.5000%  | N/A     | $728816.00         | $10071.92          | Agency Mortgage-Backed Securities  |

### Security 156: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B63F1, C.4 - ISIN: US3130B63F11, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $295097645.10
- **C.18.a - Value (excl. sponsor support):** $295097645.10
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 157: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QP5, C.4 - ISIN: US912797QP55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $703015673.62
- **C.18.a - Value (excl. sponsor support):** $703015673.62
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **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:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 158: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B56P8, C.4 - ISIN: US3130B56P83, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1164996807.90
- **C.18.a - Value (excl. sponsor support):** $1164996807.90
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-19
- **C.13 - Final Legal Maturity Date:** 2025-09-19
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 159: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B55U8, C.4 - ISIN: US3130B55U87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199997064.00
- **C.18.a - Value (excl. sponsor support):** $199997064.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 160: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHZ7, C.4 - ISIN: US3133ERHZ74, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $95349876.21
- **C.18.a - Value (excl. sponsor support):** $95349876.21
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 161: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYDM7EJ96
- **C.18 - Value (incl. sponsor support):** $345000000.00
- **C.18.a - Value (excl. sponsor support):** $345000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FHLMC_5426B                                                      | 2054-06-25      | 19.4328% | N/A     | $1884279.00        | $1820698.30        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_20-74                                            | 2050-10-25      | 2.5000%  | N/A     | $200011.00         | $23379.32          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-05-01      | 6.0000%  | N/A     | $23413826.00       | $23800302.33       | Agency Mortgage-Backed Securities         |
| FREDDIE MAC GOLD                                                 | 2028-10-01      | 3.5000%  | N/A     | $1002.00           | $85.52             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $1009.41           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-03-01      | 5.0000%  | N/A     | $1000.00           | $818.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $1018.58           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2030-03-01      | 4.0000%  | N/A     | $1000.00           | $31.72             | Agency Mortgage-Backed Securities         |
| GNMA_23-H23E                                                     | 2073-09-20      | 0.7381%  | N/A     | $16736479.00       | $999462.09         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-09-01      | 2.5000%  | N/A     | $1000.00           | $610.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2048-09-01      | 3.0000%  | N/A     | $1000.00           | $259.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-04-01      | 5.0000%  | N/A     | $1002.00           | $972.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $1003.79           | Agency Mortgage-Backed Securities         |
| GNMA_24-64L                                                      | 2054-04-20      | 1.6717%  | N/A     | $30051484.00       | $1381974.70        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-08-01      | 3.0000%  | N/A     | $1000.00           | $758.38            | Agency Mortgage-Backed Securities         |
| FHLMC_5344C                                                      | 2053-10-25      | 0.0000%  | N/A     | $3456448.00        | $2160625.93        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-01-01      | 6.0000%  | N/A     | $6999.00           | $6746.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-07-01      | 4.0000%  | N/A     | $1000.00           | $752.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-05-01      | 6.0000%  | N/A     | $1024.00           | $1046.99           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $998.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-09-01      | 2.5000%  | N/A     | $1000.00           | $695.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2042-04-01      | 3.5000%  | N/A     | $1004.00           | $86.59             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-07-01      | 3.0000%  | N/A     | $5297296.00        | $4302533.47        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2043-11-01      | 5.0000%  | N/A     | $1000.00           | $199.57            | Agency Mortgage-Backed Securities         |
| GNMA_15-117D                                                     | 2039-11-16      | 3.5000%  | N/A     | $53546982.00       | $25442.24          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2034-01-01      | 4.1000%  | N/A     | $1000.00           | $962.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2050-06-01      | 3.0000%  | N/A     | $7000.00           | $2684.75           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-10-01      | 6.0000%  | N/A     | $7000.00           | $5968.43           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-01-01      | 3.0000%  | N/A     | $1000.00           | $712.05            | Agency Mortgage-Backed Securities         |
| GNMA_15-82                                                       | 2045-06-20      | 7.0000%  | N/A     | $13999900.00       | $149570.51         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2051-10-01      | 3.0000%  | N/A     | $7001.00           | $4461.56           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2043-07-01      | 4.0000%  | N/A     | $7000.00           | $1126.43           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-09-01      | 6.5000%  | N/A     | $1000.00           | $720.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-06-01      | 5.5000%  | N/A     | $1000.00           | $842.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2051-01-01      | 2.5000%  | N/A     | $1000.00           | $536.08            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2045-07-01      | 3.0000%  | N/A     | $1000.00           | $213.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2033-07-01      | 4.2500%  | N/A     | $1000.00           | $974.08            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2045-01-01      | 3.5000%  | N/A     | $1000.00           | $886.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-12-01      | 6.5000%  | N/A     | $1000.00           | $1041.20           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-02-01      | 3.0000%  | N/A     | $1000.00           | $770.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2050-09-01      | 2.5000%  | N/A     | $1000.00           | $457.19            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2050-02-20      | 6.5000%  | N/A     | $163928.00         | $40275.05          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-08-01      | 3.0000%  | N/A     | $1000.00           | $741.18            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-06-01      | 6.0000%  | N/A     | $1003.00           | $1028.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-09-01      | 2.5000%  | N/A     | $1000.00           | $637.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-08-01      | 2.5000%  | N/A     | $7000.00           | $4184.15           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2048-11-01      | 4.0000%  | N/A     | $2000.00           | $146.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-05-01      | 4.0000%  | N/A     | $1000.00           | $789.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2050-11-01      | 3.0000%  | N/A     | $1000.00           | $309.10            | Agency Mortgage-Backed Securities         |
| GNMA_25-64E                                                      | 2055-04-20      | 1.5481%  | N/A     | $50000000.00       | $2705999.33        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2042-10-01      | 6.7070%  | N/A     | $1815.00           | $85.88             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $1005.37           | Agency Mortgage-Backed Securities         |
| FREDDIE MAC FHLMC_5059                                           | 2051-01-25      | 2.5000%  | N/A     | $2599946.00        | $332490.37         | Agency Collateralized Mortgage Obligation |
| FNMA_21-33                                                       | 2047-05-25      | 2.5000%  | N/A     | $10800001.00       | $1131372.88        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $1004.10           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-06-01      | 6.5000%  | N/A     | $1739159.00        | $1651449.45        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-12-01      | 6.0000%  | N/A     | $1000.00           | $964.98            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2045-12-20      | 6.0000%  | N/A     | $160000.00         | $17111.41          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-04-01      | 6.0000%  | N/A     | $735549.00         | $711842.89         | Agency Mortgage-Backed Securities         |
| FNMA_22-86                                                       | 2050-05-25      | 2.5000%  | N/A     | $293333.00         | $35526.41          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $663.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2034-05-01      | 6.0000%  | N/A     | $3792.00           | $36.71             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-03-01      | 3.5000%  | N/A     | $1000.00           | $731.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2049-08-01      | 4.5000%  | N/A     | $1000.00           | $323.56            | Agency Mortgage-Backed Securities         |
| FNMA_21-42G                                                      | 2046-02-25      | 2.1294%  | N/A     | $2197474.00        | $57678.15          | Agency Collateralized Mortgage Obligation |
| FHLMC_5330B                                                      | 2053-08-25      | 0.0000%  | N/A     | $7613223.00        | $4451530.31        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $1002.72           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2050-03-20      | 3.0000%  | N/A     | $76043074.00       | $12343269.11       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-03-01      | 2.5000%  | N/A     | $1000.00           | $604.54            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $664.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1022.96           | Agency Mortgage-Backed Securities         |
| GNMA_25-48B                                                      | 2055-03-20      | 1.7582%  | N/A     | $341793.00         | $22554.97          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2034-06-01      | 5.2500%  | N/A     | $1000.00           | $1040.04           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-11-01      | 6.5000%  | N/A     | $1000.00           | $1039.49           | Agency Mortgage-Backed Securities         |
| FNMA_21-54F                                                      | 2049-05-25      | 2.5000%  | N/A     | $2056400.00        | $185917.31         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-07-01      | 6.0000%  | N/A     | $1000.00           | $784.30            | Agency Mortgage-Backed Securities         |
| FNMA_19-65                                                       | 2059-11-25      | 1.7991%  | N/A     | $32066176.00       | $406204.31         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-08-01      | 3.5000%  | N/A     | $1000.00           | $777.79            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-01-01      | 4.5000%  | N/A     | $1001.00           | $951.43            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2044-09-01      | 5.0000%  | N/A     | $1000.00           | $82.17             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2050-06-01      | 5.0000%  | N/A     | $7000.00           | $1735.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2047-02-01      | 4.0000%  | N/A     | $7000.00           | $1650.41           | Agency Mortgage-Backed Securities         |
| FNMA_24-94B                                                      | 2054-08-25      | 0.0000%  | N/A     | $9863480.00        | $6711998.19        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-10-01      | 2.5000%  | N/A     | $1000.00           | $632.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-03-01      | 3.5000%  | N/A     | $1000.00           | $681.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2050-10-01      | 3.0000%  | N/A     | $1000.00           | $369.23            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2037-05-01      | 2.5000%  | N/A     | $880951.00         | $576994.97         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-08-01      | 5.5000%  | N/A     | $1000.00           | $989.17            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2049-07-01      | 4.0000%  | N/A     | $7000.00           | $2033.32           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-06-01      | 3.0000%  | N/A     | $922988.00         | $556564.54         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2037-07-01      | 3.5000%  | N/A     | $1000.00           | $679.29            | Agency Mortgage-Backed Securities         |
| FNMA_11-41                                                       | 2041-05-25      | 2.1604%  | N/A     | $31387088.00       | $95531.21          | Agency Collateralized Mortgage Obligation |
| FHLMC_5069E                                                      | 2051-02-25      | 3.0000%  | N/A     | $1723550.00        | $161131.57         | Agency Collateralized Mortgage Obligation |
| GNMA_20-65F                                                      | 2046-04-20      | 0.1851%  | N/A     | $78776162.00       | $674450.31         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5010                                           | 2050-09-25      | 2.5000%  | N/A     | $1400190.00        | $126540.92         | Agency Collateralized Mortgage Obligation |
| FHLMC_5530B                                                      | 2055-04-25      | 1.0448%  | N/A     | $100097.00         | $5609.67           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-02-01      | 2.0000%  | N/A     | $1000.00           | $621.69            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $1001.42           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2046-11-01      | 3.5000%  | N/A     | $1000.00           | $311.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2033-08-01      | 6.0390%  | N/A     | $1158.00           | $16.60             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-01-01      | 6.0000%  | N/A     | $739710.00         | $755548.55         | Agency Mortgage-Backed Securities         |
| FHLMC_5355A                                                      | 2053-11-25      | 0.0000%  | N/A     | $8546000.00        | $4927304.14        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2047-06-01      | 4.0000%  | N/A     | $1000.00           | $92.97             | Agency Mortgage-Backed Securities         |
| GNMA_23-18H                                                      | 2053-02-20      | 1.3982%  | N/A     | $47786580.00       | $1066144.98        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2049-01-01      | 5.0000%  | N/A     | $1000.00           | $91.56             | Agency Mortgage-Backed Securities         |
| FHLMC_5050J                                                      | 2050-12-25      | 2.0000%  | N/A     | $2500000.00        | $227578.30         | Agency Collateralized Mortgage Obligation |
| GNMA_21-193E                                                     | 2050-02-20      | 3.0000%  | N/A     | $6786400.00        | $480296.97         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2044-09-01      | 3.5000%  | N/A     | $1000.00           | $160.42            | Agency Mortgage-Backed Securities         |
| GNMA_23-22D                                                      | 2053-02-20      | 5.1018%  | N/A     | $1000.00           | $442.84            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-09-01      | 6.0000%  | N/A     | $7000.00           | $6053.46           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2043-07-01      | 3.5000%  | N/A     | $1000.00           | $251.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2048-12-01      | 4.5000%  | N/A     | $7000.00           | $1370.74           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-01-01      | 2.5000%  | N/A     | $89000.00          | $45906.96          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2033-02-01      | 6.0380%  | N/A     | $1000.00           | $23.52             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2050-10-01      | 3.0000%  | N/A     | $6007.00           | $1984.67           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-02-01      | 3.0000%  | N/A     | $1000.00           | $650.86            | Agency Mortgage-Backed Securities         |
| FNMA_20-57                                                       | 2050-08-25      | 2.5000%  | N/A     | $4099999.00        | $523826.90         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC GOLD                                                 | 2036-10-01      | 5.5000%  | N/A     | $13766.00          | $506.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2050-06-01      | 2.5000%  | N/A     | $1116.00           | $525.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-04-01      | 5.5000%  | N/A     | $8000.00           | $8053.22           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2033-04-01      | 4.6800%  | N/A     | $1000.00           | $1009.22           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-01-01      | 6.0000%  | N/A     | $1000.00           | $1006.67           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-12-01      | 5.5000%  | N/A     | $7000.00           | $6031.13           | Agency Mortgage-Backed Securities         |
| GNMA_24-64K                                                      | 2054-04-20      | 0.8982%  | N/A     | $14755154.00       | $696158.74         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2053-03-20      | 5.5000%  | N/A     | $1024.00           | $777.97            | Agency Mortgage-Backed Securities         |
| GNMA_23-151F                                                     | 2053-10-20      | 2.6982%  | N/A     | $8152352.00        | $589197.55         | Agency Collateralized Mortgage Obligation |
| GNMA_24-157C                                                     | 2053-06-20      | 0.0000%  | N/A     | $46906249.00       | $31853422.91       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2033-08-01      | 5.5000%  | N/A     | $7009.00           | $117.32            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-02-01      | 6.0000%  | N/A     | $1000.00           | $886.23            | Agency Mortgage-Backed Securities         |
| FHLMC_4454D                                                      | 2045-03-15      | 3.0000%  | N/A     | $1100.00           | $649.36            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-09-01      | 3.0000%  | N/A     | $1000.00           | $740.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2049-08-01      | 5.0000%  | N/A     | $7001.00           | $1144.80           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-02-01      | 7.0000%  | N/A     | $6888085.00        | $7335451.58        | Agency Mortgage-Backed Securities         |
| GNMA_21-76C                                                      | 2050-08-20      | 3.0000%  | N/A     | $19581008.00       | $1536846.61        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2029-10-01      | 2.4100%  | N/A     | $1000.00           | $932.36            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-06-01      | 5.0000%  | N/A     | $1000.00           | $761.12            | Agency Mortgage-Backed Securities         |
| FANNIEMAE-ACES FNMA_20-M21                                       | 2058-01-25      | 1.9318%  | N/A     | $13625239.00       | $1436230.46        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2028-12-01      | 1.5800%  | N/A     | $1000.00           | $918.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-04-01      | 5.0000%  | N/A     | $1000.00           | $982.62            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2028-11-01      | 1.5800%  | N/A     | $1000.00           | $856.50            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-04-01      | 3.0000%  | N/A     | $1000.00           | $690.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-05-01      | 7.5000%  | N/A     | $1015.00           | $1062.00           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $998.62            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-10-01      | 5.5000%  | N/A     | $1000.00           | $784.96            | Agency Mortgage-Backed Securities         |
| FHLMC_5064B                                                      | 2033-09-25      | 3.0000%  | N/A     | $29295347.00       | $795403.77         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-06-01      | 2.5900%  | N/A     | $1000.00           | $693.61            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2035-10-20      | 4.7500%  | N/A     | $45516.00          | $1072.52           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2047-12-01      | 3.0000%  | N/A     | $1000.00           | $150.28            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-10-01      | 5.5000%  | N/A     | $1094373.00        | $1085290.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-08-01      | 3.5000%  | N/A     | $1000.00           | $765.67            | Agency Mortgage-Backed Securities         |
| FHLMC_41-65                                                      | 2042-12-15      | 2.0000%  | N/A     | $1196.00           | $99.97             | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2036-02-01      | 6.0000%  | N/A     | $1051.00           | $4.08              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2051-09-01      | 2.5000%  | N/A     | $1000.00           | $662.41            | Agency Mortgage-Backed Securities         |
| GNMA_20-148E                                                     | 2050-10-20      | 2.5000%  | N/A     | $100000.00         | $8555.71           | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5085                                           | 2051-03-25      | 2.0000%  | N/A     | $1500710.00        | $142485.03         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2053-05-20      | 5.5000%  | N/A     | $14606528.00       | $11788128.02       | Agency Mortgage-Backed Securities         |
| GNMA_25-5K                                                       | 2055-01-20      | 0.8481%  | N/A     | $50000000.00       | $3148649.50        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2028-08-01      | 3.6500%  | N/A     | $1000.00           | $989.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2048-08-01      | 4.5000%  | N/A     | $1928.00           | $382.26            | Agency Mortgage-Backed Securities         |
| FNMA_25-19A                                                      | 2055-03-25      | 1.5348%  | N/A     | $220614698.00      | $13576577.55       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-12-01      | 3.5000%  | N/A     | $1000.00           | $655.59            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-10-01      | 4.5000%  | N/A     | $1000.00           | $790.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-11-01      | 2.5000%  | N/A     | $1000.00           | $632.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-03-01      | 5.0000%  | N/A     | $191000.00         | $157353.37         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2047-07-01      | 4.0000%  | N/A     | $2544186.00        | $748032.29         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-02-01      | 2.0000%  | N/A     | $1000.00           | $655.60            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-03-01      | 2.0000%  | N/A     | $1000.00           | $781.39            | Agency Mortgage-Backed Securities         |
| FNMA_21-43C                                                      | 2051-06-25      | 2.5000%  | N/A     | $806646.00         | $94566.28          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2045-11-01      | 4.5000%  | N/A     | $1000.00           | $78.11             | Agency Mortgage-Backed Securities         |
| FREDDIE MAC GOLD                                                 | 2048-10-01      | 4.0000%  | N/A     | $1010.00           | $73.83             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $933.97            | Agency Mortgage-Backed Securities         |
| FNMA_23-54C                                                      | 2053-11-25      | 0.0000%  | N/A     | $5231350.00        | $3048131.59        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2035-09-01      | 6.3000%  | N/A     | $16553.00          | $134.60            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2052-09-20      | 4.0000%  | N/A     | $15351148.00       | $11809624.53       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2040-08-01      | 6.8260%  | N/A     | $1000.00           | $446.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-06-01      | 5.5000%  | N/A     | $90000.00          | $84986.49          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2050-10-01      | 2.5000%  | N/A     | $1000.00           | $406.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-05-01      | 5.5000%  | N/A     | $6000.00           | $6016.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2043-06-01      | 4.0000%  | N/A     | $7000.00           | $893.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2045-08-01      | 3.5000%  | N/A     | $275000.00         | $151071.80         | Agency Mortgage-Backed Securities         |
| GNMA_24-4C                                                       | 2054-01-20      | 2.6481%  | N/A     | $100000000.00      | $5303763.42        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-05-01      | 5.0000%  | N/A     | $1000.00           | $741.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2046-03-01      | 4.0000%  | N/A     | $1006.00           | $317.50            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2050-02-20      | 3.0000%  | N/A     | $356504.00         | $112631.40         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-08-01      | 3.3590%  | N/A     | $1000.00           | $730.60            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2050-06-20      | 3.0000%  | N/A     | $36763847.00       | $9477847.99        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2050-07-01      | 3.0000%  | N/A     | $1000.00           | $684.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2036-08-01      | 6.0300%  | N/A     | $1000.00           | $21.28             | Agency Mortgage-Backed Securities         |
| FHLMC_5389D                                                      | 2051-10-25      | 2.5000%  | N/A     | $129338.00         | $15638.49          | Agency Collateralized Mortgage Obligation |
| GNMA_22-177H                                                     | 2052-10-20      | 0.0000%  | N/A     | $11773272.00       | $7030450.00        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-06-01      | 6.0000%  | N/A     | $1000.00           | $845.69            | Agency Mortgage-Backed Securities         |
| GNMA_25-95C                                                      | 2055-05-20      | 0.8282%  | N/A     | $100000.00         | $4208.91           | Agency Collateralized Mortgage Obligation |
| GNMA_22-197M                                                     | 2052-11-20      | 0.0000%  | N/A     | $3754644.00        | $2107762.07        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-06-01      | 5.0000%  | N/A     | $8750348.00        | $7275459.87        | Agency Mortgage-Backed Securities         |
| FHLMC_5528B                                                      | 2055-04-25      | 1.6948%  | N/A     | $50558502.00       | $3212821.20        | Agency Collateralized Mortgage Obligation |
| FHLMC_5359B                                                      | 2053-11-25      | 0.0000%  | N/A     | $3571429.00        | $1836297.18        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2038-10-01      | 5.0000%  | N/A     | $1000.00           | $708.15            | Agency Mortgage-Backed Securities         |
| GNMA_24-39K                                                      | 2054-03-20      | 2.0981%  | N/A     | $11959744.00       | $483474.53         | Agency Collateralized Mortgage Obligation |
| FHLMC_5474A                                                      | 2054-11-25      | 2.8948%  | N/A     | $29594802.00       | $3353547.48        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-05-01      | 2.5000%  | N/A     | $1000.00           | $752.48            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2034-02-01      | 4.7600%  | N/A     | $1000.00           | $1015.88           | Agency Mortgage-Backed Securities         |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS_KL06 | 2029-12-25      | 1.4637%  | N/A     | $14300101.00       | $723209.79         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1021.78           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2048-03-01      | 3.5000%  | N/A     | $1000.00           | $164.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2040-06-01      | 5.5000%  | N/A     | $611988.00         | $625800.30         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $742.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $823.21            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $669.99            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5010                | 2050-09-25      | 2.5000%  | N/A     | $100007.00         | $12121.10          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2046-01-01      | 3.5000%  | N/A     | $88000.00          | $10611.64          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-07-01      | 6.5000%  | N/A     | $7000.00           | $6488.59           | Agency Mortgage-Backed Securities         |
| GNMA_24-97A                                                      | 2054-06-20      | 5.5019%  | N/A     | $14327432.00       | $8607896.79        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-11-01      | 5.5000%  | N/A     | $7000.00           | $5687.34           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-22                 | 2051-10-25      | 2.5000%  | N/A     | $6589842.00        | $923421.14         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $1001.22           | Agency Mortgage-Backed Securities         |
| GNMA_24-172A                                                     | 2054-10-20      | 1.1982%  | N/A     | $5780479.00        | $309204.15         | Agency Collateralized Mortgage Obligation |
| GNMA_25-4E                                                       | 2055-01-20      | 0.0844%  | N/A     | $53445523.00       | $15295.33          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-03-01      | 6.5000%  | N/A     | $1049.00           | $1107.39           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2033-06-01      | 4.6640%  | N/A     | $1000.00           | $12.86             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-04-01      | 6.0000%  | N/A     | $1000.00           | $894.48            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2042-10-01      | 4.0000%  | N/A     | $7005.00           | $1244.74           | Agency Mortgage-Backed Securities         |
| GNMA_24-186C                                                     | 2054-11-20      | 0.0000%  | N/A     | $1000.00           | $630.46            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $827.91            | Agency Mortgage-Backed Securities         |
| FNMA_21-49A                                                      | 2048-10-25      | 2.5000%  | N/A     | $400009.00         | $39474.23          | Agency Collateralized Mortgage Obligation |
| GNMA_23-53H                                                      | 2053-04-20      | 5.2019%  | N/A     | $49647500.00       | $24826744.70       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $702.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-05-01      | 6.0000%  | N/A     | $1463.00           | $1495.44           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-10-01      | 6.5000%  | N/A     | $1000.00           | $796.97            | Agency Mortgage-Backed Securities         |
| FNMA_21-46A                                                      | 2048-12-25      | 2.5000%  | N/A     | $14048632.00       | $1626999.51        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $638.73            | Agency Mortgage-Backed Securities         |
| GNMA_24-157D                                                     | 2053-08-20      | 0.0000%  | N/A     | $573517.00         | $360084.16         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | 2067-05-15      | 5.9500%  | N/A     | $929583.00         | $989173.97         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2046-08-20      | 4.0000%  | N/A     | $1000.00           | $100.92            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2049-09-01      | 3.0000%  | N/A     | $1000.00           | $186.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2036-12-01      | 2.0000%  | N/A     | $1002.00           | $598.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2051-03-01      | 2.0000%  | N/A     | $1005.00           | $568.98            | Agency Mortgage-Backed Securities         |
| FNMA_23-2                                                        | 2051-04-25      | 2.5000%  | N/A     | $5150000.00        | $709493.07         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2055-03-20      | 6.5000%  | N/A     | $39436.00          | $41093.68          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-07-01      | 2.0000%  | N/A     | $1000.00           | $631.90            | Agency Mortgage-Backed Securities         |
| FNMA_23-58G                                                      | 2053-12-25      | 18.1328% | N/A     | $2805717.00        | $3736794.63        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-02-01      | 6.5000%  | N/A     | $1000.00           | $1038.55           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-10-01      | 2.0000%  | N/A     | $1000.00           | $682.23            | Agency Mortgage-Backed Securities         |
| GNMA_24-H20E                                                     | 2074-11-20      | 0.8548%  | N/A     | $6465800.00        | $449636.34         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2046-10-01      | 2.5000%  | N/A     | $1000.00           | $199.94            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2053-07-20      | 6.0000%  | N/A     | $1581265.00        | $1097501.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-05-01      | 6.5000%  | N/A     | $1000.00           | $1006.30           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2051-11-01      | 2.0000%  | N/A     | $1000.00           | $600.45            | Agency Mortgage-Backed Securities         |
| FNMA_23-49E                                                      | 2061-09-25      | 5.5000%  | N/A     | $30542464.00       | $4751761.67        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2048-01-01      | 3.5000%  | N/A     | $1000.00           | $245.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-03-01      | 5.0000%  | N/A     | $1010.00           | $850.93            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2053-06-20      | 5.5000%  | N/A     | $15804512.00       | $12818044.61       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2041-05-01      | 6.0000%  | N/A     | $7000.00           | $841.02            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2047-02-01      | 3.0000%  | N/A     | $7002.00           | $1612.26           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-05-01      | 2.0000%  | N/A     | $236361.00         | $127120.44         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2046-08-01      | 3.0000%  | N/A     | $1000.00           | $157.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2036-01-01      | 3.9100%  | N/A     | $1000.00           | $650.30            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1025.50           | Agency Mortgage-Backed Securities         |
| GNMA_23-24C                                                      | 2053-02-20      | 1.9482%  | N/A     | $719854.00         | $38703.67          | Agency Collateralized Mortgage Obligation |
| GNMA_24-59D                                                      | 2054-04-20      | 1.1482%  | N/A     | $114773.00         | $4935.84           | Agency Collateralized Mortgage Obligation |
| GNMA_25-45A                                                      | 2055-03-20      | 1.6281%  | N/A     | $100000000.00      | $6702055.89        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2049-05-20      | 5.5000%  | N/A     | $478000.00         | $42493.72          | Agency Mortgage-Backed Securities         |
| FHLMC_5355A                                                      | 2053-11-25      | 0.0000%  | N/A     | $10909500.00       | $5947482.80        | Agency Collateralized Mortgage Obligation |
| FNMA_24-75C                                                      | 2054-10-25      | 1.7448%  | N/A     | $2585390.00        | $187621.59         | Agency Collateralized Mortgage Obligation |
| FNMA_07-30                                                       | 2037-04-25      | 2.3203%  | N/A     | $48672317.00       | $435454.88         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2035-10-01      | 5.5130%  | N/A     | $1000.00           | $8.12              | Agency Mortgage-Backed Securities         |
| FNMA_20-97A                                                      | 2051-01-25      | 2.0000%  | N/A     | $200001.00         | $22133.65          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-05-01      | 6.0000%  | N/A     | $2166533.00        | $2169184.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-06-01      | 5.0000%  | N/A     | $61296.00          | $61142.93          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $846.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2043-05-01      | 3.0000%  | N/A     | $1000.00           | $181.46            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $1006.71           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-06-01      | 4.0000%  | N/A     | $1000.00           | $739.69            | Agency Mortgage-Backed Securities         |
| FHLMC_5069                                                       | 2051-02-25      | 2.5000%  | N/A     | $100000.00         | $10188.74          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-04-01      | 5.0000%  | N/A     | $9218.00           | $7636.81           | Agency Mortgage-Backed Securities         |
| GNMA_23-1A                                                       | 2053-01-20      | 2.8481%  | N/A     | $20937735.00       | $1956680.19        | Agency Collateralized Mortgage Obligation |
| GNMA_25-63J                                                      | 2055-04-20      | 0.8781%  | N/A     | $50000000.00       | $2165740.33        | Agency Collateralized Mortgage Obligation |
| GNMA_23-189A                                                     | 2053-12-20      | 2.7481%  | N/A     | $33181202.00       | $1400222.95        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2038-12-01      | 4.0000%  | N/A     | $1000.00           | $187.50            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $660.56            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2045-08-01      | 4.0000%  | N/A     | $1000.00           | $326.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2049-08-01      | 3.0000%  | N/A     | $1000.00           | $109.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-11-01      | 6.0000%  | N/A     | $1000.00           | $1014.54           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2050-11-01      | 1.5000%  | N/A     | $283955.00         | $155522.04         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2044-06-01      | 6.2150%  | N/A     | $1000.00           | $20.93             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2036-06-01      | 2.0000%  | N/A     | $1000.00           | $555.78            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-10-01      | 3.0000%  | N/A     | $1000.00           | $794.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-03-01      | 2.5000%  | N/A     | $1000.00           | $668.37            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2051-02-20      | 3.0000%  | N/A     | $28000.00          | $10658.74          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-1                  | 2051-02-25      | 2.5000%  | N/A     | $400000.00         | $51567.17          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-06-01      | 3.0000%  | N/A     | $1000.00           | $490.85            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $966.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2049-06-01      | 4.0000%  | N/A     | $1000.00           | $258.47            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-05-01      | 2.5000%  | N/A     | $1000.00           | $746.60            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2048-12-01      | 4.5000%  | N/A     | $2885.00           | $145.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2037-11-01      | 3.5000%  | N/A     | $7000.00           | $2027.27           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-06-01      | 6.0000%  | N/A     | $1000.00           | $854.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2038-03-01      | 6.5000%  | N/A     | $790000.00         | $14083.20          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-04-01      | 6.0000%  | N/A     | $1025.00           | $1050.63           | Agency Mortgage-Backed Securities         |
| FHLMC_5418A                                                      | 2054-06-25      | 0.0000%  | N/A     | $10996718.00       | $6534707.77        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-10-01      | 6.5000%  | N/A     | $1000.00           | $837.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-12-01      | 5.5000%  | N/A     | $1000.00           | $798.66            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2048-04-01      | 4.0000%  | N/A     | $1000.00           | $336.89            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-05-01      | 6.0000%  | N/A     | $890988.00         | $642800.90         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2052-05-20      | 4.0000%  | N/A     | $585823.00         | $432631.11         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-12-01      | 4.5000%  | N/A     | $1004.00           | $948.64            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2052-06-20      | 4.5000%  | N/A     | $340710.00         | $259611.70         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-03-01      | 6.0000%  | N/A     | $1000.00           | $1020.69           | Agency Mortgage-Backed Securities         |
| FHLMC_5344A                                                      | 2053-10-25      | 0.0000%  | N/A     | $199213.00         | $116011.65         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2054-11-20      | 4.5000%  | N/A     | $6321569.00        | $5960369.73        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $1035.75           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-04-01      | 3.0000%  | N/A     | $1000.00           | $630.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-02-01      | 5.0000%  | N/A     | $1000.00           | $966.79            | Agency Mortgage-Backed Securities         |
| FHLMC_5123F                                                      | 2048-08-25      | 2.5000%  | N/A     | $5923232.00        | $594352.26         | Agency Collateralized Mortgage Obligation |
| FNMA_18-53D                                                      | 2048-07-25      | 1.9543%  | N/A     | $12691776.00       | $123276.07         | Agency Collateralized Mortgage Obligation |
| GNMA_22-178C                                                     | 2052-10-20      | 0.0000%  | N/A     | $11927799.00       | $7096182.17        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $678.41            | Agency Mortgage-Backed Securities         |
| FREDDIE MAC GOLD                                                 | 2032-07-01      | 6.5000%  | N/A     | $65518.00          | $962.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-03-01      | 6.0000%  | N/A     | $1000.00           | $1024.98           | Agency Mortgage-Backed Securities         |
| GNMA_23-150D                                                     | 2053-10-20      | 6.0000%  | N/A     | $742404.00         | $761860.43         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2046-01-01      | 3.5000%  | N/A     | $890000.00         | $163383.57         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2029-03-01      | 2.3100%  | N/A     | $1000.00           | $939.76            | Agency Mortgage-Backed Securities         |
| FHLMC_5364A                                                      | 2053-12-25      | 0.0000%  | N/A     | $2069732.00        | $1134244.42        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2035-11-01      | 4.0270%  | N/A     | $1008.00           | $7.17              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2038-04-01      | 5.0000%  | N/A     | $553334.00         | $56399.71          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2047-03-01      | 4.5000%  | N/A     | $7002.00           | $1350.97           | Agency Mortgage-Backed Securities         |
| GNMA_25-4E                                                       | 2055-01-20      | 0.0465%  | N/A     | $190000000.00      | $28714.29          | Agency Collateralized Mortgage Obligation |
| FNMA_21-3                                                        | 2051-02-25      | 2.5000%  | N/A     | $1100000.00        | $120241.67         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2050-01-20      | 3.0000%  | N/A     | $587955.00         | $106945.79         | Agency Mortgage-Backed Securities         |
| GNMA_24-27B                                                      | 2054-02-20      | 5.5000%  | N/A     | $5219944.00        | $943664.68         | Agency Collateralized Mortgage Obligation |
| FNMA_23-27A                                                      | 2050-08-25      | 4.0000%  | N/A     | $11428143.00       | $10784291.22       | Agency Collateralized Mortgage Obligation |
| GNMA_22-51P                                                      | 2052-03-20      | 0.0000%  | N/A     | $28179437.00       | $346727.02         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2049-02-01      | 5.0000%  | N/A     | $1000.00           | $206.16            | Agency Mortgage-Backed Securities         |
| GNMA_16-107F                                                     | 2045-06-20      | 4.0000%  | N/A     | $19735587.00       | $181138.84         | Agency Collateralized Mortgage Obligation |
| GNMA_21-16G                                                      | 2051-01-20      | 2.5000%  | N/A     | $100000.00         | $8715.72           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2053-07-20      | 4.5000%  | N/A     | $8141568.00        | $7060634.91        | Agency Mortgage-Backed Securities         |
| FANNIE MAE FNMA_20-56                                            | 2050-08-25      | 2.5000%  | N/A     | $200004.00         | $23091.18          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $939.28            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-06-01      | 6.0000%  | N/A     | $1024.00           | $875.18            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-01-01      | 5.0000%  | N/A     | $3016.00           | $2910.81           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2055-06-20      | 6.5000%  | N/A     | $1263752.00        | $1328324.82        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-04-01      | 6.0000%  | N/A     | $501536.00         | $513492.92         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $786.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $762.53            | Agency Mortgage-Backed Securities         |
| FHLMC_5537                                                       | 2055-05-25      | 0.5948%  | N/A     | $113686954.00      | $3792180.36        | Agency Collateralized Mortgage Obligation |
| GNMA_18-51B                                                      | 2046-11-20      | 0.1840%  | N/A     | $2029949.00        | $8591.44           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-02-01      | 2.5000%  | N/A     | $38383.00          | $25169.87          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2055-04-20      | 5.5000%  | N/A     | $255514.00         | $255471.15         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-06-01      | 6.5000%  | N/A     | $6343835.00        | $6648466.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-06-01      | 6.5000%  | N/A     | $1000.00           | $1037.68           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2050-09-01      | 2.0000%  | N/A     | $1000.00           | $492.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-02-01      | 2.0000%  | N/A     | $1000.00           | $592.52            | Agency Mortgage-Backed Securities         |
| FREDDIE MAC REMICS FHLMC_5377                                    | 2051-12-25      | 2.5000%  | N/A     | $2138500.00        | $243764.56         | Agency Collateralized Mortgage Obligation |
| FHLMC_4448                                                       | 2040-05-15      | 2.3008%  | N/A     | $113880121.00      | $479747.86         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC GOLD                                                 | 2045-08-01      | 3.5000%  | N/A     | $1000.00           | $99.75             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2047-01-01      | 4.5000%  | N/A     | $1027.00           | $120.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2040-10-01      | 2.0000%  | N/A     | $1000.00           | $542.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-11-01      | 6.0000%  | N/A     | $1000.00           | $777.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2040-03-01      | 3.0000%  | N/A     | $77000.00          | $46682.66          | Agency Mortgage-Backed Securities         |
| GNMA_12-133B                                                     | 2042-10-20      | 0.0000%  | N/A     | $70076029.00       | $43056.28          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2039-09-20      | 5.8750%  | N/A     | $2275.00           | $53.20             | Agency Mortgage-Backed Securities         |
| FHLMC_5483D                                                      | 2054-12-25      | 12.1109% | N/A     | $2280334.00        | $2544183.94        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $675.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2037-06-01      | 5.0000%  | N/A     | $1000.00           | $10.61             | Agency Mortgage-Backed Securities         |
| FHLMC MULTIFAMILY STRUCTURED PAS                                 | 2026-04-25      | 2.8960%  | N/A     | $1174.00           | $43.69             | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-05-01      | 5.5000%  | N/A     | $1000.00           | $933.25            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-195             | 2052-11-20      | 0.0000%  | N/A     | $654740.00         | $354596.57         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2050-07-01      | 2.5000%  | N/A     | $7000.00           | $3490.14           | Agency Mortgage-Backed Securities         |
| FNMA_24-65B                                                      | 2054-09-25      | 0.1000%  | N/A     | $100000.00         | $252.21            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-08-01      | 6.0000%  | N/A     | $1024.00           | $913.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2040-03-01      | 3.0000%  | N/A     | $3640.00           | $2040.52           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-04-01      | 3.5000%  | N/A     | $7000.00           | $5016.07           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-01-01      | 6.0000%  | N/A     | $113301.00         | $115200.38         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-07-01      | 5.0000%  | N/A     | $7000.00           | $6124.68           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-09-01      | 6.0000%  | N/A     | $7000.00           | $5920.14           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2047-04-01      | 6.8580%  | N/A     | $1001.00           | $997.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-08-01      | 5.0000%  | N/A     | $1000.00           | $972.92            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2039-09-01      | 6.5000%  | N/A     | $5478.00           | $336.12            | Agency Mortgage-Backed Securities         |
| FHLMC_5431A                                                      | 2054-07-25      | 9.2690%  | N/A     | $4292495.00        | $4505137.93        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2038-08-01      | 6.3760%  | N/A     | $1017.00           | $24.44             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2032-10-20      | 4.7500%  | N/A     | $25007.00          | $87.32             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2047-12-01      | 4.0000%  | N/A     | $1000.00           | $212.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $1003.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-07-01      | 2.0000%  | N/A     | $1000.00           | $591.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $1023.15           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-03-01      | 3.0000%  | N/A     | $434174.00         | $272706.96         | Agency Mortgage-Backed Securities         |
| FNMA_20-61D                                                      | 2050-09-25      | 4.0000%  | N/A     | $47700145.00       | $3756990.16        | Agency Collateralized Mortgage Obligation |

### Security 162: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B56F0, C.4 - ISIN: US3130B56F02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249996100.00
- **C.18.a - Value (excl. sponsor support):** $249996100.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-20
- **C.13 - Final Legal Maturity Date:** 2025-08-20
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 163: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BRT5BLUX4
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA_15-80                                           | 2043-02-20      | 0.2557%  | N/A     | $67553541.00       | $178739.32         | Agency Collateralized Mortgage Obligation |
| FHLMC_5556                                           | 2055-07-25      | 1.5385%  | N/A     | $51577494.00       | $1815975.15        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-08-20      | 4.5000%  | N/A     | $1000.00           | $771.88            | Agency Mortgage-Backed Securities         |
| FNMA_24-54D                                          | 2046-12-25      | 0.0000%  | N/A     | $110680678.00      | $3291.79           | Agency Collateralized Mortgage Obligation |
| GNMA_23-38G                                          | 2053-03-20      | 1.9982%  | N/A     | $30000000.00       | $1280831.54        | Agency Collateralized Mortgage Obligation |
| FNMA_21-43C                                          | 2051-06-25      | 2.5000%  | N/A     | $1500003.00        | $175851.25         | Agency Collateralized Mortgage Obligation |
| FHLMC_5069                                           | 2051-02-25      | 2.5000%  | N/A     | $100000.00         | $10188.74          | Agency Collateralized Mortgage Obligation |
| FNMA_21-44C                                          | 2051-07-25      | 2.5000%  | N/A     | $1000000.00        | $150022.32         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-03-20      | 6.0000%  | N/A     | $362221.00         | $374234.54         | Agency Mortgage-Backed Securities         |
| GNMA_23-H28D                                         | 2073-12-20      | 0.6562%  | N/A     | $25510540.00       | $1678024.52        | Agency Collateralized Mortgage Obligation |
| GNMA_22-81E                                          | 2052-05-20      | 4.5000%  | N/A     | $1223.00           | $880.61            | Agency Collateralized Mortgage Obligation |
| FNMA_21-42G                                          | 2046-02-25      | 2.1294%  | N/A     | $1479944.00        | $38844.80          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-06-01      | 3.0000%  | N/A     | $1009601.00        | $648460.92         | Agency Mortgage-Backed Securities         |
| GNMA_15-63C                                          | 2040-01-20      | 0.2550%  | N/A     | $41565066.00       | $115027.25         | Agency Collateralized Mortgage Obligation |
| GNMA_14-100A                                         | 2041-04-20      | 0.3557%  | N/A     | $42674465.00       | $153339.70         | Agency Collateralized Mortgage Obligation |
| GNMA_24-44J                                          | 2054-03-20      | 1.0981%  | N/A     | $200087.00         | $11768.29          | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC REMICS FHLMC_5377                        | 2051-12-25      | 2.5000%  | N/A     | $5961500.00        | $679542.86         | Agency Collateralized Mortgage Obligation |
| FHLMC_5330B                                          | 2053-08-25      | 0.0000%  | N/A     | $2098098.00        | $1226779.62        | Agency Collateralized Mortgage Obligation |
| GNMA_23-13A                                          | 2053-01-20      | 1.9482%  | N/A     | $100000.00         | $5288.36           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-08-20      | 6.0000%  | N/A     | $1000.00           | $687.71            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5010    | 2050-09-25      | 2.5000%  | N/A     | $1648152.00        | $199760.25         | Agency Collateralized Mortgage Obligation |
| FNMA_25-50A                                          | 2055-07-25      | 0.0500%  | N/A     | $25000000.00       | $9848.61           | Agency Collateralized Mortgage Obligation |
| GNMA_25-103B                                         | 2055-06-20      | 1.5925%  | N/A     | $200000000.00      | $11587470.56       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-08-20      | 4.0000%  | N/A     | $2048.00           | $206.69            | Agency Mortgage-Backed Securities         |
| GNMA_24-5B                                           | 2054-01-20      | 5.5000%  | N/A     | $2630859.00        | $2641060.30        | Agency Collateralized Mortgage Obligation |
| FHLMC_5344C                                          | 2053-10-25      | 0.0000%  | N/A     | $4235860.00        | $2647836.43        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2047-10-15      | 3.5000%  | N/A     | $293259.00         | $24684.67          | Agency Mortgage-Backed Securities         |
| GNMA_24-28B                                          | 2054-02-20      | 6.5000%  | N/A     | $12941000.00       | $2017515.40        | Agency Collateralized Mortgage Obligation |
| GNMA_25-103D                                         | 2055-06-20      | 0.1468%  | N/A     | $100000000.00      | $2004078.06        | Agency Collateralized Mortgage Obligation |
| GNMA_10-106                                          | 2040-08-20      | 1.5679%  | N/A     | $102857142.00      | $1008905.98        | Agency Collateralized Mortgage Obligation |
| GNMA_21-97D                                          | 2051-06-20      | 3.5000%  | N/A     | $35764301.00       | $2088106.31        | Agency Collateralized Mortgage Obligation |
| GNMA_24-142F                                         | 2054-09-20      | 2.3981%  | N/A     | $25859334.00       | $2055896.08        | Agency Collateralized Mortgage Obligation |
| GNMA_20-116B                                         | 2050-08-20      | 0.0000%  | N/A     | $100062.00         | $1117.06           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-02-20      | 5.5000%  | N/A     | $1000.00           | $1003.33           | Agency Mortgage-Backed Securities         |
| GNMA_11-80                                           | 2041-06-20      | 2.2379%  | N/A     | $150000000.00      | $479891.03         | Agency Collateralized Mortgage Obligation |
| GNMA_16-29H                                          | 2038-11-20      | 0.1261%  | N/A     | $22783027.00       | $82466.06          | Agency Collateralized Mortgage Obligation |
| FNMA_22-3B                                           | 2052-02-25      | 2.2312%  | N/A     | $24793712.00       | $705927.14         | Agency Collateralized Mortgage Obligation |
| GNMA_24-H03J                                         | 2074-02-20      | 0.7907%  | N/A     | $30000000.00       | $2224131.58        | Agency Collateralized Mortgage Obligation |
| FNMA_21-62C                                          | 2047-10-25      | 2.5000%  | N/A     | $6300014.00        | $768833.54         | Agency Collateralized Mortgage Obligation |
| GNMA_22-170D                                         | 2052-09-20      | 5.3018%  | N/A     | $9964210.00        | $6864764.91        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64K                                          | 2054-04-20      | 0.8982%  | N/A     | $67045184.00       | $3163239.83        | Agency Collateralized Mortgage Obligation |
| FNMA_20-50A                                          | 2050-07-25      | 4.5000%  | N/A     | $16531000.00       | $1094362.67        | Agency Collateralized Mortgage Obligation |
| FHLMC_5357D                                          | 2053-11-25      | 0.0000%  | N/A     | $7142858.00        | $3730571.84        | Agency Collateralized Mortgage Obligation |
| GNMA_21-41N                                          | 2050-10-20      | 2.0000%  | N/A     | $100301.00         | $6243.20           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-06-20      | 6.5000%  | N/A     | $2856.00           | $2998.44           | Agency Mortgage-Backed Securities         |
| FNMA_12-14                                           | 2042-03-25      | 2.0804%  | N/A     | $1377957.00        | $12311.79          | Agency Collateralized Mortgage Obligation |
| GNMA_25-26B                                          | 2055-02-20      | 1.6982%  | N/A     | $54715948.00       | $3488275.02        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-12-20      | 6.0000%  | N/A     | $36000.00          | $24405.90          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-06-20      | 4.5000%  | N/A     | $32750.00          | $2941.64           | Agency Mortgage-Backed Securities         |
| FANNIE MAE FNMA_20-56                                | 2050-08-25      | 2.5000%  | N/A     | $2221806.00        | $256515.44         | Agency Collateralized Mortgage Obligation |
| FNMA_24-56C                                          | 2054-08-25      | 2.7948%  | N/A     | $12924751.00       | $1081806.51        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H02C                                         | 2074-01-20      | 0.7291%  | N/A     | $3514100.00        | $233686.65         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_03-5   | 2033-06-20      | 2.2679%  | N/A     | $185157.00         | $8.99              | Agency Collateralized Mortgage Obligation |
| GNMA_24-39K                                          | 2054-03-20      | 2.0981%  | N/A     | $2036749.00        | $82335.90          | Agency Collateralized Mortgage Obligation |
| GNMA_18-92A                                          | 2046-08-20      | 0.3920%  | N/A     | $68850447.00       | $378522.18         | Agency Collateralized Mortgage Obligation |
| FNMA_21-3                                            | 2051-02-25      | 2.5000%  | N/A     | $2799076.00        | $349624.72         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-03-20      | 3.5000%  | N/A     | $1000.00           | $121.72            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-12-20      | 6.0000%  | N/A     | $53000.00          | $32252.25          | Agency Mortgage-Backed Securities         |
| FNMA_23-49E                                          | 2061-09-25      | 5.5000%  | N/A     | $100070.00         | $15568.78          | Agency Collateralized Mortgage Obligation |
| FNMA_17-30H                                          | 2047-05-25      | 2.1051%  | N/A     | $94471584.00       | $716838.58         | Agency Collateralized Mortgage Obligation |
| GNMA_24-126J                                         | 2054-08-20      | 0.9482%  | N/A     | $99900000.00       | $4581328.51        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-08-20      | 6.0000%  | N/A     | $718480.00         | $110152.21         | Agency Mortgage-Backed Securities         |
| GNMA_24-7B                                           | 2054-01-20      | 1.8081%  | N/A     | $50000000.00       | $1936227.46        | Agency Collateralized Mortgage Obligation |
| FNMA_18-53D                                          | 2048-07-25      | 1.9543%  | N/A     | $14683720.00       | $142623.95         | Agency Collateralized Mortgage Obligation |
| FNMA_21-33                                           | 2047-05-25      | 2.5000%  | N/A     | $4400000.00        | $460929.65         | Agency Collateralized Mortgage Obligation |
| GNMA_17-91A                                          | 2038-11-20      | 0.0853%  | N/A     | $36294701.00       | $135677.97         | Agency Collateralized Mortgage Obligation |
| GNMA_13-10                                           | 2043-01-20      | 1.8679%  | N/A     | $83866385.00       | $408654.17         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-05-01      | 6.5000%  | N/A     | $1000.00           | $1045.11           | Agency Mortgage-Backed Securities         |
| FNMA_21-82C                                          | 2051-12-25      | 2.3078%  | N/A     | $21791680.00       | $614598.99         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-10-20      | 4.0000%  | N/A     | $1000.00           | $237.37            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-07-01      | 7.0000%  | N/A     | $1000.00           | $1043.90           | Agency Mortgage-Backed Securities         |
| FREDDIE MAC FHLMC_2084                               | 2028-08-15      | 4.3317%  | N/A     | $619704.00         | $52.89             | Agency Collateralized Mortgage Obligation |
| GNMA_20-76A                                          | 2050-05-20      | 1.6679%  | N/A     | $31245111.00       | $1406535.24        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-12-20      | 5.5000%  | N/A     | $1000.00           | $1003.66           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-07-20      | 4.5000%  | N/A     | $1702531.00        | $1476490.75        | Agency Mortgage-Backed Securities         |
| GNMA_23-48H                                          | 2053-03-20      | 5.3018%  | N/A     | $8330621.00        | $4002398.18        | Agency Collateralized Mortgage Obligation |
| GNMA_24-61G                                          | 2054-04-20      | 5.7500%  | N/A     | $7361800.00        | $7484211.60        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H20E                                         | 2074-11-20      | 0.8548%  | N/A     | $24312853.00       | $1690733.12        | Agency Collateralized Mortgage Obligation |
| GNMA_17-59D                                          | 2042-06-20      | 0.1587%  | N/A     | $23468606.00       | $99830.41          | Agency Collateralized Mortgage Obligation |
| GNMA_24-9B                                           | 2054-01-20      | 1.5481%  | N/A     | $75000000.00       | $3410691.84        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-01-20      | 5.5000%  | N/A     | $835892.00         | $829443.29         | Agency Mortgage-Backed Securities         |
| FNMA_21-34G                                          | 2049-12-25      | 1.5803%  | N/A     | $45340933.00       | $1893986.75        | Agency Collateralized Mortgage Obligation |
| FREDDIEMAC STRIP FHSTR_227                           | 2034-12-01      | 5.0000%  | N/A     | $312891.00         | $456.58            | Agency Collateralized Mortgage Obligation |
| FNMA_18-76A                                          | 2045-06-25      | 1.6804%  | N/A     | $101661.00         | $2860.69           | Agency Collateralized Mortgage Obligation |
| GNMA_23-101A                                         | 2053-07-20      | 5.3219%  | N/A     | $10530977.00       | $9056566.96        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5071                               | 2051-02-25      | 2.5000%  | N/A     | $299990.00         | $29237.40          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2040-08-20      | 5.0000%  | N/A     | $7045611.00        | $1229.34           | Agency Collateralized Mortgage Obligation |
| GNMA_14-8                                            | 2044-01-16      | 0.0738%  | N/A     | $198453000.00      | $385912.76         | Agency Collateralized Mortgage Obligation |
| FHLMC_5355A                                          | 2053-11-25      | 0.0000%  | N/A     | $8321270.00        | $4536469.15        | Agency Collateralized Mortgage Obligation |
| FHLMC_5063F                                          | 2051-01-25      | 2.0000%  | N/A     | $3800000.00        | $390305.61         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-03-20      | 5.0000%  | N/A     | $1918672.00        | $1880594.27        | Agency Mortgage-Backed Securities         |
| GNMA_19-129F                                         | 2046-02-20      | 0.0173%  | N/A     | $73811077.00       | $436323.69         | Agency Collateralized Mortgage Obligation |
| FNMA_25-34A                                          | 2055-05-25      | 1.6448%  | N/A     | $6117504.00        | $462259.25         | Agency Collateralized Mortgage Obligation |
| GNMA_22-159A                                         | 2052-09-20      | 1.6582%  | N/A     | $67810991.00       | $4735594.54        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-04-20      | 6.0000%  | N/A     | $270285.00         | $36674.14          | Agency Mortgage-Backed Securities         |
| GNMA_19-69G                                          | 2044-07-20      | 0.1463%  | N/A     | $39767332.00       | $307731.55         | Agency Collateralized Mortgage Obligation |
| GNMA_24-174A                                         | 2054-10-20      | 0.0000%  | N/A     | $1230593.00        | $7.37              | Agency Collateralized Mortgage Obligation |
| GNMA_14-69                                           | 2036-06-20      | 0.1255%  | N/A     | $52040339.00       | $210497.81         | Agency Collateralized Mortgage Obligation |
| GNMA_18-18A                                          | 2043-11-20      | 0.0000%  | N/A     | $84926629.00       | $585266.47         | Agency Collateralized Mortgage Obligation |
| FHLMC_5556                                           | 2055-07-25      | 5.4615%  | N/A     | $42527494.00       | $43021091.42       | Agency Collateralized Mortgage Obligation |
| GNMA_22-213F                                         | 2052-12-20      | 5.2019%  | N/A     | $4842428.00        | $3352619.52        | Agency Collateralized Mortgage Obligation |
| GNMA_16-121J                                         | 2040-12-20      | 0.1859%  | N/A     | $94316353.00       | $405328.69         | Agency Collateralized Mortgage Obligation |
| FHLMC_2484                                           | 2032-07-15      | 6.5000%  | N/A     | $14030.00          | $526.65            | Agency Collateralized Mortgage Obligation |
| GNMA_23-123D                                         | 2053-08-20      | 0.0300%  | N/A     | $20000000.00       | $9870.86           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-22     | 2051-10-25      | 2.5000%  | N/A     | $2361283.00        | $330881.78         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-195 | 2052-11-20      | 0.0000%  | N/A     | $126712.00         | $68625.16          | Agency Collateralized Mortgage Obligation |
| FNMA_25-50A                                          | 2055-07-25      | 1.4422%  | N/A     | $101595000.00      | $5861960.25        | Agency Collateralized Mortgage Obligation |
| FHLMC_5507B                                          | 2055-02-25      | 0.6948%  | N/A     | $34936400.00       | $814974.18         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-06-20      | 3.0000%  | N/A     | $1000.00           | $629.59            | Agency Mortgage-Backed Securities         |
| GNMA_23-189A                                         | 2053-12-20      | 2.7481%  | N/A     | $424457.00         | $17911.78          | Agency Collateralized Mortgage Obligation |
| GNMA_15-57                                           | 2045-04-20      | 1.1679%  | N/A     | $136500000.00      | $1109484.89        | Agency Collateralized Mortgage Obligation |
| FNMA_12-86A                                          | 2042-08-25      | 1.0803%  | N/A     | $119725333.00      | $911392.10         | Agency Collateralized Mortgage Obligation |
| GNMA_23-H16D                                         | 2073-06-20      | 0.3865%  | N/A     | $100000.00         | $3983.29           | Agency Collateralized Mortgage Obligation |
| FNMA_22-18F                                          | 2051-11-25      | 4.0000%  | N/A     | $15671258.00       | $2074148.63        | Agency Collateralized Mortgage Obligation |
| GNMA_24-7A                                           | 2054-01-20      | 5.4018%  | N/A     | $7912911.00        | $4179660.54        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2033-12-01      | 4.5810%  | N/A     | $2024.00           | $2012.16           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-15  | 2049-02-20      | 1.6179%  | N/A     | $70798857.00       | $1397218.64        | Agency Collateralized Mortgage Obligation |
| FNMA_13-60E                                          | 2042-10-25      | 1.7500%  | N/A     | $3782.00           | $245.82            | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3837                               | 2041-04-15      | 4.0000%  | N/A     | $1001.00           | $443.44            | Agency Collateralized Mortgage Obligation |
| GNMA_24-H07                                          | 2074-04-20      | 0.7729%  | N/A     | $50000000.00       | $3135926.96        | Agency Collateralized Mortgage Obligation |
| GNMA_24-21C                                          | 2054-02-20      | 1.6482%  | N/A     | $74779345.00       | $3974548.48        | Agency Collateralized Mortgage Obligation |
| GNMA_22-101E                                         | 2052-06-20      | 1.7482%  | N/A     | $80000000.00       | $5294649.65        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-15  | 2051-01-20      | 3.5000%  | N/A     | $36367389.00       | $4016163.49        | Agency Collateralized Mortgage Obligation |
| FHLMC_5144D                                          | 2051-04-25      | 2.5000%  | N/A     | $8800000.00        | $765531.61         | Agency Collateralized Mortgage Obligation |
| FNMA_10-113B                                         | 2040-10-25      | 2.1803%  | N/A     | $32968164.00       | $64422.89          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-11-20      | 5.5000%  | N/A     | $1001.00           | $986.72            | Agency Mortgage-Backed Securities         |
| GNMA_21-135D                                         | 2051-08-20      | 1.8679%  | N/A     | $89231562.00       | $8903370.17        | Agency Collateralized Mortgage Obligation |
| GNMA_23-1D                                           | 2053-01-20      | 5.2519%  | N/A     | $8525041.00        | $6816650.63        | Agency Collateralized Mortgage Obligation |
| GNMA_19-69B                                          | 2049-06-20      | 1.6679%  | N/A     | $22804857.00       | $585887.65         | Agency Collateralized Mortgage Obligation |
| FNMA_20-72F                                          | 2050-10-25      | 3.5000%  | N/A     | $20706496.00       | $1101677.29        | Agency Collateralized Mortgage Obligation |
| GNMA_25-10A                                          | 2055-01-20      | 1.6281%  | N/A     | $63435982.00       | $4575181.17        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-08-01      | 6.5000%  | N/A     | $1000.00           | $1023.63           | Agency Mortgage-Backed Securities         |
| GNMA_24-127G                                         | 2052-12-20      | 5.5000%  | N/A     | $2000.00           | $2048.20           | Agency Collateralized Mortgage Obligation |
| GNMA_25-8D                                           | 2054-08-20      | 0.0000%  | N/A     | $100000000.00      | $1319607.41        | Agency Collateralized Mortgage Obligation |
| GNMA_17-66A                                          | 2041-04-20      | 0.0305%  | N/A     | $63354203.00       | $267287.93         | Agency Collateralized Mortgage Obligation |
| GNMA_23-70A                                          | 2053-05-20      | 5.3018%  | N/A     | $9977126.00        | $7881558.56        | Agency Collateralized Mortgage Obligation |
| FNMA_23-54C                                          | 2053-11-25      | 0.0000%  | N/A     | $25191968.00       | $14678511.95       | Agency Collateralized Mortgage Obligation |
| GNMA_23-187F                                         | 2053-12-20      | 5.5518%  | N/A     | $3835478.00        | $2133372.89        | Agency Collateralized Mortgage Obligation |
| GNMA_24-21A                                          | 2054-02-20      | 5.5019%  | N/A     | $15491221.00       | $8230883.53        | Agency Collateralized Mortgage Obligation |
| GNMA_21-64M                                          | 2051-04-20      | 4.8875%  | N/A     | $2655880.00        | $1187087.15        | Agency Collateralized Mortgage Obligation |
| FHLMC_5452K                                          | 2054-09-25      | 2.2448%  | N/A     | $25943354.00       | $2359549.57        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-01-20      | 5.5000%  | N/A     | $1336.00           | $1133.62           | Agency Mortgage-Backed Securities         |
| GNMA_25-26C                                          | 2055-02-20      | 2.2681%  | N/A     | $33725024.00       | $2673676.35        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H17D                                         | 2074-09-20      | 0.8927%  | N/A     | $73200000.00       | $5655827.70        | Agency Collateralized Mortgage Obligation |
| FNMA_15-34A                                          | 2045-06-25      | 0.0000%  | N/A     | $804373.00         | $63.40             | Agency Collateralized Mortgage Obligation |
| GNMA_12-106C                                         | 2042-09-20      | 5.6233%  | N/A     | $500000.00         | $13073.40          | Agency Collateralized Mortgage Obligation |
| FHLMC_5196A                                          | 2051-07-25      | 2.5000%  | N/A     | $7861120.00        | $727033.42         | Agency Collateralized Mortgage Obligation |
| GNMA_24-132A                                         | 2054-08-20      | 5.5518%  | N/A     | $2173504.00        | $1851092.06        | Agency Collateralized Mortgage Obligation |
| GNMA_14-99                                           | 2036-11-20      | 0.4578%  | N/A     | $72459294.00       | $298800.05         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-12-20      | 6.5000%  | N/A     | $2750000.00        | $38326.64          | Agency Mortgage-Backed Securities         |
| FHLMC_5530B                                          | 2055-04-25      | 1.0448%  | N/A     | $100000.00         | $5604.24           | Agency Collateralized Mortgage Obligation |
| FHLMC_5502D                                          | 2055-02-25      | 0.0000%  | N/A     | $495000000.00      | $3242.48           | Agency Collateralized Mortgage Obligation |
| GNMA_25-26B                                          | 2055-02-20      | 1.6782%  | N/A     | $1875157.00        | $107362.42         | Agency Collateralized Mortgage Obligation |
| GNMA_23-H05D                                         | 2073-01-20      | 0.9999%  | N/A     | $11712445.00       | $950577.07         | Agency Collateralized Mortgage Obligation |
| GNMA_24-172B                                         | 2054-10-20      | 5.4018%  | N/A     | $5936634.00        | $5414317.03        | Agency Collateralized Mortgage Obligation |
| FNMA_21-49A                                          | 2048-10-25      | 2.5000%  | N/A     | $400000.00         | $39473.34          | Agency Collateralized Mortgage Obligation |
| GNMA_22-218A                                         | 2052-12-20      | 2.5482%  | N/A     | $31487488.00       | $2247631.24        | Agency Collateralized Mortgage Obligation |
| FNMA_24-22E                                          | 2050-11-25      | 2.5000%  | N/A     | $15202928.00       | $2236897.17        | Agency Collateralized Mortgage Obligation |
| GNMA_23-187C                                         | 2053-12-20      | 5.6018%  | N/A     | $9327116.00        | $3997945.37        | Agency Collateralized Mortgage Obligation |
| GNMA_17-132C                                         | 2040-02-20      | 0.2748%  | N/A     | $60685062.00       | $309287.72         | Agency Collateralized Mortgage Obligation |
| GNMA_23-153D                                         | 2053-10-20      | 0.0100%  | N/A     | $106649.00         | $12.10             | Agency Collateralized Mortgage Obligation |
| GNMA_14-90M                                          | 2038-10-20      | 0.3521%  | N/A     | $61239231.00       | $164439.29         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-05-20      | 5.5000%  | N/A     | $1001.00           | $1011.40           | Agency Mortgage-Backed Securities         |
| FANNIEMAE-ACES FNMA_20-M21                           | 2058-01-25      | 1.9318%  | N/A     | $9503457.00        | $1001755.23        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-11-20      | 4.6250%  | N/A     | $1616494.00        | $66581.48          | Agency Mortgage-Backed Securities         |
| GNMA_16-29G                                          | 2042-05-20      | 0.2818%  | N/A     | $40317194.00       | $140329.89         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-02-20      | 5.5000%  | N/A     | $500000.00         | $32877.92          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-05-20      | 6.0000%  | N/A     | $7086688.00        | $7282268.26        | Agency Mortgage-Backed Securities         |
| GNMA_23-164J                                         | 2053-11-20      | 2.7982%  | N/A     | $14401169.00       | $1218538.44        | Agency Collateralized Mortgage Obligation |
| GNMA_25-103A                                         | 2055-06-20      | 0.0000%  | N/A     | $100000000.00      | $1499400.00        | Agency Collateralized Mortgage Obligation |
| GNMA_21-213A                                         | 2051-12-20      | 2.5000%  | N/A     | $8936961.00        | $5443992.69        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-01-20      | 6.0000%  | N/A     | $868854.00         | $148222.31         | Agency Mortgage-Backed Securities         |
| GNMA_23-76E                                          | 2053-05-20      | 5.3018%  | N/A     | $765207.00         | $482642.74         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2041-12-20      | 4.7500%  | N/A     | $2175000.00        | $54698.61          | Agency Mortgage-Backed Securities         |
| GNMA_14-181                                          | 2040-02-20      | 0.1003%  | N/A     | $26202046.00       | $86484.55          | Agency Collateralized Mortgage Obligation |
| FHLMC_5479A                                          | 2054-12-25      | 0.0000%  | N/A     | $150000000.00      | $2351.25           | Agency Collateralized Mortgage Obligation |
| GNMA_21-155N                                         | 2051-07-20      | 1.8679%  | N/A     | $10500000.00       | $1014487.12        | Agency Collateralized Mortgage Obligation |
| FNMA_25-50A                                          | 2055-07-25      | 5.5579%  | N/A     | $1200000.00        | $1232515.11        | Agency Collateralized Mortgage Obligation |
| GNMA_23-76D                                          | 2053-05-20      | 5.3018%  | N/A     | $8986466.00        | $4225165.35        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5013                               | 2050-09-25      | 2.5000%  | N/A     | $700000.00         | $88761.90          | Agency Collateralized Mortgage Obligation |
| FNMA_20-97A                                          | 2051-01-25      | 2.0000%  | N/A     | $300002.00         | $33200.53          | Agency Collateralized Mortgage Obligation |
| FNMA_21-69G                                          | 2049-01-25      | 2.5000%  | N/A     | $8000000.00        | $987840.58         | Agency Collateralized Mortgage Obligation |
| GNMA_23-17C                                          | 2053-02-20      | 1.9482%  | N/A     | $50000000.00       | $2863592.78        | Agency Collateralized Mortgage Obligation |
| GNMA_23-98D                                          | 2053-07-20      | 5.3018%  | N/A     | $11702327.00       | $5976965.33        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_2322                               | 2029-06-15      | 4.1817%  | N/A     | $376.00            | $0.03              | Agency Collateralized Mortgage Obligation |
| GNMA_24-9C                                           | 2054-01-20      | 2.1481%  | N/A     | $17877000.00       | $423354.09         | Agency Collateralized Mortgage Obligation |
| GNMA_19-108C                                         | 2032-02-20      | 4.5000%  | N/A     | $19275832.00       | $102608.62         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-01-20      | 5.5000%  | N/A     | $1000.00           | $1004.37           | Agency Mortgage-Backed Securities         |
| GNMA_16-135G                                         | 2041-08-20      | 0.0750%  | N/A     | $101868319.00      | $470687.37         | Agency Collateralized Mortgage Obligation |
| FHLMC_5518C                                          | 2055-03-25      | 0.8748%  | N/A     | $37504192.00       | $1568099.13        | Agency Collateralized Mortgage Obligation |
| FNMA_20-77A                                          | 2050-11-25      | 2.5000%  | N/A     | $56396675.00       | $5401795.05        | Agency Collateralized Mortgage Obligation |
| FNMA_23-49D                                          | 2048-05-25      | 5.0000%  | N/A     | $46813628.00       | $5636780.01        | Agency Collateralized Mortgage Obligation |
| FNMA_20-61D                                          | 2050-09-25      | 4.0000%  | N/A     | $8092488.00        | $637385.86         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_20-89     | 2050-12-25      | 2.5000%  | N/A     | $300000.00         | $31743.41          | Agency Collateralized Mortgage Obligation |
| GNMA_24-200C                                         | 2054-12-20      | 1.7482%  | N/A     | $14803456.00       | $1096124.22        | Agency Collateralized Mortgage Obligation |
| GNMA_24-59D                                          | 2054-04-20      | 1.1482%  | N/A     | $152748445.00      | $6568980.72        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H10D                                         | 2071-06-20      | 0.5095%  | N/A     | $100028.00         | $2012.86           | Agency Collateralized Mortgage Obligation |
| GNMA_23-48K                                          | 2053-03-20      | 1.9982%  | N/A     | $49040491.00       | $2497921.26        | Agency Collateralized Mortgage Obligation |
| GNMA_24-134G                                         | 2053-08-20      | 2.1982%  | N/A     | $115248996.00      | $5003333.70        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-01-20      | 5.0000%  | N/A     | $18133408.00       | $1109095.13        | Agency Mortgage-Backed Securities         |
| FHLMC_3990                                           | 2027-01-15      | 2.2317%  | N/A     | $128570.00         | $30.72             | Agency Collateralized Mortgage Obligation |
| GNMA_15-63A                                          | 2042-03-20      | 0.5479%  | N/A     | $126723829.00      | $262049.55         | Agency Collateralized Mortgage Obligation |
| GNMA_24-132D                                         | 2054-08-20      | 9.1926%  | N/A     | $11235627.00       | $11545170.46       | Agency Collateralized Mortgage Obligation |
| FHR_5148                                             | 2049-06-25      | 2.0000%  | N/A     | $997620.00         | $103894.03         | Agency Collateralized Mortgage Obligation |
| GNMA_18-51B                                          | 2046-11-20      | 0.1840%  | N/A     | $25850460.00       | $109408.00         | Agency Collateralized Mortgage Obligation |
| GNMA_24-21B                                          | 2053-10-20      | 1.6982%  | N/A     | $62663020.00       | $3764484.50        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-06-20      | 7.3750%  | N/A     | $995701.00         | $20886.56          | Agency Mortgage-Backed Securities         |
| GNMA_24-200D                                         | 2053-04-20      | 1.8982%  | N/A     | $54843500.00       | $4736690.31        | Agency Collateralized Mortgage Obligation |
| FHLMC_5196D                                          | 2052-02-25      | 0.0000%  | N/A     | $123568.00         | $20.17             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-12-20      | 6.0000%  | N/A     | $8006.00           | $8188.46           | Agency Mortgage-Backed Securities         |
| GNMA_20-11C                                          | 2048-10-20      | 0.0000%  | N/A     | $2509218.00        | $16536.85          | Agency Collateralized Mortgage Obligation |
| FANNIE MAE ACES FNMA_16-M3                           | 2026-02-25      | 2.7020%  | N/A     | $400000.00         | $191932.76         | Agency Collateralized Mortgage Obligation |
| GNMA_24-128B                                         | 2054-08-20      | 2.3681%  | N/A     | $44800000.00       | $2900379.68        | Agency Collateralized Mortgage Obligation |
| FHLMC_5505C                                          | 2055-02-25      | 0.7448%  | N/A     | $121682473.00      | $5664358.51        | Agency Collateralized Mortgage Obligation |
| GNMA_24-89A                                          | 2054-05-20      | 5.5000%  | N/A     | $232276.00         | $234941.49         | Agency Collateralized Mortgage Obligation |
| GNMA_17-60A                                          | 2038-10-20      | 2.0679%  | N/A     | $13891689.00       | $89538.83          | Agency Collateralized Mortgage Obligation |
| GNMA_23-22H                                          | 2053-02-20      | 5.2019%  | N/A     | $9245755.00        | $7194275.55        | Agency Collateralized Mortgage Obligation |
| GNMA_24-157D                                         | 2053-08-20      | 0.0000%  | N/A     | $9792440.00        | $6148209.21        | Agency Collateralized Mortgage Obligation |
| FHLMC_5505D                                          | 2055-02-25      | 0.6948%  | N/A     | $87810011.00       | $2920679.28        | Agency Collateralized Mortgage Obligation |
| FHLMC_5364A                                          | 2053-12-25      | 0.0000%  | N/A     | $1317799.00        | $722173.77         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-06-01      | 6.5000%  | N/A     | $1000.00           | $1041.90           | Agency Mortgage-Backed Securities         |
| GNMA_23-H23E                                         | 2073-09-20      | 0.7381%  | N/A     | $20448560.00       | $1221138.60        | Agency Collateralized Mortgage Obligation |
| GNMA_14-69                                           | 2037-09-20      | 0.2448%  | N/A     | $104785743.00      | $262093.26         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2038-07-01      | 5.1700%  | N/A     | $1306700.00        | $1318042.67        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-05-20      | 5.5000%  | N/A     | $1000.00           | $1009.00           | Agency Mortgage-Backed Securities         |
| FHLMC_4900G                                          | 2049-07-25      | 1.6303%  | N/A     | $47997410.00       | $1429027.79        | Agency Collateralized Mortgage Obligation |
| GNMA_24-96H                                          | 2054-06-20      | 1.0481%  | N/A     | $3897477.00        | $133990.87         | Agency Collateralized Mortgage Obligation |
| GNMA_14-129G                                         | 2041-10-20      | 0.5904%  | N/A     | $42270863.00       | $114015.71         | Agency Collateralized Mortgage Obligation |
| GNMA_25-26D                                          | 2055-02-20      | 0.0481%  | N/A     | $100000000.00      | $1267722.69        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2043-06-20      | 6.5580%  | N/A     | $4416379.00        | $457545.04         | Agency Mortgage-Backed Securities         |
| GNMA_15-82                                           | 2041-04-20      | 0.4523%  | N/A     | $58404259.00       | $204904.10         | Agency Collateralized Mortgage Obligation |
| GNMA_25-4E                                           | 2055-01-20      | 0.0844%  | N/A     | $199554477.00      | $57109.57          | Agency Collateralized Mortgage Obligation |
| FNMA_22-86                                           | 2050-05-25      | 2.5000%  | N/A     | $323685.00         | $39202.43          | Agency Collateralized Mortgage Obligation |
| FHLMC_5474B                                          | 2054-11-25      | 1.0448%  | N/A     | $29847773.00       | $1622978.32        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-08-20      | 6.5000%  | N/A     | $80219.00          | $19264.73          | Agency Mortgage-Backed Securities         |
| FNMA_21-61A                                          | 2051-09-25      | 2.5000%  | N/A     | $5615145.00        | $462435.19         | Agency Collateralized Mortgage Obligation |
| FNMA_23-20B                                          | 2061-03-25      | 2.0275%  | N/A     | $26145567.00       | $931975.77         | Agency Collateralized Mortgage Obligation |
| GNMA_15-152C                                         | 2040-05-20      | 0.2425%  | N/A     | $30325747.00       | $123616.50         | Agency Collateralized Mortgage Obligation |
| FNMA_24-80C                                          | 2054-11-25      | 1.5948%  | N/A     | $59647454.00       | $4052264.53        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-07-20      | 6.0000%  | N/A     | $252000.00         | $215058.99         | Agency Mortgage-Backed Securities         |
| GNMA_24-40C                                          | 2054-01-20      | 6.0000%  | N/A     | $22481133.00       | $2729594.89        | Agency Collateralized Mortgage Obligation |
| GNMA_23-187F                                         | 2053-12-20      | 0.9482%  | N/A     | $100000000.00      | $1928093.50        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_20-74                                | 2050-10-25      | 2.5000%  | N/A     | $415143.00         | $48526.14          | Agency Collateralized Mortgage Obligation |
| GNMA_24-66A                                          | 2054-04-20      | 5.3319%  | N/A     | $8590719.00        | $6460765.46        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5059                               | 2051-01-25      | 2.5000%  | N/A     | $900000.00         | $115095.21         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-10-20      | 5.5000%  | N/A     | $1000.00           | $1005.54           | Agency Mortgage-Backed Securities         |
| FNMA_21-61E                                          | 2049-04-25      | 2.5000%  | N/A     | $1600000.00        | $196845.44         | Agency Collateralized Mortgage Obligation |
| GNMA_23-66F                                          | 2053-05-20      | 1.8481%  | N/A     | $11174709.00       | $702489.41         | Agency Collateralized Mortgage Obligation |
| FNMA_20-62B                                          | 2050-09-25      | 2.5000%  | N/A     | $2700008.00        | $327486.76         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5010                               | 2050-09-25      | 2.5000%  | N/A     | $600000.00         | $54224.47          | Agency Collateralized Mortgage Obligation |

### Security 164: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B53L0, C.4 - ISIN: US3130B53L07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249998027.50
- **C.18.a - Value (excl. sponsor support):** $249998027.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 165: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYDM7EJ39
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2037-02-15      | 0.0000%  | N/A     | $123694.15         | $72322.61          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | N/A     | $37500.00          | $25818.28          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-08-15      | 0.0000%  | N/A     | $91537.33          | $55024.10          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 0.0000%  | N/A     | $4879500.00        | $1279131.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | N/A     | $3800000.00        | $3667703.37        | U.S. Treasuries (including strips) |

### Security 166: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc.
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BYDM7EKS2
- **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:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Moody's: NR; Standard & Poor's: A-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 GNMA_20-167 | 2050-11-20      | 2.0000%  | N/A     | $54680640.00       | $3794442.44        | Agency Collateralized Mortgage Obligation |
| GNMA_22-213G                                         | 2050-08-20      | 2.5000%  | N/A     | $39927296.00       | $4309704.44        | Agency Collateralized Mortgage Obligation |
| GNMA_24-77F                                          | 2054-05-20      | 0.8481%  | N/A     | $50000000.00       | $1637158.74        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2033-03-20      | 4.0000%  | N/A     | $604158.00         | $29226.67          | Agency Mortgage-Backed Securities         |
| FHLMC_4383C                                          | 2044-09-15      | 4.0000%  | N/A     | $31063520.00       | $462866.01         | Agency Collateralized Mortgage Obligation |
| FHLMC_5107A                                          | 2051-05-15      | 3.5000%  | N/A     | $22612928.00       | $1505634.88        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2035-10-20      | 3.5000%  | N/A     | $99316.00          | $35410.69          | Agency Mortgage-Backed Securities         |
| GNMA_41-97Z                                          | 2054-12-20      | 1.6982%  | N/A     | $50000000.00       | $4301531.46        | Agency Collateralized Mortgage Obligation |
| GNMA_21-225G                                         | 2051-12-20      | 3.0000%  | N/A     | $48280384.00       | $5010800.82        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2033-05-20      | 4.0000%  | N/A     | $21023.00          | $1768.61           | Agency Mortgage-Backed Securities         |
| GNMA_24-43D                                          | 2054-03-20      | 1.0182%  | N/A     | $75000000.00       | $2203788.94        | Agency Collateralized Mortgage Obligation |
| GNMA_21-30D                                          | 2051-02-20      | 2.0000%  | N/A     | $34218176.00       | $2714298.62        | Agency Collateralized Mortgage Obligation |
| FNMA_12-151                                          | 2043-01-25      | 5.0000%  | N/A     | $30000000.00       | $330864.16         | Agency Collateralized Mortgage Obligation |
| GNMA_20-176D                                         | 2050-11-20      | 3.0000%  | N/A     | $59144320.00       | $6006767.57        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64C                                          | 2054-04-20      | 1.5981%  | N/A     | $25000000.00       | $1776134.18        | Agency Collateralized Mortgage Obligation |
| GNMA_25-60A                                          | 2055-03-20      | 1.6482%  | N/A     | $56307520.00       | $4336124.64        | Agency Collateralized Mortgage Obligation |
| GNMA_20-129K                                         | 2050-09-20      | 3.0000%  | N/A     | $40000000.00       | $3620129.12        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-06-20      | 6.5000%  | N/A     | $90999.00          | $16058.21          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-01-20      | 5.5000%  | N/A     | $190566000.00      | $139555619.56      | Agency Mortgage-Backed Securities         |
| GNMA_20-149J                                         | 2050-10-20      | 0.0000%  | N/A     | $25080384.00       | $347886.79         | Agency Collateralized Mortgage Obligation |
| GNMA_24-51F                                          | 2054-03-20      | 1.5481%  | N/A     | $24679500.00       | $1746391.97        | Agency Collateralized Mortgage Obligation |
| GNMA_21-165A                                         | 2051-09-20      | 3.0000%  | N/A     | $32495104.00       | $2583456.26        | Agency Collateralized Mortgage Obligation |
| FNMA_24-98B                                          | 2053-02-25      | 1.5948%  | N/A     | $104121088.00      | $5947192.82        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H26B                                         | 2071-08-20      | 0.6728%  | N/A     | $16618848.00       | $697606.64         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-04-20      | 6.0000%  | N/A     | $83000.00          | $21036.16          | Agency Mortgage-Backed Securities         |
| GNMA_24-44J                                          | 2054-03-20      | 2.3481%  | N/A     | $78061000.00       | $7783872.46        | Agency Collateralized Mortgage Obligation |
| GNMA_18-113D                                         | 2048-08-20      | 0.0000%  | N/A     | $99999998.00       | $267877.40         | Agency Collateralized Mortgage Obligation |
| GNMA_24-96J                                          | 2054-06-20      | 2.9482%  | N/A     | $50000000.00       | $1928939.13        | Agency Collateralized Mortgage Obligation |
| GNMA_25-20A                                          | 2055-01-20      | 1.6682%  | N/A     | $40790400.00       | $3332842.14        | Agency Collateralized Mortgage Obligation |
| FHR_5245                                             | 2045-03-15      | 4.5000%  | N/A     | $47851520.00       | $5703992.51        | Agency Collateralized Mortgage Obligation |
| GNMA_23-75D                                          | 2050-06-20      | 4.0000%  | N/A     | $50000000.00       | $8160952.73        | Agency Collateralized Mortgage Obligation |
| GNMA_24-109J                                         | 2054-07-20      | 6.5000%  | N/A     | $10384608.00       | $1732375.84        | Agency Collateralized Mortgage Obligation |
| GNMA_21-228C                                         | 2051-12-20      | 3.0000%  | N/A     | $28000000.00       | $2298621.93        | Agency Collateralized Mortgage Obligation |
| GNMA_24-204F                                         | 2054-12-20      | 1.7482%  | N/A     | $64600000.00       | $6582444.37        | Agency Collateralized Mortgage Obligation |
| GNMA_25-60A                                          | 2055-04-20      | 1.6482%  | N/A     | $28108224.00       | $2417782.07        | Agency Collateralized Mortgage Obligation |
| GNMA_24-149E                                         | 2054-09-20      | 2.3981%  | N/A     | $37500000.00       | $4041007.55        | Agency Collateralized Mortgage Obligation |
| FHLMC_41-58                                          | 2043-01-15      | 4.0000%  | N/A     | $31514368.00       | $257818.18         | Agency Collateralized Mortgage Obligation |
| GNMA_24-51Q                                          | 2054-03-20      | 2.8481%  | N/A     | $60000000.00       | $4041399.06        | Agency Collateralized Mortgage Obligation |
| FNMA_21-37B                                          | 2051-06-25      | 3.0000%  | N/A     | $35722304.00       | $4146160.08        | Agency Collateralized Mortgage Obligation |
| GNMA_20-167G                                         | 2050-11-20      | 2.5000%  | N/A     | $74562944.00       | $7057339.04        | Agency Collateralized Mortgage Obligation |
| GNMA_21-58A                                          | 2051-02-20      | 3.0000%  | N/A     | $66333312.00       | $5301679.14        | Agency Collateralized Mortgage Obligation |
| FNMA_18-87B                                          | 2045-12-25      | 4.0000%  | N/A     | $49303440.00       | $995691.23         | Agency Collateralized Mortgage Obligation |
| GNMA_22-137L                                         | 2052-08-20      | 1.7482%  | N/A     | $15004064.00       | $1115149.79        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64L                                          | 2054-04-20      | 1.0981%  | N/A     | $100000000.00      | $3123031.55        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1CC                                          | 2055-01-20      | 1.6181%  | N/A     | $46000000.00       | $4789084.46        | Agency Collateralized Mortgage Obligation |
| FNMA_15-22                                           | 2045-04-25      | 3.0000%  | N/A     | $21128416.00       | $303636.83         | Agency Collateralized Mortgage Obligation |
| GNMA_19-70K                                          | 2049-06-20      | 1.6679%  | N/A     | $67574912.00       | $1869605.26        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5139    | 2051-09-25      | 3.0000%  | N/A     | $56291840.00       | $5702330.42        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69G                                          | 2055-04-20      | 2.2982%  | N/A     | $8719664.00        | $625834.40         | Agency Collateralized Mortgage Obligation |
| FHLMC_4386C                                          | 2044-09-15      | 4.0000%  | N/A     | $24336416.00       | $362627.92         | Agency Collateralized Mortgage Obligation |
| GNMA_24-51C                                          | 2054-03-20      | 0.9981%  | N/A     | $50000000.00       | $2995051.39        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-10-20      | 4.5000%  | N/A     | $28496799.00       | $22571899.78       | Agency Mortgage-Backed Securities         |
| GNMA_21-199G                                         | 2051-11-20      | 3.0000%  | N/A     | $20976000.00       | $1324237.74        | Agency Collateralized Mortgage Obligation |
| GNMA_20-187B                                         | 2050-12-20      | 3.0000%  | N/A     | $27957280.00       | $2979817.74        | Agency Collateralized Mortgage Obligation |
| FNMA_15-88F                                          | 2044-09-25      | 4.0000%  | N/A     | $50000000.00       | $466562.76         | Agency Collateralized Mortgage Obligation |
| GNMA_20-183H                                         | 2050-12-20      | 0.0000%  | N/A     | $33213280.00       | $268966.71         | Agency Collateralized Mortgage Obligation |
| GNMA_21-158L                                         | 2051-09-20      | 3.0000%  | N/A     | $18758176.00       | $2687967.48        | Agency Collateralized Mortgage Obligation |

### Security 167: ING Financial Markets LLC

- **C.1 - Title:** ING Financial Markets LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: BYDM7EKF0
- **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:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1+; Moody's: P-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  | 2052-04-01      | 3.5000%  | N/A     | $50000000.00       | $37623923.86       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.5000%  | N/A     | $50000000.00       | $39654719.72       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 4.5000%  | N/A     | $45453122.00       | $36478962.60       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.0000%  | N/A     | $50000000.00       | $37628296.40       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | N/A     | $44435755.00       | $37048791.53       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | N/A     | $45068527.00       | $38403258.21       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.5000%  | N/A     | $48400904.00       | $40989502.82       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 6.0000%  | N/A     | $43389430.00       | $41172545.48       | Agency Mortgage-Backed Securities |

### Security 168: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJN2, C.4 - ISIN: US3133ERJN27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $230625670.27
- **C.18.a - Value (excl. sponsor support):** $230625670.27
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 169: Natixis SA

- **C.1 - Title:** Natixis SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: BYDM7EKW3
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | N/A     | $7140800.00        | $5100064.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | N/A     | $15521700.00       | $10199959.18       | U.S. Treasuries (including strips) |

### Security 170: Federal Home Loan Bank Bonds

- **C.1 - Title:** Federal Home Loan Bank Bonds
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B62T2, C.4 - ISIN: US3130B62T24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1132638483.33
- **C.18.a - Value (excl. sponsor support):** $1132638483.33
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: 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 171: Societe Generale SA

- **C.1 - Title:** Societe Generale SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BYDM8WD91
- **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:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | N/A     | $45212500.00       | $32803379.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | N/A     | $70675700.00       | $69196687.29       | U.S. Treasuries (including strips) |

### Security 172: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QH3, C.4 - ISIN: US912797QH30, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2394055108.76
- **C.18.a - Value (excl. sponsor support):** $2394055108.76
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 173: Natixis SA

- **C.1 - Title:** Natixis SA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: BYDM7EKV5
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY                 | 2031-11-15      | 1.3750%  | N/A     | $11998000.00       | $10257255.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2038-02-15      | 4.3750%  | N/A     | $100.00            | $100.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2052-11-15      | 4.0000%  | N/A     | $200.00            | $174.19            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2047-02-15      | 3.0000%  | N/A     | $10000000.00       | $7550678.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2027-12-31      | 0.6250%  | N/A     | $881900.00         | $816924.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2050-02-15      | 0.2500%  | N/A     | $24216600.00       | $17370479.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2029-11-30      | 3.8750%  | N/A     | $200.00            | $201.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2032-04-15      | 3.3750%  | N/A     | $15161900.00       | $30606681.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2031-05-31      | 4.6250%  | N/A     | $24000600.00       | $24951287.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2044-11-15      | 4.6250%  | N/A     | $900.00            | $879.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2032-02-29      | 4.1250%  | N/A     | $100.00            | $102.02            | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.5000%  | N/A     | $1540394.00        | $1610995.05        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                 | 2025-08-12      | 0.0000%  | N/A     | $300.00            | $298.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2026-06-30      | 1.8750%  | N/A     | $200.00            | $195.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2025-07-17      | 0.0000%  | N/A     | $400.00            | $399.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2042-02-15      | 2.3750%  | N/A     | $100.00            | $72.98             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2030-11-30      | 4.3750%  | N/A     | $8738800.00        | $8977684.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2042-05-15      | 3.0000%  | N/A     | $500.00            | $397.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2044-11-15      | 3.0000%  | N/A     | $300.00            | $230.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2025-09-23      | 0.0000%  | N/A     | $900.00            | $891.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2025-07-31      | 0.0000%  | N/A     | $4159200.00        | $4144505.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2028-10-31      | 4.8750%  | N/A     | $10562500.00       | $11016696.39       | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | N/A     | $1672200.00        | $1725373.17        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                 | 2045-05-15      | 5.0000%  | N/A     | $100.00            | $102.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2027-11-30      | 0.6250%  | N/A     | $46015400.00       | $42757845.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2028-03-15      | 3.8750%  | N/A     | $47839100.00       | $48572329.12       | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.5000%  | N/A     | $1353226.00        | $1408921.04        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                 | 2032-04-30      | 4.0000%  | N/A     | $99074000.00       | $99576348.28       | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-10-01      | 2.5000%  | N/A     | $79126680.00       | $45816806.00       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                 | 2045-02-15      | 4.7500%  | N/A     | $1526300.00        | $1533782.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2026-01-22      | 0.0000%  | N/A     | $500.00            | $488.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2043-11-15      | 4.7500%  | N/A     | $2251500.00        | $2245140.64        | U.S. Treasuries (including strips) |
| FREDDIE MAC GOLD                       | 2036-01-01      | 3.0000%  | N/A     | $1318771.00        | $184495.56         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                 | 2029-07-15      | 0.2500%  | N/A     | $17621600.00       | $21206674.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2025-12-31      | 2.6250%  | N/A     | $4999800.00        | $4960451.57        | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 7.0000%  | N/A     | $87060.00          | $92651.16          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                 | 2042-11-15      | 2.7500%  | N/A     | $100.00            | $75.82             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2039-02-15      | 3.5000%  | N/A     | $100.00            | $90.90             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2030-06-30      | 3.8750%  | N/A     | $182909600.00      | $183279991.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2026-07-15      | 4.5000%  | N/A     | $999600.00         | $1025363.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2046-08-15      | 2.2500%  | N/A     | $3600.00           | $2365.71           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2026-06-15      | 4.1250%  | N/A     | $747500.00         | $749559.79         | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 5.5000%  | N/A     | $37952256.00       | $33045811.17       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                 | 2035-05-15      | 4.2500%  | N/A     | $148440000.00      | $148833737.10      | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | N/A     | $63705401.00       | $61507880.71       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.5000%  | N/A     | $1522936.00        | $1593574.51        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                 | 2041-05-15      | 2.2500%  | N/A     | $100.00            | $72.26             | U.S. Treasuries (including strips) |

### Security 174: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797LW5, C.4 - ISIN: US912797LW51, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2388625885.37
- **C.18.a - Value (excl. sponsor support):** $2388625885.37
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2025-07-10
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 175: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3C3, C.4 - ISIN: US3133ER3C35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $85035688.10
- **C.18.a - Value (excl. sponsor support):** $85035688.10
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 176: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QU4, C.4 - ISIN: US912797QU41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $787385365.73
- **C.18.a - Value (excl. sponsor support):** $787385365.73
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-09-16
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 177: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QT7, C.4 - ISIN: US912797QT77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4763454634.98
- **C.18.a - Value (excl. sponsor support):** $4763454634.98
- **C.19 - Percentage of Net Assets:** 2.6200%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-09-09
- **C.12 - Maturity Date (WAL):** 2025-09-09
- **C.13 - Final Legal Maturity Date:** 2025-09-09
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 178: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYDDRC0M9
- **C.18 - Value (incl. sponsor support):** $1450000000.00
- **C.18.a - Value (excl. sponsor support):** $1450000000.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: P-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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FHLMC_5480C                                           | 2054-03-25      | 0.8448%  | N/A     | $99180488.00       | $2659466.59        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-78A  | 2051-05-20      | 3.0000%  | N/A     | $14188674.00       | $1198311.85        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1P                                            | 2055-01-20      | 1.5981%  | N/A     | $206210887.00      | $18791351.41       | Agency Collateralized Mortgage Obligation |
| FHLMC_5123                                            | 2051-07-25      | 3.5000%  | N/A     | $32253882.00       | $3304233.16        | Agency Collateralized Mortgage Obligation |
| FHLMC_5077                                            | 2051-02-25      | 3.5000%  | N/A     | $19980673.00       | $1752039.72        | Agency Collateralized Mortgage Obligation |
| GNMA_23-123F                                          | 2049-07-20      | 1.6179%  | N/A     | $33283888.00       | $3039744.25        | Agency Collateralized Mortgage Obligation |
| FNMA_21-46A                                           | 2051-07-25      | 3.0000%  | N/A     | $5355094.00        | $653148.97         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-134  | 2047-09-20      | 1.7679%  | N/A     | $50000000.00       | $1198081.54        | Agency Collateralized Mortgage Obligation |
| GNMA_24-117G                                          | 2047-05-20      | 1.6179%  | N/A     | $151753785.00      | $14140129.95       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-146  | 2050-10-20      | 2.5000%  | N/A     | $15643609.00       | $1312065.78        | Agency Collateralized Mortgage Obligation |
| GNMA_24-24D                                           | 2054-02-20      | 1.6482%  | N/A     | $50000000.00       | $2465030.32        | Agency Collateralized Mortgage Obligation |
| FHLMC_4988E                                           | 2050-07-25      | 4.0000%  | N/A     | $51600000.00       | $4613349.13        | Agency Collateralized Mortgage Obligation |
| FREMF_18-KW04                                         | 2032-12-25      | 0.1000%  | N/A     | $33470647.00       | $122922.79         | Agency Collateralized Mortgage Obligation |
| GNMA_23-149E                                          | 2053-10-20      | 2.0981%  | N/A     | $250000000.00      | $14399832.74       | Agency Collateralized Mortgage Obligation |
| GNMA_24-137B                                          | 2054-08-20      | 1.8982%  | N/A     | $70476190.00       | $5878776.21        | Agency Collateralized Mortgage Obligation |
| GNMA_24-19C                                           | 2054-01-20      | 2.6982%  | N/A     | $75000000.00       | $5152689.27        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5056     | 2050-12-25      | 2.5000%  | N/A     | $11099121.00       | $1010290.58        | Agency Collateralized Mortgage Obligation |
| GNMA_21-26C                                           | 2051-02-20      | 2.0000%  | N/A     | $21065270.00       | $1768332.12        | Agency Collateralized Mortgage Obligation |
| GNMA_24-159G                                          | 2054-10-20      | 1.1181%  | N/A     | $250000000.00      | $11049403.17       | Agency Collateralized Mortgage Obligation |
| FHLMC_4678A                                           | 2046-01-15      | 4.0000%  | N/A     | $15842693.00       | $214251.83         | Agency Collateralized Mortgage Obligation |
| GNMA_24-184H                                          | 2054-11-20      | 1.5981%  | N/A     | $100000000.00      | $2725305.43        | Agency Collateralized Mortgage Obligation |
| FHSTR_406                                             | 2053-10-25      | 1.2948%  | N/A     | $200000000.00      | $7469438.35        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2054-06-20      | 7.0000%  | N/A     | $10025992.00       | $8785942.33        | Agency Mortgage-Backed Securities         |
| GNMA_24-125G                                          | 2054-08-20      | 1.6982%  | N/A     | $62421422.00       | $4830654.98        | Agency Collateralized Mortgage Obligation |
| FREMF_21-K130                                         | 2031-07-25      | 0.1000%  | N/A     | $230951341.00      | $1108002.00        | Agency Collateralized Mortgage Obligation |
| FHLMC_2635                                            | 2033-06-15      | 5.5000%  | N/A     | $163636363.00      | $128477.44         | Agency Collateralized Mortgage Obligation |
| GNMA_21-51                                            | 2062-10-16      | 1.0120%  | N/A     | $132482259.00      | $7655408.87        | Agency Collateralized Mortgage Obligation |
| GNMA_20-185L                                          | 2050-07-20      | 3.5000%  | N/A     | $37247719.00       | $2764677.23        | Agency Collateralized Mortgage Obligation |
| FNMA_19-43D                                           | 2049-08-25      | 1.6804%  | N/A     | $44514530.00       | $1552469.52        | Agency Collateralized Mortgage Obligation |
| GNMA_23-69C                                           | 2051-10-20      | 2.5000%  | N/A     | $21552516.00       | $1894457.61        | Agency Collateralized Mortgage Obligation |
| FNMA_20-75                                            | 2050-11-25      | 4.0000%  | N/A     | $50000000.00       | $3979259.93        | Agency Collateralized Mortgage Obligation |
| GNMA_25-89H                                           | 2055-05-20      | 2.1481%  | N/A     | $18500000.00       | $1233997.68        | Agency Collateralized Mortgage Obligation |
| GNMA_23-188B                                          | 2053-12-20      | 2.7481%  | N/A     | $30000000.00       | $1158513.19        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                | 2046-04-01      | 3.5000%  | N/A     | $1500000.00        | $140838.06         | Agency Mortgage-Backed Securities         |
| GNMA_23-23B                                           | 2053-02-20      | 0.0000%  | N/A     | $50000000.00       | $726213.42         | Agency Collateralized Mortgage Obligation |
| FREMF_22_K747                                         | 2028-12-25      | 0.1000%  | N/A     | $212159495.00      | $611773.78         | Agency Collateralized Mortgage Obligation |
| FRESB_23-S111                                         | 2043-09-25      | 0.3968%  | N/A     | $214000000.00      | $4065987.32        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                 | 2042-07-01      | 3.5000%  | N/A     | $7737893.00        | $652721.26         | Agency Mortgage-Backed Securities         |
| FNMA_24-105C                                          | 2055-01-25      | 1.6448%  | N/A     | $36892985.00       | $2739024.90        | Agency Collateralized Mortgage Obligation |
| GNMA_23-85C                                           | 2053-06-20      | 4.1956%  | N/A     | $6611093.00        | $5925560.56        | Agency Collateralized Mortgage Obligation |
| GNMA_19-125B                                          | 2049-10-20      | 1.6179%  | N/A     | $61643345.00       | $2424733.00        | Agency Collateralized Mortgage Obligation |
| GNMA_21-139L                                          | 2051-08-20      | 3.0000%  | N/A     | $7938185.00        | $990714.51         | Agency Collateralized Mortgage Obligation |
| GNMA_21-161                                           | 2051-09-20      | 3.0000%  | N/A     | $127866666.00      | $15113846.82       | Agency Collateralized Mortgage Obligation |
| GNMA_19-137                                           | 2049-11-20      | 3.5000%  | N/A     | $266575074.00      | $16933203.01       | Agency Collateralized Mortgage Obligation |
| GNMA_24-83E                                           | 2054-05-20      | 0.8731%  | N/A     | $120000000.00      | $2420726.90        | Agency Collateralized Mortgage Obligation |
| FHLMC_5424B                                           | 2054-06-25      | 1.4948%  | N/A     | $96642475.00       | $3485171.44        | Agency Collateralized Mortgage Obligation |
| GNMA_24-126K                                          | 2054-08-20      | 2.3481%  | N/A     | $44894518.00       | $4900895.22        | Agency Collateralized Mortgage Obligation |
| GNMA_25-40A                                           | 2067-01-16      | 0.6519%  | N/A     | $72685082.00       | $4625372.49        | Agency Mortgage-Backed Securities         |
| FHLMC_5481A                                           | 2054-12-25      | 0.7448%  | N/A     | $125000000.00      | $4353017.51        | Agency Collateralized Mortgage Obligation |
| GNMA_19-7                                             | 2061-01-16      | 0.9003%  | N/A     | $156000000.00      | $1561452.28        | Agency Collateralized Mortgage Obligation |
| FHLMC_5019A                                           | 2050-10-25      | 3.0000%  | N/A     | $98339966.00       | $7481764.63        | Agency Collateralized Mortgage Obligation |
| GNMA_24-173J                                          | 2054-10-20      | 1.1982%  | N/A     | $46837432.00       | $1691607.88        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2047-09-20      | 3.5000%  | N/A     | $50000000.00       | $5954627.71        | Agency Mortgage-Backed Securities         |
| GNMA_21-138C                                          | 2051-08-20      | 2.5000%  | N/A     | $23000000.00       | $1638515.54        | Agency Collateralized Mortgage Obligation |
| GNMA_25-55A                                           | 2055-03-20      | 0.9781%  | N/A     | $189900000.00      | $10761002.63       | Agency Collateralized Mortgage Obligation |
| FNMA_21-18B                                           | 2050-06-25      | 3.0000%  | N/A     | $100000.00         | $5696.50           | Agency Collateralized Mortgage Obligation |
| FREMF_21-K132                                         | 2031-08-25      | 0.1000%  | N/A     | $939215995.00      | $4471627.89        | Agency Collateralized Mortgage Obligation |
| GNMA_12-122                                           | 2042-10-20      | 4.0000%  | N/A     | $17684560.00       | $323134.51         | Agency Collateralized Mortgage Obligation |
| GNMA_21-136H                                          | 2049-02-20      | 4.0000%  | N/A     | $19235093.00       | $2347183.75        | Agency Collateralized Mortgage Obligation |
| GNMA_25-70B                                           | 2055-04-20      | 0.8982%  | N/A     | $70000000.00       | $2280480.36        | Agency Collateralized Mortgage Obligation |
| GNMA_24-132C                                          | 2054-08-20      | 1.6482%  | N/A     | $13586387.00       | $794175.79         | Agency Collateralized Mortgage Obligation |
| FNMA_20-77                                            | 2050-11-25      | 2.5000%  | N/A     | $60625741.00       | $5380065.19        | Agency Collateralized Mortgage Obligation |
| FNMA_19-59J                                           | 2049-10-25      | 1.5803%  | N/A     | $4800000.00        | $209524.02         | Agency Collateralized Mortgage Obligation |
| GNMA_21-73B                                           | 2051-04-20      | 3.0000%  | N/A     | $43080307.00       | $3479971.36        | Agency Collateralized Mortgage Obligation |
| FNMA_25-44F                                           | 2055-06-25      | 0.0000%  | N/A     | $50000000.00       | $732256.40         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                | 2031-09-01      | 2.5000%  | N/A     | $957127.00         | $128948.83         | Agency Mortgage-Backed Securities         |
| GNMA_21-122J                                          | 2047-11-20      | 4.5000%  | N/A     | $64629065.00       | $7692028.79        | Agency Collateralized Mortgage Obligation |
| GNMA_23-128A                                          | 2053-08-20      | 5.3440%  | N/A     | $36000000.00       | $29985397.26       | Agency Collateralized Mortgage Obligation |
| GNMA_21-159D                                          | 2051-09-20      | 2.5000%  | N/A     | $34505500.00       | $2618688.37        | Agency Collateralized Mortgage Obligation |
| GNMA_19-122                                           | 2061-07-16      | 1.0045%  | N/A     | $37500000.00       | $743100.44         | Agency Collateralized Mortgage Obligation |
| FHLMC_5080B                                           | 2050-04-25      | 3.5000%  | N/A     | $5000000.00        | $601525.29         | Agency Collateralized Mortgage Obligation |
| FNMA_21-59C                                           | 2051-09-25      | 4.0000%  | N/A     | $46912374.00       | $5957458.80        | Agency Collateralized Mortgage Obligation |
| GNMA_21-37                                            | 2061-01-16      | 0.7985%  | N/A     | $50029383.00       | $2695258.42        | Agency Mortgage-Backed Securities         |
| GNMA_24-182                                           | 2054-11-20      | 1.0981%  | N/A     | $65000000.00       | $2713457.04        | Agency Collateralized Mortgage Obligation |
| FNMA_25-34E                                           | 2055-05-25      | 1.4948%  | N/A     | $100000000.00      | $6168377.33        | Agency Collateralized Mortgage Obligation |
| GNMA_21-125E                                          | 2051-07-20      | 3.0000%  | N/A     | $29000000.00       | $3551101.05        | Agency Collateralized Mortgage Obligation |
| GNMA_24-151F                                          | 2054-09-20      | 1.0281%  | N/A     | $195000000.00      | $8910054.20        | Agency Collateralized Mortgage Obligation |
| GNMA_21-140K                                          | 2051-08-20      | 1.8679%  | N/A     | $25000000.00       | $2423231.14        | Agency Collateralized Mortgage Obligation |
| FNMA_24-77B                                           | 2053-10-25      | 6.6000%  | N/A     | $15874000.00       | $14459171.77       | Agency Collateralized Mortgage Obligation |
| GNMA_20-36F                                           | 2050-03-20      | 1.6679%  | N/A     | $32204571.00       | $1944662.23        | Agency Collateralized Mortgage Obligation |
| GNMA_20-189L                                          | 2049-12-20      | 1.6179%  | N/A     | $31002000.00       | $1013934.47        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2048-08-20      | 5.0000%  | N/A     | $9231401.00        | $650670.35         | Agency Mortgage-Backed Securities         |
| GNMA_25-43B                                           | 2055-03-20      | 2.7982%  | N/A     | $74800000.00       | $11369079.22       | Agency Collateralized Mortgage Obligation |
| GNMA_23-19F                                           | 2051-11-20      | 3.0000%  | N/A     | $50000022.00       | $6568659.46        | Agency Collateralized Mortgage Obligation |
| FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_20-SB78 | 2040-06-25      | 1.9934%  | N/A     | $61500000.00       | $1589785.57        | Agency Collateralized Mortgage Obligation |
| FRESB_19-SB65                                         | 2039-06-25      | 1.3048%  | N/A     | $10944000.00       | $163806.14         | Agency Collateralized Mortgage Obligation |
| GNMA_25-45C                                           | 2055-03-20      | 1.0481%  | N/A     | $129000000.00      | $8311896.94        | Agency Collateralized Mortgage Obligation |
| FNMA_24-7                                             | 2053-09-25      | 1.4948%  | N/A     | $79000000.00       | $3215602.32        | Agency Collateralized Mortgage Obligation |
| FHMS_K737                                             | 2048-01-25      | 1.8439%  | N/A     | $5098000.00        | $129577.91         | Agency Collateralized Mortgage Obligation |
| GNMA_23-137C                                          | 2051-08-20      | 1.9482%  | N/A     | $21391519.00       | $2524620.92        | Agency Collateralized Mortgage Obligation |
| FNMA_24-90A                                           | 2054-12-25      | 0.6948%  | N/A     | $20000000.00       | $549489.11         | Agency Collateralized Mortgage Obligation |
| GNMA_21-122E                                          | 2051-07-20      | 0.0000%  | N/A     | $75820849.00       | $398525.57         | Agency Collateralized Mortgage Obligation |
| FHMS_K124                                             | 2049-02-25      | 2.6201%  | N/A     | $786000.00         | $94421.46          | Agency Collateralized Mortgage Obligation |
| GNMA_15-65C                                           | 2045-05-20      | 4.0000%  | N/A     | $46727316.00       | $1138902.47        | Agency Collateralized Mortgage Obligation |
| GNMA_25-45B                                           | 2055-03-20      | 1.0481%  | N/A     | $93000000.00       | $6406937.87        | Agency Collateralized Mortgage Obligation |
| FREMF_20-K121                                         | 2053-11-25      | 0.1000%  | N/A     | $262295816.00      | $1189657.36        | Agency Collateralized Mortgage Obligation |
| FNMA_24-15                                            | 2054-04-25      | 1.3948%  | N/A     | $60000000.00       | $2372946.93        | Agency Collateralized Mortgage Obligation |
| FNMA_13-70                                            | 2043-01-25      | 3.5000%  | N/A     | $28251856.00       | $110170.27         | Agency Collateralized Mortgage Obligation |
| GNMA_20-181P                                          | 2050-12-20      | 5.0000%  | N/A     | $97354478.00       | $8349670.60        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2050-12-20      | 2.0000%  | N/A     | $104206464.00      | $51544254.61       | Agency Mortgage-Backed Securities         |
| GNMA_22-215F                                          | 2047-08-20      | 1.6679%  | N/A     | $16980859.00       | $1520316.35        | Agency Collateralized Mortgage Obligation |
| FNMA_23-58F                                           | 2053-12-25      | 2.6948%  | N/A     | $48409043.00       | $1937583.23        | Agency Collateralized Mortgage Obligation |
| FNMA_25-5D                                            | 2055-02-25      | 0.8448%  | N/A     | $80550000.00       | $3924154.22        | Agency Collateralized Mortgage Obligation |
| GNMA_21-119A                                          | 2051-07-20      | 1.8679%  | N/A     | $126622035.00      | $9391543.05        | Agency Collateralized Mortgage Obligation |
| FNMA_20-73E                                           | 2050-10-25      | 3.0000%  | N/A     | $5674000.00        | $572497.58         | Agency Collateralized Mortgage Obligation |
| FHMS_K117                                             | 2048-10-25      | 2.9673%  | N/A     | $13478000.00       | $1679362.76        | Agency Collateralized Mortgage Obligation |
| FNMA_24-46A                                           | 2054-07-25      | 1.4448%  | N/A     | $73500000.00       | $3794884.00        | Agency Collateralized Mortgage Obligation |
| GNMA_25-70B                                           | 2055-04-20      | 0.1482%  | N/A     | $50000000.00       | $841957.42         | Agency Collateralized Mortgage Obligation |
| GNMA_24-127D                                          | 2054-08-20      | 1.3481%  | N/A     | $30000000.00       | $1683633.74        | Agency Collateralized Mortgage Obligation |
| GNMA_23-135D                                          | 2053-09-20      | 1.2981%  | N/A     | $134019143.00      | $2032312.71        | Agency Collateralized Mortgage Obligation |
| FHLMC_5147                                            | 2046-10-25      | 3.0000%  | N/A     | $108440666.00      | $10678236.32       | Agency Collateralized Mortgage Obligation |
| GNMA_23-58A                                           | 2053-04-20      | 1.2582%  | N/A     | $100000000.00      | $3075816.46        | Agency Collateralized Mortgage Obligation |
| FREMF_18-K158                                         | 2033-11-25      | 0.0000%  | N/A     | $58656261.00       | $25285834.27       | Agency Collateralized Mortgage Obligation |
| FREMF_22-K140                                         | 2054-04-25      | 0.1000%  | N/A     | $250300000.00      | $1296442.87        | Agency Collateralized Mortgage Obligation |
| GNMA_21-27G                                           | 2051-02-20      | 3.0000%  | N/A     | $40010996.00       | $2348589.28        | Agency Collateralized Mortgage Obligation |
| GNMA_22-161F                                          | 2052-09-20      | 1.6782%  | N/A     | $30000000.00       | $2018098.62        | Agency Collateralized Mortgage Obligation |
| FNMA_24-93F                                           | 2054-12-25      | 0.7448%  | N/A     | $205000000.00      | $5722752.83        | Agency Collateralized Mortgage Obligation |
| GNMA_23-147J                                          | 2051-05-20      | 1.9482%  | N/A     | $5170476.00        | $598787.84         | Agency Collateralized Mortgage Obligation |
| FHLMC_4988F                                           | 2050-06-25      | 3.0000%  | N/A     | $313743.00         | $32863.40          | Agency Collateralized Mortgage Obligation |
| FHLMC_5500F                                           | 2054-10-25      | 0.8448%  | N/A     | $50000000.00       | $1800419.81        | Agency Collateralized Mortgage Obligation |
| FHLMC_4297                                            | 2039-07-15      | 0.0000%  | N/A     | $3001200.00        | $568533.14         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-9    | 2051-01-20      | 2.5000%  | N/A     | $71997207.00       | $6921849.66        | Agency Collateralized Mortgage Obligation |
| GNMA_24-77B                                           | 2054-05-20      | 1.4982%  | N/A     | $45000000.00       | $1225252.66        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-110  | 2049-09-20      | 1.6679%  | N/A     | $34167000.00       | $1039248.89        | Agency Collateralized Mortgage Obligation |
| GNMA_24-159M                                          | 2054-10-20      | 1.0981%  | N/A     | $100000000.00      | $2089529.97        | Agency Collateralized Mortgage Obligation |
| GNMA_22-188A                                          | 2052-11-20      | 4.9398%  | N/A     | $4545455.00        | $3142356.09        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-134  | 2050-09-20      | 2.5000%  | N/A     | $27715031.00       | $1596358.73        | Agency Collateralized Mortgage Obligation |
| GNMA_23-75F                                           | 2048-04-20      | 1.7679%  | N/A     | $101971319.00      | $10402317.04       | Agency Collateralized Mortgage Obligation |
| GNMA_23-75D                                           | 2050-06-20      | 4.0000%  | N/A     | $56718489.00       | $9257538.14        | Agency Collateralized Mortgage Obligation |
| FHLMC_4999R                                           | 2050-06-25      | 1.7304%  | N/A     | $99019090.00       | $6091813.28        | Agency Collateralized Mortgage Obligation |
| FHLMC_4096                                            | 2042-08-15      | 0.0417%  | N/A     | $4224830.00        | $1705691.35        | Agency Collateralized Mortgage Obligation |
| GNMA_24-24G                                           | 2051-02-20      | 4.0000%  | N/A     | $107857312.00      | $20347404.85       | Agency Collateralized Mortgage Obligation |
| GNMA_20-129G                                          | 2050-09-20      | 2.5000%  | N/A     | $54105631.00       | $4684954.37        | Agency Collateralized Mortgage Obligation |
| FHLMC_5460N                                           | 2054-10-25      | 1.0948%  | N/A     | $15102383.00       | $560978.51         | Agency Collateralized Mortgage Obligation |
| GNMA_25-24A                                           | 2055-02-20      | 0.0000%  | N/A     | $200000000.00      | $2605294.54        | Agency Collateralized Mortgage Obligation |
| GNMA_24-117G                                          | 2047-05-20      | 4.0000%  | N/A     | $6943298.00        | $1040525.85        | Agency Collateralized Mortgage Obligation |
| GNMA_18-104L                                          | 2048-08-20      | 1.7679%  | N/A     | $64759000.00       | $1386773.46        | Agency Collateralized Mortgage Obligation |
| GNMA_25-100C                                          | 2055-05-20      | 0.8260%  | N/A     | $106076411.00      | $2708603.11        | Agency Collateralized Mortgage Obligation |
| GNMA_25-99E                                           | 2055-06-20      | 2.0925%  | N/A     | $71492130.00       | $7998342.30        | Agency Collateralized Mortgage Obligation |
| GNMA_22-6B                                            | 2052-01-20      | 0.0000%  | N/A     | $97543246.00       | $1184315.25        | Agency Collateralized Mortgage Obligation |
| FHLMC_5458G                                           | 2054-09-25      | 1.6948%  | N/A     | $32975090.00       | $2535775.34        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-112  | 2045-08-20      | 1.3079%  | N/A     | $161020746.00      | $1675386.27        | Agency Collateralized Mortgage Obligation |
| GNMA_24-206C                                          | 2051-10-20      | 2.5000%  | N/A     | $74872830.00       | $7422612.48        | Agency Collateralized Mortgage Obligation |
| GNMA_24-129B                                          | 2054-08-20      | 0.8982%  | N/A     | $45000000.00       | $1306086.81        | Agency Collateralized Mortgage Obligation |
| FNMA_20-68E                                           | 2050-10-25      | 3.0000%  | N/A     | $15224105.00       | $1351436.72        | Agency Collateralized Mortgage Obligation |
| GNMA_20-122L                                          | 2050-08-20      | 3.0000%  | N/A     | $27698155.00       | $1885531.55        | Agency Collateralized Mortgage Obligation |
| FNMA_24-77C                                           | 2054-11-25      | 1.7448%  | N/A     | $15327791.00       | $541535.28         | Agency Collateralized Mortgage Obligation |
| GNMA_23-130A                                          | 2053-09-20      | 1.3982%  | N/A     | $75000000.00       | $2812706.63        | Agency Collateralized Mortgage Obligation |
| GNMA_19-90H                                           | 2049-07-20      | 1.6679%  | N/A     | $29690784.00       | $908773.06         | Agency Collateralized Mortgage Obligation |
| FHLMC_5072G                                           | 2051-01-25      | 3.0000%  | N/A     | $35859000.00       | $3634141.43        | Agency Collateralized Mortgage Obligation |
| GNMA_19-59A                                           | 2048-02-20      | 1.6679%  | N/A     | $96097941.00       | $2777982.69        | Agency Collateralized Mortgage Obligation |
| GNR_21-1                                              | 2051-01-20      | 3.5000%  | N/A     | $22557207.00       | $1901544.75        | Agency Collateralized Mortgage Obligation |
| FREMF_20-K1518                                        | 2035-10-25      | 0.1000%  | N/A     | $767927000.00      | $4933666.95        | Agency Collateralized Mortgage Obligation |
| GNMA_11-145                                           | 2041-11-16      | 1.6738%  | N/A     | $54000000.00       | $1212373.41        | Agency Collateralized Mortgage Obligation |
| FHMS_K071                                             | 2028-02-25      | 0.0000%  | N/A     | $75137000.00       | $3456640.87        | Agency Collateralized Mortgage Obligation |
| GNMA_20-184                                           | 2060-11-16      | 0.9115%  | N/A     | $45596000.00       | $2685709.65        | Agency Collateralized Mortgage Obligation |
| GNMA_24-51H                                           | 2054-03-20      | 0.8481%  | N/A     | $83139081.00       | $3412308.71        | Agency Collateralized Mortgage Obligation |
| FHLMC_5003D                                           | 2050-08-25      | 1.6804%  | N/A     | $8899992.00        | $895101.15         | Agency Collateralized Mortgage Obligation |
| GNMA_24-132A                                          | 2054-08-20      | 0.9482%  | N/A     | $39000000.00       | $1334191.69        | Agency Collateralized Mortgage Obligation |
| FNMA_20-71C                                           | 2050-10-25      | 3.0000%  | N/A     | $20532238.00       | $1669406.32        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2049-10-20      | 3.5000%  | N/A     | $5450478.00        | $663972.71         | Agency Mortgage-Backed Securities         |
| FNMA_14-87                                            | 2045-01-25      | 1.8303%  | N/A     | $117234000.00      | $1274705.30        | Agency Collateralized Mortgage Obligation |
| GNMA_24-174J                                          | 2051-04-20      | 2.2429%  | N/A     | $21566888.00       | $3074281.38        | Agency Collateralized Mortgage Obligation |
| FNMA_23-13C                                           | 2052-12-25      | 1.2448%  | N/A     | $175000000.00      | $7799491.85        | Agency Collateralized Mortgage Obligation |
| FREMF_22_K747                                         | 2028-11-25      | 0.1000%  | N/A     | $831028000.00      | $2210033.73        | Agency Collateralized Mortgage Obligation |
| FHLMC_4853A                                           | 2049-02-15      | 2.1817%  | N/A     | $11800000.00       | $353192.65         | Agency Collateralized Mortgage Obligation |
| FHLMC_4993                                            | 2050-07-25      | 4.5000%  | N/A     | $111813589.00      | $6693056.69        | Agency Collateralized Mortgage Obligation |
| FHLMC_5053H                                           | 2050-12-25      | 2.5000%  | N/A     | $6250000.00        | $589033.44         | Agency Collateralized Mortgage Obligation |
| GNMA_23-131L                                          | 2063-09-20      | 2.0482%  | N/A     | $10000000.00       | $176354.58         | Agency Collateralized Mortgage Obligation |
| GNMA_23-188D                                          | 2053-12-20      | 1.5481%  | N/A     | $50000000.00       | $2248255.16        | Agency Collateralized Mortgage Obligation |
| GNMA_21-117P                                          | 2051-07-20      | 4.5000%  | N/A     | $13722717.00       | $1263291.07        | Agency Collateralized Mortgage Obligation |
| GNMA_23-48L                                           | 2053-03-20      | 1.2981%  | N/A     | $100000000.00      | $2051134.64        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2044-09-15      | 4.0000%  | N/A     | $1115837.00        | $131026.86         | Agency Mortgage-Backed Securities         |
| GNMA_25-2N                                            | 2055-01-20      | 2.2982%  | N/A     | $40000000.00       | $3729280.22        | Agency Collateralized Mortgage Obligation |
| GNMA_21-59B                                           | 2051-04-20      | 1.8679%  | N/A     | $48010223.00       | $2768663.19        | Agency Collateralized Mortgage Obligation |
| FHLMC_5366                                            | 2053-12-25      | 1.8948%  | N/A     | $141356296.00      | $4905356.95        | Agency Collateralized Mortgage Obligation |
| FNMA_21-56                                            | 2051-07-25      | 3.0000%  | N/A     | $19999999.00       | $2055902.46        | Agency Collateralized Mortgage Obligation |
| GNMA_22-172D                                          | 2052-10-20      | 2.9907%  | N/A     | $10000000.00       | $7427417.44        | Agency Collateralized Mortgage Obligation |
| GNMA_24-58R                                           | 2054-04-20      | 1.5981%  | N/A     | $75000000.00       | $2337704.93        | Agency Collateralized Mortgage Obligation |
| GNMA_25-45A                                           | 2055-03-20      | 0.9981%  | N/A     | $75000000.00       | $3909755.65        | Agency Collateralized Mortgage Obligation |
| GNMA_17-106                                           | 2056-12-16      | 0.6903%  | N/A     | $124450000.00      | $566897.38         | Agency Collateralized Mortgage Obligation |
| GNMA_20-146B                                          | 2050-09-20      | 3.5000%  | N/A     | $19285714.00       | $1993174.53        | Agency Collateralized Mortgage Obligation |
| GNMA_25-99E                                           | 2055-06-20      | 0.0000%  | N/A     | $6138508.00        | $4141669.76        | Agency Collateralized Mortgage Obligation |
| GNMA_22-63D                                           | 2050-10-20      | 0.0000%  | N/A     | $30000000.00       | $133863.79         | Agency Collateralized Mortgage Obligation |
| FNMA_21-42H                                           | 2051-03-25      | 2.0000%  | N/A     | $12011000.00       | $1282819.01        | Agency Collateralized Mortgage Obligation |
| FNMA_20-77K                                           | 2050-11-25      | 2.5000%  | N/A     | $45000000.00       | $4579075.68        | Agency Collateralized Mortgage Obligation |
| GNMA_19-36B                                           | 2049-03-20      | 1.6179%  | N/A     | $43490980.00       | $901624.49         | Agency Collateralized Mortgage Obligation |
| GNMA_24-183E                                          | 2054-11-20      | 0.0000%  | N/A     | $100000000.00      | $1279626.85        | Agency Collateralized Mortgage Obligation |
| GNMA_24-175B                                          | 2054-10-20      | 1.7182%  | N/A     | $79421739.00       | $6980840.44        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-03-20      | 5.5000%  | N/A     | $4131656.00        | $4157601.04        | Agency Mortgage-Backed Securities         |
| GNMA_24-174G                                          | 2051-04-20      | 1.6179%  | N/A     | $171593723.00      | $19736280.08       | Agency Collateralized Mortgage Obligation |
| FHLMC_4992E                                           | 2050-07-25      | 2.5000%  | N/A     | $38175343.00       | $2738298.00        | Agency Collateralized Mortgage Obligation |
| GNMA_25-70B                                           | 2055-04-20      | 0.9482%  | N/A     | $70000000.00       | $2833159.76        | Agency Collateralized Mortgage Obligation |
| GNMA_20-181                                           | 2050-12-20      | 1.8679%  | N/A     | $17121830.00       | $1829705.79        | Agency Collateralized Mortgage Obligation |
| FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_18-SB47 | 2038-01-25      | 0.6680%  | N/A     | $124999999.00      | $137005.21         | Agency Collateralized Mortgage Obligation |
| FNMA_24-84B                                           | 2054-11-25      | 1.0448%  | N/A     | $33413940.00       | $2474233.16        | Agency Collateralized Mortgage Obligation |
| GNMA_20-55A                                           | 2050-04-20      | 0.0000%  | N/A     | $50000206.00       | $64097.03          | Agency Collateralized Mortgage Obligation |
| GNMA_25-23J                                           | 2055-02-20      | 0.9482%  | N/A     | $102234978.00      | $2570267.71        | Agency Collateralized Mortgage Obligation |
| GNMA_21-117                                           | 2051-07-20      | 5.0000%  | N/A     | $12450000.00       | $1276728.82        | Agency Collateralized Mortgage Obligation |
| GNMA_25-23C                                           | 2050-07-20      | 1.6982%  | N/A     | $17658206.00       | $2218550.72        | Agency Collateralized Mortgage Obligation |
| GNMA_23-70M                                           | 2048-10-20      | 1.1679%  | N/A     | $20573726.00       | $1547643.70        | Agency Collateralized Mortgage Obligation |
| GNMA_20-31A                                           | 2050-03-20      | 1.6679%  | N/A     | $47654869.00       | $2386112.30        | Agency Collateralized Mortgage Obligation |
| GNMA_21-1B                                            | 2051-01-20      | 2.5000%  | N/A     | $161401848.00      | $14740662.02       | Agency Collateralized Mortgage Obligation |
| GNMA_21-142                                           | 2051-08-20      | 3.0000%  | N/A     | $77377861.00       | $8905201.81        | Agency Collateralized Mortgage Obligation |
| GNMA_21-154C                                          | 2051-09-20      | 4.5000%  | N/A     | $80849019.00       | $8955689.68        | Agency Collateralized Mortgage Obligation |
| FHLMC_5477B                                           | 2050-11-25      | 3.5000%  | N/A     | $51060049.00       | $9430105.56        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                 | 2049-12-01      | 3.0000%  | N/A     | $366134.00         | $77728.20          | Agency Mortgage-Backed Securities         |
| GNMA_23-87                                            | 2053-06-20      | 3.4963%  | N/A     | $3846154.00        | $1717544.04        | Agency Collateralized Mortgage Obligation |
| GNMA_24-19P                                           | 2054-02-20      | 1.5881%  | N/A     | $46010169.00       | $1939856.07        | Agency Collateralized Mortgage Obligation |
| GNMA_22-190D                                          | 2052-11-20      | 3.2454%  | N/A     | $27272728.00       | $18148849.26       | Agency Collateralized Mortgage Obligation |
| FHLMC_5093A                                           | 2051-01-25      | 3.0000%  | N/A     | $7000000.00        | $812074.71         | Agency Collateralized Mortgage Obligation |
| GNMA_13-125                                           | 2054-10-16      | 0.2462%  | N/A     | $65000000.00       | $263587.44         | Agency Collateralized Mortgage Obligation |
| FHLMC_5034C                                           | 2050-11-25      | 2.0000%  | N/A     | $5400000.00        | $552058.97         | Agency Collateralized Mortgage Obligation |
| FHLMC_5181A                                           | 2046-12-15      | 3.0000%  | N/A     | $22368673.00       | $2427191.97        | Agency Collateralized Mortgage Obligation |
| FHLMC_5458A                                           | 2054-09-25      | 0.9948%  | N/A     | $30000000.00       | $1923987.86        | Agency Collateralized Mortgage Obligation |
| GNMA_24-71A                                           | 2054-04-20      | 1.1982%  | N/A     | $51000000.00       | $2538190.52        | Agency Collateralized Mortgage Obligation |
| GNMA_23-173K                                          | 2053-11-20      | 0.8481%  | N/A     | $31000000.00       | $1542646.80        | Agency Collateralized Mortgage Obligation |
| GNMA_24-129C                                          | 2054-08-20      | 0.9981%  | N/A     | $85000000.00       | $2330379.57        | Agency Collateralized Mortgage Obligation |
| GNMA_20-36                                            | 2050-03-20      | 1.6179%  | N/A     | $58333333.00       | $2888249.16        | Agency Collateralized Mortgage Obligation |
| FNMA_24-87F                                           | 2054-12-25      | 0.0000%  | N/A     | $115000000.00      | $1913466.25        | Agency Collateralized Mortgage Obligation |
| GNMA_21-031                                           | 2061-01-16      | 0.9403%  | N/A     | $27685000.00       | $1771878.70        | Agency Collateralized Mortgage Obligation |
| GNMA_23-75                                            | 2050-07-20      | 3.5000%  | N/A     | $54841130.00       | $7542091.80        | Agency Collateralized Mortgage Obligation |
| FNMA_24-87D                                           | 2054-12-25      | 0.0000%  | N/A     | $49700000.00       | $507656.47         | Agency Collateralized Mortgage Obligation |
| GNMA_20-85S                                           | 2049-10-20      | 3.5000%  | N/A     | $21377446.00       | $1483324.98        | Agency Collateralized Mortgage Obligation |
| GNMA_24-60C                                           | 2054-04-20      | 1.0182%  | N/A     | $30000000.00       | $1162981.79        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-05-20      | 6.5000%  | N/A     | $956471.00         | $998922.74         | Agency Mortgage-Backed Securities         |
| GNMA_16-92                                            | 2058-04-16      | 0.6171%  | N/A     | $77251864.00       | $217473.43         | Agency Collateralized Mortgage Obligation |
| GNMA_24-117E                                          | 2054-07-20      | 0.9482%  | N/A     | $300000000.00      | $6181408.27        | Agency Collateralized Mortgage Obligation |
| GNMA_16-78B                                           | 2046-06-20      | 4.5000%  | N/A     | $17341919.00       | $72049.95          | Agency Collateralized Mortgage Obligation |
| GNMA_23-188A                                          | 2053-12-20      | 2.7481%  | N/A     | $50000000.00       | $1363349.23        | Agency Collateralized Mortgage Obligation |
| GNMA_24-136B                                          | 2054-08-20      | 0.9282%  | N/A     | $40000000.00       | $1892481.90        | Agency Collateralized Mortgage Obligation |
| FHLMC_4990C                                           | 2050-07-25      | 4.0000%  | N/A     | $12600000.00       | $1174393.15        | Agency Collateralized Mortgage Obligation |
| GNMA_25-4B                                            | 2055-01-20      | 0.0982%  | N/A     | $100000000.00      | $2135643.43        | Agency Collateralized Mortgage Obligation |
| FREMF_21-K135                                         | 2054-10-25      | 0.1000%  | N/A     | $253227997.00      | $1278688.95        | Agency Collateralized Mortgage Obligation |
| GNMA_24-183D                                          | 2054-11-20      | 0.0000%  | N/A     | $250000000.00      | $2905219.16        | Agency Collateralized Mortgage Obligation |
| FHLMC_5123C                                           | 2050-05-25      | 3.5000%  | N/A     | $38165809.00       | $3771466.42        | Agency Collateralized Mortgage Obligation |
| GNMA_20-160A                                          | 2050-10-20      | 1.8679%  | N/A     | $10000000.00       | $998119.45         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-104  | 2044-07-20      | 1.1679%  | N/A     | $56774729.00       | $1244046.54        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K123   | 2049-02-25      | 2.7175%  | N/A     | $655000.00         | $77471.49          | Agency Collateralized Mortgage Obligation |
| GNMA_24-126R                                          | 2064-08-20      | 1.5981%  | N/A     | $52000000.00       | $1130476.29        | Agency Collateralized Mortgage Obligation |
| GNMA_24-76C                                           | 2054-05-20      | 1.4482%  | N/A     | $47000000.00       | $2026597.12        | Agency Collateralized Mortgage Obligation |
| GNMA_21-216E                                          | 2051-12-20      | 3.0000%  | N/A     | $11679366.00       | $1677739.75        | Agency Collateralized Mortgage Obligation |
| GNMA_24-84J                                           | 2054-05-20      | 2.8981%  | N/A     | $50000000.00       | $2593224.86        | Agency Collateralized Mortgage Obligation |
| FREMF_K-165                                           | 2034-10-25      | 5.6798%  | N/A     | $24003000.00       | $8899458.26        | Agency Collateralized Mortgage Obligation |
| FREMF_21-K135                                         | 2054-10-25      | 0.1000%  | N/A     | $1011328000.00     | $4782782.88        | Agency Collateralized Mortgage Obligation |
| GNMA_22-87F                                           | 2052-05-20      | 3.7445%  | N/A     | $547164.00         | $402121.70         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                      | 2045-10-20      | 4.0000%  | N/A     | $62293030.00       | $1251447.54        | Agency Collateralized Mortgage Obligation |
| GNMA_21-176P                                          | 2051-10-20      | 3.0000%  | N/A     | $31242552.00       | $2178506.27        | Agency Collateralized Mortgage Obligation |
| FHLMC_5070H                                           | 2051-02-25      | 0.0000%  | N/A     | $173779557.00      | $3161639.12        | Agency Collateralized Mortgage Obligation |
| GNMA_24-109A                                          | 2054-07-20      | 2.1481%  | N/A     | $112433460.00      | $5391167.53        | Agency Collateralized Mortgage Obligation |
| GNMA_13-015                                           | 2051-08-16      | 0.6410%  | N/A     | $61750000.00       | $244929.43         | Agency Collateralized Mortgage Obligation |
| FNMA_24-95B                                           | 2054-12-25      | 0.7948%  | N/A     | $8436906.00        | $381636.97         | Agency Collateralized Mortgage Obligation |
| GNMA_20-30G                                           | 2050-03-20      | 1.6179%  | N/A     | $41545861.00       | $1712877.09        | Agency Collateralized Mortgage Obligation |
| GNMA_20-191                                           | 2050-12-20      | 0.0000%  | N/A     | $72135472.00       | $407788.14         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2054-08-20      | 6.5000%  | N/A     | $144095898.00      | $105837091.59      | Agency Mortgage-Backed Securities         |
| GNMA_18-122J                                          | 2048-08-20      | 1.6679%  | N/A     | $24689850.00       | $1040722.69        | Agency Collateralized Mortgage Obligation |
| FHLMC_5349D                                           | 2053-10-25      | 2.7448%  | N/A     | $50000000.00       | $2471414.87        | Agency Collateralized Mortgage Obligation |
| GNMA_20-74B                                           | 2050-05-20      | 3.5000%  | N/A     | $29290500.00       | $2408697.95        | Agency Collateralized Mortgage Obligation |
| GNMA_24-79C                                           | 2054-05-20      | 1.6982%  | N/A     | $50000000.00       | $1899811.68        | Agency Collateralized Mortgage Obligation |
| GNMA_23-114M                                          | 2053-08-20      | 1.4782%  | N/A     | $187740029.00      | $8646126.43        | Agency Collateralized Mortgage Obligation |
| FNMA_16-75                                            | 2046-10-25      | 1.6804%  | N/A     | $186086160.00      | $3007389.79        | Agency Collateralized Mortgage Obligation |
| GNMA_24-126U                                          | 2054-08-20      | 0.9881%  | N/A     | $80000000.00       | $2703756.27        | Agency Collateralized Mortgage Obligation |
| GNMA_23-116J                                          | 2053-08-20      | 6.5000%  | N/A     | $3461538.00        | $425301.20         | Agency Collateralized Mortgage Obligation |
| GNMA_22-189B                                          | 2052-09-20      | 3.8963%  | N/A     | $2387140.00        | $1758156.54        | Agency Collateralized Mortgage Obligation |
| GNMA_16-77G                                           | 2046-06-20      | 1.6679%  | N/A     | $66122517.00       | $1674020.26        | Agency Collateralized Mortgage Obligation |
| GNMA_21-97G                                           | 2051-06-20      | 0.0000%  | N/A     | $293394414.00      | $1802692.48        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                 | 2035-11-01      | 2.5000%  | N/A     | $288762.00         | $127624.41         | Agency Mortgage-Backed Securities         |
| GNMA_25-4A                                            | 2055-01-20      | 1.6232%  | N/A     | $199597148.00      | $14856355.05       | Agency Collateralized Mortgage Obligation |
| GNMA_20-141A                                          | 2050-08-20      | 2.5000%  | N/A     | $16906400.00       | $1162825.92        | Agency Collateralized Mortgage Obligation |
| FNMA_24-35C                                           | 2054-06-25      | 1.4248%  | N/A     | $50000000.00       | $2328699.56        | Agency Collateralized Mortgage Obligation |
| GNMA_20-166A                                          | 2050-11-20      | 0.0000%  | N/A     | $75000000.00       | $529745.68         | Agency Collateralized Mortgage Obligation |
| GNMA_22-138B                                          | 2052-08-20      | 1.7482%  | N/A     | $30018231.00       | $1795799.34        | Agency Collateralized Mortgage Obligation |
| GNMA_21-81D                                           | 2051-05-20      | 1.8679%  | N/A     | $50000000.00       | $2833808.92        | Agency Collateralized Mortgage Obligation |
| GNMA_19-49                                            | 2049-04-20      | 1.1079%  | N/A     | $50000000.00       | $1175939.63        | Agency Collateralized Mortgage Obligation |
| FREMF_21-K130                                         | 2031-06-25      | 0.1000%  | N/A     | $984577000.00      | $4419228.55        | Agency Collateralized Mortgage Obligation |
| GNMA_21-66M                                           | 2051-04-20      | 4.0000%  | N/A     | $13335146.00       | $1148579.39        | Agency Collateralized Mortgage Obligation |
| GNMA_23-195A                                          | 2053-12-20      | 1.8481%  | N/A     | $49900000.00       | $1746186.52        | Agency Collateralized Mortgage Obligation |
| GNMA_23-146F                                          | 2053-10-20      | 1.3982%  | N/A     | $62979008.00       | $1492812.42        | Agency Collateralized Mortgage Obligation |
| FHLMC_5179C                                           | 2051-12-25      | 3.0000%  | N/A     | $13289444.00       | $892238.60         | Agency Collateralized Mortgage Obligation |
| GNMA_24-26C                                           | 2054-02-20      | 0.8982%  | N/A     | $100000000.00      | $1805463.00        | Agency Collateralized Mortgage Obligation |
| FNMA_24-70F                                           | 2054-10-25      | 1.0948%  | N/A     | $52783626.00       | $2506393.09        | Agency Collateralized Mortgage Obligation |
| FHLMC_5475C                                           | 2054-11-25      | 0.2448%  | N/A     | $13341176.00       | $305698.60         | Agency Collateralized Mortgage Obligation |
| FNMA_24-93D                                           | 2054-12-25      | 0.7948%  | N/A     | $282000000.00      | $8107118.34        | Agency Collateralized Mortgage Obligation |
| GNMA_24-126P                                          | 2054-08-20      | 2.3481%  | N/A     | $40000000.00       | $4963305.74        | Agency Collateralized Mortgage Obligation |
| GNMA_24-125B                                          | 2054-08-20      | 2.3981%  | N/A     | $20900000.00       | $1481472.49        | Agency Collateralized Mortgage Obligation |
| GNMA_24-59A                                           | 2054-04-20      | 1.0981%  | N/A     | $100500000.00      | $3520769.10        | Agency Collateralized Mortgage Obligation |
| FHLMC_5145C                                           | 2051-09-25      | 3.0000%  | N/A     | $22104161.00       | $2652218.34        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_40-64                               | 2042-06-15      | 1.5817%  | N/A     | $133333333.00      | $1625202.92        | Agency Collateralized Mortgage Obligation |
| GNMA_21-156Q                                          | 2051-09-20      | 2.5000%  | N/A     | $14841590.00       | $1175502.47        | Agency Collateralized Mortgage Obligation |
| FREMF_18-K732                                         | 2025-09-25      | 0.0000%  | N/A     | $81182764.00       | $77745648.14       | Agency Collateralized Mortgage Obligation |
| GNMA_14-126                                           | 2055-02-16      | 0.7066%  | N/A     | $40850000.00       | $216395.61         | Agency Collateralized Mortgage Obligation |
| GNMA_24-188D                                          | 2054-11-20      | 1.6982%  | N/A     | $2066165.00        | $116825.44         | Agency Collateralized Mortgage Obligation |
| GNMA_24-110M                                          | 2054-07-20      | 2.3481%  | N/A     | $21555943.00       | $1626072.81        | Agency Collateralized Mortgage Obligation |
| GNMA_20-189H                                          | 2049-12-20      | 4.0000%  | N/A     | $71485530.00       | $4861924.05        | Agency Collateralized Mortgage Obligation |
| GNMA_15-60A                                           | 2045-04-20      | 4.0000%  | N/A     | $35165143.00       | $950128.04         | Agency Collateralized Mortgage Obligation |
| GNMA_25-70A                                           | 2055-04-20      | 0.9482%  | N/A     | $50000000.00       | $2347188.28        | Agency Collateralized Mortgage Obligation |
| GNMA_24-186A                                          | 2054-11-20      | 0.0982%  | N/A     | $5941670.00        | $84172.77          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-05-20      | 5.5000%  | N/A     | $442687.00         | $446493.85         | Agency Mortgage-Backed Securities         |
| GNMA_25-23E                                           | 2051-07-20      | 1.6982%  | N/A     | $13438826.00       | $1699067.35        | Agency Collateralized Mortgage Obligation |
| FREMF_20-K1518                                        | 2035-10-25      | 0.1000%  | N/A     | $62265384.00       | $431409.20         | Agency Collateralized Mortgage Obligation |
| GNMA_24-183C                                          | 2054-11-20      | 0.1482%  | N/A     | $50000000.00       | $787618.20         | Agency Collateralized Mortgage Obligation |
| GNMA_22-9G                                            | 2052-01-20      | 3.5000%  | N/A     | $101349000.00      | $7367694.83        | Agency Collateralized Mortgage Obligation |
| GNMA_23-183C                                          | 2053-12-20      | 2.0981%  | N/A     | $44850000.00       | $1082786.21        | Agency Collateralized Mortgage Obligation |
| GNMA_21-179J                                          | 2051-10-20      | 0.0000%  | N/A     | $50001000.00       | $204761.07         | Agency Collateralized Mortgage Obligation |
| FNMA_16-55                                            | 2046-08-25      | 1.5803%  | N/A     | $44785000.00       | $1657721.47        | Agency Collateralized Mortgage Obligation |
| FNMA_17-66A                                           | 2047-09-25      | 4.5000%  | N/A     | $68383547.00       | $2125108.69        | Agency Collateralized Mortgage Obligation |
| FHLMC_5197B                                           | 2052-02-25      | 3.5000%  | N/A     | $51428571.00       | $7238685.16        | Agency Collateralized Mortgage Obligation |
| FHMS_K740                                             | 2047-11-25      | 2.5625%  | N/A     | $1907000.00        | $99381.84          | Agency Collateralized Mortgage Obligation |
| GNMA_24-157A                                          | 2054-09-20      | 1.0981%  | N/A     | $30000000.00       | $1039882.13        | Agency Collateralized Mortgage Obligation |
| FNMA_24-86B                                           | 2054-12-25      | 0.8448%  | N/A     | $48692441.00       | $1446518.84        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_Q014   | 2055-10-25      | 2.7747%  | N/A     | $2893000.00        | $382297.29         | Agency Collateralized Mortgage Obligation |
| FNMA_25-26B                                           | 2054-07-25      | 6.0000%  | N/A     | $4586146.00        | $832859.58         | Agency Collateralized Mortgage Obligation |
| FHLMC_5021C                                           | 2050-03-25      | 2.0000%  | N/A     | $23155000.00       | $1802262.00        | Agency Collateralized Mortgage Obligation |
| GNMA_22-205K                                          | 2052-12-20      | 1.8982%  | N/A     | $12000000.00       | $322474.25         | Agency Collateralized Mortgage Obligation |
| FHSTR_406                                             | 2053-10-25      | 1.2448%  | N/A     | $110435000.00      | $4025821.59        | Agency Collateralized Mortgage Obligation |
| FNMA_24-73A                                           | 2054-10-25      | 0.9448%  | N/A     | $55425000.00       | $2144948.43        | Agency Collateralized Mortgage Obligation |
| GNMA_21-23J                                           | 2051-02-20      | 4.0000%  | N/A     | $92753749.00       | $7982211.96        | Agency Collateralized Mortgage Obligation |
| FNSTR_380F                                            | 2037-06-25      | 4.8197%  | N/A     | $6000000.00        | $44173.98          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2047-05-15      | 5.0000%  | N/A     | $657722.00         | $147327.04         | Agency Mortgage-Backed Securities         |
| GNMA_17-154A                                          | 2058-12-16      | 0.6203%  | N/A     | $45000000.00       | $953569.67         | Agency Collateralized Mortgage Obligation |
| FNMA_24-25A                                           | 2054-05-25      | 1.0948%  | N/A     | $54747000.00       | $2136857.30        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2054-02-20      | 4.0000%  | N/A     | $15449088.00       | $13225294.84       | Agency Mortgage-Backed Securities         |
| GNMA_21-122L                                          | 2051-07-20      | 2.5000%  | N/A     | $30220000.00       | $2351019.32        | Agency Collateralized Mortgage Obligation |
| GNMA_23-146G                                          | 2053-10-20      | 2.0482%  | N/A     | $138461541.00      | $8050557.87        | Agency Collateralized Mortgage Obligation |
| GNMA_10-31                                            | 2040-03-20      | 1.3179%  | N/A     | $473125000.00      | $1666401.47        | Agency Collateralized Mortgage Obligation |
| GNMA_21-162G                                          | 2051-09-20      | 2.5000%  | N/A     | $25400000.00       | $1747772.16        | Agency Collateralized Mortgage Obligation |
| FREMF_22-K140                                         | 2054-03-25      | 0.1000%  | N/A     | $1017100000.00     | $5017666.21        | Agency Collateralized Mortgage Obligation |
| FHSTR_406                                             | 2053-10-25      | 1.7448%  | N/A     | $75000000.00       | $3409767.58        | Agency Collateralized Mortgage Obligation |
| GNMA_22-120F                                          | 2052-07-20      | 1.7482%  | N/A     | $40000000.00       | $2717661.29        | Agency Collateralized Mortgage Obligation |
| GNMA_21-223C                                          | 2051-12-20      | 3.0000%  | N/A     | $22411319.00       | $3068845.45        | Agency Collateralized Mortgage Obligation |
| GNMA_14-130                                           | 2054-08-16      | 0.4376%  | N/A     | $72603298.00       | $183020.25         | Agency Collateralized Mortgage Obligation |
| FREMF_18-K80                                          | 2050-08-25      | 0.1000%  | N/A     | $132838590.00      | $338147.93         | Agency Collateralized Mortgage Obligation |
| GNMA_24-65J                                           | 2051-04-20      | 2.7982%  | N/A     | $12475179.00       | $1995329.05        | Agency Collateralized Mortgage Obligation |
| GNMA_23-113A                                          | 2063-08-20      | 1.5981%  | N/A     | $30000000.00       | $901063.12         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2043-04-20      | 3.5000%  | N/A     | $5982130.00        | $551980.38         | Agency Mortgage-Backed Securities         |
| GNMA_16-067                                           | 2057-07-16      | 0.7599%  | N/A     | $36000002.00       | $107734.92         | Agency Collateralized Mortgage Obligation |
| FREMF_20-K121                                         | 2053-11-25      | 0.1000%  | N/A     | $1146002000.00     | $4610396.62        | Agency Collateralized Mortgage Obligation |
| GNMA_24-151D                                          | 2054-09-20      | 0.3982%  | N/A     | $80000000.00       | $3259196.66        | Agency Collateralized Mortgage Obligation |
| GNMA_21-140A                                          | 2051-08-20      | 2.5000%  | N/A     | $192635000.00      | $13245713.91       | Agency Collateralized Mortgage Obligation |
| FHLMC_5080L                                           | 2048-11-25      | 4.0000%  | N/A     | $6000000.00        | $786975.08         | Agency Collateralized Mortgage Obligation |
| GNMA_41-97H                                           | 2054-12-20      | 0.9781%  | N/A     | $160000000.00      | $4478444.25        | Agency Collateralized Mortgage Obligation |
| GNMA_25-45E                                           | 2055-03-20      | 1.0481%  | N/A     | $30000000.00       | $1349423.65        | Agency Collateralized Mortgage Obligation |
| FREMF_18-K158                                         | 2033-11-25      | 0.1000%  | N/A     | $78207261.00       | $495408.20         | Agency Collateralized Mortgage Obligation |
| GNMA_13-18B                                           | 2043-02-20      | 3.5000%  | N/A     | $85714285.00       | $2015353.75        | Agency Collateralized Mortgage Obligation |
| GNMA_24-4C                                            | 2054-01-20      | 2.6481%  | N/A     | $136017000.00      | $7214019.90        | Agency Collateralized Mortgage Obligation |
| GNMA_20-57                                            | 2060-01-16      | 1.7940%  | N/A     | $3678860.00        | $286100.02         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                | 2037-10-01      | 3.0000%  | N/A     | $276231.00         | $180542.67         | Agency Mortgage-Backed Securities         |
| GNMA_23-83K                                           | 2063-06-20      | 1.6982%  | N/A     | $16623169.00       | $330751.61         | Agency Collateralized Mortgage Obligation |
| GNMA_18-127                                           | 2044-10-20      | 5.0000%  | N/A     | $6129737.00        | $320610.47         | Agency Collateralized Mortgage Obligation |
| FNMA_23-39H                                           | 2052-07-25      | 2.0000%  | N/A     | $170000000.00      | $19302041.45       | Agency Collateralized Mortgage Obligation |
| FNMA_24-93A                                           | 2054-12-25      | 0.6948%  | N/A     | $21095871.00       | $571524.25         | Agency Collateralized Mortgage Obligation |
| GNMA_19-65                                            | 2046-05-20      | 3.5000%  | N/A     | $2827635.00        | $78062.49          | Agency Collateralized Mortgage Obligation |
| GNMA_21-1H                                            | 2051-01-20      | 1.8679%  | N/A     | $27390980.00       | $2837807.87        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-1       | 2051-02-25      | 2.0000%  | N/A     | $20469712.00       | $1684953.69        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2045-10-20      | 3.0000%  | N/A     | $3650000.00        | $406619.47         | Agency Mortgage-Backed Securities         |
| GNMA_24-171B                                          | 2054-10-20      | 0.5482%  | N/A     | $100000000.00      | $2600962.66        | Agency Collateralized Mortgage Obligation |
| FNMA_21-53E                                           | 2050-11-25      | 3.0000%  | N/A     | $107041666.00      | $11507271.21       | Agency Collateralized Mortgage Obligation |
| GNMA_20-96F                                           | 2046-01-20      | 1.7679%  | N/A     | $66473586.00       | $2675340.57        | Agency Collateralized Mortgage Obligation |
| FHLMC_5072H                                           | 2051-01-25      | 3.5000%  | N/A     | $53698571.00       | $5586510.67        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K129   | 2031-05-25      | 3.2700%  | N/A     | $10999504.00       | $1690768.78        | Agency Collateralized Mortgage Obligation |
| FHLMC_4923                                            | 2049-11-25      | 1.5803%  | N/A     | $13000000.00       | $654099.57         | Agency Collateralized Mortgage Obligation |
| GNMA_18-93D                                           | 2048-07-20      | 1.7679%  | N/A     | $50000000.00       | $1222483.73        | Agency Collateralized Mortgage Obligation |
| GNMA_22-1C                                            | 2052-01-20      | 0.0000%  | N/A     | $65765005.00       | $395484.15         | Agency Collateralized Mortgage Obligation |
| GNMA_23-122C                                          | 2053-08-20      | 4.2963%  | N/A     | $20000000.00       | $10304120.13       | Agency Collateralized Mortgage Obligation |
| GNMA_23-76C                                           | 2053-05-20      | 1.8481%  | N/A     | $37500000.00       | $1946437.26        | Agency Collateralized Mortgage Obligation |
| GNMA_21-206                                           | 2051-11-20      | 3.5000%  | N/A     | $9825019.00        | $966707.70         | Agency Collateralized Mortgage Obligation |
| FHLMC_5408D                                           | 2053-12-25      | 0.7948%  | N/A     | $60000000.00       | $2453944.90        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1            | 2060-06-15      | 6.1000%  | N/A     | $2587463.00        | $2783851.16        | Agency Mortgage-Backed Securities         |
| GNMA_23-173M                                          | 2053-11-20      | 2.0781%  | N/A     | $80000000.00       | $4678137.81        | Agency Collateralized Mortgage Obligation |
| FHLMC_5501G                                           | 2055-02-25      | 1.5448%  | N/A     | $72995812.00       | $5371471.89        | Agency Collateralized Mortgage Obligation |
| FHLMC_5319B                                           | 2053-07-25      | 1.6448%  | N/A     | $100000000.00      | $3390771.94        | Agency Collateralized Mortgage Obligation |
| GNMA_24-174C                                          | 2051-05-20      | 2.5000%  | N/A     | $154067626.00      | $23021608.85       | Agency Collateralized Mortgage Obligation |
| GNMA_20-166                                           | 2050-11-20      | 3.0000%  | N/A     | $30000000.00       | $3047663.40        | Agency Collateralized Mortgage Obligation |
| GNMA_24-147B                                          | 2054-09-20      | 1.5981%  | N/A     | $95085100.00       | $5810344.45        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-147  | 2048-10-20      | 1.7679%  | N/A     | $63301674.00       | $1826024.04        | Agency Collateralized Mortgage Obligation |
| GNMA_24-59F                                           | 2054-04-20      | 1.6982%  | N/A     | $92914366.00       | $4393880.19        | Agency Collateralized Mortgage Obligation |
| GNMA_24-132B                                          | 2064-08-20      | 1.5981%  | N/A     | $45182354.00       | $754636.17         | Agency Collateralized Mortgage Obligation |
| GNMA_23-123E                                          | 2051-02-20      | 4.0000%  | N/A     | $45264805.00       | $7758359.38        | Agency Collateralized Mortgage Obligation |
| FHLMC_5392D                                           | 2051-10-25      | 4.5000%  | N/A     | $37026969.00       | $7532682.69        | Agency Collateralized Mortgage Obligation |
| FHLMC_5478C                                           | 2054-04-25      | 0.7448%  | N/A     | $156000000.00      | $4356297.57        | Agency Collateralized Mortgage Obligation |
| GNMA_19-141                                           | 2062-01-16      | 0.6176%  | N/A     | $25719162.00       | $683297.05         | Agency Collateralized Mortgage Obligation |
| GNMA_24-183A                                          | 2054-11-20      | 0.1981%  | N/A     | $150000000.00      | $2594251.78        | Agency Collateralized Mortgage Obligation |
| GNMA_24-84B                                           | 2064-05-20      | 1.5481%  | N/A     | $11232602.00       | $161699.87         | Agency Collateralized Mortgage Obligation |
| GNMA_21-78T                                           | 2051-05-20      | 3.5000%  | N/A     | $16541354.00       | $1531724.29        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1J                                            | 2055-01-20      | 0.0481%  | N/A     | $100000000.00      | $2842634.72        | Agency Collateralized Mortgage Obligation |
| FHLMC_3152                                            | 2036-03-15      | 2.0617%  | N/A     | $117787959.00      | $378720.25         | Agency Collateralized Mortgage Obligation |
| FNMA_20-80F                                           | 2049-04-25      | 2.5000%  | N/A     | $10750017.00       | $1029180.18        | Agency Collateralized Mortgage Obligation |
| GNMA_23-167D                                          | 2053-11-20      | 1.1982%  | N/A     | $30000000.00       | $454028.24         | Agency Collateralized Mortgage Obligation |
| GNMA_19-56B                                           | 2049-05-20      | 1.7179%  | N/A     | $38251837.00       | $675013.61         | Agency Collateralized Mortgage Obligation |
| GNMA_23-98D                                           | 2053-07-20      | 1.6982%  | N/A     | $71769230.00       | $1874388.62        | Agency Collateralized Mortgage Obligation |

### Security 179: Fixed Income Clearing Corporation - SSB

- **C.1 - Title:** Fixed Income Clearing Corporation - SSB
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDM7EK52
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Moody's: P-1; Fitch: NR; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 06.500 CLDE1640 | 2055-06-01      | 6.5000%  | N/A     | $1000.00           | $1056.47           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5837 | 2053-03-01      | 5.0000%  | N/A     | $1000.00           | $851.72            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA6664 | 2052-02-01      | 3.0000%  | N/A     | $82000.00          | $56218.87          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  | N/A     | $536000.00         | $117507.04         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CQAY5608 | 2035-06-01      | 3.0000%  | N/A     | $1000.00           | $309.28            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZT0240 | 2048-01-01      | 3.5000%  | N/A     | $5954161.00        | $1063721.35        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CTSC0321 | 2042-10-01      | 3.5000%  | N/A     | $90000.00          | $66476.59          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6611 | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $1033.33           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA5699 | 2050-05-01      | 2.5000%  | N/A     | $1000.00           | $513.16            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL890125 | 2039-04-01      | 5.5000%  | N/A     | $130326816.00      | $2217806.84        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7987 | 2050-12-01      | 2.0000%  | N/A     | $1325372.00        | $682816.03         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1024 | 2051-07-01      | 2.5000%  | N/A     | $6315000.00        | $3877804.32        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4007 | 2055-04-01      | 5.5000%  | N/A     | $1083.00           | $1089.46           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7632 | 2050-11-01      | 2.0000%  | N/A     | $17056000.00       | $8909561.40        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8421 | 2054-04-01      | 6.0000%  | N/A     | $2069770.00        | $1710357.89        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CTRB5350 | 2045-06-01      | 5.5000%  | N/A     | $28054077.00       | $28345588.28       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBP6679 | 2050-09-01      | 2.0000%  | N/A     | $16737364.00       | $8520945.72        | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLSD8412 | 2054-03-01      | 7.5000%  | N/A     | $209447.00         | $115841.39         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBJ1321 | 2047-11-01      | 3.5000%  | N/A     | $1754296.00        | $436667.86         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD3040 | 2055-03-01      | 6.0000%  | N/A     | $1754335.00        | $1798560.37        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF4924 | 2052-12-01      | 6.0000%  | N/A     | $99000.00          | $61723.18          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ1987 | 2054-07-01      | 6.5000%  | N/A     | $8592164.00        | $8550453.35        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8226 | 2052-07-01      | 3.5000%  | N/A     | $1001.00           | $754.83            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1314 | 2055-06-01      | 5.5000%  | N/A     | $1024.00           | $1023.58           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT0139 | 2051-06-01      | 2.5000%  | N/A     | $2393721.00        | $1281695.67        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP5487 | 2050-06-01      | 3.0000%  | N/A     | $399000.00         | $106972.43         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4978 | 2053-04-01      | 5.0000%  | N/A     | $4001.00           | $3333.69           | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q58645 G | 2048-09-01      | 4.5000%  | N/A     | $16535864.00       | $2484878.81        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD4617 | 2055-03-01      | 6.0000%  | N/A     | $1775075.00        | $1811136.52        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBJ0122 | 2047-10-01      | 3.5000%  | N/A     | $59308694.00       | $15493741.37       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA6302 | 2051-11-01      | 2.0000%  | N/A     | $4163076.00        | $2582653.10        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD6901 | 2054-12-01      | 4.5000%  | N/A     | $1000.00           | $943.96            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CKAS8184 | 2046-10-01      | 3.0000%  | N/A     | $2381000.00        | $304840.80         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7923 | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $774.43            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0375 | 2054-12-01      | 6.0000%  | N/A     | $17098109.00       | $17137216.94       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9663 | 2054-12-01      | 5.5000%  | N/A     | $46791463.00       | $45365852.48       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1456 | 2048-12-01      | 3.0000%  | N/A     | $1000.00           | $659.80            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBM1181 | 2043-08-01      | 3.0000%  | N/A     | $69331904.00       | $18972342.03       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS9178 | 2053-08-01      | 4.5000%  | N/A     | $1024.00           | $903.57            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6402 | 2045-07-01      | 2.5000%  | N/A     | $49145508.00       | $18135378.76       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5445 | 2054-08-01      | 6.0000%  | N/A     | $50697408.00       | $45048601.20       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6520 | 2053-01-01      | 5.5000%  | N/A     | $1008.00           | $739.06            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR4756 | 2051-03-01      | 2.0000%  | N/A     | $300000.00         | $151143.70         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 U4BF0247 | 2051-06-01      | 4.5000%  | N/A     | $3000.00           | $888.85            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7452 | 2050-10-01      | 2.0000%  | N/A     | $53567118.00       | $28957742.50       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY7156 | 2055-07-01      | 5.5000%  | N/A     | $1000.00           | $1010.75           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC0013 | 2054-08-01      | 6.0000%  | N/A     | $1349546.00        | $1373382.83        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8469 | 2054-10-01      | 5.5000%  | N/A     | $1024.00           | $952.41            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7338 | 2050-10-01      | 2.0000%  | N/A     | $9202109.00        | $4867687.83        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS9453 | 2047-04-01      | 4.0000%  | N/A     | $2001.00           | $321.57            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6698 | 2053-07-01      | 5.5000%  | N/A     | $28917916.00       | $22640876.78       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6214 | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $1039.15           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 R3BF0138 | 2041-07-01      | 6.0000%  | N/A     | $2869.00           | $601.41            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9219 | 2054-09-01      | 6.0000%  | N/A     | $8745961.00        | $8591114.46        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8475 | 2054-11-01      | 5.5000%  | N/A     | $43433258.00       | $40791057.20       | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G61595 G | 2048-07-01      | 3.5000%  | N/A     | $16849442.00       | $3556005.59        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7378 | 2052-05-01      | 3.5000%  | N/A     | $98999.00          | $74817.00          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS5127 | 2052-01-01      | 3.0000%  | N/A     | $1000.00           | $769.32            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2913 | 2053-05-01      | 5.5000%  | N/A     | $125000.00         | $97938.92          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC5763 | 2051-08-01      | 3.0000%  | N/A     | $1024.00           | $675.97            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8233 | 2052-07-01      | 5.0000%  | N/A     | $1080.00           | $822.54            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4682 | 2045-01-01      | 4.0000%  | N/A     | $36100941.00       | $8061983.57        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY4434 | 2055-06-01      | 5.5000%  | N/A     | $1728957.00        | $1735820.82        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD1779 | 2052-10-01      | 5.5000%  | N/A     | $15437597.00       | $12290843.08       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9957 | 2052-09-01      | 5.0000%  | N/A     | $1979320.00        | $1564815.29        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD7504 | 2049-08-01      | 3.5000%  | N/A     | $1008.00           | $188.55            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD5969 | 2054-07-01      | 6.5000%  | N/A     | $100000.00         | $93540.53          | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V83231 G | 2047-06-01      | 4.0000%  | N/A     | $269852.00         | $68881.51          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4438 | 2051-10-01      | 2.5000%  | N/A     | $2000.00           | $1239.70           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7341 | 2050-10-01      | 2.0000%  | N/A     | $1024.00           | $540.05            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA8272 | 2053-01-01      | 6.0000%  | N/A     | $14673494.00       | $12603710.98       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9011 | 2054-08-01      | 6.0000%  | N/A     | $1024.00           | $980.03            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7333 | 2050-10-01      | 2.0000%  | N/A     | $48135284.00       | $26533956.36       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7519 | 2052-06-01      | 3.5000%  | N/A     | $140000.00         | $105063.32         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q08394 G | 2042-05-01      | 3.5000%  | N/A     | $1000.00           | $147.55            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV1539 | 2055-04-01      | 5.5000%  | N/A     | $1008.00           | $973.54            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7338 | 2053-10-01      | 6.0000%  | N/A     | $1024.00           | $934.56            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY4119 | 2053-07-01      | 5.0000%  | N/A     | $1008.00           | $791.32            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5130 | 2045-06-01      | 3.5000%  | N/A     | $10150752.00       | $1788231.23        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY5134 | 2055-06-01      | 6.5000%  | N/A     | $1000.00           | $1047.18           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4996 | 2045-05-01      | 3.5000%  | N/A     | $11432446.00       | $993424.02         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0594 | 2055-01-01      | 5.5000%  | N/A     | $1465075.00        | $1465262.10        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ2078 | 2045-09-01      | 3.5000%  | N/A     | $29364704.00       | $9562699.50        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0623 | 2054-09-01      | 6.0000%  | N/A     | $8400353.00        | $8249167.03        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7380 | 2052-05-01      | 3.5000%  | N/A     | $51000.00          | $35095.39          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q51458 G | 2047-10-01      | 3.5000%  | N/A     | $71278017.00       | $17862531.53       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRAT3973 | 2033-04-01      | 3.0000%  | N/A     | $1000.00           | $271.97            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8489 | 2054-12-01      | 4.5000%  | N/A     | $1000.00           | $935.98            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC0775 | 2055-03-01      | 5.5000%  | N/A     | $1186618.00        | $1094410.88        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0243 | 2054-12-01      | 5.5000%  | N/A     | $6405816.00        | $6233583.95        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF0486 | 2052-09-01      | 5.5000%  | N/A     | $4558889.00        | $3152171.74        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1561 | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $756.90            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW0048 | 2052-07-01      | 5.0000%  | N/A     | $15001.00          | $10131.88          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY5133 | 2055-06-01      | 6.5000%  | N/A     | $1000.00           | $1052.33           | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G30680 G | 2029-07-01      | 4.5000%  | N/A     | $3482.00           | $66.69             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8301 | 2053-02-01      | 6.0000%  | N/A     | $39362.00          | $28600.89          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CQAY1959 | 2035-03-01      | 3.0000%  | N/A     | $1000.00           | $273.76            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4679 | 2052-09-01      | 5.0000%  | N/A     | $34198221.00       | $26187094.87       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU6891 | 2052-03-01      | 2.5000%  | N/A     | $300000.00         | $195096.27         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM4063 | 2050-08-01      | 2.5000%  | N/A     | $3854933.00        | $1887007.30        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBN8876 | 2049-05-01      | 4.0000%  | N/A     | $21614806.00       | $4532054.24        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q51765 G | 2047-11-01      | 3.5000%  | N/A     | $46095285.00       | $9412852.41        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV9888 | 2052-05-01      | 3.5000%  | N/A     | $10891840.00       | $7333409.96        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5489 | 2053-01-01      | 6.0000%  | N/A     | $7543697.00        | $6070703.33        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU4251 | 2053-11-01      | 6.5000%  | N/A     | $1004.00           | $810.23            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6087 | 2053-04-01      | 6.0000%  | N/A     | $1024.00           | $829.02            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2127 | 2055-06-01      | 5.5000%  | N/A     | $35873925.00       | $35987844.66       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB1226 | 2050-07-01      | 2.5000%  | N/A     | $2000.00           | $782.55            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CISB1557 | 2035-07-01      | 4.0000%  | N/A     | $10399218.00       | $10403827.16       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5189 | 2053-11-01      | 5.0000%  | N/A     | $3000.00           | $2706.92           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZA1224 | 2042-06-01      | 3.5000%  | N/A     | $40405689.00       | $4500198.48        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1826 | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $1028.02           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1306 | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $1027.25           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD1750 | 2052-04-01      | 2.5000%  | N/A     | $1388534.00        | $946251.40         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY4186 | 2053-07-01      | 5.5000%  | N/A     | $1024.00           | $883.97            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6780 | 2054-10-01      | 5.5000%  | N/A     | $1024.00           | $962.90            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSL0311 | 2055-01-01      | 4.5000%  | N/A     | $6077174.00        | $5702342.56        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD4301 | 2055-02-01      | 5.5000%  | N/A     | $1000.00           | $998.71            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4160 | 2050-10-01      | 3.0000%  | N/A     | $1021.00           | $337.33            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY0337 | 2055-04-01      | 6.0000%  | N/A     | $1675772.00        | $1720224.07        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5587 | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $962.66            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2107 | 2052-12-01      | 3.5000%  | N/A     | $43000.00          | $33160.87          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 U4BF0195 | 2051-05-01      | 4.0000%  | N/A     | $146379.00         | $43761.14          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8350 | 2053-08-01      | 6.0000%  | N/A     | $34000.00          | $27441.84          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC4569 | 2054-11-01      | 5.0000%  | N/A     | $47101632.00       | $43829790.36       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5139 | 2053-09-01      | 6.0000%  | N/A     | $1946.00           | $1543.24           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4338 | 2045-01-01      | 3.5000%  | N/A     | $24698752.00       | $4042233.25        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC1500 | 2046-08-01      | 3.5000%  | N/A     | $1000.00           | $220.52            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB5092 | 2050-11-01      | 2.5000%  | N/A     | $1000.00           | $526.86            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU6691 | 2051-12-01      | 2.5000%  | N/A     | $1000.00           | $702.02            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS2425 | 2052-05-01      | 3.5000%  | N/A     | $150202.00         | $108232.93         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX7702 | 2053-02-01      | 6.5000%  | N/A     | $100000.00         | $66450.45          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS3619 | 2042-11-01      | 3.5000%  | N/A     | $2112.00           | $264.94            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAQ9089 | 2042-12-01      | 3.5000%  | N/A     | $50046238.00       | $7212694.47        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD3216 | 2052-11-01      | 4.5000%  | N/A     | $1008.00           | $828.86            | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIBR0962 | 2036-04-01      | 1.5000%  | N/A     | $83920633.00       | $44944517.93       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CKBV2554 | 2052-06-01      | 5.0000%  | N/A     | $50000.00          | $41352.76          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7033 | 2050-09-01      | 2.5000%  | N/A     | $95028692.00       | $48114052.09       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX6119 | 2053-01-01      | 6.0000%  | N/A     | $1000.00           | $574.73            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV5391 | 2047-04-01      | 3.0000%  | N/A     | $7935088.00        | $4777504.28        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CQAT2404 | 2033-05-01      | 3.0000%  | N/A     | $1000.00           | $105.71            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAY1106 | 2045-04-01      | 3.0000%  | N/A     | $87899008.00       | $14140653.50       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM7777 | 2050-11-01      | 4.0000%  | N/A     | $2589000.00        | $1182981.72        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0483 | 2047-10-01      | 3.5000%  | N/A     | $800000.00         | $182557.89         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4628 | 2037-06-01      | 2.5000%  | N/A     | $3000.00           | $1994.88           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS8955 | 2047-03-01      | 4.0000%  | N/A     | $8552051.00        | $2073862.26        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1064 | 2054-03-01      | 5.5000%  | N/A     | $361590.00         | $327453.38         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9621 | 2053-08-01      | 5.5000%  | N/A     | $7125798.00        | $6375043.02        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6911 | 2050-09-01      | 2.5000%  | N/A     | $2568167.00        | $1277632.83        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4785 | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $765.38            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZA5622 | 2048-08-01      | 4.5000%  | N/A     | $1079.00           | $275.21            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLFS6541 | 2053-12-01      | 7.0000%  | N/A     | $1024.00           | $886.79            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6778 | 2053-02-01      | 5.5000%  | N/A     | $1008.00           | $876.88            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 REBX9387 | 2053-04-01      | 5.0000%  | N/A     | $124878.00         | $83616.39          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4770 | 2045-04-01      | 3.5000%  | N/A     | $16468407.00       | $1475153.85        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7449 | 2050-10-01      | 2.0000%  | N/A     | $1119.00           | $598.40            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRAL3160 | 2043-02-01      | 3.0000%  | N/A     | $60386304.00       | $14169733.66       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA0525 | 2047-10-01      | 3.0000%  | N/A     | $14851200.00       | $3021259.15        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1505 | 2052-07-01      | 4.5000%  | N/A     | $5572358.00        | $4371919.01        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA8250 | 2052-11-01      | 4.5000%  | N/A     | $1000.00           | $801.31            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8269 | 2046-11-01      | 3.0000%  | N/A     | $799000.00         | $141396.74         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAL6348 | 2045-02-01      | 3.5000%  | N/A     | $1605376.00        | $283801.35         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3909 | 2052-06-01      | 4.0000%  | N/A     | $45000.00          | $35220.10          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN4257 | 2049-03-01      | 4.5000%  | N/A     | $1843.00           | $406.20            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF1972 | 2052-10-01      | 5.5000%  | N/A     | $17978.00          | $13102.49          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8222 | 2052-06-01      | 4.0000%  | N/A     | $1000.00           | $761.11            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3303 | 2052-04-01      | 3.0000%  | N/A     | $9099518.00        | $6271900.14        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8501 | 2054-05-01      | 6.0000%  | N/A     | $1000.00           | $991.75            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH7055 | 2047-12-01      | 3.5000%  | N/A     | $186705250.00      | $43087492.88       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIFM7184 | 2034-01-01      | 4.5000%  | N/A     | $1492180.00        | $516959.71         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBU8932 | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $710.34            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4121 | 2052-07-01      | 4.0000%  | N/A     | $85000.00          | $65719.60          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7422 | 2054-03-01      | 5.5000%  | N/A     | $42141312.00       | $38537996.03       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD9349 | 2055-06-01      | 5.5000%  | N/A     | $1000.00           | $1009.67           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM4751 | 2043-03-01      | 3.5000%  | N/A     | $200000.00         | $55697.64          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZM5074 | 2047-12-01      | 3.5000%  | N/A     | $1003.00           | $200.24            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5914 | 2053-03-01      | 6.0000%  | N/A     | $1024.00           | $772.98            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1953 | 2053-11-01      | 5.0000%  | N/A     | $1000.00           | $993.75            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU1842 | 2052-01-01      | 2.0000%  | N/A     | $45599.00          | $27123.47          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5271 | 2054-02-01      | 5.5000%  | N/A     | $1024.00           | $900.09            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBV2615 | 2052-07-01      | 4.5000%  | N/A     | $49000.00          | $33670.33          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAL3532 | 2042-09-01      | 3.5000%  | N/A     | $92608113.00       | $11994411.54       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7918 | 2050-11-01      | 2.0000%  | N/A     | $1024.00           | $551.63            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBV3089 | 2052-02-01      | 2.5000%  | N/A     | $300000.00         | $182610.23         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQI2213 | 2054-03-01      | 5.0000%  | N/A     | $55620.00          | $53675.82          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8689 | 2047-01-01      | 3.5000%  | N/A     | $21510854.00       | $4948900.51        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR8582 | 2043-06-01      | 3.5000%  | N/A     | $1024.00           | $194.15            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0923 | 2052-01-01      | 2.5000%  | N/A     | $1000.00           | $649.72            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4355 | 2051-06-01      | 2.0000%  | N/A     | $1008.00           | $609.01            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0737 | 2054-05-01      | 6.0000%  | N/A     | $4045757.00        | $4024888.84        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q49353 G | 2047-07-01      | 4.0000%  | N/A     | $57799816.00       | $10251074.71       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8289 | 2053-01-01      | 5.5000%  | N/A     | $11552284.00       | $9321377.98        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7559 | 2053-03-01      | 5.5000%  | N/A     | $1000.00           | $799.93            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD1873 | 2052-11-01      | 5.5000%  | N/A     | $1008.00           | $814.72            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8268 | 2052-11-01      | 5.5000%  | N/A     | $50000.00          | $39298.20          | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q52158 G | 2047-11-01      | 4.0000%  | N/A     | $2027.00           | $597.20            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM5309 | 2050-11-01      | 2.5000%  | N/A     | $1000.00           | $629.27            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRQ0012 | 2055-06-01      | 5.0000%  | N/A     | $1000.00           | $980.98            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU0720 | 2051-10-01      | 2.0000%  | N/A     | $520000.00         | $331833.89         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE7321 | 2052-08-01      | 5.0000%  | N/A     | $7052457.00        | $5100323.01        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE3702 | 2047-06-01      | 4.0000%  | N/A     | $110765298.00      | $12530259.54       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9570 | 2053-08-01      | 6.0000%  | N/A     | $7472951.00        | $6199096.18        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU2785 | 2051-11-01      | 2.0000%  | N/A     | $904240.00         | $567724.72         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP2358 | 2042-08-01      | 3.5000%  | N/A     | $1000.00           | $124.57            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBD7082 | 2047-03-01      | 4.0000%  | N/A     | $1040.00           | $203.99            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1882 | 2052-11-01      | 5.0000%  | N/A     | $31000.00          | $24583.19          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8804 | 2051-02-01      | 2.0000%  | N/A     | $9204590.00        | $5057756.86        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9211 | 2054-09-01      | 5.5000%  | N/A     | $2546518.00        | $2466204.42        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8578 | 2051-01-01      | 2.0000%  | N/A     | $1157.00           | $609.51            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1523 | 2055-06-01      | 6.0000%  | N/A     | $1008.00           | $1038.31           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4079 | 2050-07-01      | 3.0000%  | N/A     | $3000000.00        | $865807.62         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA1266 | 2051-09-01      | 4.5000%  | N/A     | $1000.00           | $957.26            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY6289 | 2055-06-01      | 6.5000%  | N/A     | $1000.00           | $1046.13           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7568 | 2054-02-01      | 5.5000%  | N/A     | $563000.00         | $504703.40         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5762 | 2045-09-01      | 3.5000%  | N/A     | $28324640.00       | $5481254.28        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQF3213 | 2052-11-01      | 4.5000%  | N/A     | $100000.00         | $79134.33          | Agency Mortgage-Backed Securities  |
| 04.000 FGPC T65393 G | 2046-09-01      | 4.0000%  | N/A     | $1100000.00        | $94517.44          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD9861 | 2055-06-01      | 5.5000%  | N/A     | $1000.00           | $1014.04           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5612 | 2055-02-01      | 4.5000%  | N/A     | $118500.00         | $111359.45         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7562 | 2053-04-01      | 5.5000%  | N/A     | $13235929.00       | $10863608.68       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA5682 | 2050-05-01      | 2.5000%  | N/A     | $13267131.00       | $6311102.99        | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  | N/A     | $18616.00          | $197.26            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB5324 | 2052-12-01      | 6.5000%  | N/A     | $3004148.00        | $1605530.06        | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q22339 G | 2043-10-01      | 4.5000%  | N/A     | $24724985.00       | $1449082.91        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6522 | 2053-01-01      | 5.5000%  | N/A     | $6206696.00        | $4119840.34        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7683 | 2050-11-01      | 2.0000%  | N/A     | $24816128.00       | $13319484.75       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3582 | 2052-05-01      | 3.0000%  | N/A     | $98000.00          | $68854.99          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7544 | 2051-07-01      | 3.0000%  | N/A     | $206744.00         | $122532.10         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 3JRE0019 | 2050-11-01      | 2.0000%  | N/A     | $98999.00          | $52251.15          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1856 | 2054-06-01      | 5.5000%  | N/A     | $1000.00           | $958.45            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF4946 | 2052-12-01      | 6.0000%  | N/A     | $1000.00           | $802.48            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1514 | 2052-08-01      | 5.0000%  | N/A     | $1024.00           | $780.23            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  | N/A     | $3000.00           | $2395.98           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS1977 | 2051-11-01      | 2.0000%  | N/A     | $1024.00           | $672.97            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF8720 | 2053-03-01      | 6.0000%  | N/A     | $3519958.00        | $2989008.52        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ0858 | 2045-07-01      | 3.5000%  | N/A     | $82513876.00       | $16227178.23       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4378 | 2051-07-01      | 2.0000%  | N/A     | $2000.00           | $1225.05           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD7227 | 2055-05-01      | 5.5000%  | N/A     | $1008.00           | $1010.53           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI8055 | 2054-06-01      | 5.5000%  | N/A     | $1000.00           | $927.67            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8206 | 2052-04-01      | 3.0000%  | N/A     | $1000.00           | $704.42            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8922 | 2047-03-01      | 3.5000%  | N/A     | $2975872.00        | $618065.09         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1691 | 2055-06-01      | 5.0000%  | N/A     | $35664362.00       | $35113232.70       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9249 | 2051-02-01      | 2.0000%  | N/A     | $18888480.00       | $10192990.45       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM5012 | 2048-03-01      | 3.5000%  | N/A     | $18059478.00       | $5384907.64        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8135 | 2052-10-01      | 5.5000%  | N/A     | $41000.00          | $31283.40          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2092 | 2051-11-01      | 2.5000%  | N/A     | $1000.00           | $699.47            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA0598 | 2053-11-01      | 6.5000%  | N/A     | $3882674.00        | $3524415.65        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA0660 | 2047-11-01      | 4.0000%  | N/A     | $1113918.00        | $257136.46         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3173 | 2053-07-01      | 5.5000%  | N/A     | $11401794.00       | $9879410.36        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC5147 | 2054-11-01      | 5.5000%  | N/A     | $1266692.00        | $1208592.74        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY6503 | 2055-06-01      | 5.5000%  | N/A     | $1000.00           | $1014.61           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8367 | 2053-10-01      | 5.5000%  | N/A     | $12760996.00       | $10985042.48       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  | N/A     | $2000.00           | $1723.62           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1470 | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $1029.80           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5881 | 2054-07-01      | 6.0000%  | N/A     | $3116450.00        | $2945294.32        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9611 | 2053-08-01      | 5.0000%  | N/A     | $1000.00           | $877.00            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3524 | 2047-06-01      | 4.5000%  | N/A     | $478049.00         | $131899.33         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE0507 | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $1035.50           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD8040 | 2055-05-01      | 6.0000%  | N/A     | $1008.00           | $911.88            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1068 | 2054-03-01      | 5.5000%  | N/A     | $33576358.00       | $32124803.17       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6687 | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $1028.72           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4717 | 2047-05-01      | 3.5000%  | N/A     | $1007.00           | $106.09            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7343 | 2046-06-01      | 3.0000%  | N/A     | $36130721.00       | $5281902.61        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL890131 | 2038-12-01      | 6.5000%  | N/A     | $30000000.00       | $1102124.42        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW3918 | 2052-08-01      | 4.5000%  | N/A     | $3916736.00        | $3009237.14        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9033 | 2051-02-01      | 2.0000%  | N/A     | $21519496.00       | $12632320.44       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7713 | 2050-11-01      | 2.0000%  | N/A     | $13571903.00       | $7114285.50        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7986 | 2050-12-01      | 2.0000%  | N/A     | $20484313.00       | $11104286.90       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL0589 | 2055-02-01      | 5.0000%  | N/A     | $1000.00           | $962.70            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQC0885 | 2051-04-01      | 2.0000%  | N/A     | $69000.00          | $37276.61          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7334 | 2050-10-01      | 2.0000%  | N/A     | $54088343.00       | $29341273.59       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8243 | 2052-09-01      | 3.5000%  | N/A     | $20085.00          | $15520.03          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA5286 | 2051-05-01      | 2.5000%  | N/A     | $1000.00           | $589.70            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP8713 | 2050-08-01      | 3.0000%  | N/A     | $100000.00         | $40803.63          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE1484 | 2055-06-01      | 6.5000%  | N/A     | $1000.00           | $1062.72           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1630 | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $1035.94           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4920 | 2045-05-01      | 3.5000%  | N/A     | $1024.00           | $90.16             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD3118 | 2051-08-01      | 4.0000%  | N/A     | $1000.00           | $773.82            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX6097 | 2055-02-01      | 6.0000%  | N/A     | $217794.00         | $223440.69         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE9341 | 2052-09-01      | 4.5000%  | N/A     | $7465818.00        | $6193688.60        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CTMA4141 | 2040-09-01      | 1.5000%  | N/A     | $4901890.00        | $2449841.68        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU1421 | 2052-01-01      | 3.0000%  | N/A     | $1600000.00        | $1090919.75        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7116 | 2053-09-01      | 6.0000%  | N/A     | $1000.00           | $873.71            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR9279 | 2043-04-01      | 3.5000%  | N/A     | $138552832.00      | $15693611.98       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2961 | 2052-11-01      | 5.0000%  | N/A     | $3996.00           | $2974.62           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5558 | 2039-12-01      | 5.0000%  | N/A     | $1000.00           | $913.78            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY5122 | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $1033.39           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8317 | 2053-04-01      | 6.0000%  | N/A     | $1040.00           | $801.43            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2548 | 2052-01-01      | 2.5000%  | N/A     | $85000.00          | $56286.17          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLAS3800 | 2044-10-01      | 5.0000%  | N/A     | $1000.00           | $111.18            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTCA9358 | 2041-03-01      | 2.5000%  | N/A     | $100000.00         | $57976.94          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8473 | 2054-11-01      | 4.5000%  | N/A     | $12271249.00       | $11417444.12       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAQ6238 | 2042-12-01      | 3.5000%  | N/A     | $60000000.00       | $9113630.86        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CKAJ9329 | 2042-01-01      | 4.0000%  | N/A     | $1106.00           | $25.65             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1352 | 2052-07-01      | 3.5000%  | N/A     | $2004.00           | $1428.87           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA1671 | 2052-04-01      | 2.5000%  | N/A     | $1450836.00        | $1208219.74        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA4141 | 2049-09-01      | 3.0000%  | N/A     | $600000.00         | $182836.63         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTMA5540 | 2044-11-01      | 5.5000%  | N/A     | $946963.00         | $863522.39         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ6682 | 2051-08-01      | 2.0000%  | N/A     | $1000.00           | $562.92            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ3008 | 2054-12-01      | 5.0000%  | N/A     | $12901638.00       | $12270093.11       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4548 | 2052-02-01      | 2.5000%  | N/A     | $3000.00           | $1993.29           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8089 | 2046-10-01      | 3.5000%  | N/A     | $16941324.00       | $4528147.20        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM9419 | 2051-10-01      | 3.0000%  | N/A     | $12602474.00       | $7978823.79        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR0999 | 2051-05-01      | 2.5000%  | N/A     | $1000.00           | $650.38            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 RIBH9343 | 2032-09-01      | 2.5000%  | N/A     | $1500000.00        | $113133.59         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO2084 | 2049-08-01      | 3.0000%  | N/A     | $33987265.00       | $8649328.06        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD1872 | 2052-11-01      | 5.5000%  | N/A     | $4072912.00        | $3283753.56        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAT9653 | 2043-07-01      | 4.0000%  | N/A     | $1998.00           | $375.64            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4791 | 2045-04-01      | 3.5000%  | N/A     | $1000.00           | $186.25            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0543 | 2048-08-01      | 4.5000%  | N/A     | $944300.00         | $207860.23         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA8030 | 2054-02-01      | 6.0000%  | N/A     | $4120496.00        | $3845542.91        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAY2259 | 2045-04-01      | 3.0000%  | N/A     | $10997900.00       | $1946497.05        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA5013 | 2053-11-01      | 6.5000%  | N/A     | $76000.00          | $52573.28          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1272 | 2052-07-01      | 4.5000%  | N/A     | $498000.00         | $363345.73         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB4475 | 2054-09-01      | 5.5000%  | N/A     | $1000.00           | $895.27            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA5529 | 2049-12-01      | 3.0000%  | N/A     | $22517472.00       | $8686401.23        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS9404 | 2047-04-01      | 3.5000%  | N/A     | $15022496.00       | $4568366.57        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8276 | 2052-12-01      | 5.0000%  | N/A     | $1000.00           | $825.89            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX3694 | 2055-01-01      | 6.5000%  | N/A     | $12224773.00       | $12484166.52       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0542 | 2055-03-01      | 5.5000%  | N/A     | $6264883.00        | $6253909.94        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN5411 | 2049-04-01      | 4.5000%  | N/A     | $17913316.00       | $4223779.94        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQD0162 | 2051-11-01      | 2.5000%  | N/A     | $1000.00           | $730.07            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1374 | 2052-11-01      | 4.5000%  | N/A     | $45318.00          | $37541.31          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6475 | 2053-06-01      | 5.0000%  | N/A     | $35000.00          | $31467.92          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY5126 | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $1025.79           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0962 | 2052-04-01      | 3.5000%  | N/A     | $940352.00         | $676204.94         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY7697 | 2055-07-01      | 5.5000%  | N/A     | $1000.00           | $1015.34           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6580 | 2050-08-01      | 2.0000%  | N/A     | $22536272.00       | $11732879.03       | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSD5670 | 2054-06-01      | 7.0000%  | N/A     | $1000.00           | $865.13            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBD2440 | 2047-01-01      | 3.5000%  | N/A     | $4003.00           | $693.68            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1051 | 2052-07-01      | 4.0000%  | N/A     | $1000.00           | $767.10            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q38680 G | 2046-02-01      | 4.0000%  | N/A     | $16775267.00       | $3320217.91        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQH8790 | 2054-02-01      | 5.5000%  | N/A     | $1128030.00        | $1084854.85        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAU5883 | 2043-09-01      | 4.0000%  | N/A     | $13793671.00       | $2279536.44        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CNMA3557 | 2029-01-01      | 4.0000%  | N/A     | $18649150.00       | $1346379.91        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD5388 | 2054-04-01      | 5.0000%  | N/A     | $10764192.00       | $9772032.00        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE1491 | 2055-06-01      | 7.0000%  | N/A     | $1000.00           | $1063.13           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0409 | 2055-05-01      | 6.0000%  | N/A     | $175620.00         | $181052.74         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA3518 | 2050-09-01      | 2.0000%  | N/A     | $67993571.00       | $36412641.35       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3312 | 2052-04-01      | 4.0000%  | N/A     | $1203695.00        | $877377.94         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5089 | 2053-07-01      | 4.0000%  | N/A     | $1000.00           | $831.73            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7641 | 2053-12-01      | 6.0000%  | N/A     | $58356508.00       | $50153050.65       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR2231 | 2051-08-01      | 2.0000%  | N/A     | $1001.00           | $634.46            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQD7065 | 2052-02-01      | 2.5000%  | N/A     | $9231.00           | $6133.77           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS9998 | 2054-12-01      | 6.0000%  | N/A     | $1000.00           | $958.88            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8057 | 2046-10-01      | 3.5000%  | N/A     | $50112832.00       | $11970393.72       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CQAZ1101 | 2035-05-01      | 3.0000%  | N/A     | $1000.00           | $109.29            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G61430 G | 2044-02-01      | 3.5000%  | N/A     | $69330000.00       | $20668554.34       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE2359 | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $1029.34           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRAL5166 | 2033-11-01      | 3.0000%  | N/A     | $59254854.00       | $8164438.67        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM7324 | 2051-05-01      | 2.0000%  | N/A     | $17482.00          | $10568.90          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA1390 | 2048-03-01      | 4.5000%  | N/A     | $18509376.00       | $2337990.08        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBT7909 | 2052-10-01      | 5.0000%  | N/A     | $9859523.00        | $8796725.78        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1524 | 2052-08-01      | 4.0000%  | N/A     | $2000.00           | $1505.80           | Agency Mortgage-Backed Securities  |
| 03.000 FGPC U80234 G | 2033-03-01      | 3.0000%  | N/A     | $1000.00           | $105.95            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5700 | 2055-05-01      | 5.5000%  | N/A     | $3919816.00        | $3885478.43        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM2007 | 2048-09-01      | 4.0000%  | N/A     | $721000.00         | $64608.81          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6873 | 2053-08-01      | 6.0000%  | N/A     | $22824914.00       | $19694019.92       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1442 | 2052-06-01      | 4.5000%  | N/A     | $7777408.00        | $5439222.87        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4517 | 2048-09-01      | 4.0000%  | N/A     | $14588656.00       | $1327616.00        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF5828 | 2053-01-01      | 6.0000%  | N/A     | $8924669.00        | $6821765.27        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2378 | 2051-12-01      | 2.5000%  | N/A     | $20097483.00       | $12924299.20       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0660 | 2055-04-01      | 6.0000%  | N/A     | $1024.00           | $1042.21           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQJ7013 | 2054-10-01      | 5.0000%  | N/A     | $8587488.00        | $8375739.39        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE7123 | 2052-08-01      | 4.0000%  | N/A     | $1590603.00        | $1335582.50        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI8011 | 2054-06-01      | 6.0000%  | N/A     | $20003803.00       | $17525593.27       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ2923 | 2054-11-01      | 6.0000%  | N/A     | $2109721.00        | $2040101.69        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM3217 | 2050-05-01      | 3.5000%  | N/A     | $2002000.00        | $594173.04         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8172 | 2051-10-01      | 2.0000%  | N/A     | $69999.00          | $44230.30          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4580 | 2052-04-01      | 3.5000%  | N/A     | $3000.00           | $2098.35           | Agency Mortgage-Backed Securities  |
| FEPC 05.850 6GZM9113 | 2037-11-01      | 5.8500%  | N/A     | $2805472.00        | $69524.29          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2629 | 2052-01-01      | 2.5000%  | N/A     | $200000.00         | $128526.59         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 I3BF0328 | 2048-07-01      | 4.5000%  | N/A     | $225000.00         | $91639.29          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIFM8547 | 2034-07-01      | 4.5000%  | N/A     | $564372.00         | $223804.05         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8016 | 2049-10-01      | 3.0000%  | N/A     | $1001.00           | $150.96            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8664 | 2053-03-01      | 5.5000%  | N/A     | $1000.00           | $845.71            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD1881 | 2052-10-01      | 6.0000%  | N/A     | $1024.00           | $702.76            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE5860 | 2052-07-01      | 4.0000%  | N/A     | $9677968.00        | $7230967.56        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8314 | 2054-04-01      | 5.0000%  | N/A     | $675034.00         | $611819.84         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I3BF0154 | 2046-11-01      | 3.5000%  | N/A     | $1000.00           | $173.82            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA1897 | 2048-06-01      | 4.5000%  | N/A     | $1024.00           | $248.88            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7928 | 2052-09-01      | 4.5000%  | N/A     | $285000.00         | $227474.79         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1221 | 2054-04-01      | 6.0000%  | N/A     | $41486848.00       | $36845172.51       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFS3464 | 2035-06-01      | 3.0000%  | N/A     | $1679.00           | $767.14            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD7278 | 2055-06-01      | 5.0000%  | N/A     | $1008.00           | $990.47            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM8310 | 2048-09-01      | 4.5000%  | N/A     | $1224.00           | $333.82            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4578 | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $685.29            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5892 | 2053-03-01      | 4.5000%  | N/A     | $99000.00          | $84010.28          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1517 | 2054-05-01      | 5.5000%  | N/A     | $1000.00           | $924.23            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2390 | 2053-03-01      | 5.0000%  | N/A     | $11000.00          | $9007.94           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA1353 | 2050-03-01      | 3.5000%  | N/A     | $6898714.00        | $6264686.82        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSL0772 | 2052-09-01      | 3.5000%  | N/A     | $3470350.00        | $3102154.00        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAY8124 | 2045-06-01      | 3.5000%  | N/A     | $11749536.00       | $3379300.13        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD7560 | 2053-02-01      | 4.0000%  | N/A     | $3293784.00        | $2507956.66        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0000 | 2055-02-01      | 6.0000%  | N/A     | $1024.00           | $1006.38           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH9215 | 2048-01-01      | 3.5000%  | N/A     | $168008.00         | $26061.60          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZM1931 | 2046-10-01      | 3.0000%  | N/A     | $16627004.00       | $4031059.09        | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q02014 G | 2041-07-01      | 4.5000%  | N/A     | $19614892.00       | $1882439.81        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8752 | 2051-01-01      | 2.0000%  | N/A     | $14446543.00       | $7975566.72        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0540 | 2055-02-01      | 5.5000%  | N/A     | $1024.00           | $984.25            | Agency Mortgage-Backed Securities  |
| 3 7/8 BOND 43        | 2043-05-15      | 3.8750%  | N/A     | $100.00            | $89.49             | U.S. Treasuries (including strips) |
| FNMS 02.500 CLBR6496 | 2051-04-01      | 2.5000%  | N/A     | $84000.00          | $42561.99          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV0811 | 2052-01-01      | 3.5000%  | N/A     | $2190013.00        | $1852547.92        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIBQ7784 | 2036-03-01      | 1.5000%  | N/A     | $34276363.00       | $17588294.84       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3010 | 2053-06-01      | 5.5000%  | N/A     | $30000.00          | $25772.45          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA1723 | 2053-10-01      | 6.0000%  | N/A     | $7834712.00        | $7464257.26        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB9290 | 2051-03-01      | 2.0000%  | N/A     | $1000.00           | $563.01            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9358 | 2054-10-01      | 6.5000%  | N/A     | $8301324.00        | $7786501.15        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4348 | 2053-12-01      | 6.5000%  | N/A     | $443182.00         | $359235.23         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTRB5354 | 2045-06-01      | 5.0000%  | N/A     | $4604680.00        | $4611521.53        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA2848 | 2049-09-01      | 3.5000%  | N/A     | $31376199.00       | $9325027.62        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDD3749 | 2055-02-01      | 4.5000%  | N/A     | $1000.00           | $954.82            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3057 | 2047-07-01      | 3.5000%  | N/A     | $3001.00           | $330.80            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH4014 | 2047-09-01      | 4.0000%  | N/A     | $1000.00           | $301.90            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6307 | 2052-08-01      | 5.0000%  | N/A     | $291000.00         | $197120.30         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2087 | 2054-08-01      | 5.5000%  | N/A     | $1024.00           | $939.49            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7917 | 2046-09-01      | 3.5000%  | N/A     | $12985380.00       | $3490481.07        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAS9144 | 2043-06-01      | 4.0000%  | N/A     | $5183560.00        | $388154.52         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8828 | 2054-07-01      | 5.0000%  | N/A     | $1024.00           | $956.74            | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CISB8122 | 2036-10-01      | 1.5000%  | N/A     | $43379120.00       | $25442883.33       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV4148 | 2052-03-01      | 3.0000%  | N/A     | $1414.00           | $881.44            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CQAX9594 | 2035-03-01      | 3.0000%  | N/A     | $1000.00           | $116.76            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0184 | 2053-05-01      | 5.0000%  | N/A     | $2000.00           | $1452.54           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9082 | 2052-08-01      | 5.0000%  | N/A     | $1003.00           | $798.56            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8928 | 2051-02-01      | 2.0000%  | N/A     | $12080000.00       | $6932087.23        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6221 | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $1035.46           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAB8464 | 2043-02-01      | 2.5000%  | N/A     | $3000.00           | $616.42            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBC1516 | 2046-08-01      | 4.0000%  | N/A     | $3662336.00        | $596921.01         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ2472 | 2054-09-01      | 6.5000%  | N/A     | $163411.00         | $156757.54         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8955 | 2051-02-01      | 2.5000%  | N/A     | $1001.00           | $496.22            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CT257536 | 2029-01-01      | 5.0000%  | N/A     | $28153.00          | $110.84            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL2226 | 2042-08-01      | 3.5000%  | N/A     | $74745472.00       | $9788561.40        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 REBQ5447 | 2050-10-01      | 2.0000%  | N/A     | $100000.00         | $56334.86          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6514 | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $1031.80           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA1009 | 2052-05-01      | 2.5000%  | N/A     | $1236915.00        | $1020101.91        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4730 | 2047-08-01      | 3.5000%  | N/A     | $2320.00           | $255.72            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8946 | 2047-03-01      | 3.5000%  | N/A     | $620000.00         | $127155.92         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7672 | 2052-07-01      | 4.5000%  | N/A     | $37000.00          | $29496.43          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5011 | 2053-05-01      | 6.0000%  | N/A     | $55603886.00       | $43244294.74       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD9865 | 2055-06-01      | 6.5000%  | N/A     | $1008.00           | $1069.29           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY2503 | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $1008.18           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5487 | 2053-01-01      | 6.0000%  | N/A     | $1633790.00        | $1400756.64        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY1422 | 2055-04-01      | 6.5000%  | N/A     | $1018374.00        | $1061111.61        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY5835 | 2055-06-01      | 6.0000%  | N/A     | $1008.00           | $1037.12           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQE2057 | 2052-05-01      | 3.5000%  | N/A     | $58999.00          | $44948.14          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0115 | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $846.91            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8019 | 2050-12-01      | 2.0000%  | N/A     | $24050122.00       | $14887379.05       | Agency Mortgage-Backed Securities  |
| FEPC 01.000 CISB8095 | 2036-02-01      | 1.0000%  | N/A     | $85224143.00       | $45594104.92       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY2544 | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1026.23           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK5338 | 2048-07-01      | 4.5000%  | N/A     | $1069.00           | $200.10            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 REAL8405 | 2041-05-01      | 4.5000%  | N/A     | $6030475.00        | $396242.51         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 U3BF0307 | 2043-01-01      | 3.0000%  | N/A     | $111999.00         | $35226.18          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR5633 | 2051-03-01      | 2.0000%  | N/A     | $99000.00          | $55272.22          | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q51379 G | 2047-10-01      | 4.0000%  | N/A     | $40638626.00       | $8923112.19        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1447 | 2052-06-01      | 5.0000%  | N/A     | $1008.00           | $648.62            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7128 | 2052-04-01      | 3.5000%  | N/A     | $135000.00         | $96933.61          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G67710 G | 2048-03-01      | 3.5000%  | N/A     | $5360000.00        | $1171597.84        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAT3487 | 2043-04-01      | 3.5000%  | N/A     | $6491000.00        | $784581.93         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7289 | 2050-10-01      | 2.0000%  | N/A     | $35152592.00       | $17980735.97       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBJ7905 | 2048-03-01      | 3.5000%  | N/A     | $44893601.00       | $11464530.21       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZA5438 | 2048-06-01      | 4.5000%  | N/A     | $1205.00           | $223.94            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA1674 | 2053-10-01      | 6.0000%  | N/A     | $14624299.00       | $13926657.40       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7351 | 2050-10-01      | 2.0000%  | N/A     | $33134685.00       | $17932078.10       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC9077 | 2046-12-01      | 3.5000%  | N/A     | $101000.00         | $24964.08          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8579 | 2051-01-01      | 2.0000%  | N/A     | $13678385.00       | $7235411.66        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX9745 | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $992.77            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA1558 | 2048-04-01      | 4.5000%  | N/A     | $10781500.00       | $2177158.50        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q53694 G | 2048-01-01      | 3.5000%  | N/A     | $70000000.00       | $17008974.72       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4562 | 2052-03-01      | 2.0000%  | N/A     | $1000.00           | $663.13            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY3652 | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $1002.46           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8504 | 2051-01-01      | 2.0000%  | N/A     | $30533344.00       | $19155013.21       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0106 | 2053-04-01      | 5.0000%  | N/A     | $1000.00           | $953.79            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9452 | 2053-07-01      | 6.0000%  | N/A     | $423948.00         | $373022.07         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1125 | 2051-07-01      | 2.5000%  | N/A     | $39819544.00       | $24132825.26       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7967 | 2050-12-01      | 2.0000%  | N/A     | $1024.00           | $552.30            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7185 | 2052-04-01      | 4.0000%  | N/A     | $3288549.00        | $2352525.10        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4746 | 2054-07-01      | 6.0000%  | N/A     | $1024.00           | $936.47            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR2644 | 2051-02-01      | 2.0000%  | N/A     | $200000.00         | $96841.55          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5758 | 2055-06-01      | 4.5000%  | N/A     | $36568128.00       | $35038592.91       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1087 | 2052-06-01      | 3.5000%  | N/A     | $19000.00          | $14142.08          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1218 | 2054-04-01      | 5.5000%  | N/A     | $6356732.00        | $6243984.00        | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G60552 G | 2031-12-01      | 7.0000%  | N/A     | $3750010.00        | $335423.57         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIQO3704 | 2040-06-01      | 5.0000%  | N/A     | $1562500.00        | $1586590.28        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE2358 | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $1030.07           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU3058 | 2051-12-01      | 2.5000%  | N/A     | $1000.00           | $688.91            | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q54960 G | 2048-03-01      | 4.5000%  | N/A     | $11419635.00       | $2971231.19        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX3766 | 2055-01-01      | 6.0000%  | N/A     | $8561541.00        | $8746305.70        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBQ4085 | 2050-09-01      | 2.5000%  | N/A     | $1000.00           | $549.45            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW0022 | 2052-07-01      | 4.0000%  | N/A     | $975000.00         | $602705.92         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9098 | 2054-06-01      | 5.5000%  | N/A     | $1024.00           | $921.26            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3072 | 2054-12-01      | 5.5000%  | N/A     | $2130423.00        | $2046162.58        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8190 | 2052-01-01      | 3.0000%  | N/A     | $1000.00           | $636.58            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1462 | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $1041.61           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1467 | 2054-12-01      | 5.0000%  | N/A     | $1008.00           | $993.75            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7332 | 2050-10-01      | 2.0000%  | N/A     | $34169017.00       | $19105393.18       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0419 | 2048-02-01      | 3.5000%  | N/A     | $536749.00         | $217697.74         | Agency Mortgage-Backed Securities  |

### Security 180: Federal Home Loan Mortgage Corp. Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $344927407.91
- **C.18.a - Value (excl. sponsor support):** $344927407.91
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 181: Fixed Income Clearing Corporation - GS

- **C.1 - Title:** Fixed Income Clearing Corporation - GS
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDM7EK29
- **C.18 - Value (incl. sponsor support):** $2250000000.00
- **C.18.a - Value (excl. sponsor support):** $2250000000.00
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: 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:** Fixed Income Clearing Corp

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | N/A     | $588065100.00      | $600966583.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | N/A     | $502549600.00      | $499413187.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | N/A     | $424331200.00      | $363176481.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | N/A     | $63520900.00       | $50303582.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | N/A     | $200.00            | $205.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | N/A     | $134396000.00      | $107075981.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | N/A     | $653838400.00      | $674064023.91      | U.S. Treasuries (including strips) |

### Security 182: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BRWX5W460
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FHLMC_4456A                                          | 2045-03-15      | 3.0000%  | N/A     | $2311060.00        | $1897696.10        | Agency Collateralized Mortgage Obligation |
| GNMA_21-215B                                         | 2051-12-20      | 3.0000%  | N/A     | $32466582.00       | $2543239.00        | Agency Collateralized Mortgage Obligation |
| FHLMC_5130A                                          | 2051-08-25      | 0.0000%  | N/A     | $35000000.00       | $80464.41          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2047-11-15      | 3.5000%  | N/A     | $1000.00           | $108.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2041-11-01      | 4.6800%  | N/A     | $649000.00         | $487734.90         | Agency Mortgage-Backed Securities         |
| FHLMC_5000W                                          | 2050-07-25      | 2.5000%  | N/A     | $28610532.00       | $2476405.01        | Agency Collateralized Mortgage Obligation |
| FHLMC_5427A                                          | 2054-07-25      | 0.0000%  | N/A     | $1923077.00        | $1153211.64        | Agency Collateralized Mortgage Obligation |
| FNMA_06-44H                                          | 2036-06-25      | 2.1803%  | N/A     | $42412200.00       | $52964.49          | Agency Collateralized Mortgage Obligation |
| FNMA_14-24                                           | 2044-05-25      | 1.6303%  | N/A     | $33000000.00       | $166847.30         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-06-20      | 4.5000%  | N/A     | $2178187.00        | $587401.52         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-110 | 2049-09-20      | 1.6179%  | N/A     | $29250000.00       | $1291283.73        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3238                               | 2036-11-15      | 2.0717%  | N/A     | $30000000.00       | $87371.61          | Agency Collateralized Mortgage Obligation |
| FNMA_17-54E                                          | 2047-07-25      | 2.2126%  | N/A     | $17905859.00       | $131875.48         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2060-05-15      | 5.3900%  | N/A     | $1000.00           | $1028.45           | Agency Mortgage-Backed Securities         |
| GNMA_24-186E                                         | 2053-02-20      | 1.2482%  | N/A     | $29001154.00       | $1642120.24        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2043-10-20      | 4.5000%  | N/A     | $668319.00         | $35414.20          | Agency Mortgage-Backed Securities         |
| FNMA_20-63D                                          | 2050-09-25      | 2.5000%  | N/A     | $4000000.00        | $81999.91          | Agency Collateralized Mortgage Obligation |
| GNMA_25-82B                                          | 2055-05-20      | 0.0000%  | N/A     | $62500000.00       | $87139.83          | Agency Collateralized Mortgage Obligation |
| FNMA_22-18F                                          | 2051-11-25      | 4.0000%  | N/A     | $19120015.00       | $2530604.30        | Agency Collateralized Mortgage Obligation |
| GNMA_19-85A                                          | 2049-07-20      | 1.6679%  | N/A     | $28514769.00       | $1084499.39        | Agency Collateralized Mortgage Obligation |
| GNMA_20-165L                                         | 2050-08-20      | 3.0000%  | N/A     | $27694635.00       | $2005039.34        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-03-20      | 3.5000%  | N/A     | $1676153.00        | $1324733.67        | Agency Mortgage-Backed Securities         |
| FREDDIE MAC FHLMC_3549                               | 2039-07-15      | 1.3817%  | N/A     | $56066666.00       | $7985.16           | Agency Collateralized Mortgage Obligation |
| FNMA_20-50A                                          | 2050-07-25      | 4.5000%  | N/A     | $100000.00         | $6620.06           | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC GOLD                                     | 2031-10-01      | 7.0000%  | N/A     | $14356.00          | $191.57            | Agency Mortgage-Backed Securities         |
| FHLMC_5420G                                          | 2054-06-25      | 1.6448%  | N/A     | $12301442.00       | $773411.55         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-02-20      | 2.5000%  | N/A     | $1026.00           | $523.55            | Agency Mortgage-Backed Securities         |
| FHLMC_5056B                                          | 2050-12-25      | 2.5000%  | N/A     | $15378983.00       | $1182520.46        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2060-03-15      | 4.9600%  | N/A     | $2192929.00        | $2184167.23        | Agency Mortgage-Backed Securities         |
| FHLMC_5541A                                          | 2055-05-25      | 0.9448%  | N/A     | $160825199.00      | $8005040.61        | Agency Collateralized Mortgage Obligation |
| GNMA_24-132D                                         | 2054-08-20      | 9.1926%  | N/A     | $587639.00         | $603828.56         | Agency Collateralized Mortgage Obligation |
| GNMA_22-208C                                         | 2052-12-20      | 1.9682%  | N/A     | $32384320.00       | $1975522.67        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2044-02-01      | 4.5000%  | N/A     | $1000.00           | $206.24            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-06-20      | 4.0000%  | N/A     | $1753115.00        | $1298611.69        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5293    | 2051-03-25      | 2.0000%  | N/A     | $100003.00         | $10896.52          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-04-20      | 4.0000%  | N/A     | $1056630.00        | $829638.83         | Agency Mortgage-Backed Securities         |
| FHLMC_45-50                                          | 2046-02-15      | 1.6317%  | N/A     | $13250000.00       | $338275.13         | Agency Collateralized Mortgage Obligation |
| FHLMC_5530B                                          | 2055-04-25      | 1.0448%  | N/A     | $100319.00         | $5622.12           | Agency Collateralized Mortgage Obligation |
| GNMA_23-106C                                         | 2053-07-20      | 1.6482%  | N/A     | $39064000.00       | $1019563.25        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_06-47  | 2036-08-16      | 2.3738%  | N/A     | $207160131.00      | $337439.67         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_2924                               | 2035-01-15      | 2.2817%  | N/A     | $128670867.00      | $65934.73          | Agency Collateralized Mortgage Obligation |
| FNMA_10-136                                          | 2040-12-25      | 1.5803%  | N/A     | $118886400.00      | $771724.95         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-04-01      | 7.0000%  | N/A     | $1433888.00        | $1518697.76        | Agency Mortgage-Backed Securities         |
| GNMA_20-76A                                          | 2050-05-20      | 1.6679%  | N/A     | $15622546.00       | $703267.19         | Agency Collateralized Mortgage Obligation |
| FNMA_17-23A                                          | 2047-04-25      | 1.6804%  | N/A     | $38000000.00       | $482465.07         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2039-08-15      | 5.0000%  | N/A     | $13872.00          | $157.45            | Agency Mortgage-Backed Securities         |
| GNMA_15-161B                                         | 2045-11-20      | 1.7679%  | N/A     | $625288.00         | $16352.54          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-04-20      | 7.0000%  | N/A     | $281717.00         | $290774.64         | Agency Mortgage-Backed Securities         |
| GNMA_20-36A                                          | 2050-03-20      | 0.0000%  | N/A     | $200000000.00      | $794195.92         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3287                               | 2037-03-15      | 2.2817%  | N/A     | $27000000.00       | $67128.64          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2055-03-15      | 5.7500%  | N/A     | $1000.00           | $1048.62           | Agency Mortgage-Backed Securities         |
| GNMA_24-204B                                         | 2054-12-20      | 1.7482%  | N/A     | $52255055.00       | $3724039.91        | Agency Collateralized Mortgage Obligation |
| FHLMC_5173D                                          | 2050-05-25      | 2.5000%  | N/A     | $4802098.00        | $620799.68         | Agency Collateralized Mortgage Obligation |
| GNMA_25-8A                                           | 2054-08-20      | 0.0000%  | N/A     | $34886141.00       | $445486.37         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2047-12-15      | 3.5000%  | N/A     | $1167506.00        | $75932.53          | Agency Mortgage-Backed Securities         |
| GNMA_14-118F                                         | 2044-08-16      | 1.1738%  | N/A     | $35501323.00       | $734552.23         | Agency Collateralized Mortgage Obligation |
| FHLMC_5070A                                          | 2050-09-25      | 3.0000%  | N/A     | $10000000.00       | $1173963.08        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2044-05-15      | 4.0000%  | N/A     | $1001.00           | $127.87            | Agency Mortgage-Backed Securities         |
| FNMA_20-61D                                          | 2050-09-25      | 4.0000%  | N/A     | $4109167.00        | $323648.92         | Agency Collateralized Mortgage Obligation |
| GNMA_22-197F                                         | 2048-03-20      | 1.7179%  | N/A     | $4587781.00        | $449034.13         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-05-20      | 5.5000%  | N/A     | $882742.00         | $890683.79         | Agency Mortgage-Backed Securities         |
| GNMA_09-106                                          | 2036-04-20      | 1.6679%  | N/A     | $161210059.00      | $240919.61         | Agency Collateralized Mortgage Obligation |
| GNMA_21-116N                                         | 2051-06-20      | 3.5000%  | N/A     | $52118480.00       | $4541287.60        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-06-20      | 2.5000%  | N/A     | $1000.00           | $553.42            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-10-20      | 6.0000%  | N/A     | $490804.00         | $108847.07         | Agency Mortgage-Backed Securities         |
| GNMA_24-186A                                         | 2054-11-20      | 5.9018%  | N/A     | $6256.00           | $5970.03           | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC GOLD                                     | 2032-07-01      | 6.5000%  | N/A     | $32638.00          | $479.70            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-03-20      | 7.0000%  | N/A     | $194893.00         | $201133.32         | Agency Mortgage-Backed Securities         |
| FHLMC_37-61                                          | 2040-11-15      | 0.3317%  | N/A     | $25000000.00       | $70593.87          | Agency Collateralized Mortgage Obligation |
| GNMA_24-157D                                         | 2053-08-20      | 0.0000%  | N/A     | $6716768.00        | $4217140.46        | Agency Collateralized Mortgage Obligation |
| GNMA_23-151F                                         | 2053-10-20      | 2.6982%  | N/A     | $33052702.00       | $2388828.53        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2058-08-15      | 5.4200%  | N/A     | $1000.00           | $1019.12           | Agency Mortgage-Backed Securities         |
| FREDDIE MAC FHLMC_3575                               | 2039-04-15      | 2.1817%  | N/A     | $20000000.00       | $21134.70          | Agency Collateralized Mortgage Obligation |
| GNMA_24-21F                                          | 2053-07-20      | 0.1000%  | N/A     | $5239396.00        | $9193.42           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-04-20      | 3.0000%  | N/A     | $3428389.00        | $1999794.88        | Agency Mortgage-Backed Securities         |
| FHLMC_5336A                                          | 2053-09-25      | 0.0000%  | N/A     | $5510103.00        | $3216930.86        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2039-09-15      | 5.0000%  | N/A     | $23354304.00       | $941965.05         | Agency Mortgage-Backed Securities         |
| GNMA_21-137P                                         | 2051-07-20      | 0.0000%  | N/A     | $89365000.00       | $309972.17         | Agency Collateralized Mortgage Obligation |
| GNMA_24-66B                                          | 2054-04-20      | 5.4318%  | N/A     | $1165255.00        | $896214.84         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-04-20      | 4.0000%  | N/A     | $211454.00         | $190089.92         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2039-07-01      | 6.0000%  | N/A     | $5006784.00        | $363707.59         | Agency Mortgage-Backed Securities         |
| FHLMC_5092Q                                          | 2050-09-25      | 3.0000%  | N/A     | $23269999.00       | $2480599.08        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_30437                                | 2035-02-25      | 2.2704%  | N/A     | $14545453.00       | $13459.50          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-05-20      | 4.5000%  | N/A     | $10228.00          | $8686.25           | Agency Mortgage-Backed Securities         |
| GNMA_23-22D                                          | 2053-02-20      | 5.1018%  | N/A     | $13423072.00       | $5944190.82        | Agency Collateralized Mortgage Obligation |
| GNMA_24-190B                                         | 2054-11-20      | 1.6982%  | N/A     | $49828352.00       | $3386192.44        | Agency Collateralized Mortgage Obligation |
| FHLMC_5445D                                          | 2054-08-25      | 2.7448%  | N/A     | $36962800.00       | $3001198.78        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-07-20      | 3.5000%  | N/A     | $1968000.00        | $65623.89          | Agency Mortgage-Backed Securities         |
| GNMA_10-42                                           | 2040-04-20      | 1.2679%  | N/A     | $273000000.00      | $955061.10         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5085                               | 2051-03-25      | 2.0000%  | N/A     | $300000.00         | $28483.53          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_07-17  | 2037-04-16      | 2.1238%  | N/A     | $40000000.00       | $80768.94          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-06-20      | 5.0000%  | N/A     | $810576.00         | $324266.10         | Agency Mortgage-Backed Securities         |
| GNMA_24-40C                                          | 2054-01-20      | 6.0000%  | N/A     | $2754950.00        | $334498.16         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-08-20      | 6.0000%  | N/A     | $179661.00         | $168496.38         | Agency Mortgage-Backed Securities         |
| GNMA_21-139L                                         | 2051-08-20      | 3.0000%  | N/A     | $461825.00         | $57637.45          | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_2084                               | 2028-08-15      | 4.3317%  | N/A     | $37444221.00       | $3195.71           | Agency Collateralized Mortgage Obligation |
| FHLMC_5452K                                          | 2054-09-25      | 2.2448%  | N/A     | $13857066.00       | $1260300.97        | Agency Collateralized Mortgage Obligation |
| GNMA_19-84E                                          | 2049-07-20      | 1.6679%  | N/A     | $74239973.00       | $1282091.71        | Agency Collateralized Mortgage Obligation |
| FHLMC_4923                                           | 2048-04-25      | 1.5803%  | N/A     | $33156137.00       | $1724268.22        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-07-20      | 4.5000%  | N/A     | $2848935.00        | $2470689.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-12  | 2040-01-16      | 1.9738%  | N/A     | $24000000.00       | $45707.35          | Agency Collateralized Mortgage Obligation |
| GNMA_24-65N                                          | 2053-12-20      | 1.4982%  | N/A     | $136451552.00      | $3582619.97        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97A                                          | 2054-06-20      | 5.5019%  | N/A     | $15046582.00       | $9039960.88        | Agency Collateralized Mortgage Obligation |
| FHLMC_5164F                                          | 2051-11-25      | 4.0000%  | N/A     | $2365120.00        | $279076.18         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5059                               | 2051-01-25      | 2.5000%  | N/A     | $300005.00         | $38365.71          | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5010                               | 2050-09-25      | 2.5000%  | N/A     | $700000.00         | $63261.88          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-04-20      | 6.0000%  | N/A     | $212160.00         | $217260.02         | Agency Mortgage-Backed Securities         |
| FANNIE MAE FNMA_09-87                                | 2039-11-25      | 1.8303%  | N/A     | $103151785.00      | $156340.58         | Agency Collateralized Mortgage Obligation |
| GNMA_14-56                                           | 2039-12-16      | 1.6738%  | N/A     | $299414.00         | $2113.00           | Agency Collateralized Mortgage Obligation |
| FHLMC_5383B                                          | 2047-08-15      | 2.1443%  | N/A     | $46905024.00       | $2147192.70        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2048-07-01      | 4.5000%  | N/A     | $572908.00         | $45977.57          | Agency Mortgage-Backed Securities         |
| FNMA_10-150                                          | 2041-01-25      | 2.0703%  | N/A     | $27857143.00       | $375926.00         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2058-07-15      | 5.3500%  | N/A     | $147298.00         | $149266.15         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2045-10-20      | 3.0000%  | N/A     | $485839.00         | $530875.17         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_05-39  | 2035-06-20      | 1.7679%  | N/A     | $50000000.00       | $35694.19          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-22     | 2051-10-25      | 2.5000%  | N/A     | $2941508.00        | $412187.53         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-08-20      | 6.0000%  | N/A     | $986681.00         | $181588.81         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-04-20      | 7.0000%  | N/A     | $449946.00         | $464148.41         | Agency Mortgage-Backed Securities         |
| FHLMC_5371F                                          | 2054-01-25      | 29.3276% | N/A     | $4125855.00        | $5072953.23        | Agency Collateralized Mortgage Obligation |
| GNMA_23-53H                                          | 2053-04-20      | 5.2019%  | N/A     | $352500.00         | $176271.27         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K116  | 2030-07-25      | 1.5189%  | N/A     | $100000.00         | $5712.74           | Agency Collateralized Mortgage Obligation |
| FNMA_16-65A                                          | 2046-09-25      | 1.6804%  | N/A     | $31164258.00       | $513100.98         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_10-42                                | 2040-05-25      | 1.9804%  | N/A     | $42500000.00       | $11523.01          | Agency Collateralized Mortgage Obligation |
| FHLMC_3988                                           | 2042-01-15      | 2.0567%  | N/A     | $60000000.00       | $499731.90         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-04-20      | 6.0000%  | N/A     | $654434.00         | $673536.65         | Agency Mortgage-Backed Securities         |
| FNMA_15-26                                           | 2045-05-25      | 2.0303%  | N/A     | $15000000.00       | $249201.54         | Agency Collateralized Mortgage Obligation |
| GNMA_21-76C                                          | 2050-08-20      | 3.0000%  | N/A     | $19186048.00       | $1505847.54        | Agency Collateralized Mortgage Obligation |
| GNMA_20-126A                                         | 2050-08-20      | 3.0000%  | N/A     | $18485964.00       | $1581474.94        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-07-01      | 7.0000%  | N/A     | $1000.00           | $1043.90           | Agency Mortgage-Backed Securities         |
| FNMA_21-52B                                          | 2047-12-25      | 2.5000%  | N/A     | $1000000.00        | $105979.91         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-04-20      | 6.5000%  | N/A     | $5279035.00        | $5412326.85        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-05-20      | 5.5000%  | N/A     | $3905710.00        | $3940111.32        | Agency Mortgage-Backed Securities         |
| FHLMC_5528B                                          | 2055-04-25      | 1.6948%  | N/A     | $35155783.00       | $2234030.69        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2038-12-20      | 6.5000%  | N/A     | $1356713.00        | $522415.28         | Agency Mortgage-Backed Securities         |
| FHLMC_5293C                                          | 2051-04-25      | 2.5000%  | N/A     | $3400000.00        | $473566.06         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-06-20      | 3.5000%  | N/A     | $487676.00         | $66885.59          | Agency Mortgage-Backed Securities         |
| GNMA_22-197M                                         | 2052-11-20      | 0.0000%  | N/A     | $412023.00         | $231299.28         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2058-04-15      | 4.5200%  | N/A     | $2000.00           | $1897.04           | Agency Mortgage-Backed Securities         |
| FHLMC_5179B                                          | 2052-01-25      | 2.5000%  | N/A     | $5000000.00        | $677886.94         | Agency Collateralized Mortgage Obligation |
| GNMA_21-155N                                         | 2051-07-20      | 1.8679%  | N/A     | $7000000.00        | $676324.75         | Agency Collateralized Mortgage Obligation |
| GNMA_19-65K                                          | 2049-05-20      | 4.5000%  | N/A     | $1593.00           | $317.51            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-188 | 2051-10-20      | 2.0000%  | N/A     | $52762.00          | $26234.75          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-04-01      | 3.0000%  | N/A     | $2300468.00        | $1612956.59        | Agency Mortgage-Backed Securities         |
| FREDDIE MAC GOLD                                     | 2044-01-01      | 3.5000%  | N/A     | $2621760.00        | $217277.49         | Agency Mortgage-Backed Securities         |
| FNMA_24-8A                                           | 2054-03-25      | 2.6948%  | N/A     | $72004499.00       | $4908525.09        | Agency Collateralized Mortgage Obligation |
| FHLMC_5362A                                          | 2053-12-25      | 0.0000%  | N/A     | $4642858.00        | $2517651.52        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-03-20      | 6.0000%  | N/A     | $281539.00         | $173156.20         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2038-08-20      | 6.0000%  | N/A     | $1619800.00        | $687516.05         | Agency Mortgage-Backed Securities         |
| FHLMC_4942G                                          | 2050-01-25      | 1.5803%  | N/A     | $23332918.00       | $976210.86         | Agency Collateralized Mortgage Obligation |
| FNMA_21-49A                                          | 2048-10-25      | 2.5000%  | N/A     | $12100900.00       | $1194157.40        | Agency Collateralized Mortgage Obligation |
| FNMA_24-38A                                          | 2054-06-25      | 1.6448%  | N/A     | $19793856.00       | $766236.56         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_2322                               | 2029-06-15      | 4.1817%  | N/A     | $36910346.00       | $3188.54           | Agency Collateralized Mortgage Obligation |
| FNMA_18-76A                                          | 2045-06-25      | 1.6804%  | N/A     | $29492770.00       | $829913.51         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-10-20      | 3.0000%  | N/A     | $4606966.00        | $2765001.06        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-10-20      | 6.0000%  | N/A     | $1000.00           | $519.60            | Agency Mortgage-Backed Securities         |
| GNMA_24-200C                                         | 2054-12-20      | 1.7482%  | N/A     | $36404091.00       | $2695546.64        | Agency Collateralized Mortgage Obligation |
| FNMA_17-74B                                          | 2047-10-25      | 1.7804%  | N/A     | $13709000.00       | $396957.51         | Agency Collateralized Mortgage Obligation |
| GNMA_25-95C                                          | 2055-05-20      | 0.8282%  | N/A     | $10890423.00       | $458368.66         | Agency Collateralized Mortgage Obligation |
| FHLMC_5149M                                          | 2051-01-25      | 2.5000%  | N/A     | $2421200.00        | $285398.72         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-04-20      | 6.0000%  | N/A     | $545484.00         | $559434.38         | Agency Mortgage-Backed Securities         |
| GNMA_24-144J                                         | 2054-01-20      | 1.4482%  | N/A     | $34784256.00       | $1724090.46        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-07-20      | 5.0000%  | N/A     | $2898459.00        | $1072280.67        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-12-20      | 5.5000%  | N/A     | $1655680.00        | $1426719.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-06-20      | 4.5000%  | N/A     | $66254.00          | $50483.74          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-06-01      | 6.5000%  | N/A     | $1000.00           | $1041.90           | Agency Mortgage-Backed Securities         |
| FHLMC_5069                                           | 2051-02-25      | 2.5000%  | N/A     | $3700000.00        | $376983.30         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-09-01      | 5.0000%  | N/A     | $1010.00           | $809.97            | Agency Mortgage-Backed Securities         |
| FHLMC_2484                                           | 2032-07-15      | 6.5000%  | N/A     | $4985087.00        | $187126.20         | Agency Collateralized Mortgage Obligation |
| GNMA_25-34C                                          | 2055-02-20      | 0.9981%  | N/A     | $37681300.00       | $1660743.69        | Agency Collateralized Mortgage Obligation |
| FHLMC_5160G                                          | 2050-11-25      | 2.5000%  | N/A     | $13200000.00       | $1412467.45        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2047-02-01      | 4.0000%  | N/A     | $1026.00           | $319.61            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-09-20      | 6.5000%  | N/A     | $1507880.00        | $1494445.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-09-20      | 6.0000%  | N/A     | $415000.00         | $81095.21          | Agency Mortgage-Backed Securities         |
| GNMA_23-135D                                         | 2053-09-20      | 0.2000%  | N/A     | $50000000.00       | $69676.32          | Agency Collateralized Mortgage Obligation |
| FNMA_20-57                                           | 2050-08-25      | 2.5000%  | N/A     | $3752416.00        | $479418.77         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-07-01      | 6.0000%  | N/A     | $4895.00           | $5023.07           | Agency Mortgage-Backed Securities         |
| GNMA_20-11C                                          | 2048-10-20      | 0.0000%  | N/A     | $100044.00         | $659.33            | Agency Collateralized Mortgage Obligation |
| GNMA_25-60A                                          | 2055-04-20      | 1.6482%  | N/A     | $66375526.00       | $4223479.38        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H18E                                         | 2074-09-20      | 0.8258%  | N/A     | $33500000.00       | $2314883.77        | Agency Collateralized Mortgage Obligation |
| FHLMC_5181L                                          | 2049-03-25      | 2.5000%  | N/A     | $14000000.00       | $1765547.60        | Agency Collateralized Mortgage Obligation |
| GNMA_23-54K                                          | 2053-04-20      | 1.8982%  | N/A     | $30299593.00       | $2316420.70        | Agency Collateralized Mortgage Obligation |
| FNMA_12-128                                          | 2042-11-25      | 1.7304%  | N/A     | $30000000.00       | $370417.15         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-04-20      | 6.5000%  | N/A     | $59155.00          | $60677.90          | Agency Mortgage-Backed Securities         |
| GNMA_23-176A                                         | 2053-11-20      | 6.2019%  | N/A     | $1728891.00        | $767828.53         | Agency Collateralized Mortgage Obligation |
| GNMA_24-172B                                         | 2054-10-20      | 5.4018%  | N/A     | $762005.00         | $694962.27         | Agency Collateralized Mortgage Obligation |
| GNMA_19-115E                                         | 2049-09-20      | 1.6179%  | N/A     | $62300250.00       | $2807829.11        | Agency Collateralized Mortgage Obligation |
| GNMA_24-172A                                         | 2054-10-20      | 5.3018%  | N/A     | $836727.00         | $792204.86         | Agency Collateralized Mortgage Obligation |
| FNMA_18-53D                                          | 2048-07-25      | 1.9543%  | N/A     | $4368424.00        | $42430.80          | Agency Collateralized Mortgage Obligation |
| GNMA_24-105E                                         | 2054-06-20      | 1.0481%  | N/A     | $133333334.00      | $5394883.39        | Agency Collateralized Mortgage Obligation |
| FHLMC_5355A                                          | 2053-11-25      | 0.0000%  | N/A     | $10684770.00       | $6160438.97        | Agency Collateralized Mortgage Obligation |
| FNMA_16-40J                                          | 2046-07-25      | 1.3867%  | N/A     | $157677272.00      | $588809.82         | Agency Collateralized Mortgage Obligation |
| GNMA_24-81E                                          | 2054-05-20      | 1.0481%  | N/A     | $100000000.00      | $3975441.16        | Agency Collateralized Mortgage Obligation |
| FHLMC_5426G                                          | 2054-06-25      | 0.8448%  | N/A     | $43124993.00       | $1450127.75        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2044-02-01      | 4.5000%  | N/A     | $1000.00           | $85.37             | Agency Mortgage-Backed Securities         |
| FREDDIE MAC FHLMC_5013                               | 2050-09-25      | 2.5000%  | N/A     | $1100000.00        | $139482.99         | Agency Collateralized Mortgage Obligation |
| GNMA_19-128                                          | 2049-10-20      | 1.6179%  | N/A     | $23561122.00       | $792915.55         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-123 | 2050-08-20      | 2.5000%  | N/A     | $100000.00         | $9638.19           | Agency Collateralized Mortgage Obligation |
| GNMA_13-188                                          | 2043-12-16      | 1.1238%  | N/A     | $88104086.00       | $863341.67         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5458                               | 2054-09-25      | 5.3052%  | N/A     | $1117047.00        | $1072723.53        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-06-01      | 6.0000%  | N/A     | $4000000.00        | $10393.97          | Agency Mortgage-Backed Securities         |
| GNMA_14-152                                          | 2044-10-20      | 1.1679%  | N/A     | $57000000.00       | $476522.00         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-07-01      | 5.1300%  | N/A     | $1015.00           | $1018.94           | Agency Mortgage-Backed Securities         |
| FNMA_19-59F                                          | 2049-10-25      | 2.1725%  | N/A     | $63684502.00       | $737851.02         | Agency Collateralized Mortgage Obligation |
| FNMA_24-56C                                          | 2054-08-25      | 2.7948%  | N/A     | $100215.00         | $8388.04           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-14  | 2040-02-16      | 2.1238%  | N/A     | $25000000.00       | $62372.34          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-03-20      | 7.5000%  | N/A     | $2000.00           | $2114.19           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2053-09-15      | 7.0000%  | N/A     | $31929.00          | $33218.05          | Agency Mortgage-Backed Securities         |
| FHLMC_3990                                           | 2027-01-15      | 2.2317%  | N/A     | $103668.00         | $24.77             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-03-20      | 6.0000%  | N/A     | $556772.00         | $123977.70         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5010    | 2050-09-25      | 2.5000%  | N/A     | $4851802.00        | $588050.86         | Agency Collateralized Mortgage Obligation |
| FHLMC_5518C                                          | 2055-03-25      | 0.8748%  | N/A     | $39261824.00       | $1641588.01        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-03-20      | 3.5000%  | N/A     | $8395000.00        | $1021874.57        | Agency Mortgage-Backed Securities         |
| GNMA_16-61                                           | 2046-05-20      | 1.6179%  | N/A     | $7000000.00        | $219697.95         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-04-20      | 6.5000%  | N/A     | $7296.00           | $7665.95           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-01-20      | 6.0000%  | N/A     | $142560.00         | $142890.50         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-09-20      | 6.5160%  | N/A     | $150899.00         | $25536.40          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-02-20      | 4.5000%  | N/A     | $56287.00          | $34126.65          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-12-20      | 5.5000%  | N/A     | $209671.00         | $110990.26         | Agency Mortgage-Backed Securities         |
| FNMA_12-14                                           | 2042-03-25      | 2.0804%  | N/A     | $40416825.00       | $361116.81         | Agency Collateralized Mortgage Obligation |
| GNMA_21-214A                                         | 2051-12-20      | 2.5000%  | N/A     | $2442560.00        | $1544663.53        | Agency Collateralized Mortgage Obligation |
| GNMA_24-200D                                         | 2053-05-20      | 1.8481%  | N/A     | $20070985.00       | $1205689.99        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-03-01      | 2.5000%  | N/A     | $2525000.00        | $1687644.15        | Agency Mortgage-Backed Securities         |
| GNMA_23-70A                                          | 2053-05-20      | 5.3018%  | N/A     | $512025.00         | $404480.71         | Agency Collateralized Mortgage Obligation |
| GNMA_23-13A                                          | 2053-01-20      | 1.9482%  | N/A     | $14422000.00       | $762687.18         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2056-10-15      | 5.2200%  | N/A     | $1000.00           | $1006.04           | Agency Mortgage-Backed Securities         |
| FNMA_15-2                                            | 2045-02-25      | 1.6804%  | N/A     | $56835041.00       | $773761.03         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2041-09-20      | 4.5000%  | N/A     | $1063.00           | $500.91            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-03-20      | 3.0000%  | N/A     | $1000.00           | $646.43            | Agency Mortgage-Backed Securities         |
| GNMA_24-61G                                          | 2054-04-20      | 5.7500%  | N/A     | $362200.00         | $368222.64         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-11-20      | 4.5000%  | N/A     | $2489204.00        | $29517.49          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-11-20      | 6.0000%  | N/A     | $55000.00          | $39181.57          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-06-20      | 3.0000%  | N/A     | $71514.00          | $18436.56          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-01-20      | 2.5000%  | N/A     | $9841.00           | $4426.43           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-12-01      | 7.0000%  | N/A     | $1001.00           | $1051.22           | Agency Mortgage-Backed Securities         |
| FHLMC_5437C                                          | 2054-08-25      | 2.7948%  | N/A     | $28974766.00       | $2140294.54        | Agency Collateralized Mortgage Obligation |
| FHLMC_5442C                                          | 2054-08-25      | 19.0738% | N/A     | $2660388.00        | $3192837.72        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2057-12-15      | 6.2500%  | N/A     | $387108.00         | $389649.91         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-04-20      | 4.5000%  | N/A     | $658884.00         | $296764.22         | Agency Mortgage-Backed Securities         |
| GNMA_24-128B                                         | 2054-08-20      | 2.3681%  | N/A     | $100000.00         | $6474.06           | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5018                               | 2050-10-25      | 2.0000%  | N/A     | $100000.00         | $10288.63          | Agency Collateralized Mortgage Obligation |
| GNMA_19-97D                                          | 2049-08-20      | 1.6179%  | N/A     | $33952064.00       | $1126431.16        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-10-20      | 2.5000%  | N/A     | $1000.00           | $659.59            | Agency Mortgage-Backed Securities         |
| FANNIE MAE FNMA_20-56                                | 2050-08-25      | 2.5000%  | N/A     | $200001.00         | $23090.83          | Agency Collateralized Mortgage Obligation |
| FHLMC_5530B                                          | 2052-04-25      | 5.0000%  | N/A     | $6271020.00        | $6094180.96        | Agency Collateralized Mortgage Obligation |
| FHLMC_5196D                                          | 2052-02-25      | 0.0000%  | N/A     | $214634.00         | $35.03             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-09-20      | 2.0000%  | N/A     | $1000.00           | $532.20            | Agency Mortgage-Backed Securities         |
| GNMA_09-13E                                          | 2039-03-16      | 1.5738%  | N/A     | $50000000.00       | $168433.48         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-03-20      | 5.0000%  | N/A     | $1324278.00        | $165400.16         | Agency Mortgage-Backed Securities         |
| FHLMC_5444A                                          | 2054-08-25      | 2.7948%  | N/A     | $51607234.00       | $3124821.91        | Agency Collateralized Mortgage Obligation |
| FNMA_24-94B                                          | 2054-08-25      | 0.0000%  | N/A     | $23861236.00       | $16237329.29       | Agency Collateralized Mortgage Obligation |
| FHLMC_4656E                                          | 2047-02-15      | 4.0000%  | N/A     | $115000.00         | $149247.36         | Agency Collateralized Mortgage Obligation |
| FNMA_07-22E                                          | 2037-03-25      | 2.3304%  | N/A     | $94696183.00       | $318382.00         | Agency Collateralized Mortgage Obligation |
| GNMA_23-68F                                          | 2053-05-20      | 5.3018%  | N/A     | $8066300.00        | $4060651.77        | Agency Collateralized Mortgage Obligation |
| FHLMC_5507B                                          | 2055-02-25      | 0.6948%  | N/A     | $15063600.00       | $351394.10         | Agency Collateralized Mortgage Obligation |
| GNMA_24-84K                                          | 2054-05-20      | 1.6482%  | N/A     | $50000000.00       | $1991571.51        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-05-20      | 4.5000%  | N/A     | $708868.00         | $77856.66          | Agency Mortgage-Backed Securities         |
| FHLMC_5312B                                          | 2053-05-25      | 1.7948%  | N/A     | $27289562.00       | $1973320.33        | Agency Collateralized Mortgage Obligation |
| GNMA_21-146F                                         | 2051-08-20      | 2.5000%  | N/A     | $9058640.00        | $801014.43         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-05-20      | 6.5000%  | N/A     | $1000.00           | $1047.30           | Agency Mortgage-Backed Securities         |
| GNMA_24-H08D                                         | 2074-05-20      | 0.8276%  | N/A     | $7183017.00        | $489722.46         | Agency Collateralized Mortgage Obligation |
| FNMA_02-8                                            | 2032-03-25      | 3.6635%  | N/A     | $55000000.00       | $2901.19           | Agency Collateralized Mortgage Obligation |
| FNMA_19-59C                                          | 2049-10-25      | 1.6503%  | N/A     | $6405661.00        | $323994.03         | Agency Collateralized Mortgage Obligation |
| FHLMC_5178G                                          | 2051-11-25      | 4.0000%  | N/A     | $41029039.00       | $5251922.39        | Agency Collateralized Mortgage Obligation |
| GNMA_12-96                                           | 2042-08-20      | 1.6679%  | N/A     | $50739057.00       | $940316.21         | Agency Collateralized Mortgage Obligation |
| FHLMC_5069E                                          | 2051-02-25      | 3.0000%  | N/A     | $6659441.00        | $622579.09         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-02-20      | 2.0000%  | N/A     | $1133191.00        | $522184.55         | Agency Mortgage-Backed Securities         |
| GNMA_23-H16D                                         | 2073-06-20      | 0.3865%  | N/A     | $17900000.00       | $713008.12         | Agency Collateralized Mortgage Obligation |
| GNMA_25-82C                                          | 2065-05-20      | 1.4982%  | N/A     | $50623112.00       | $1663422.01        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2032-11-15      | 6.5000%  | N/A     | $25256903.00       | $88902.91          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2045-09-20      | 1.8179%  | N/A     | $17857142.00       | $571377.22         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-04-20      | 5.5000%  | N/A     | $5095.00           | $5132.00           | Agency Mortgage-Backed Securities         |
| FNMA_15-34A                                          | 2045-06-25      | 0.0000%  | N/A     | $105937.00         | $8.35              | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-04-01      | 6.0000%  | N/A     | $12227.00          | $12413.43          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-06-01      | 5.5000%  | N/A     | $2401866.00        | $4069.14           | Agency Mortgage-Backed Securities         |
| GNMA_23-164J                                         | 2053-11-20      | 2.7982%  | N/A     | $10601971.00       | $897073.65         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-09-20      | 4.0000%  | N/A     | $1830.00           | $1407.81           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_03-5   | 2033-06-20      | 2.2679%  | N/A     | $79814843.00       | $3878.56           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-05-01      | 7.0000%  | N/A     | $1001.00           | $85.10             | Agency Mortgage-Backed Securities         |
| FHLMC_5095A                                          | 2051-04-25      | 2.5000%  | N/A     | $13055000.00       | $1251750.64        | Agency Collateralized Mortgage Obligation |
| FHLMC_5426F                                          | 2054-06-25      | 0.8448%  | N/A     | $64979240.00       | $2816910.57        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2061-11-15      | 5.7200%  | N/A     | $1000.00           | $1041.30           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-11-20      | 4.5000%  | N/A     | $2225341.00        | $147195.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-08-20      | 4.0000%  | N/A     | $1495.00           | $150.88            | Agency Mortgage-Backed Securities         |
| GNMA_24-5B                                           | 2054-01-20      | 5.5000%  | N/A     | $5210091.00        | $5230293.41        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-96  | 2051-06-20      | 2.5000%  | N/A     | $4900000.00        | $531121.52         | Agency Collateralized Mortgage Obligation |
| FNMA_11-110                                          | 2041-04-25      | 2.2304%  | N/A     | $50000115.00       | $24525.20          | Agency Collateralized Mortgage Obligation |
| GNMA_23-66H                                          | 2053-05-20      | 1.8481%  | N/A     | $16750000.00       | $757607.69         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-09-20      | 5.5000%  | N/A     | $2000.00           | $1900.62           | Agency Mortgage-Backed Securities         |
| FHLMC_5149R                                          | 2051-10-25      | 3.0000%  | N/A     | $6967517.00        | $635467.07         | Agency Collateralized Mortgage Obligation |
| FHLMC_5038G                                          | 2050-10-25      | 2.5000%  | N/A     | $29965000.00       | $3112041.63        | Agency Collateralized Mortgage Obligation |
| FNMA_12-2                                            | 2042-02-25      | 2.0804%  | N/A     | $15333333.00       | $191099.09         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2040-08-20      | 5.0000%  | N/A     | $101797.00         | $17.76             | Agency Collateralized Mortgage Obligation |
| GNMA_23-116G                                         | 2053-08-20      | 5.5019%  | N/A     | $237079.00         | $129311.91         | Agency Collateralized Mortgage Obligation |
| GNMA_23-H05D                                         | 2073-01-20      | 0.9999%  | N/A     | $15464060.00       | $1255056.55        | Agency Collateralized Mortgage Obligation |
| FHLMC_4908E                                          | 2042-12-15      | 1.9966%  | N/A     | $43734086.00       | $912367.07         | Agency Collateralized Mortgage Obligation |
| GNMA_20-126A                                         | 2050-08-20      | 2.5000%  | N/A     | $7131000.00        | $568034.94         | Agency Collateralized Mortgage Obligation |
| FNMA_15-91                                           | 2045-12-25      | 2.0530%  | N/A     | $82366191.00       | $411576.93         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2058-10-15      | 5.6700%  | N/A     | $1000.00           | $1032.58           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-05-20      | 4.9440%  | N/A     | $3229388.00        | $3015548.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-03-20      | 6.5000%  | N/A     | $68407.00          | $70052.77          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-03-20      | 3.5000%  | N/A     | $936428.00         | $760204.24         | Agency Mortgage-Backed Securities         |
| GNMA_23-187F                                         | 2053-12-20      | 5.5518%  | N/A     | $1649200.00        | $917319.46         | Agency Collateralized Mortgage Obligation |
| FNMA_25-34A                                          | 2055-05-25      | 1.6448%  | N/A     | $3600256.00        | $272047.50         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-06-20      | 4.5000%  | N/A     | $6202004.00        | $5761010.50        | Agency Mortgage-Backed Securities         |
| FANNIE MAE ACES FNMA_17-M13                          | 2027-09-25      | 3.0320%  | N/A     | $45000.00          | $29369.83          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2038-11-20      | 6.5000%  | N/A     | $1090301.00        | $868194.66         | Agency Mortgage-Backed Securities         |
| FHLMC_5092Y                                          | 2051-02-25      | 0.0000%  | N/A     | $32887478.00       | $40866.03          | Agency Collateralized Mortgage Obligation |
| FHLMC_4657                                           | 2047-02-15      | 1.5817%  | N/A     | $36091396.00       | $916595.38         | Agency Collateralized Mortgage Obligation |
| FHLMC_5523A                                          | 2053-11-25      | 2.8448%  | N/A     | $8988697.00        | $693671.63         | Agency Collateralized Mortgage Obligation |
| FHLMC_5161D                                          | 2051-03-25      | 2.0000%  | N/A     | $1800000.00        | $212928.44         | Agency Collateralized Mortgage Obligation |
| GNMA_25-105Q                                         | 2049-09-20      | 1.6179%  | N/A     | $47929783.00       | $5173848.86        | Agency Collateralized Mortgage Obligation |
| FHLMC_4770C                                          | 2043-08-15      | 2.2605%  | N/A     | $76400829.00       | $995274.54         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_20-89     | 2050-12-25      | 2.5000%  | N/A     | $300110.00         | $31755.06          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2048-04-15      | 4.0000%  | N/A     | $302566.00         | $55868.98          | Agency Mortgage-Backed Securities         |
| FHLMC_433                                            | 2044-02-15      | 2.2317%  | N/A     | $100005.00         | $942.39            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-03-20      | 6.5000%  | N/A     | $624703.00         | $651692.75         | Agency Mortgage-Backed Securities         |
| FANNIE MAE FNMA_05-89                                | 2035-10-25      | 2.2803%  | N/A     | $31962174.00       | $35411.98          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-04-20      | 4.5000%  | N/A     | $1011.00           | $897.62            | Agency Mortgage-Backed Securities         |
| GNMA_24-186C                                         | 2054-11-20      | 0.0000%  | N/A     | $1000.00           | $630.46            | Agency Collateralized Mortgage Obligation |
| GNMA_24-89A                                          | 2054-05-20      | 5.5000%  | N/A     | $1052177.00        | $1064251.32        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-03-20      | 6.0000%  | N/A     | $1037840.00        | $1064480.62        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-07-20      | 5.5000%  | N/A     | $2055499.00        | $428573.39         | Agency Mortgage-Backed Securities         |
| FHLMC_5502D                                          | 2055-02-25      | 0.0513%  | N/A     | $595000000.00      | $188820.22         | Agency Collateralized Mortgage Obligation |

### Security 183: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYDM7EJC9
- **C.18 - Value (incl. sponsor support):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | N/A     | $40012300.00       | $40800047.60       | U.S. Treasuries (including strips) |

### Security 184: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BYDM7EKQ6
- **C.18 - Value (incl. sponsor support):** $105000000.00
- **C.18.a - Value (excl. sponsor support):** $105000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch: F1; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4  NOTE AK 26    | 2026-02-15      | 4.0000%  | N/A     | $945600.00         | $958443.26         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AG 29 | 2029-11-30      | 4.1250%  | N/A     | $7960100.00        | $8092406.00        | U.S. Treasuries (including strips) |
| 0 3/8 NOTE AH 25 | 2025-12-31      | 0.3750%  | N/A     | $1200.00           | $1177.03           | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AQ 26 | 2026-07-15      | 4.5000%  | N/A     | $8965300.00        | $9196365.90        | U.S. Treasuries (including strips) |
| 5 3/8 BOND 31    | 2031-02-15      | 5.3750%  | N/A     | $98000.00          | $107130.45         | U.S. Treasuries (including strips) |
| 4 NOTE AV 27     | 2027-12-15      | 4.0000%  | N/A     | $41335700.00       | $41670078.70       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AJ 26 | 2026-01-15      | 3.8750%  | N/A     | $850500.00         | $864420.42         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  | N/A     | $1000900.00        | $933814.27         | U.S. Treasuries (including strips) |
| BILL 07/15/25    | 2025-07-15      | 0.0000%  | N/A     | $20294600.00       | $20259896.23       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27  | 2027-05-15      | 2.3750%  | N/A     | $17300.00          | $16913.84          | U.S. Treasuries (including strips) |
| 4 NOTE M 32      | 2032-06-30      | 4.0000%  | N/A     | $1607600.00        | $1604050.42        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  | N/A     | $33400.00          | $29448.45          | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  | N/A     | $23361300.00       | $23365878.81       | U.S. Treasuries (including strips) |

### Security 185: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4GT2, C.4 - ISIN: US3130B4GT28, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $448798083.62
- **C.18.a - Value (excl. sponsor support):** $448798083.62
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-09
- **C.13 - Final Legal Maturity Date:** 2025-07-09
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: 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 186: Bank of Montreal

- **C.1 - Title:** Bank of Montreal
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BYDM7EJ88
- **C.18 - Value (incl. sponsor support):** $120000000.00
- **C.18.a - Value (excl. sponsor support):** $120000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | N/A     | $53649400.00       | $53659915.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | N/A     | $68601200.00       | $68740117.43       | U.S. Treasuries (including strips) |

### Security 187: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QL4, C.4 - ISIN: US912797QL42, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1623744217.09
- **C.18.a - Value (excl. sponsor support):** $1623744217.09
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 188: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PY7, C.4 - ISIN: US912797PY71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $399138058.04
- **C.18.a - Value (excl. sponsor support):** $399138058.04
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-09-25
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-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 189: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QR1, C.4 - ISIN: US912797QR12, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2195023417.72
- **C.18.a - Value (excl. sponsor support):** $2195023417.72
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **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: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 190: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYDM7EJR6
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | N/A     | $59413.00          | $58088.96          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | N/A     | $3026013.00        | $3052184.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | N/A     | $7663918.00        | $7089727.25        | U.S. Treasuries (including strips) |

### Security 191: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PX9, C.4 - ISIN: US912797PX98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $38391281.18
- **C.18.a - Value (excl. sponsor support):** $38391281.18
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-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 192: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $179403608.69
- **C.18.a - Value (excl. sponsor support):** $179403608.69
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 193: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKB6, C.4 - ISIN: US91282CKB62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $136779628.48
- **C.18.a - Value (excl. sponsor support):** $136779628.48
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **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:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 194: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3292830224.12
- **C.18.a - Value (excl. sponsor support):** $3292830224.12
- **C.19 - Percentage of Net Assets:** 1.8100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 195: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYDM7EJK1
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | N/A     | $11906425.00       | $11908758.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | N/A     | $13090416.00       | $13591246.52       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** BlackRock Liquidity Funds

**Date:** 2025-07-07

**By:** Chuck Pulsfort

**Name of Signing Officer:** Chuck Pulsfort

**Title of Signing Officer:** Assistant Treasurer