# EDGAR Filing Document

**Accession Number:** 0001094885
**File Stem:** 0001410368-26-042653
**Filing Date:** 2026-5
**Character Count:** 1054681
**Document Hash:** 1a8c28854bbd297aa905630ad7aae357
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-042653.hdr.sgml**: 20260507

**ACCESSION NUMBER**: 0001410368-26-042653

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260507

**DATE AS OF CHANGE**: 20260507

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** STATE STREET MASTER FUNDS
- **CENTRAL INDEX KEY:** 0001094885

**ORGANIZATION NAME:**
- **EIN:** 043480508
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09599
- **FILM NUMBER:** 26951472

**BUSINESS ADDRESS:**
- **STREET 1:** ONE CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02114
- **BUSINESS PHONE:** 6176643920

**MAIL ADDRESS:**
- **STREET 1:** ONE CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02114

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** STATE STREET MASTER TRUST
- **DATE OF NAME CHANGE:** 19990913

## Series and Classes Contracts Data

### State Street U.S. Government Money Market Portfolio (Series ID: S000010686)

| Class ID   | Class Name                                          | Ticker Symbol   |
|:---|:---|:---|
| C000029566 | State Street U.S. Government Money Market Portfolio |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0001094885

### General Information

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

**Registrant Full Name:** STATE STREET MASTER FUNDS

**CIK Number of Registrant:** 0001094885

**LEI of Registrant:** 549300NPC2XKLU7VNS49

**Name of Series:** State Street U.S. Government Money Market Portfolio

**LEI of Series:** 549300EG2J8MKJKUK458

**EDGAR Series Identifier:** S000010686

**Total number of share classes in the series:** 1

**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            | SSGA Funds Management, Inc.                     | 801-60103         |
| Independent Public Accountant | Ernst & Young  LLP<br>City: Boston<br>State: MA |  |
| Administrator                 | SSGA Funds Management, Inc.                     |  |
| Transfer Agent                | None<br>CIK: —                                  |  |

### Fund Characteristics & Assets

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

- **Is this a Master Fund?:** Yes

- **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:** 47 days

- **WAL:** 105 days

- **Total Value of Portfolio Securities:** $186629155707.30

- **Amortized Cost of Portfolio Securities:** $186635738651.32

- **Cash:** $14527284229.18

- **Total Other Assets:** $343782444.56

- **Total Liabilities:** $428174700.03

- **Net Assets of Series:** $201078630625.03

- **Number of Shares Outstanding (Series):** 0.0000

- **Does the fund seek to maintain a stable price per share?:** No

- **Stable Price Per Share:** $0.00

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-04-01 | $181110465074.13          | $181349528062.53           | 84.8900%                  | 85.0000%                   |
| 2026-04-02 | $176686552338.19          | $178415645668.44           | 84.1900%                  | 85.0100%                   |
| 2026-04-03 | $0.00                     | $0.00                      | 0.0000%                   | 0.0000%                    |
| 2026-04-06 | $180170816507.46          | $181899994172.32           | 84.4500%                  | 85.2600%                   |
| 2026-04-07 | $185180885393.24          | $186796542593.30           | 84.8500%                  | 85.5900%                   |
| 2026-04-08 | $187259089915.04          | $188124862078.79           | 85.2900%                  | 85.6800%                   |
| 2026-04-09 | $186999168239.41          | $187969645724.77           | 85.2600%                  | 85.7100%                   |
| 2026-04-10 | $179305918019.23          | $180276405171.40           | 84.4200%                  | 84.8800%                   |
| 2026-04-13 | $180898093758.97          | $182803616825.34           | 84.5000%                  | 85.3900%                   |
| 2026-04-14 | $181251768108.89          | $182222202906.89           | 84.3700%                  | 84.8200%                   |
| 2026-04-15 | $180394195207.08          | $180519942157.50           | 84.6500%                  | 84.7100%                   |
| 2026-04-16 | $173828371489.25          | $174704130758.69           | 83.6500%                  | 84.0700%                   |
| 2026-04-17 | $166901993298.25          | $167831165170.97           | 82.9500%                  | 83.4100%                   |
| 2026-04-20 | $168708369241.76          | $170087142316.95           | 82.4700%                  | 83.1500%                   |
| 2026-04-21 | $166571683495.30          | $167950480450.83           | 82.1100%                  | 82.7900%                   |
| 2026-04-22 | $162002801061.93          | $162631618665.00           | 82.0100%                  | 82.3200%                   |
| 2026-04-23 | $159149808887.52          | $159725246180.10           | 81.7600%                  | 82.0600%                   |
| 2026-04-24 | $154289493703.91          | $154989949911.13           | 81.4400%                  | 81.8100%                   |
| 2026-04-27 | $159382623225.86          | $160083140736.58           | 81.8800%                  | 82.2400%                   |
| 2026-04-28 | $168743383697.25          | $169443920497.25           | 82.7100%                  | 83.0500%                   |
| 2026-04-29 | $168637636153.86          | $169338193564.61           | 82.7000%                  | 83.0400%                   |
| 2026-04-30 | $166794140298.74          | $167557119881.20           | 82.7700%                  | 83.1500%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-04-01 | 0.0000%             |
| 2026-04-02 | 0.0000%             |
| 2026-04-03 | 0.0000%             |
| 2026-04-06 | 0.0000%             |
| 2026-04-07 | 0.0000%             |
| 2026-04-08 | 0.0000%             |
| 2026-04-09 | 0.0000%             |
| 2026-04-10 | 0.0000%             |
| 2026-04-13 | 0.0000%             |
| 2026-04-14 | 0.0000%             |
| 2026-04-15 | 0.0000%             |
| 2026-04-16 | 0.0000%             |
| 2026-04-17 | 0.0000%             |
| 2026-04-20 | 0.0000%             |
| 2026-04-21 | 0.0000%             |
| 2026-04-22 | 0.0000%             |
| 2026-04-23 | 0.0000%             |
| 2026-04-24 | 0.0000%             |
| 2026-04-27 | 0.0000%             |
| 2026-04-28 | 0.0000%             |
| 2026-04-29 | 0.0000%             |
| 2026-04-30 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-04-01 | 0.0000                      |
|  |  |
| 2026-04-02 | 0.0000                      |
|  |  |
| 2026-04-03 | 0.0000                      |
|  |  |
| 2026-04-06 | 0.0000                      |
|  |  |
| 2026-04-07 | 0.0000                      |
|  |  |
| 2026-04-08 | 0.0000                      |
|  |  |
| 2026-04-09 | 0.0000                      |
|  |  |
| 2026-04-10 | 0.0000                      |
|  |  |
| 2026-04-13 | 0.0000                      |
|  |  |
| 2026-04-14 | 0.0000                      |
|  |  |
| 2026-04-15 | 0.0000                      |
|  |  |
| 2026-04-16 | 0.0000                      |
|  |  |
| 2026-04-17 | 0.0000                      |
|  |  |
| 2026-04-20 | 0.0000                      |
|  |  |
| 2026-04-21 | 0.0000                      |
|  |  |
| 2026-04-22 | 0.0000                      |
|  |  |
| 2026-04-23 | 0.0000                      |
|  |  |
| 2026-04-24 | 0.0000                      |
|  |  |
| 2026-04-27 | 0.0000                      |
|  |  |
| 2026-04-28 | 0.0000                      |
|  |  |
| 2026-04-29 | 0.0000                      |
|  |  |
| 2026-04-30 | 0.0000                      |
|  |  |

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

### Class: Single Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $201078630625.03

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 0.0000          |
|  |  |
| 2026-04-02 | 0.0000          |
|  |  |
| 2026-04-03 | 0.0000          |
|  |  |
| 2026-04-06 | 0.0000          |
|  |  |
| 2026-04-07 | 0.0000          |
|  |  |
| 2026-04-08 | 0.0000          |
|  |  |
| 2026-04-09 | 0.0000          |
|  |  |
| 2026-04-10 | 0.0000          |
|  |  |
| 2026-04-13 | 0.0000          |
|  |  |
| 2026-04-14 | 0.0000          |
|  |  |
| 2026-04-15 | 0.0000          |
|  |  |
| 2026-04-16 | 0.0000          |
|  |  |
| 2026-04-17 | 0.0000          |
|  |  |
| 2026-04-20 | 0.0000          |
|  |  |
| 2026-04-21 | 0.0000          |
|  |  |
| 2026-04-22 | 0.0000          |
|  |  |
| 2026-04-23 | 0.0000          |
|  |  |
| 2026-04-24 | 0.0000          |
|  |  |
| 2026-04-27 | 0.0000          |
|  |  |
| 2026-04-28 | 0.0000          |
|  |  |
| 2026-04-29 | 0.0000          |
|  |  |
| 2026-04-30 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $0.00                     | $0.00                   |
| 2026-04-02 | $0.00                     | $0.00                   |
| 2026-04-03 | $0.00                     | $0.00                   |
| 2026-04-06 | $0.00                     | $0.00                   |
| 2026-04-07 | $0.00                     | $0.00                   |
| 2026-04-08 | $0.00                     | $0.00                   |
| 2026-04-09 | $0.00                     | $0.00                   |
| 2026-04-10 | $0.00                     | $0.00                   |
| 2026-04-13 | $0.00                     | $0.00                   |
| 2026-04-14 | $0.00                     | $0.00                   |
| 2026-04-15 | $0.00                     | $0.00                   |
| 2026-04-16 | $0.00                     | $0.00                   |
| 2026-04-17 | $0.00                     | $0.00                   |
| 2026-04-20 | $0.00                     | $0.00                   |
| 2026-04-21 | $0.00                     | $0.00                   |
| 2026-04-22 | $0.00                     | $0.00                   |
| 2026-04-23 | $0.00                     | $0.00                   |
| 2026-04-24 | $0.00                     | $0.00                   |
| 2026-04-27 | $0.00                     | $0.00                   |
| 2026-04-28 | $0.00                     | $0.00                   |
| 2026-04-29 | $0.00                     | $0.00                   |
| 2026-04-30 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 0.0000%           |
| 2026-04-02 | 0.0000%           |
| 2026-04-03 | 0.0000%           |
| 2026-04-06 | 0.0000%           |
| 2026-04-07 | 0.0000%           |
| 2026-04-08 | 0.0000%           |
| 2026-04-09 | 0.0000%           |
| 2026-04-10 | 0.0000%           |
| 2026-04-13 | 0.0000%           |
| 2026-04-14 | 0.0000%           |
| 2026-04-15 | 0.0000%           |
| 2026-04-16 | 0.0000%           |
| 2026-04-17 | 0.0000%           |
| 2026-04-20 | 0.0000%           |
| 2026-04-21 | 0.0000%           |
| 2026-04-22 | 0.0000%           |
| 2026-04-23 | 0.0000%           |
| 2026-04-24 | 0.0000%           |
| 2026-04-27 | 0.0000%           |
| 2026-04-28 | 0.0000%           |
| 2026-04-29 | 0.0000%           |
| 2026-04-30 | 0.0000%           |

**Beneficial/Record Owner Categories**
| Category                      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Registered investment company |  | 98.9700%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Barclays Bank PLC Repo

- **C.1 - Title:** Barclays Bank PLC Repo 3.669900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 09999C008, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: 09999C008_3.67_0501
- **C.18 - Value (incl. sponsor support):** $740000000.00
- **C.18.a - Value (excl. sponsor support):** $740000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2033-11-15      | 4.5000%  | 0.0000% | $729185000.00      | $756195185.74      | U.S. Treasuries (including strips) |

### Security 2: RBC Capital Markets LLC Tri Party Repo

- **C.1 - Title:** RBC Capital Markets LLC Tri Party Repo 3.660000%
- **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: 15499Q009, C.3 - LEI: 549300LCO2FLSSVFFR64, C.5 - Other ID: 15499Q009_3.66_0501
- **C.18 - Value (incl. sponsor support):** $1345000000.00
- **C.18.a - Value (excl. sponsor support):** $1345000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE POOL       | 2055-04-01      | 6.0000%  | 0.0000% | $255776.00         | $209454.21         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2055-04-01      | 6.0000%  | 0.0000% | $519755.00         | $460506.97         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2055-04-01      | 6.0000%  | 0.0000% | $16638275.00       | $15153917.21       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2055-04-01      | 6.0000%  | 0.0000% | $3561558.00        | $2946079.27        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2055-04-01      | 6.0000%  | 0.0000% | $8214844.00        | $6564415.48        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2055-04-01      | 6.0000%  | 0.0000% | $9877904.00        | $7215411.06        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2055-04-01      | 6.0000%  | 0.0000% | $8091365.00        | $7270854.95        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2055-04-01      | 6.0000%  | 0.0000% | $6424978.00        | $5889872.62        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2030-11-01      | 3.5000%  | 0.0000% | $2288684.00        | $230923.36         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2030-05-01      | 3.5000%  | 0.0000% | $953543.00         | $267165.82         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2035-02-01      | 2.5000%  | 0.0000% | $3677502.00        | $3017232.32        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2033-07-01      | 3.0000%  | 0.0000% | $21027250.00       | $17586563.91       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2035-08-01      | 2.5000%  | 0.0000% | $17639548.00       | $15009322.51       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2032-08-01      | 2.0000%  | 0.0000% | $4802713.00        | $4162721.49        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2031-09-01      | 3.0000%  | 0.0000% | $6850000.00        | $522548.05         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2030-09-01      | 3.0000%  | 0.0000% | $2600000.00        | $198456.84         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2027-05-01      | 3.0500%  | 0.0000% | $3069235.00        | $2141365.34        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2029-10-01      | 3.4100%  | 0.0000% | $2000000.00        | $582891.02         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2026-07-01      | 2.7000%  | 0.0000% | $160000.00         | $139613.34         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2026-11-01      | 2.3550%  | 0.0000% | $43148000.00       | $42811578.63       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2027-02-01      | 3.0500%  | 0.0000% | $119494683.00      | $118706847.86      | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2027-11-01      | 4.1470%  | 0.0000% | $82141000.00       | $37269898.64       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2047-05-01      | 4.5000%  | 0.0000% | $6000.00           | $685.93            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2034-04-01      | 4.5000%  | 0.0000% | $1431452.00        | $281221.93         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2055-09-01      | 6.0000%  | 0.0000% | $9398410.00        | $8709867.91        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2055-11-01      | 6.0000%  | 0.0000% | $9121265.00        | $9324602.54        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2055-11-01      | 6.0000%  | 0.0000% | $8221739.00        | $8047527.06        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2055-11-01      | 6.0000%  | 0.0000% | $7396628.00        | $7410927.24        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2052-04-01      | 2.5000%  | 0.0000% | $13294003.00       | $10734266.77       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2037-07-01      | 3.0000%  | 0.0000% | $12321962.00       | $9333875.60        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2029-08-01      | 3.0000%  | 0.0000% | $7982894.00        | $751016.58         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2038-06-01      | 3.0000%  | 0.0000% | $5117392.00        | $4502771.23        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2035-10-01      | 3.5000%  | 0.0000% | $9333407.00        | $8361539.97        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2034-01-01      | 4.5000%  | 0.0000% | $2130325.00        | $1451209.69        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2040-03-01      | 3.0000%  | 0.0000% | $1910527.00        | $1621594.43        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL | 2032-04-01      | 7.0000%  | 0.0000% | $4000.00           | $3.84              | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL | 2027-08-01      | 2.5000%  | 0.0000% | $10600000.00       | $144918.44         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL | 2032-06-01      | 7.0000%  | 0.0000% | $3000.00           | $2.85              | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2033-09-01      | 4.0000%  | 0.0000% | $18085955.00       | $875265.66         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2027-04-01      | 3.0000%  | 0.0000% | $65463441.00       | $481272.55         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2028-06-01      | 3.0000%  | 0.0000% | $24828219.00       | $640338.46         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2028-07-01      | 3.0000%  | 0.0000% | $23332369.00       | $711640.89         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2032-04-01      | 3.0000%  | 0.0000% | $5000000.00        | $273027.96         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2032-09-01      | 3.5000%  | 0.0000% | $40000000.00       | $2339786.36        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2032-11-01      | 3.0000%  | 0.0000% | $7200000.00        | $590866.80         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2031-10-01      | 2.5000%  | 0.0000% | $10000000.00       | $1123360.34        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2055-09-01      | 6.0000%  | 0.0000% | $13897547.00       | $12710082.85       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2055-09-01      | 6.0000%  | 0.0000% | $4035833.00        | $3780201.37        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2055-09-01      | 6.0000%  | 0.0000% | $11982864.00       | $11730778.89       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2055-09-01      | 6.0000%  | 0.0000% | $7954719.00        | $7490726.97        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2055-09-01      | 6.0000%  | 0.0000% | $19537805.00       | $18945991.49       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2055-10-01      | 6.0000%  | 0.0000% | $5119281.00        | $4800643.55        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2055-10-01      | 6.0000%  | 0.0000% | $7402721.00        | $7364560.86        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2045-11-01      | 3.0000%  | 0.0000% | $18087215.00       | $2428565.74        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2034-03-01      | 4.0000%  | 0.0000% | $103205701.00      | $9994534.58        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2029-10-01      | 3.0000%  | 0.0000% | $9762257.00        | $446085.63         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2037-10-01      | 3.5000%  | 0.0000% | $18890237.00       | $16787885.14       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2032-02-01      | 2.0000%  | 0.0000% | $14960675.00       | $12253623.51       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2032-06-01      | 2.5000%  | 0.0000% | $8484962.00        | $7175357.36        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2035-05-01      | 2.5000%  | 0.0000% | $9781674.00        | $8623174.72        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2034-11-01      | 3.0000%  | 0.0000% | $22348304.00       | $18956989.42       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2034-06-01      | 4.0000%  | 0.0000% | $6399257.00        | $5973135.35        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2038-06-01      | 4.0000%  | 0.0000% | $16755382.00       | $15298019.50       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2032-04-01      | 2.0000%  | 0.0000% | $9933045.00        | $8806110.07        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2032-04-01      | 1.5000%  | 0.0000% | $22350348.00       | $18364291.69       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2032-05-01      | 1.5000%  | 0.0000% | $49528398.00       | $41418889.05       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2032-07-01      | 2.0000%  | 0.0000% | $38142299.00       | $31897736.08       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2033-07-01      | 2.5000%  | 0.0000% | $31262230.00       | $25481861.52       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2035-02-01      | 2.5000%  | 0.0000% | $21009445.00       | $17066276.15       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2037-05-01      | 3.5000%  | 0.0000% | $24785158.00       | $21712377.73       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2035-05-01      | 3.5000%  | 0.0000% | $20041025.00       | $17597651.35       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL | 2035-08-01      | 5.0000%  | 0.0000% | $3000.00           | $13.31             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL | 2038-01-01      | 6.0000%  | 0.0000% | $1000.00           | $3.66              | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL | 2029-01-01      | 2.0000%  | 0.0000% | $12100000.00       | $574282.72         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL | 2028-04-01      | 2.0000%  | 0.0000% | $10000000.00       | $315591.07         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL | 2028-04-01      | 2.5000%  | 0.0000% | $4500000.00        | $120766.14         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL | 2035-09-01      | 5.0000%  | 0.0000% | $3000.00           | $19.26             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL | 2045-09-01      | 4.0000%  | 0.0000% | $6000.00           | $463.71            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL | 2028-01-01      | 2.0000%  | 0.0000% | $8100000.00        | $246703.54         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL | 2034-04-01      | 4.0000%  | 0.0000% | $3800000.00        | $310321.91         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL | 2031-12-01      | 4.0000%  | 0.0000% | $42097753.00       | $1704253.33        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL | 2032-01-01      | 4.0000%  | 0.0000% | $2500000.00        | $91495.78          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL | 2028-07-01      | 6.0000%  | 0.0000% | $4000.00           | $1.43              | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL | 2028-07-01      | 6.5000%  | 0.0000% | $2000.00           | $0.50              | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL | 2029-01-01      | 6.5000%  | 0.0000% | $2000.00           | $1.10              | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL | 2031-11-01      | 6.0000%  | 0.0000% | $6000.00           | $4.86              | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL | 2031-12-01      | 5.5000%  | 0.0000% | $4000.00           | $6.34              | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL | 2029-10-01      | 7.0000%  | 0.0000% | $5000.00           | $3.03              | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL | 2029-10-01      | 7.5000%  | 0.0000% | $5000.00           | $1.91              | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL | 2030-02-01      | 7.0000%  | 0.0000% | $5000.00           | $2.64              | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL | 2030-04-01      | 8.0000%  | 0.0000% | $5000.00           | $1.22              | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL | 2028-03-01      | 2.0000%  | 0.0000% | $7800000.00        | $206313.37         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2047-01-01      | 3.0000%  | 0.0000% | $75000000.00       | $26789196.11       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2031-01-01      | 4.5000%  | 0.0000% | $40773546.00       | $1067162.72        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2032-07-01      | 3.0000%  | 0.0000% | $2100000.00        | $926897.07         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2032-11-01      | 4.0000%  | 0.0000% | $1000000.00        | $376842.97         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2047-12-01      | 3.5000%  | 0.0000% | $4000.00           | $488.59            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2033-02-01      | 3.0000%  | 0.0000% | $1000000.00        | $109778.29         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2027-06-01      | 3.0000%  | 0.0000% | $21505532.00       | $168956.93         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2030-08-01      | 2.5000%  | 0.0000% | $18353041.00       | $1280443.75        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2035-12-01      | 5.5000%  | 0.0000% | $3000.00           | $34.07             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2056-01-01      | 6.0000%  | 0.0000% | $11989695.00       | $12329217.82       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2056-01-01      | 6.0000%  | 0.0000% | $10848560.00       | $10670892.92       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2056-01-01      | 6.0000%  | 0.0000% | $9879180.00        | $10163286.59       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2032-01-01      | 1.5000%  | 0.0000% | $13164871.00       | $9061727.79        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2038-11-01      | 4.5000%  | 0.0000% | $12678300.00       | $9302837.81        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2055-04-01      | 6.0000%  | 0.0000% | $12902704.00       | $10654634.45       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2055-04-01      | 6.0000%  | 0.0000% | $13167094.00       | $11569143.89       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2055-04-01      | 6.0000%  | 0.0000% | $20183494.00       | $16628935.78       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2055-04-01      | 6.0000%  | 0.0000% | $17003347.00       | $14479442.74       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2055-05-01      | 6.0000%  | 0.0000% | $7774259.00        | $7249673.95        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2054-11-01      | 5.0000%  | 0.0000% | $139437671.00      | $118964156.41      | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2052-11-01      | 5.5000%  | 0.0000% | $13529052.00       | $10758039.42       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2055-11-01      | 6.0000%  | 0.0000% | $30770326.00       | $30869521.25       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2055-11-01      | 6.0000%  | 0.0000% | $27308161.00       | $27992089.27       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2055-11-01      | 6.0000%  | 0.0000% | $4951684.00        | $5049175.14        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2034-02-01      | 4.5000%  | 0.0000% | $2000000.00        | $364460.48         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2034-05-01      | 4.5000%  | 0.0000% | $4746159.00        | $566457.73         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2030-01-01      | 3.5000%  | 0.0000% | $1000000.00        | $102895.22         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2055-10-01      | 6.0000%  | 0.0000% | $6158196.00        | $6316226.56        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2055-11-01      | 6.0000%  | 0.0000% | $7896823.00        | $7834007.72        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2055-11-01      | 6.0000%  | 0.0000% | $15359127.00       | $15034617.93       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2055-11-01      | 6.0000%  | 0.0000% | $16474512.00       | $15527987.49       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2046-04-15      | 3.0000%  | 0.0000% | $19672302.00       | $15801815.07       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2027-09-01      | 3.0000%  | 0.0000% | $8000000.00        | $103126.98         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2033-05-01      | 5.5000%  | 0.0000% | $8000.00           | $17.08             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2034-11-01      | 6.0000%  | 0.0000% | $1000.00           | $4.65              | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2031-07-01      | 3.0000%  | 0.0000% | $4000000.00        | $1623598.57        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2031-11-01      | 1.5000%  | 0.0000% | $2000000.00        | $786658.69         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2031-01-01      | 1.5000%  | 0.0000% | $68135000.00       | $19839110.81       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2031-04-01      | 1.5000%  | 0.0000% | $48000000.00       | $15080806.45       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2028-09-01      | 2.5000%  | 0.0000% | $4091196.00        | $320674.85         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2032-10-01      | 5.5000%  | 0.0000% | $125000.00         | $343.33            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2036-04-01      | 5.5000%  | 0.0000% | $6000.00           | $5.05              | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2028-08-01      | 3.0000%  | 0.0000% | $34699740.00       | $1103886.27        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2028-10-01      | 3.0000%  | 0.0000% | $30072401.00       | $1177755.37        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2030-10-01      | 3.0000%  | 0.0000% | $9220000.00        | $485389.46         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2031-02-01      | 7.0000%  | 0.0000% | $15000.00          | $24.88             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2026-11-01      | 3.0000%  | 0.0000% | $24589089.00       | $88180.61          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2033-03-01      | 3.0000%  | 0.0000% | $15000000.00       | $1261417.93        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2031-07-01      | 1.5000%  | 0.0000% | $127874777.00      | $45190034.38       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2031-11-01      | 1.5000%  | 0.0000% | $65601554.00       | $26231317.31       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2052-07-01      | 3.0000%  | 0.0000% | $63591474.00       | $45991715.16       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2035-02-01      | 3.0000%  | 0.0000% | $1500000.00        | $291996.71         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2039-10-01      | 5.0000%  | 0.0000% | $13020812.00       | $631956.51         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL | 2028-07-01      | 3.0000%  | 0.0000% | $15950000.00       | $403001.64         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL | 2028-07-01      | 2.5000%  | 0.0000% | $10000000.00       | $298364.22         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL | 2034-01-01      | 4.0000%  | 0.0000% | $5000000.00        | $479182.30         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2050-02-01      | 3.0000%  | 0.0000% | $10996616.00       | $9544983.49        | Agency Mortgage-Backed Securities  |
| TSY INFL IX N/B       | 2028-01-15      | 0.5000%  | 0.0000% | $47266900.00       | $62349365.15       | U.S. Treasuries (including strips) |
| FANNIE MAE POOL       | 2029-05-01      | 4.0000%  | 0.0000% | $18760000.00       | $15943.39          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2046-11-01      | 3.0000%  | 0.0000% | $98817510.00       | $23666992.80       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2032-04-01      | 3.0000%  | 0.0000% | $2000000.00        | $178138.40         | Agency Mortgage-Backed Securities  |

### Security 3: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AQEQ2, C.4 - ISIN: US3130AQEQ27, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $47037431.74
- **C.18.a - Value (excl. sponsor support):** $47037431.74
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2SE6, C.4 - ISIN: US3130B2SE64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $185053119.05
- **C.18.a - Value (excl. sponsor support):** $185053119.05
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3EC3, C.4 - ISIN: US3130B3EC38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $473488415.40
- **C.18.a - Value (excl. sponsor support):** $473488415.40
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4L74, C.4 - ISIN: US3130B4L749, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $192699435.53
- **C.18.a - Value (excl. sponsor support):** $192699435.53
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-01-19
- **C.13 - Final Legal Maturity Date:** 2027-01-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4Q20, C.4 - ISIN: US3130B4Q201, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $163785024.14
- **C.18.a - Value (excl. sponsor support):** $163785024.14
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.665000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5JE9, C.4 - ISIN: US3130B5JE96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $143000245.96
- **C.18.a - Value (excl. sponsor support):** $143000245.96
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7H23, C.4 - ISIN: US3130B7H237, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145904435.36
- **C.18.a - Value (excl. sponsor support):** $145904435.36
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-08-18
- **C.13 - Final Legal Maturity Date:** 2027-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8AZ5, C.4 - ISIN: US3130B8AZ55, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $3166367.98
- **C.18.a - Value (excl. sponsor support):** $3166367.98
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8CF7, C.4 - ISIN: US3130B8CF73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2605989.14
- **C.18.a - Value (excl. sponsor support):** $2605989.14
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8CK6, C.4 - ISIN: US3130B8CK68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $30401083.84
- **C.18.a - Value (excl. sponsor support):** $30401083.84
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-27
- **C.13 - Final Legal Maturity Date:** 2027-10-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EA6, C.4 - ISIN: US3130B8EA68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $111698540.08
- **C.18.a - Value (excl. sponsor support):** $111698540.08
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Banks

- **C.1 - Title:** Federal Home Loan Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EJ7, C.4 - ISIN: US3130B8EJ77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $342595768.89
- **C.18.a - Value (excl. sponsor support):** $342595768.89
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8HV7, C.4 - ISIN: US3130B8HV78, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $368987446.62
- **C.18.a - Value (excl. sponsor support):** $368987446.62
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-05-10
- **C.13 - Final Legal Maturity Date:** 2027-05-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SR4, C.4 - ISIN: US3130B8SR48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $179997388.20
- **C.18.a - Value (excl. sponsor support):** $179997388.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SZ6, C.4 - ISIN: US3130B8SZ63, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $220784078.11
- **C.18.a - Value (excl. sponsor support):** $220784078.11
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-12-03
- **C.13 - Final Legal Maturity Date:** 2027-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8TB8, C.4 - ISIN: US3130B8TB86, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $214519204.19
- **C.18.a - Value (excl. sponsor support):** $214519204.19
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-04
- **C.13 - Final Legal Maturity Date:** 2027-10-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8TF9, C.4 - ISIN: US3130B8TF90, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499965140.00
- **C.18.a - Value (excl. sponsor support):** $499965140.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-12-02
- **C.13 - Final Legal Maturity Date:** 2027-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B96N5, C.4 - ISIN: US3130B96N53, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $228996688.66
- **C.18.a - Value (excl. sponsor support):** $228996688.66
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-20
- **C.13 - Final Legal Maturity Date:** 2028-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9EJ5, C.4 - ISIN: US3130B9EJ50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121397875.50
- **C.18.a - Value (excl. sponsor support):** $121397875.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-09
- **C.13 - Final Legal Maturity Date:** 2028-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9GY0, C.4 - ISIN: US3130B9GY00, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $189296338.94
- **C.18.a - Value (excl. sponsor support):** $189296338.94
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-11
- **C.13 - Final Legal Maturity Date:** 2028-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JQ4, C.4 - ISIN: US3130B9JQ49, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $238095057.04
- **C.18.a - Value (excl. sponsor support):** $238095057.04
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-08-20
- **C.13 - Final Legal Maturity Date:** 2027-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9QY9, C.4 - ISIN: US3130B9QY99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $242994221.46
- **C.18.a - Value (excl. sponsor support):** $242994221.46
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-12-06
- **C.13 - Final Legal Maturity Date:** 2027-12-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9RU6, C.4 - ISIN: US3130B9RU68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $242950027.68
- **C.18.a - Value (excl. sponsor support):** $242950027.68
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-03-06
- **C.13 - Final Legal Maturity Date:** 2028-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BADD6, C.4 - ISIN: US3130BADD61, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $115010760.55
- **C.18.a - Value (excl. sponsor support):** $115010760.55
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-21
- **C.13 - Final Legal Maturity Date:** 2026-12-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BADM6, C.4 - ISIN: US3130BADM60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150014640.00
- **C.18.a - Value (excl. sponsor support):** $150014640.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-22
- **C.13 - Final Legal Maturity Date:** 2026-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.665000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAEG8, C.4 - ISIN: US3130BAEG83, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149999688.00
- **C.18.a - Value (excl. sponsor support):** $149999688.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-15
- **C.13 - Final Legal Maturity Date:** 2026-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.665000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAEK9, C.4 - ISIN: US3130BAEK95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $349999856.50
- **C.18.a - Value (excl. sponsor support):** $349999856.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-17
- **C.13 - Final Legal Maturity Date:** 2026-12-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.665000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAFJ1, C.4 - ISIN: US3130BAFJ14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $299999829.00
- **C.18.a - Value (excl. sponsor support):** $299999829.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-21
- **C.13 - Final Legal Maturity Date:** 2026-12-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.665000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BALM7, C.4 - ISIN: US3130BALM78, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $108000000.00
- **C.18.a - Value (excl. sponsor support):** $108000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313WK0, C.4 - ISIN: US313313WK09, C.3 - LEI: 335800QFR6AM34FHIC10
- **C.18 - Value (incl. sponsor support):** $125937175.14
- **C.18.a - Value (excl. sponsor support):** $125937175.14
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 33: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.580000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313384AW9, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $443743078.12
- **C.18.a - Value (excl. sponsor support):** $443743078.12
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2027-01-21
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.495000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385F92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $449443519.03
- **C.18.a - Value (excl. sponsor support):** $449443519.03
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-09-16
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385G67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $454971424.00
- **C.18.a - Value (excl. sponsor support):** $454971424.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-09-21
- **C.12 - Maturity Date (WAL):** 2026-09-21
- **C.13 - Final Legal Maturity Date:** 2026-09-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.605000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385K70, C.4 - ISIN: US313385K706, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $178126562.59
- **C.18.a - Value (excl. sponsor support):** $178126562.59
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-10-16
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.595000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385N85, C.4 - ISIN: US313385N858, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $446994322.31
- **C.18.a - Value (excl. sponsor support):** $446994322.31
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-11-10
- **C.12 - Maturity Date (WAL):** 2026-11-10
- **C.13 - Final Legal Maturity Date:** 2026-11-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.590000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385Q74, C.4 - ISIN: US313385Q745, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $935907011.06
- **C.18.a - Value (excl. sponsor support):** $935907011.06
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-11-25
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.515000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YE0, C.4 - ISIN: US313385YE08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $74640000.00
- **C.18.a - Value (excl. sponsor support):** $74640000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-17
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP7F6, C.4 - ISIN: US3133EP7F65, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $46635162.96
- **C.18.a - Value (excl. sponsor support):** $46635162.96
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-29
- **C.13 - Final Legal Maturity Date:** 2027-03-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.900000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPN76, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $28542572.45
- **C.18.a - Value (excl. sponsor support):** $28542572.45
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.743000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2A8, C.4 - ISIN: US3133ER2A87, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100029026.00
- **C.18.a - Value (excl. sponsor support):** $100029026.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-01-27
- **C.13 - Final Legal Maturity Date:** 2027-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $106153976.25
- **C.18.a - Value (excl. sponsor support):** $106153976.25
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3Y5, C.4 - ISIN: US3133ER3Y54, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $133229643.66
- **C.18.a - Value (excl. sponsor support):** $133229643.66
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-16
- **C.13 - Final Legal Maturity Date:** 2026-11-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3Z2, C.4 - ISIN: US3133ER3Z20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $225394686.83
- **C.18.a - Value (excl. sponsor support):** $225394686.83
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6F3, C.4 - ISIN: US3133ER6F39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $119130420.52
- **C.18.a - Value (excl. sponsor support):** $119130420.52
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERB59, C.4 - ISIN: US3133ERB591, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $33200969.77
- **C.18.a - Value (excl. sponsor support):** $33200969.77
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD32, C.4 - ISIN: US3133ERD324, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $243843307.79
- **C.18.a - Value (excl. sponsor support):** $243843307.79
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.825000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDR9, C.4 - ISIN: US3133ERDR94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $56537375.17
- **C.18.a - Value (excl. sponsor support):** $56537375.17
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-05-03
- **C.13 - Final Legal Maturity Date:** 2027-05-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERE64, C.4 - ISIN: US3133ERE645, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $57311446.96
- **C.18.a - Value (excl. sponsor support):** $57311446.96
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERF97, C.4 - ISIN: US3133ERF972, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $189785678.01
- **C.18.a - Value (excl. sponsor support):** $189785678.01
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $62238771.13
- **C.18.a - Value (excl. sponsor support):** $62238771.13
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH38, C.4 - ISIN: US3133ERH382, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $66412618.66
- **C.18.a - Value (excl. sponsor support):** $66412618.66
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47403722.80
- **C.18.a - Value (excl. sponsor support):** $47403722.80
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERL66, C.4 - ISIN: US3133ERL665, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $247470372.93
- **C.18.a - Value (excl. sponsor support):** $247470372.93
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPE5, C.4 - ISIN: US3133ERPE53, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30000417.60
- **C.18.a - Value (excl. sponsor support):** $30000417.60
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ95, C.4 - ISIN: US3133ERQ953, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $175042850.50
- **C.18.a - Value (excl. sponsor support):** $175042850.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR86, C.4 - ISIN: US3133ERR860, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50009549.50
- **C.18.a - Value (excl. sponsor support):** $50009549.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.765000%
- **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):** $339876335.75
- **C.18.a - Value (excl. sponsor support):** $339876335.75
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRZ6, C.4 - ISIN: US3133ERRZ64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $129350004.83
- **C.18.a - Value (excl. sponsor support):** $129350004.83
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERT68, C.4 - ISIN: US3133ERT684, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70035203.70
- **C.18.a - Value (excl. sponsor support):** $70035203.70
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-01-14
- **C.13 - Final Legal Maturity Date:** 2027-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERT76, C.4 - ISIN: US3133ERT767, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $301204400.53
- **C.18.a - Value (excl. sponsor support):** $301204400.53
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.743000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERU82, C.4 - ISIN: US3133ERU823, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99999106.00
- **C.18.a - Value (excl. sponsor support):** $99999106.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWF4, C.4 - ISIN: US3133ERWF46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $590779217.57
- **C.18.a - Value (excl. sponsor support):** $590779217.57
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWZ0, C.4 - ISIN: US3133ERWZ00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $95010542.15
- **C.18.a - Value (excl. sponsor support):** $95010542.15
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.743000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERX63, C.4 - ISIN: US3133ERX637, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $250094337.50
- **C.18.a - Value (excl. sponsor support):** $250094337.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXV8, C.4 - ISIN: US3133ERXV86, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $246965050.74
- **C.18.a - Value (excl. sponsor support):** $246965050.74
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYD7, C.4 - ISIN: US3133ERYD79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $94912832.38
- **C.18.a - Value (excl. sponsor support):** $94912832.38
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYG0, C.4 - ISIN: US3133ERYG01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100032018.00
- **C.18.a - Value (excl. sponsor support):** $100032018.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYK1, C.4 - ISIN: US3133ERYK13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $405118219.50
- **C.18.a - Value (excl. sponsor support):** $405118219.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYS4, C.4 - ISIN: US3133ERYS49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $33108092.95
- **C.18.a - Value (excl. sponsor support):** $33108092.95
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2B2, C.4 - ISIN: US3133ET2B25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $260103807.60
- **C.18.a - Value (excl. sponsor support):** $260103807.60
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-09-28
- **C.13 - Final Legal Maturity Date:** 2027-09-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET3F2, C.4 - ISIN: US3133ET3F20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $119998366.80
- **C.18.a - Value (excl. sponsor support):** $119998366.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET4U8, C.4 - ISIN: US3133ET4U87, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $239993119.20
- **C.18.a - Value (excl. sponsor support):** $239993119.20
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-12-17
- **C.13 - Final Legal Maturity Date:** 2027-12-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5D5, C.4 - ISIN: US3133ET5D53, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $153032657.85
- **C.18.a - Value (excl. sponsor support):** $153032657.85
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-11-23
- **C.13 - Final Legal Maturity Date:** 2027-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5J2, C.4 - ISIN: US3133ET5J24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99997746.00
- **C.18.a - Value (excl. sponsor support):** $99997746.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-09-23
- **C.13 - Final Legal Maturity Date:** 2027-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6G7, C.4 - ISIN: US3133ET6G75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $32997551.73
- **C.18.a - Value (excl. sponsor support):** $32997551.73
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6N2, C.4 - ISIN: US3133ET6N27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $247089349.78
- **C.18.a - Value (excl. sponsor support):** $247089349.78
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-12
- **C.13 - Final Legal Maturity Date:** 2028-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAB3, C.4 - ISIN: US3133ETAB36, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $85598107.38
- **C.18.a - Value (excl. sponsor support):** $85598107.38
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB48, C.4 - ISIN: US3133ETB480, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $334733212.96
- **C.18.a - Value (excl. sponsor support):** $334733212.96
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBP1, C.4 - ISIN: US3133ETBP13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $287720119.56
- **C.18.a - Value (excl. sponsor support):** $287720119.56
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-01
- **C.13 - Final Legal Maturity Date:** 2027-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETL21, C.4 - ISIN: US3133ETL216, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79670995.44
- **C.18.a - Value (excl. sponsor support):** $79670995.44
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMJ3, C.4 - ISIN: US3133ETMJ34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $76088441.17
- **C.18.a - Value (excl. sponsor support):** $76088441.17
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETT80, C.4 - ISIN: US3133ETT805, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $32998880.31
- **C.18.a - Value (excl. sponsor support):** $32998880.31
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-05-12
- **C.13 - Final Legal Maturity Date:** 2027-05-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTA5, C.4 - ISIN: US3133ETTA51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $119488244.79
- **C.18.a - Value (excl. sponsor support):** $119488244.79
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTP2, C.4 - ISIN: US3133ETTP21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $198379509.25
- **C.18.a - Value (excl. sponsor support):** $198379509.25
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-08-18
- **C.13 - Final Legal Maturity Date:** 2027-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXF9, C.4 - ISIN: US3133ETXF92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15998469.44
- **C.18.a - Value (excl. sponsor support):** $15998469.44
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-06-09
- **C.13 - Final Legal Maturity Date:** 2027-06-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETYC5, C.4 - ISIN: US3133ETYC52, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $29996754.60
- **C.18.a - Value (excl. sponsor support):** $29996754.60
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAN0, C.4 - ISIN: US3133EWAN03, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $41313656.26
- **C.18.a - Value (excl. sponsor support):** $41313656.26
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-21
- **C.13 - Final Legal Maturity Date:** 2028-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAY6, C.4 - ISIN: US3133EWAY67, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $276898751.18
- **C.18.a - Value (excl. sponsor support):** $276898751.18
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-01-26
- **C.13 - Final Legal Maturity Date:** 2027-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBQ2, C.4 - ISIN: US3133EWBQ25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $95011969.05
- **C.18.a - Value (excl. sponsor support):** $95011969.05
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBX7, C.4 - ISIN: US3133EWBX75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $65999140.02
- **C.18.a - Value (excl. sponsor support):** $65999140.02
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-03
- **C.13 - Final Legal Maturity Date:** 2028-01-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCE8, C.4 - ISIN: US3133EWCE85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $81560129.33
- **C.18.a - Value (excl. sponsor support):** $81560129.33
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-09
- **C.13 - Final Legal Maturity Date:** 2028-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCS7, C.4 - ISIN: US3133EWCS71, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $72998832.00
- **C.18.a - Value (excl. sponsor support):** $72998832.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-11
- **C.13 - Final Legal Maturity Date:** 2028-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWDN7, C.4 - ISIN: US3133EWDN75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $57020877.39
- **C.18.a - Value (excl. sponsor support):** $57020877.39
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-17
- **C.13 - Final Legal Maturity Date:** 2028-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWDV9, C.4 - ISIN: US3133EWDV91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $106998951.40
- **C.18.a - Value (excl. sponsor support):** $106998951.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-18
- **C.13 - Final Legal Maturity Date:** 2028-01-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWEJ5, C.4 - ISIN: US3133EWEJ54, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $164897387.98
- **C.18.a - Value (excl. sponsor support):** $164897387.98
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-05-20
- **C.13 - Final Legal Maturity Date:** 2027-05-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWET3, C.4 - ISIN: US3133EWET37, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $68001836.00
- **C.18.a - Value (excl. sponsor support):** $68001836.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-23
- **C.13 - Final Legal Maturity Date:** 2028-02-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWFD7, C.4 - ISIN: US3133EWFD75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $72004780.80
- **C.18.a - Value (excl. sponsor support):** $72004780.80
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-25
- **C.13 - Final Legal Maturity Date:** 2028-02-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWFP0, C.4 - ISIN: US3133EWFP06, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $42999874.01
- **C.18.a - Value (excl. sponsor support):** $42999874.01
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-03-02
- **C.13 - Final Legal Maturity Date:** 2028-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWGF1, C.4 - ISIN: US3133EWGF15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $28999390.71
- **C.18.a - Value (excl. sponsor support):** $28999390.71
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-12-06
- **C.13 - Final Legal Maturity Date:** 2027-12-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWGQ7, C.4 - ISIN: US3133EWGQ79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $16999803.48
- **C.18.a - Value (excl. sponsor support):** $16999803.48
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-11
- **C.13 - Final Legal Maturity Date:** 2028-01-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWGU8, C.4 - ISIN: US3133EWGU81, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150504713.66
- **C.18.a - Value (excl. sponsor support):** $150504713.66
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-03-13
- **C.13 - Final Legal Maturity Date:** 2028-03-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWHQ6, C.4 - ISIN: US3133EWHQ60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $87015502.53
- **C.18.a - Value (excl. sponsor support):** $87015502.53
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-03-16
- **C.13 - Final Legal Maturity Date:** 2028-03-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWHX1, C.4 - ISIN: US3133EWHX12, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $150499510.88
- **C.18.a - Value (excl. sponsor support):** $150499510.88
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-07-20
- **C.13 - Final Legal Maturity Date:** 2027-07-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWJA9, C.4 - ISIN: US3133EWJA90, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $76998786.48
- **C.18.a - Value (excl. sponsor support):** $76998786.48
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-03-24
- **C.13 - Final Legal Maturity Date:** 2028-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWJU5, C.4 - ISIN: US3133EWJU54, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99298343.68
- **C.18.a - Value (excl. sponsor support):** $99298343.68
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-03-27
- **C.13 - Final Legal Maturity Date:** 2028-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWJW1, C.4 - ISIN: US3133EWJW11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79198864.27
- **C.18.a - Value (excl. sponsor support):** $79198864.27
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-09-27
- **C.13 - Final Legal Maturity Date:** 2027-09-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWJY7, C.4 - ISIN: US3133EWJY76, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $174399387.86
- **C.18.a - Value (excl. sponsor support):** $174399387.86
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-05-26
- **C.13 - Final Legal Maturity Date:** 2027-05-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWKD1, C.4 - ISIN: US3133EWKD11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $66999677.06
- **C.18.a - Value (excl. sponsor support):** $66999677.06
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-08-27
- **C.13 - Final Legal Maturity Date:** 2027-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWKS8, C.4 - ISIN: US3133EWKS89, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $167097981.43
- **C.18.a - Value (excl. sponsor support):** $167097981.43
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-08
- **C.13 - Final Legal Maturity Date:** 2027-10-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWLR9, C.4 - ISIN: US3133EWLR97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $101398429.31
- **C.18.a - Value (excl. sponsor support):** $101398429.31
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-07-16
- **C.13 - Final Legal Maturity Date:** 2027-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.665000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWLS7, C.4 - ISIN: US3133EWLS70, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $125010097.50
- **C.18.a - Value (excl. sponsor support):** $125010097.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWNG1, C.4 - ISIN: US3133EWNG15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $119999916.00
- **C.18.a - Value (excl. sponsor support):** $119999916.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-02-01
- **C.13 - Final Legal Maturity Date:** 2027-02-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJN4, C.4 - ISIN: US3134HAJN48, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $599454481.56
- **C.18.a - Value (excl. sponsor support):** $599454481.56
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 116: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **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):** $578256868.98
- **C.18.a - Value (excl. sponsor support):** $578256868.98
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 117: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **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):** $416425901.61
- **C.18.a - Value (excl. sponsor support):** $416425901.61
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 118: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6, C.4 - ISIN: US3134HAVY64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $177402407.32
- **C.18.a - Value (excl. sponsor support):** $177402407.32
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 119: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB3V1, C.4 - ISIN: US3134HB3V11, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $559371454.23
- **C.18.a - Value (excl. sponsor support):** $559371454.23
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 120: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBF55, C.4 - ISIN: US3134HBF555, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $95590596.78
- **C.18.a - Value (excl. sponsor support):** $95590596.78
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 121: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBK59, C.4 - ISIN: US3134HBK597, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $143182964.93
- **C.18.a - Value (excl. sponsor support):** $143182964.93
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 122: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $477309527.55
- **C.18.a - Value (excl. sponsor support):** $477309527.55
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 123: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $478676593.25
- **C.18.a - Value (excl. sponsor support):** $478676593.25
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 124: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBX55, C.4 - ISIN: US3134HBX558, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $189984566.30
- **C.18.a - Value (excl. sponsor support):** $189984566.30
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 125: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $536838413.46
- **C.18.a - Value (excl. sponsor support):** $536838413.46
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 126: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.765000%
- **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):** $589409755.20
- **C.18.a - Value (excl. sponsor support):** $589409755.20
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 127: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3, C.4 - ISIN: US3135G07K39, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $530944393.53
- **C.18.a - Value (excl. sponsor support):** $530944393.53
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 128: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.770000%
- **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):** $91728570.97
- **C.18.a - Value (excl. sponsor support):** $91728570.97
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.770000%
- **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):** $713882599.49
- **C.18.a - Value (excl. sponsor support):** $713882599.49
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.770000%
- **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):** $126151052.85
- **C.18.a - Value (excl. sponsor support):** $126151052.85
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 131: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AC5, C.4 - ISIN: US3135G1AC57, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $413744110.65
- **C.18.a - Value (excl. sponsor support):** $413744110.65
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 132: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AD3, C.4 - ISIN: US3135G1AD31, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $319700245.74
- **C.18.a - Value (excl. sponsor support):** $319700245.74
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AE1, C.4 - ISIN: US3135G1AE14, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $293336952.87
- **C.18.a - Value (excl. sponsor support):** $293336952.87
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 134: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AG6, C.4 - ISIN: US3135G1AG61, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $344831135.44
- **C.18.a - Value (excl. sponsor support):** $344831135.44
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-03-06
- **C.13 - Final Legal Maturity Date:** 2028-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 135: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.690000%
- **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):** $2011674166.26
- **C.18.a - Value (excl. sponsor support):** $2011674166.26
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.585000%
- **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):** $2296047450.00
- **C.18.a - Value (excl. sponsor support):** $2296047450.00
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 137: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.480000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2127829419.02
- **C.18.a - Value (excl. sponsor support):** $2127829419.02
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 138: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.531000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1288437174.51
- **C.18.a - Value (excl. sponsor support):** $1288437174.51
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.710000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1324113084.38
- **C.18.a - Value (excl. sponsor support):** $1324113084.38
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SW8, C.4 - ISIN: US912797SW88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2119051008.65
- **C.18.a - Value (excl. sponsor support):** $2119051008.65
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 141: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.4 - ISIN: US912797SX61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2422394394.50
- **C.18.a - Value (excl. sponsor support):** $2422394394.50
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 142: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.471000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TD9, C.4 - ISIN: US912797TD98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2955711834.91
- **C.18.a - Value (excl. sponsor support):** $2955711834.91
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 143: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.496000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TE7, C.4 - ISIN: US912797TE71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1988912920.00
- **C.18.a - Value (excl. sponsor support):** $1988912920.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 144: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TF4, C.4 - ISIN: US912797TF47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2198913343.82
- **C.18.a - Value (excl. sponsor support):** $2198913343.82
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 145: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.540000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TL1, C.4 - ISIN: US912797TL15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1694113392.19
- **C.18.a - Value (excl. sponsor support):** $1694113392.19
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 146: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TP2, C.4 - ISIN: US912797TP29, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $886584949.44
- **C.18.a - Value (excl. sponsor support):** $886584949.44
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-23
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 147: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.525000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TQ0, C.4 - ISIN: US912797TQ02, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1090226261.47
- **C.18.a - Value (excl. sponsor support):** $1090226261.47
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 148: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.560000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TS6, C.4 - ISIN: US912797TS67, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $783989908.55
- **C.18.a - Value (excl. sponsor support):** $783989908.55
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-19
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 149: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TW7, C.4 - ISIN: US912797TW79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1193309756.87
- **C.18.a - Value (excl. sponsor support):** $1193309756.87
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TX5, C.4 - ISIN: US912797TX52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1357330891.01
- **C.18.a - Value (excl. sponsor support):** $1357330891.01
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 151: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.525000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TY3, C.4 - ISIN: US912797TY36, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $790236408.25
- **C.18.a - Value (excl. sponsor support):** $790236408.25
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-08-27
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 152: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.595000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TZ0, C.4 - ISIN: US912797TZ01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2114781611.93
- **C.18.a - Value (excl. sponsor support):** $2114781611.93
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 153: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.590000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UC9, C.4 - ISIN: US912797UC96, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $630612237.33
- **C.18.a - Value (excl. sponsor support):** $630612237.33
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 154: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UH8, C.4 - ISIN: US912797UH83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $750756176.32
- **C.18.a - Value (excl. sponsor support):** $750756176.32
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-09-24
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 155: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.609000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UJ4, C.4 - ISIN: US912797UJ40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1971067482.55
- **C.18.a - Value (excl. sponsor support):** $1971067482.55
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-10-08
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 156: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UK1, C.4 - ISIN: US912797UK13, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2325389118.18
- **C.18.a - Value (excl. sponsor support):** $2325389118.18
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 157: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.590000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UL9, C.4 - ISIN: US912797UL95, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $620030052.38
- **C.18.a - Value (excl. sponsor support):** $620030052.38
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-10-22
- **C.12 - Maturity Date (WAL):** 2026-10-22
- **C.13 - Final Legal Maturity Date:** 2026-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 158: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UU9, C.4 - ISIN: US912797UU94, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $474754680.00
- **C.18.a - Value (excl. sponsor support):** $474754680.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-08-18
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 159: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UW5, C.4 - ISIN: US912797UW50, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $187730364.50
- **C.18.a - Value (excl. sponsor support):** $187730364.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-09-01
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 160: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.753300%
- **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):** $66809755.36
- **C.18.a - Value (excl. sponsor support):** $66809755.36
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 161: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.206100%
- **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):** $248302425.98
- **C.18.a - Value (excl. sponsor support):** $248302425.98
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 162: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.617400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Y95, C.4 - ISIN: US912828Y958, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $520647519.86
- **C.18.a - Value (excl. sponsor support):** $520647519.86
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 163: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.691900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YD6, C.4 - ISIN: US912828YD60, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $108902010.04
- **C.18.a - Value (excl. sponsor support):** $108902010.04
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 164: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.610200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YG9, C.4 - ISIN: US912828YG91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $368704035.64
- **C.18.a - Value (excl. sponsor support):** $368704035.64
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 165: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.004400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YU8, C.4 - ISIN: US912828YU85, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $282567057.19
- **C.18.a - Value (excl. sponsor support):** $282567057.19
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 166: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.624400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YX2, C.4 - ISIN: US912828YX25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1232415055.96
- **C.18.a - Value (excl. sponsor support):** $1232415055.96
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 167: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.572700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Z78, C.4 - ISIN: US912828Z781, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $554920372.62
- **C.18.a - Value (excl. sponsor support):** $554920372.62
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 168: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.844600%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828ZE3, C.4 - ISIN: US912828ZE35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $131394262.64
- **C.18.a - Value (excl. sponsor support):** $131394262.64
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 169: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.694300%
- **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):** $703170996.75
- **C.18.a - Value (excl. sponsor support):** $703170996.75
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 170: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.722600%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1768023161.58
- **C.18.a - Value (excl. sponsor support):** $1768023161.58
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 171: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.670500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCW9, C.4 - ISIN: US91282CCW91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $812825021.81
- **C.18.a - Value (excl. sponsor support):** $812825021.81
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 172: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.553900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCZ2, C.4 - ISIN: US91282CCZ23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1784607020.64
- **C.18.a - Value (excl. sponsor support):** $1784607020.64
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.747700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDG3, C.4 - ISIN: US91282CDG33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $479234304.61
- **C.18.a - Value (excl. sponsor support):** $479234304.61
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 174: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.654200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDK4, C.4 - ISIN: US91282CDK45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $932797325.26
- **C.18.a - Value (excl. sponsor support):** $932797325.26
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.633700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDQ1, C.4 - ISIN: US91282CDQ15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2097345240.05
- **C.18.a - Value (excl. sponsor support):** $2097345240.05
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 176: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.581400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CEF4, C.4 - ISIN: US91282CEF41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2138445465.01
- **C.18.a - Value (excl. sponsor support):** $2138445465.01
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Note

- **C.1 - Title:** U.S. Treasury Note 4.178900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHB0, C.4 - ISIN: US91282CHB00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $425897873.45
- **C.18.a - Value (excl. sponsor support):** $425897873.45
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.577900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJC6, C.4 - ISIN: US91282CJC64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $665340210.37
- **C.18.a - Value (excl. sponsor support):** $665340210.37
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 179: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.586700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJK8, C.4 - ISIN: US91282CJK80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $339242296.62
- **C.18.a - Value (excl. sponsor support):** $339242296.62
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-11-15
- **C.12 - Maturity Date (WAL):** 2026-11-15
- **C.13 - Final Legal Maturity Date:** 2026-11-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 180: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.575200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKA8, C.4 - ISIN: US91282CKA89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1398702818.76
- **C.18.a - Value (excl. sponsor support):** $1398702818.76
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-02-15
- **C.12 - Maturity Date (WAL):** 2027-02-15
- **C.13 - Final Legal Maturity Date:** 2027-02-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 181: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.136800%
- **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):** $804683668.40
- **C.18.a - Value (excl. sponsor support):** $804683668.40
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 182: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.805000%
- **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):** $2085319755.04
- **C.18.a - Value (excl. sponsor support):** $2085319755.04
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 183: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.723200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1304299005.13
- **C.18.a - Value (excl. sponsor support):** $1304299005.13
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 184: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.673400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $328024876.17
- **C.18.a - Value (excl. sponsor support):** $328024876.17
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 185: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.564400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2369243326.73
- **C.18.a - Value (excl. sponsor support):** $2369243326.73
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 186: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.652700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLS8, C.4 - ISIN: US91282CLS88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $957332856.40
- **C.18.a - Value (excl. sponsor support):** $957332856.40
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 187: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.828000%
- **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):** $1635836689.44
- **C.18.a - Value (excl. sponsor support):** $1635836689.44
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Note

- **C.1 - Title:** U.S. Treasury Note 3.658600%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3813586144.81
- **C.18.a - Value (excl. sponsor support):** $3813586144.81
- **C.19 - Percentage of Net Assets:** 1.9000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Note

- **C.1 - Title:** U.S. Treasury Note 3.633700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CME8, C.4 - ISIN: US91282CME83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1702214095.09
- **C.18.a - Value (excl. sponsor support):** $1702214095.09
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.577800%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMH1, C.4 - ISIN: US91282CMH15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $225483635.72
- **C.18.a - Value (excl. sponsor support):** $225483635.72
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 191: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.721000%
- **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):** $1799429523.08
- **C.18.a - Value (excl. sponsor support):** $1799429523.08
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Note

- **C.1 - Title:** U.S. Treasury Note 3.576200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMP3, C.4 - ISIN: US91282CMP31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $178075366.90
- **C.18.a - Value (excl. sponsor support):** $178075366.90
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2027-02-28
- **C.12 - Maturity Date (WAL):** 2027-02-28
- **C.13 - Final Legal Maturity Date:** 2027-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Note

- **C.1 - Title:** U.S. Treasury Note 3.581100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMV0, C.4 - ISIN: US91282CMV09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $951420470.00
- **C.18.a - Value (excl. sponsor support):** $951420470.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Note

- **C.1 - Title:** U.S. Treasury Note 3.783000%
- **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):** $611733530.36
- **C.18.a - Value (excl. sponsor support):** $611733530.36
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.758500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMY4, C.4 - ISIN: US91282CMY48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $353542898.08
- **C.18.a - Value (excl. sponsor support):** $353542898.08
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2027-04-30
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 196: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.782000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1288709054.15
- **C.18.a - Value (excl. sponsor support):** $1288709054.15
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.813000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPG0, C.4 - ISIN: US91282CPG05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $504775464.48
- **C.18.a - Value (excl. sponsor support):** $504775464.48
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.722000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPX3, C.4 - ISIN: US91282CPX38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2128533392.36
- **C.18.a - Value (excl. sponsor support):** $2128533392.36
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2028-01-31
- **C.13 - Final Legal Maturity Date:** 2028-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 199: Mitsubishi UFJ Securities (USA) Inc Tri Party Repo

- **C.1 - Title:** Mitsubishi UFJ Securities (USA) Inc Tri Party Repo 3.650000%
- **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: 926QFK004, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: 926QFK004_3.65_0501
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE POOL       | 2052-06-01      | 5.0000%  | 0.0000% | $500000.00         | $322083.38         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-03-01      | 6.0000%  | 0.0000% | $14987.00          | $9289.75           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2028-11-01      | 4.0000%  | 0.0000% | $5000.00           | $0.52              | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2029-07-01      | 4.0000%  | 0.0000% | $32000.00          | $0.89              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-07-01      | 5.0000%  | 0.0000% | $13006064.00       | $9290991.05        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-07-01      | 4.5000%  | 0.0000% | $96000.00          | $68131.21          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $728.22            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-12-01      | 5.5000%  | 0.0000% | $500000.00         | $491564.66         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-02-01      | 6.0000%  | 0.0000% | $19259.00          | $16795.47          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1036.39           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-08-01      | 6.5000%  | 0.0000% | $1211788.00        | $1256945.07        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-08-01      | 6.0000%  | 0.0000% | $5827984.00        | $5058955.16        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-07-01      | 6.0000%  | 0.0000% | $1008.00           | $920.16            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-01-01      | 6.0000%  | 0.0000% | $1008.00           | $993.44            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2040-05-01      | 4.5000%  | 0.0000% | $1000.00           | $766.15            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2030-08-01      | 2.0000%  | 0.0000% | $1020000.00        | $53719.06          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2046-10-01      | 3.0000%  | 0.0000% | $38235.00          | $9099.74           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-08-01      | 4.5000%  | 0.0000% | $708000.00         | $503474.54         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-11-01      | 5.5000%  | 0.0000% | $142088.00         | $103005.66         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-12-01      | 5.5000%  | 0.0000% | $62861827.00       | $46328689.62       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-12-01      | 5.5000%  | 0.0000% | $330000.00         | $243207.50         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-12-01      | 6.0000%  | 0.0000% | $70000.00          | $44129.49          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-09-01      | 5.0000%  | 0.0000% | $2440600.00        | $1777647.10        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $765.78            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-10-01      | 5.5000%  | 0.0000% | $90000.00          | $59953.75          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-10-01      | 6.0000%  | 0.0000% | $1004.00           | $714.42            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-11-01      | 5.0000%  | 0.0000% | $900000.00         | $669768.72         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-05-01      | 5.0000%  | 0.0000% | $14428160.00       | $10877646.28       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-02-01      | 5.5000%  | 0.0000% | $18529248.00       | $13179873.55       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-03-01      | 6.5000%  | 0.0000% | $1646832.00        | $1178910.57        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-04-01      | 5.5000%  | 0.0000% | $13534080.00       | $11238316.86       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-04-01      | 4.5000%  | 0.0000% | $52000.00          | $41159.23          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-09-01      | 5.0000%  | 0.0000% | $1153936.00        | $926415.81         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-09-01      | 5.5000%  | 0.0000% | $400000.00         | $310701.09         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-09-01      | 6.0000%  | 0.0000% | $28686000.00       | $21065989.88       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-06-01      | 5.5000%  | 0.0000% | $355000.00         | $263995.29         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-06-01      | 5.5000%  | 0.0000% | $14922816.00       | $11885377.48       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-07-01      | 6.0000%  | 0.0000% | $32000.00          | $21927.00          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-08-01      | 5.5000%  | 0.0000% | $3015140.00        | $2287122.92        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $835.83            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-02-01      | 5.5000%  | 0.0000% | $6000.00           | $4634.28           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2031-03-01      | 4.0000%  | 0.0000% | $21000.00          | $34.02             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2031-04-01      | 3.5000%  | 0.0000% | $3343000.00        | $101608.96         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-02-01      | 4.5000%  | 0.0000% | $55000.00          | $9691.78           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2046-03-01      | 4.5000%  | 0.0000% | $10000.00          | $1942.56           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2031-11-01      | 2.0000%  | 0.0000% | $408000.00         | $56990.50          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2047-11-01      | 4.5000%  | 0.0000% | $1400000.00        | $165728.98         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $255.27            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-04-01      | 3.0000%  | 0.0000% | $237000.00         | $43854.11          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-04-01      | 4.5000%  | 0.0000% | $195522.00         | $23014.45          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-03-01      | 5.0000%  | 0.0000% | $500000.00         | $59877.87          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-05-01      | 3.0000%  | 0.0000% | $118000.00         | $28017.49          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-05-01      | 4.5000%  | 0.0000% | $2800000.00        | $479978.19         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-07-01      | 2.0000%  | 0.0000% | $500000.00         | $208518.32         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-06-01      | 2.5000%  | 0.0000% | $1500000.00        | $484642.44         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-08-01      | 2.5000%  | 0.0000% | $1706666.00        | $611433.05         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-09-01      | 2.5000%  | 0.0000% | $2274980.00        | $883896.89         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-11-01      | 2.0000%  | 0.0000% | $44704000.00       | $22442025.64       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2033-11-01      | 3.5000%  | 0.0000% | $1000.00           | $182.50            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-11-01      | 4.5000%  | 0.0000% | $2108000.00        | $170758.81         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-10-01      | 3.5000%  | 0.0000% | $20000.00          | $2320.56           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-09-01      | 5.0000%  | 0.0000% | $1264700.00        | $188599.35         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-10-01      | 6.0000%  | 0.0000% | $6572104.00        | $6707890.28        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.93           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-03-01      | 5.0000%  | 0.0000% | $1117127.00        | $1116659.79        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2037-05-01      | 5.5000%  | 0.0000% | $25272896.00       | $293128.32         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2038-03-01      | 6.0000%  | 0.0000% | $1820170.00        | $36290.12          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2035-02-01      | 5.5000%  | 0.0000% | $270000.00         | $6210.97           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2038-05-01      | 6.0000%  | 0.0000% | $1529000.00        | $8862.32           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2041-07-01      | 5.5000%  | 0.0000% | $935000.00         | $12962.41          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2027-01-01      | 4.5000%  | 0.0000% | $215000.00         | $0.79              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-06-01      | 6.0000%  | 0.0000% | $25441120.00       | $21900503.68       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-04-01      | 5.5000%  | 0.0000% | $46328.00          | $44166.64          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-06-01      | 6.0000%  | 0.0000% | $1038.00           | $938.44            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-07-01      | 2.5000%  | 0.0000% | $491000.00         | $398099.74         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-10-01      | 4.5000%  | 0.0000% | $250000.00         | $230337.45         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-10-01      | 5.0000%  | 0.0000% | $1024.00           | $971.16            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-04-01      | 6.0000%  | 0.0000% | $22290816.00       | $19857683.59       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2050-05-01      | 3.0000%  | 0.0000% | $1000.00           | $367.27            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-10-01      | 6.0000%  | 0.0000% | $5109952.00        | $4430033.07        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2032-06-01      | 3.5000%  | 0.0000% | $1100000.00        | $203266.79         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2036-09-01      | 6.5000%  | 0.0000% | $2000000.00        | $6101.41           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2037-06-01      | 5.5000%  | 0.0000% | $339999.00         | $734.30            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2037-07-01      | 6.0000%  | 0.0000% | $230000.00         | $1619.93           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2037-09-01      | 6.0000%  | 0.0000% | $582436.00         | $7716.53           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2038-03-01      | 5.5000%  | 0.0000% | $1037684.00        | $20342.04          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2038-06-01      | 5.5000%  | 0.0000% | $233000.00         | $1469.13           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2038-06-01      | 5.5000%  | 0.0000% | $28323104.00       | $169773.77         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2038-01-01      | 5.5000%  | 0.0000% | $2425000.00        | $63515.98          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2035-10-01      | 5.5000%  | 0.0000% | $14700000.00       | $185089.14         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2036-07-01      | 5.5000%  | 0.0000% | $1613751.00        | $22601.32          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2038-07-01      | 6.0000%  | 0.0000% | $563598.00         | $4829.38           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2039-05-01      | 5.5000%  | 0.0000% | $3157508.00        | $25599.99          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2037-08-01      | 5.5000%  | 0.0000% | $690000.00         | $17230.58          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2030-11-01      | 4.0000%  | 0.0000% | $224000.00         | $5140.18           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2041-11-01      | 3.5000%  | 0.0000% | $4000.00           | $233.18            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2043-02-01      | 3.0000%  | 0.0000% | $479000.00         | $86411.44          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2043-04-01      | 3.0000%  | 0.0000% | $2535000.00        | $455564.18         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2028-03-01      | 2.0000%  | 0.0000% | $2013500.00        | $47432.32          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2028-05-01      | 2.5000%  | 0.0000% | $150000.00         | $4236.96           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2033-06-01      | 3.5000%  | 0.0000% | $1009.00           | $96.40             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2030-09-01      | 4.5000%  | 0.0000% | $213231.00         | $3414.54           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2026-05-25      | 4.0000%  | 0.0000% | $48000.00          | $0.85              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2033-02-01      | 3.0000%  | 0.0000% | $58000.00          | $5452.44           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2033-09-01      | 3.0000%  | 0.0000% | $253510.00         | $28283.58          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2043-09-01      | 3.0000%  | 0.0000% | $1200000.00        | $186908.97         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2033-10-01      | 3.0000%  | 0.0000% | $41000.00          | $5250.01           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2028-10-01      | 3.5000%  | 0.0000% | $6000.00           | $194.56            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2034-10-01      | 4.0000%  | 0.0000% | $261000.00         | $22040.27          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2035-08-01      | 3.5000%  | 0.0000% | $56000.00          | $7215.03           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2038-10-01      | 4.5000%  | 0.0000% | $107000.00         | $14032.73          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-10-01      | 4.5000%  | 0.0000% | $189000.00         | $14734.95          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2033-11-01      | 4.5000%  | 0.0000% | $663620.00         | $103308.67         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2039-02-01      | 4.5000%  | 0.0000% | $385000.00         | $39108.59          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-02-01      | 4.0000%  | 0.0000% | $97000.00          | $5215.57           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2036-09-01      | 3.5000%  | 0.0000% | $23000.00          | $3540.99           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2031-10-01      | 2.0000%  | 0.0000% | $73000.00          | $9014.86           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2046-10-01      | 3.0000%  | 0.0000% | $158724.00         | $36500.80          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2046-12-01      | 3.5000%  | 0.0000% | $45000.00          | $5855.42           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2027-01-01      | 3.0000%  | 0.0000% | $225000.00         | $2271.54           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2047-02-01      | 3.5000%  | 0.0000% | $107839.00         | $14385.27          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2032-06-01      | 3.0000%  | 0.0000% | $1225000.00        | $116837.10         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-05-01      | 6.0000%  | 0.0000% | $19243071.00       | $17345723.56       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-05-01      | 6.0000%  | 0.0000% | $321664.00         | $289948.25         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2033-09-01      | 5.5000%  | 0.0000% | $40000.00          | $413.29            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2034-01-01      | 5.5000%  | 0.0000% | $125000.00         | $819.04            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2035-06-01      | 5.5000%  | 0.0000% | $2089136.00        | $28057.76          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2035-03-01      | 5.5000%  | 0.0000% | $300000.00         | $3227.79           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2046-10-01      | 3.0000%  | 0.0000% | $5000.00           | $1352.83           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2046-11-01      | 3.0000%  | 0.0000% | $405000.00         | $78417.80          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2031-12-01      | 2.5000%  | 0.0000% | $1000.00           | $255.09            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2058-01-01      | 3.5000%  | 0.0000% | $1000.00           | $391.40            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-06-01      | 4.0000%  | 0.0000% | $1245000.00        | $107097.27         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-07-01      | 4.5000%  | 0.0000% | $134315.00         | $7341.17           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2026-08-01      | 4.0000%  | 0.0000% | $5783552.00        | $4015.89           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2033-08-01      | 4.0000%  | 0.0000% | $265000.00         | $17120.49          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2040-05-01      | 6.5000%  | 0.0000% | $800000.00         | $48147.14          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2028-11-01      | 4.0000%  | 0.0000% | $78000.00          | $2082.62           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2034-03-01      | 4.0000%  | 0.0000% | $3599997.00        | $348627.01         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2041-09-01      | 5.5000%  | 0.0000% | $3330940.00        | $244727.75         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2027-05-01      | 4.0000%  | 0.0000% | $32767.00          | $8.21              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2029-12-01      | 4.0000%  | 0.0000% | $566000.00         | $6620.24           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2032-01-01      | 4.5000%  | 0.0000% | $250000.00         | $12043.86          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2029-07-01      | 4.0000%  | 0.0000% | $2387000.00        | $101057.87         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2027-01-01      | 4.0000%  | 0.0000% | $160000.00         | $817.45            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2029-05-01      | 4.0000%  | 0.0000% | $9915000.00        | $14188.95          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2029-07-01      | 4.0000%  | 0.0000% | $32767.00          | $18.15             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2039-06-01      | 5.0000%  | 0.0000% | $4586440.00        | $478007.57         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2030-11-01      | 3.5000%  | 0.0000% | $1080000.00        | $62309.52          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2046-08-01      | 3.0000%  | 0.0000% | $5955.00           | $1243.89           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-10-01      | 3.0000%  | 0.0000% | $16000000.00       | $13895904.83       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2046-02-01      | 5.0000%  | 0.0000% | $1024.00           | $1006.23           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-06-01      | 2.0000%  | 0.0000% | $2000.00           | $1564.79           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2029-04-01      | 3.5000%  | 0.0000% | $30000.00          | $1002.56           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2032-04-01      | 3.5000%  | 0.0000% | $27000.00          | $2387.63           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2026-05-25      | 4.0000%  | 0.0000% | $47000.00          | $1.00              | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2026-05-25      | 4.0000%  | 0.0000% | $2000.00           | $0.09              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-02-01      | 5.5000%  | 0.0000% | $5095360.00        | $3781583.06        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-11-01      | 5.5000%  | 0.0000% | $1894000.00        | $1467388.23        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-09-01      | 5.5000%  | 0.0000% | $18596928.00       | $17938325.41       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-11-01      | 2.5000%  | 0.0000% | $3543316.00        | $1488714.64        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-11-01      | 3.0000%  | 0.0000% | $2000.00           | $655.00            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-06-01      | 2.0000%  | 0.0000% | $59000.00          | $34299.78          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-06-01      | 3.0000%  | 0.0000% | $87000.00          | $41342.39          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-05-01      | 5.0000%  | 0.0000% | $1360620.00        | $1122975.53        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2039-05-01      | 5.5000%  | 0.0000% | $32000.00          | $16526.17          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-06-01      | 6.5000%  | 0.0000% | $6990.00           | $3455.76           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-01-01      | 3.0000%  | 0.0000% | $2539000.00        | $1484630.99        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-04-01      | 2.5000%  | 0.0000% | $1785326.00        | $1166006.19        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2037-04-01      | 2.5000%  | 0.0000% | $23000.00          | $13132.79          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-06-01      | 3.0000%  | 0.0000% | $21000.00          | $14731.83          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2037-06-01      | 3.5000%  | 0.0000% | $3000.00           | $1575.75           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-06-01      | 5.0000%  | 0.0000% | $1467000.00        | $936695.06         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-08-01      | 4.5000%  | 0.0000% | $710566.00         | $516037.32         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-10-01      | 4.5000%  | 0.0000% | $822000.00         | $596214.20         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-10-01      | 5.5000%  | 0.0000% | $182257.00         | $118183.40         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-11-01      | 4.5000%  | 0.0000% | $311702.00         | $235281.81         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-11-01      | 5.0000%  | 0.0000% | $219900.00         | $162802.86         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2037-12-01      | 3.5000%  | 0.0000% | $7000.00           | $4057.09           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-03-01      | 5.5000%  | 0.0000% | $11473040.00       | $7905815.52        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-02-01      | 4.0000%  | 0.0000% | $1002.00           | $769.02            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-02-01      | 6.0000%  | 0.0000% | $8828096.00        | $4899491.63        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-04-01      | 5.0000%  | 0.0000% | $29000.00          | $22130.91          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2038-03-01      | 5.5000%  | 0.0000% | $20000.00          | $8596.37           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-05-01      | 4.5000%  | 0.0000% | $865000.00         | $681215.62         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2038-04-01      | 4.5000%  | 0.0000% | $52000.00          | $27880.19          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-06-01      | 4.5000%  | 0.0000% | $225000.00         | $178848.61         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2038-05-01      | 4.5000%  | 0.0000% | $117000.00         | $69107.77          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2038-08-01      | 5.0000%  | 0.0000% | $718000.00         | $405043.78         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2038-07-01      | 3.5000%  | 0.0000% | $4000.00           | $2776.72           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-11-01      | 4.5000%  | 0.0000% | $154000.00         | $128828.19         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2043-11-01      | 6.0000%  | 0.0000% | $1010000.00        | $525330.76         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-12-01      | 6.0000%  | 0.0000% | $17585952.00       | $9940455.27        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2039-07-01      | 5.0000%  | 0.0000% | $31000.00          | $18392.52          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2032-08-01      | 3.0000%  | 0.0000% | $500000.00         | $49029.03          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2047-09-01      | 3.5000%  | 0.0000% | $324000.00         | $38046.18          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2047-11-01      | 3.5000%  | 0.0000% | $1000000.00        | $123212.19         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2046-11-01      | 3.0000%  | 0.0000% | $21000.00          | $3363.86           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2031-11-01      | 2.5000%  | 0.0000% | $6205720.00        | $876460.68         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2036-12-01      | 3.0000%  | 0.0000% | $59000.00          | $10141.26          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2043-04-01      | 3.0000%  | 0.0000% | $890000.00         | $142212.13         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2043-05-01      | 3.0000%  | 0.0000% | $28000.00          | $3562.16           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2043-05-01      | 2.5000%  | 0.0000% | $60000.00          | $10747.31          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2043-07-01      | 3.0000%  | 0.0000% | $5692000.00        | $830383.07         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2026-12-01      | 3.0000%  | 0.0000% | $1200000.00        | $1645.32           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2028-09-01      | 2.5000%  | 0.0000% | $102000.00         | $3528.02           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2029-06-01      | 3.0000%  | 0.0000% | $499992.00         | $21063.21          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2030-06-01      | 3.0000%  | 0.0000% | $26000.00          | $1854.97           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2045-05-01      | 4.0000%  | 0.0000% | $17000.00          | $448.24            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-09-01      | 5.0000%  | 0.0000% | $9640000.00        | $6715352.70        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-07-01      | 3.5000%  | 0.0000% | $50000.00          | $34818.07          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-04-01      | 3.0000%  | 0.0000% | $203000.00         | $140150.03         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-12-01      | 5.5000%  | 0.0000% | $13800000.00       | $9800174.04        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2037-03-01      | 2.0000%  | 0.0000% | $1000.00           | $550.66            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-01-01      | 6.0000%  | 0.0000% | $100000.00         | $64683.51          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-11-01      | 5.5000%  | 0.0000% | $65000.00          | $37666.72          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-01-01      | 6.0000%  | 0.0000% | $280000.00         | $174407.77         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $694.54            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-02-01      | 5.0000%  | 0.0000% | $1600000.00        | $1146228.67        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2035-06-01      | 5.5000%  | 0.0000% | $67000.00          | $581.41            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2036-09-01      | 6.5000%  | 0.0000% | $2600000.00        | $7246.41           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2035-10-01      | 6.0000%  | 0.0000% | $219096.00         | $875.70            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2036-01-01      | 5.5000%  | 0.0000% | $5650000.00        | $76613.61          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2035-12-01      | 5.5000%  | 0.0000% | $1714018.00        | $12479.47          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2036-02-01      | 5.5000%  | 0.0000% | $5200000.00        | $9744.06           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2036-05-01      | 5.5000%  | 0.0000% | $1022126.00        | $4001.55           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-11-01      | 5.5000%  | 0.0000% | $110000.00         | $93328.36          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1023.43           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-04-01      | 6.0000%  | 0.0000% | $816940.00         | $828677.67         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.21           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $812.29            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-12-01      | 6.0000%  | 0.0000% | $5000.00           | $4185.17           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-03-01      | 5.5000%  | 0.0000% | $43000.00          | $36274.91          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-04-01      | 5.0000%  | 0.0000% | $315000.00         | $251095.23         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-04-01      | 6.0000%  | 0.0000% | $6876384.00        | $5199936.18        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-05-01      | 5.5000%  | 0.0000% | $20000.00          | $16320.22          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-06-01      | 6.0000%  | 0.0000% | $1425000.00        | $1182533.56        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-02-01      | 4.5000%  | 0.0000% | $50478219.00       | $39423188.98       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-06-01      | 6.0000%  | 0.0000% | $274996.00         | $215976.96         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-01-01      | 5.5000%  | 0.0000% | $645000.00         | $591877.60         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-10-01      | 6.0000%  | 0.0000% | $99946.00          | $86520.46          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-11-01      | 6.0000%  | 0.0000% | $25000.00          | $20368.89          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-11-01      | 6.0000%  | 0.0000% | $681000.00         | $603413.15         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-12-01      | 5.0000%  | 0.0000% | $31000.00          | $29256.29          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-12-01      | 5.5000%  | 0.0000% | $864000.00         | $811592.27         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-02-01      | 5.5000%  | 0.0000% | $836698.00         | $775442.97         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-02-01      | 6.0000%  | 0.0000% | $450000.00         | $398588.20         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1061.77           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.77           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-03-01      | 5.0000%  | 0.0000% | $244288.00         | $244271.19         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-04-01      | 5.0000%  | 0.0000% | $1285900.00        | $1286074.60        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-04-01      | 5.5000%  | 0.0000% | $1008.00           | $1023.63           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-04-01      | 5.0000%  | 0.0000% | $8831648.00        | $8803446.59        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-04-01      | 6.5000%  | 0.0000% | $1692320.00        | $1773829.09        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.99           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $999.58            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-02-01      | 3.0000%  | 0.0000% | $425000.00         | $347487.59         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-12-01      | 6.0000%  | 0.0000% | $200000.00         | $169387.71         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-01-01      | 5.0000%  | 0.0000% | $155000.00         | $136561.65         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-07-01      | 2.5000%  | 0.0000% | $2926308.00        | $2245953.14        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-12-01      | 3.0000%  | 0.0000% | $24418464.00       | $19341947.22       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-03-01      | 2.0000%  | 0.0000% | $36000000.00       | $26629435.26       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-10-01      | 2.5000%  | 0.0000% | $3411844.00        | $2695123.47        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-10-01      | 6.0000%  | 0.0000% | $10000.00          | $7973.52           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-05-01      | 5.5000%  | 0.0000% | $526417.00         | $494184.06         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-06-01      | 6.0000%  | 0.0000% | $15757920.00       | $14318277.51       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-04-01      | 5.5000%  | 0.0000% | $38550543.00       | $38654140.14       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2041-04-01      | 4.5000%  | 0.0000% | $6260680.00        | $6227185.36        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2040-04-01      | 5.5000%  | 0.0000% | $272000.00         | $24267.89          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2040-06-01      | 5.5000%  | 0.0000% | $862035.00         | $25701.56          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2039-12-01      | 5.5000%  | 0.0000% | $536000.00         | $6295.95           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2035-11-01      | 5.5000%  | 0.0000% | $5269856.00        | $108148.88         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-11-01      | 5.5000%  | 0.0000% | $20553.00          | $19450.91          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-10-01      | 5.0000%  | 0.0000% | $1633000.00        | $1245599.46        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-10-01      | 5.5000%  | 0.0000% | $210000.00         | $136485.02         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-01-01      | 5.5000%  | 0.0000% | $400000.00         | $301210.60         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-02-01      | 6.5000%  | 0.0000% | $1089000.00        | $673149.46         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-11-01      | 2.5000%  | 0.0000% | $525000.00         | $350525.42         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $750.39            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-07-01      | 6.0000%  | 0.0000% | $500000.00         | $401730.31         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-02-01      | 5.5000%  | 0.0000% | $58000.00          | $46980.27          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-09-01      | 4.5000%  | 0.0000% | $1100000.00        | $843919.64         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-03-01      | 5.5000%  | 0.0000% | $450000.00         | $350900.15         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-12-01      | 3.5000%  | 0.0000% | $103000.00         | $78456.80          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-09-01      | 5.5000%  | 0.0000% | $21407168.00       | $19406719.47       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2038-11-01      | 5.5000%  | 0.0000% | $7000.00           | $5030.71           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-05-01      | 5.5000%  | 0.0000% | $16691680.00       | $15422085.79       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-06-01      | 3.0000%  | 0.0000% | $71000.00          | $56147.70          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-08-01      | 5.5000%  | 0.0000% | $544000.00         | $472294.46         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-09-01      | 6.0000%  | 0.0000% | $2220000.00        | $1654241.22        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-04-01      | 2.5000%  | 0.0000% | $5000.00           | $3710.74           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-08-01      | 5.0000%  | 0.0000% | $11952272.00       | $10006717.88       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2044-10-01      | 5.5000%  | 0.0000% | $113000.00         | $93963.34          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-07-01      | 6.0000%  | 0.0000% | $335282.00         | $292289.90         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-11-01      | 5.5000%  | 0.0000% | $1105000.00        | $1011231.15        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-07-01      | 6.0000%  | 0.0000% | $4938088.00        | $3764787.22        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-03-01      | 5.0000%  | 0.0000% | $1577086.00        | $1379783.00        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-04-01      | 6.5000%  | 0.0000% | $1634520.00        | $1258732.35        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-05-01      | 6.0000%  | 0.0000% | $348437.00         | $335237.41         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-11-01      | 5.5000%  | 0.0000% | $14086304.00       | $13644659.70       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-12-01      | 5.0000%  | 0.0000% | $1120.00           | $1099.40           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-01-01      | 5.5000%  | 0.0000% | $6918336.00        | $7041273.55        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $485.81            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-02-01      | 6.5000%  | 0.0000% | $300000.00         | $158134.20         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-02-01      | 6.0000%  | 0.0000% | $1008.00           | $761.17            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-02-01      | 6.5000%  | 0.0000% | $400000.00         | $211277.14         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-03-01      | 5.0000%  | 0.0000% | $200000.00         | $132400.54         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $867.76            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2054-01-01      | 4.5000%  | 0.0000% | $5668.00           | $4918.56           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2051-12-01      | 2.0000%  | 0.0000% | $2826699.00        | $1739015.84        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-08-01      | 5.5000%  | 0.0000% | $775000.00         | $486816.34         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-05-01      | 4.5000%  | 0.0000% | $2934000.00        | $319227.87         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-01-01      | 3.5000%  | 0.0000% | $240000.00         | $54025.07          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-11-01      | 5.0000%  | 0.0000% | $6280000.00        | $684521.07         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-07-01      | 4.5000%  | 0.0000% | $25000.00          | $2956.75           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-07-01      | 4.5000%  | 0.0000% | $2000.00           | $163.75            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-03-01      | 4.5000%  | 0.0000% | $800000.00         | $245925.59         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-07-01      | 2.5000%  | 0.0000% | $3400000.00        | $1662129.64        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-04-01      | 3.0000%  | 0.0000% | $44000.00          | $10108.84          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-06-01      | 2.5000%  | 0.0000% | $322000.00         | $150465.51         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-07-01      | 2.5000%  | 0.0000% | $1000.00           | $571.30            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-09-01      | 2.5000%  | 0.0000% | $68000.00          | $33899.80          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-12-01      | 2.5000%  | 0.0000% | $1400000.00        | $695446.57         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-10-01      | 2.5000%  | 0.0000% | $210000.00         | $104291.27         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-10-01      | 2.5000%  | 0.0000% | $836310.00         | $422853.34         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-10-01      | 2.5000%  | 0.0000% | $1700000.00        | $881623.82         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-11-01      | 2.5000%  | 0.0000% | $600000.00         | $272047.79         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2042-11-01      | 3.5000%  | 0.0000% | $1025.00           | $74.01             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2042-11-01      | 4.0000%  | 0.0000% | $100000.00         | $4237.81           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2028-05-01      | 2.5000%  | 0.0000% | $2011650.00        | $65349.79          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2028-01-01      | 2.5000%  | 0.0000% | $434421.00         | $10994.54          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2043-02-01      | 3.0000%  | 0.0000% | $285773.00         | $36834.83          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2043-02-01      | 3.0000%  | 0.0000% | $119429.00         | $21327.62          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2043-02-01      | 3.0000%  | 0.0000% | $171715.00         | $38019.17          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2042-12-01      | 3.0000%  | 0.0000% | $92628.00          | $19440.33          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2043-01-01      | 3.0000%  | 0.0000% | $168828.00         | $39568.48          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2043-01-01      | 3.0000%  | 0.0000% | $343698.00         | $49447.26          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-11-01      | 6.5000%  | 0.0000% | $977241.00         | $605435.75         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-11-01      | 7.0000%  | 0.0000% | $10378000.00       | $6379599.89        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-01-01      | 6.5000%  | 0.0000% | $1024.00           | $502.91            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-07-01      | 7.0000%  | 0.0000% | $40654000.00       | $29004091.55       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-07-01      | 7.0000%  | 0.0000% | $25536000.00       | $18689390.33       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-02-01      | 5.5000%  | 0.0000% | $1133384.00        | $782469.35         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-11-01      | 5.0000%  | 0.0000% | $2200000.00        | $1541700.75        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2038-03-01      | 4.5000%  | 0.0000% | $55000.00          | $31529.84          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2035-09-01      | 3.5000%  | 0.0000% | $1080000.00        | $444303.90         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-05-01      | 5.5000%  | 0.0000% | $4804650.00        | $3579883.46        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-05-01      | 5.0000%  | 0.0000% | $13282064.00       | $9929145.47        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-07-01      | 5.5000%  | 0.0000% | $220060.00         | $168836.40         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-10-01      | 5.5000%  | 0.0000% | $1006.00           | $871.01            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-08-01      | 6.0000%  | 0.0000% | $1079594.00        | $808970.00         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2033-05-01      | 5.5000%  | 0.0000% | $70000.00          | $284.18            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2034-04-01      | 5.5000%  | 0.0000% | $475000.00         | $2387.85           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2034-02-01      | 5.5000%  | 0.0000% | $3733000.00        | $22787.47          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2033-08-01      | 5.5000%  | 0.0000% | $55413.00          | $88.22             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2033-08-01      | 5.5000%  | 0.0000% | $425573.00         | $5915.99           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2035-02-01      | 5.5000%  | 0.0000% | $3761000.00        | $29013.06          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2035-05-01      | 5.0000%  | 0.0000% | $100000.00         | $814.29            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2036-02-01      | 6.0000%  | 0.0000% | $6174000.00        | $58351.48          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2036-01-01      | 6.0000%  | 0.0000% | $281542.00         | $3110.31           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2036-02-01      | 5.0000%  | 0.0000% | $19000.00          | $167.36            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2036-05-01      | 6.0000%  | 0.0000% | $260000.00         | $2562.03           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2035-03-01      | 5.5000%  | 0.0000% | $845000.00         | $9002.35           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2033-06-01      | 5.5000%  | 0.0000% | $15047.00          | $77.17             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2035-08-01      | 5.5000%  | 0.0000% | $8000.00           | $64.28             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2035-12-01      | 5.5000%  | 0.0000% | $15000.00          | $124.50            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2028-04-01      | 5.5000%  | 0.0000% | $7727592.00        | $16357.50          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2043-01-01      | 3.0000%  | 0.0000% | $67091.00          | $9857.12           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2028-03-01      | 3.0000%  | 0.0000% | $487669.00         | $7770.31           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2043-03-01      | 2.5000%  | 0.0000% | $10000.00          | $1894.82           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2043-08-01      | 3.0000%  | 0.0000% | $185000.00         | $26264.88          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2029-10-01      | 3.0000%  | 0.0000% | $120000.00         | $4931.09           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2044-12-01      | 5.0000%  | 0.0000% | $1031826.00        | $46434.47          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2045-06-01      | 3.0000%  | 0.0000% | $800000.00         | $186463.91         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2030-12-01      | 2.5000%  | 0.0000% | $21000.00          | $2250.64           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2045-07-01      | 4.0000%  | 0.0000% | $426000.00         | $53454.50          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2045-08-01      | 3.5000%  | 0.0000% | $9000.00           | $1104.39           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2045-08-01      | 3.5000%  | 0.0000% | $51000.00          | $4297.25           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $214.26            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2046-05-01      | 4.5000%  | 0.0000% | $13000.00          | $421.80            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2031-06-01      | 2.5000%  | 0.0000% | $250000.00         | $23275.13          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2046-08-01      | 3.0000%  | 0.0000% | $1100000.00        | $284168.11         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2046-08-01      | 3.0000%  | 0.0000% | $47000.00          | $10583.43          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2046-10-01      | 3.0000%  | 0.0000% | $1086.00           | $160.43            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2032-07-01      | 6.5000%  | 0.0000% | $3520000.00        | $4416.30           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2033-05-01      | 5.5000%  | 0.0000% | $1600000.00        | $5716.34           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2033-07-01      | 5.5000%  | 0.0000% | $131500.00         | $561.73            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2041-05-01      | 5.0000%  | 0.0000% | $1000.00           | $202.09            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2026-05-25      | 4.0000%  | 0.0000% | $65536.00          | $9.13              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2026-06-01      | 4.0000%  | 0.0000% | $49152.00          | $31.62             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2026-08-01      | 4.0000%  | 0.0000% | $4833279.00        | $3798.49           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2041-09-01      | 5.0000%  | 0.0000% | $570000.00         | $15328.35          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2026-12-01      | 3.5000%  | 0.0000% | $359994.00         | $1459.20           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2027-03-01      | 3.0000%  | 0.0000% | $299000.00         | $2103.91           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2038-10-01      | 6.5000%  | 0.0000% | $294480.00         | $10556.08          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2039-10-01      | 6.5000%  | 0.0000% | $860633.00         | $15410.31          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2041-07-01      | 5.0000%  | 0.0000% | $450000.00         | $37432.21          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2026-07-01      | 4.5000%  | 0.0000% | $163840.00         | $116.28            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2027-04-01      | 4.0000%  | 0.0000% | $156000.00         | $502.12            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2039-10-01      | 6.5000%  | 0.0000% | $1114306.00        | $25200.75          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2027-01-01      | 4.0000%  | 0.0000% | $280000.00         | $1003.60           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2027-06-01      | 3.0000%  | 0.0000% | $820000.00         | $5987.75           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2026-08-01      | 4.5000%  | 0.0000% | $917495.00         | $89.07             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2042-01-01      | 6.0000%  | 0.0000% | $220465.00         | $8523.89           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2027-07-01      | 4.0000%  | 0.0000% | $125000.00         | $772.07            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2027-09-01      | 4.0000%  | 0.0000% | $65979.00          | $87.53             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2027-06-01      | 4.0000%  | 0.0000% | $34000.00          | $227.09            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-07-01      | 4.5000%  | 0.0000% | $48243904.00       | $3550562.18        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2033-08-01      | 4.0000%  | 0.0000% | $101000.00         | $6520.80           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-08-01      | 5.0000%  | 0.0000% | $1902000.00        | $158507.62         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-07-01      | 2.0000%  | 0.0000% | $34000.00          | $19949.59          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-07-01      | 2.5000%  | 0.0000% | $14873952.00       | $8316253.78        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-07-01      | 3.0000%  | 0.0000% | $1147384.00        | $553153.55         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-09-01      | 3.0000%  | 0.0000% | $10337760.00       | $5159502.34        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-06-01      | 3.0000%  | 0.0000% | $8794.00           | $820.83            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-09-01      | 3.5000%  | 0.0000% | $20000.00          | $2155.42           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-10-01      | 3.0000%  | 0.0000% | $747000.00         | $97074.53          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-11-01      | 2.5000%  | 0.0000% | $45603500.00       | $8807967.31        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-11-01      | 3.0000%  | 0.0000% | $12000.00          | $8560.99           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-12-01      | 4.0000%  | 0.0000% | $20000.00          | $15219.75          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-11-01      | 6.0000%  | 0.0000% | $6030000.00        | $4515726.20        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-05-01      | 3.0000%  | 0.0000% | $835000.00         | $616344.89         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-09-01      | 2.0000%  | 0.0000% | $165000.00         | $81762.19          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-10-01      | 2.0000%  | 0.0000% | $1092000.00        | $483420.61         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-04-01      | 5.0000%  | 0.0000% | $1188930.00        | $579835.93         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-04-01      | 2.5000%  | 0.0000% | $31000.00          | $18406.93          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-12-01      | 5.0000%  | 0.0000% | $12490976.00       | $11268985.57       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-12-01      | 2.5000%  | 0.0000% | $8285344.00        | $4217431.28        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-12-01      | 2.0000%  | 0.0000% | $80000.00          | $48567.26          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-05-01      | 3.0000%  | 0.0000% | $75000.00          | $52079.91          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-03-01      | 3.0000%  | 0.0000% | $100000.00         | $53449.62          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-07-01      | 5.0000%  | 0.0000% | $30000.00          | $17028.22          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-12-01      | 7.0000%  | 0.0000% | $1000.00           | $787.10            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-09-01      | 5.0000%  | 0.0000% | $2200000.00        | $1266192.31        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2054-06-01      | 6.5000%  | 0.0000% | $8578307.00        | $5242199.49        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2041-04-01      | 5.0000%  | 0.0000% | $1000.00           | $1011.48           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2035-11-01      | 5.5000%  | 0.0000% | $300000.00         | $2857.28           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-04-01      | 2.5000%  | 0.0000% | $13158128.00       | $11064224.52       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-07-01      | 2.5000%  | 0.0000% | $8008688.00        | $6736390.81        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-07-01      | 3.0000%  | 0.0000% | $15245660.00       | $13531685.19       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-01-01      | 3.0000%  | 0.0000% | $2437368.00        | $2176919.30        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-05-01      | 3.0000%  | 0.0000% | $2809112.00        | $2465760.05        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-09-01      | 3.0000%  | 0.0000% | $3042976.00        | $2682086.95        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-03-01      | 4.5000%  | 0.0000% | $10822784.00       | $10637279.69       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-05-01      | 3.0000%  | 0.0000% | $4213984.00        | $3840172.72        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2045-12-01      | 3.0000%  | 0.0000% | $1008.00           | $222.64            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-12-01      | 3.5000%  | 0.0000% | $5000.00           | $613.79            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-05-01      | 5.0000%  | 0.0000% | $2000.00           | $209.96            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2028-09-01      | 2.5000%  | 0.0000% | $10000.00          | $614.11            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2028-09-01      | 2.5000%  | 0.0000% | $274000.00         | $17451.77          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-03-01      | 2.5000%  | 0.0000% | $275000.00         | $97248.55          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-02-01      | 4.5000%  | 0.0000% | $1627068.00        | $150804.46         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2034-11-01      | 3.0000%  | 0.0000% | $230000.00         | $26729.39          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-03-01      | 4.5000%  | 0.0000% | $400000.00         | $72450.25          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-10-01      | 5.0000%  | 0.0000% | $287000.00         | $83950.20          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2044-07-01      | 3.5000%  | 0.0000% | $85000.00          | $31996.29          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2027-01-01      | 4.5000%  | 0.0000% | $40000.00          | $0.43              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2047-05-01      | 3.0000%  | 0.0000% | $2000000.00        | $753890.43         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2033-12-01      | 3.5000%  | 0.0000% | $355000.00         | $62899.13          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-09-01      | 2.5000%  | 0.0000% | $31770464.00       | $12227549.41       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2028-10-01      | 4.5000%  | 0.0000% | $9999.00           | $34.60             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-11-01      | 2.5000%  | 0.0000% | $14866080.00       | $8125215.80        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-09-01      | 4.5000%  | 0.0000% | $2000.00           | $392.17            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-09-01      | 3.5000%  | 0.0000% | $14000.00          | $3134.25           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-06-01      | 5.0000%  | 0.0000% | $170000.00         | $37322.96          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-01-01      | 3.0000%  | 0.0000% | $5000.00           | $2328.35           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-08-01      | 5.0000%  | 0.0000% | $169000.00         | $53354.30          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-05-01      | 2.0000%  | 0.0000% | $2814016.00        | $1454757.84        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-04-01      | 2.0000%  | 0.0000% | $42697000.00       | $22215514.00       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-02-01      | 3.0000%  | 0.0000% | $26152256.00       | $11846236.26       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2036-05-01      | 2.0000%  | 0.0000% | $3000.00           | $1221.62           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-05-01      | 3.0000%  | 0.0000% | $500000.00         | $230767.87         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-06-01      | 2.5000%  | 0.0000% | $175000.00         | $97463.41          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-06-01      | 2.5000%  | 0.0000% | $1000.00           | $553.75            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-01-01      | 3.5000%  | 0.0000% | $65000.00          | $20669.45          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-08-01      | 2.5000%  | 0.0000% | $2149104.00        | $1263503.71        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2035-12-01      | 3.0000%  | 0.0000% | $325000.00         | $104512.32         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-08-01      | 3.5000%  | 0.0000% | $510000.00         | $238932.63         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-12-01      | 3.5000%  | 0.0000% | $41000.00          | $5290.09           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-01-01      | 4.5000%  | 0.0000% | $3000000.00        | $390713.94         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-03-01      | 3.0000%  | 0.0000% | $57277.00          | $10012.62          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-11-01      | 3.0000%  | 0.0000% | $238000.00         | $92851.65          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-10-01      | 2.5000%  | 0.0000% | $1024.00           | $559.15            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-10-01      | 4.5000%  | 0.0000% | $20000.00          | $11827.31          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-02-01      | 4.0000%  | 0.0000% | $109000.00         | $47505.30          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-06-01      | 4.5000%  | 0.0000% | $9000.00           | $4591.49           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-05-01      | 4.5000%  | 0.0000% | $3000.00           | $1577.75           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-12-01      | 2.5000%  | 0.0000% | $5561000.00        | $3282634.61        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-08-01      | 4.0000%  | 0.0000% | $1000.00           | $421.25            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2040-03-01      | 3.0000%  | 0.0000% | $13000.00          | $6434.45           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2034-10-01      | 4.0000%  | 0.0000% | $2168468.00        | $7644.50           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-05-01      | 3.5000%  | 0.0000% | $4076136.00        | $2612747.90        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-02-01      | 2.0000%  | 0.0000% | $810816.00         | $495607.41         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-04-01      | 3.0000%  | 0.0000% | $15000.00          | $9804.50           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-03-01      | 3.0000%  | 0.0000% | $55000.00          | $39103.38          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-03-01      | 3.0000%  | 0.0000% | $7000.00           | $4713.22           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-01-01      | 5.0000%  | 0.0000% | $176000.00         | $94160.11          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-05-01      | 4.5000%  | 0.0000% | $12000.00          | $6447.49           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-03-01      | 4.5000%  | 0.0000% | $350000.00         | $209378.09         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2037-07-01      | 4.0000%  | 0.0000% | $17000.00          | $9450.03           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-09-01      | 4.5000%  | 0.0000% | $2500.00           | $1804.70           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-09-01      | 5.0000%  | 0.0000% | $3000000.00        | $2460864.06        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-12-01      | 3.0000%  | 0.0000% | $2788889.00        | $1830366.36        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-07-01      | 5.0000%  | 0.0000% | $215000.00         | $190393.52         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-07-01      | 6.0000%  | 0.0000% | $794000.00         | $472334.62         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-07-01      | 6.5000%  | 0.0000% | $66000.00          | $31761.91          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-10-01      | 4.0000%  | 0.0000% | $10000.00          | $8838.31           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2039-09-01      | 5.5000%  | 0.0000% | $105000.00         | $55082.43          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-10-01      | 5.5000%  | 0.0000% | $951000.00         | $735251.11         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2039-10-01      | 5.5000%  | 0.0000% | $8000.00           | $4676.78           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-11-01      | 5.0000%  | 0.0000% | $369000.00         | $321786.62         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2039-11-01      | 4.5000%  | 0.0000% | $6000.00           | $4290.97           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-12-01      | 4.0000%  | 0.0000% | $21000.00          | $18642.69          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2040-01-01      | 5.0000%  | 0.0000% | $33000.00          | $23293.60          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2040-02-01      | 5.5000%  | 0.0000% | $3000.00           | $1880.39           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-03-01      | 5.0000%  | 0.0000% | $162000.00         | $145847.93         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2040-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1490.87           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-05-01      | 5.0000%  | 0.0000% | $77000.00          | $70088.41          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2040-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1553.12           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2048-11-01      | 4.5000%  | 0.0000% | $1003.00           | $179.75            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-04-01      | 6.0000%  | 0.0000% | $3898819.00        | $3814806.94        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-10-01      | 4.0000%  | 0.0000% | $2000.00           | $1513.02           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-11-01      | 5.5000%  | 0.0000% | $530000.00         | $497039.65         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-10-01      | 5.0000%  | 0.0000% | $59000.00          | $55855.73          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2040-10-01      | 5.0000%  | 0.0000% | $20000.00          | $17348.35          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2040-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1702.43           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2040-11-01      | 5.0000%  | 0.0000% | $1000.00           | $931.37            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-01-01      | 4.5000%  | 0.0000% | $43000.00          | $40962.97          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2040-12-01      | 5.0000%  | 0.0000% | $2000.00           | $1860.22           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-09-01      | 2.5000%  | 0.0000% | $93295.00          | $56107.08          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-09-01      | 3.0000%  | 0.0000% | $540000.00         | $291487.88         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-12-01      | 2.5000%  | 0.0000% | $1253994.00        | $826201.94         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-05-01      | 3.0000%  | 0.0000% | $869000.00         | $611792.74         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-03-01      | 2.5000%  | 0.0000% | $260000.00         | $159974.66         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-03-01      | 2.0000%  | 0.0000% | $196000.00         | $125160.70         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-03-01      | 3.0000%  | 0.0000% | $8272064.00        | $5746426.55        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-08-01      | 4.5000%  | 0.0000% | $200000.00         | $139144.73         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-06-01      | 4.0000%  | 0.0000% | $7182000.00        | $4876282.43        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2026-07-01      | 4.0000%  | 0.0000% | $26000.00          | $0.01              | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2026-06-01      | 4.0000%  | 0.0000% | $40000.00          | $0.06              | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2026-07-01      | 4.5000%  | 0.0000% | $1000000.00        | $0.02              | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2026-06-01      | 4.5000%  | 0.0000% | $215000.00         | $0.27              | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2027-05-01      | 4.0000%  | 0.0000% | $3000.00           | $0.91              | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2026-09-01      | 4.5000%  | 0.0000% | $21000.00          | $0.03              | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2026-06-01      | 4.5000%  | 0.0000% | $540000.00         | $0.97              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2047-07-01      | 5.0000%  | 0.0000% | $170000.00         | $38824.92          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2038-01-01      | 3.5000%  | 0.0000% | $4000000.00        | $642155.80         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2044-01-01      | 3.0000%  | 0.0000% | $33000.00          | $8351.49           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2033-12-01      | 4.0000%  | 0.0000% | $50000.00          | $6430.40           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2031-11-01      | 3.5000%  | 0.0000% | $92086.00          | $6693.89           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2045-06-01      | 3.5000%  | 0.0000% | $58000.00          | $15422.66          | Agency Mortgage-Backed Securities |

### Security 200: Barclays Bank PLC Tri Party Repo

- **C.1 - Title:** Barclays Bank PLC Tri Party Repo 3.639900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 926SGH006, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: 926SGH006_3.64_0501
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2028-07-31      | 4.1250%  | 0.0000% | $300.00            | $304.46            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-15      | 2.6250%  | 0.0000% | $300.00            | $291.41            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-07-15      | 0.7500%  | 0.0000% | $25999900.00       | $33904220.24       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-15      | 1.5000%  | 0.0000% | $400.00            | $366.87            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 1.1250%  | 0.0000% | $300.00            | $294.12            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-15      | 0.6250%  | 0.0000% | $500.00            | $439.10            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 0.5000%  | 0.0000% | $10557100.00       | $10210638.95       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2030-07-15      | 0.1250%  | 0.0000% | $112122000.00      | $136901558.29      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-15      | 0.6250%  | 0.0000% | $200.00            | $173.82            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-31      | 1.2500%  | 0.0000% | $300.00            | $285.77            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-31      | 1.0000%  | 0.0000% | $800.00            | $752.33            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-30      | 1.2500%  | 0.0000% | $300.00            | $282.01            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-02-15      | 2.0000%  | 0.0000% | $1300.00           | $754.56            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-31      | 4.3750%  | 0.0000% | $600.00            | $610.45            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-11-15      | 4.5000%  | 0.0000% | $300.00            | $311.02            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-15      | 4.6250%  | 0.0000% | $200.00            | $205.16            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-15      | 4.0000%  | 0.0000% | $519000.00         | $525985.33         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 4.0000%  | 0.0000% | $300.00            | $303.56            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 2.3750%  | 0.0000% | $700.00            | $671.69            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-04-15      | 0.1250%  | 0.0000% | $300.00            | $346.01            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-05-15      | 2.8750%  | 0.0000% | $300.00            | $283.68            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 2.7500%  | 0.0000% | $200.00            | $195.47            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-15      | 3.5000%  | 0.0000% | $5387300.00        | $5350677.13        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 4.1250%  | 0.0000% | $13500400.00       | $13620434.05       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-04-15      | 2.1250%  | 0.0000% | $500.00            | $544.30            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-05-15      | 4.3750%  | 0.0000% | $300.00            | $307.90            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-06-30      | 4.6250%  | 0.0000% | $400.00            | $406.76            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 1.2500%  | 0.0000% | $300.00            | $284.86            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-09-03      | NA       | 0.0000% | $300.00            | $296.27            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-10-01      | NA       | 0.0000% | $300.00            | $295.44            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-05-07      | NA       | 0.0000% | $1400.00           | $1399.17           | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-07-16      | NA       | 0.0000% | $200.00            | $198.48            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-11-15      | 4.2500%  | 0.0000% | $400.00            | $405.78            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-30      | 4.1250%  | 0.0000% | $300.00            | $305.57            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-15      | 4.0000%  | 0.0000% | $600.00            | $610.04            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-30      | 3.5000%  | 0.0000% | $300.00            | $297.94            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 4.3750%  | 0.0000% | $1400.00           | $1439.61           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-15      | 4.2500%  | 0.0000% | $35432100.00       | $36077011.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-01-31      | 4.2500%  | 0.0000% | $300.00            | $305.98            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2035-01-15      | 2.1250%  | 0.0000% | $39975900.00       | $42609930.34       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-15      | 4.2500%  | 0.0000% | $200.00            | $202.96            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 4.1250%  | 0.0000% | $300.00            | $302.96            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-02-29      | 4.1250%  | 0.0000% | $500.00            | $503.52            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-03-31      | 4.1250%  | 0.0000% | $600.00            | $601.95            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-02-15      | 4.7500%  | 0.0000% | $300.00            | $302.35            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-31      | 3.6250%  | 0.0000% | $5280300.00        | $5259647.86        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-31      | 4.1250%  | 0.0000% | $600.00            | $603.23            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-09-17      | NA       | 0.0000% | $200.00            | $197.23            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-10-15      | NA       | 0.0000% | $300.00            | $295.00            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-15      | 6.7500%  | 0.0000% | $280900.00         | $287314.73         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-15      | 6.5000%  | 0.0000% | $300.00            | $313.38            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 6.1250%  | 0.0000% | $84300.00          | $89493.72          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-04-15      | 3.6250%  | 0.0000% | $3274800.00        | $6968363.50        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-15      | 5.3750%  | 0.0000% | $400.00            | $427.64            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 1.5000%  | 0.0000% | $40714100.00       | $38574799.09       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 5.2500%  | 0.0000% | $400.00            | $422.46            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2032-04-15      | 3.3750%  | 0.0000% | $426900.00         | $871988.93         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2037-05-15      | 5.0000%  | 0.0000% | $500.00            | $537.25            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2038-05-15      | 4.5000%  | 0.0000% | $400.00            | $408.48            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-01-15      | 2.5000%  | 0.0000% | $103500.00         | $164875.71         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-05-15      | 4.2500%  | 0.0000% | $300.00            | $294.96            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-11-15      | 4.2500%  | 0.0000% | $1100.00           | $1062.46           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-08-15      | 3.7500%  | 0.0000% | $400.00            | $357.26            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-15      | 3.1250%  | 0.0000% | $300.00            | $244.47            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-08-15      | 2.7500%  | 0.0000% | $600.00            | $458.95            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-02-15      | 3.1250%  | 0.0000% | $1000.00           | $801.04            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-11-15      | 3.0000%  | 0.0000% | $8158600.00        | $6229310.62        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2047-02-15      | 0.8750%  | 0.0000% | $10000.00          | $9641.00           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2048-02-15      | 1.0000%  | 0.0000% | $203800.00         | $194671.21         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-11-15      | 3.3750%  | 0.0000% | $800.00            | $633.19            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2049-02-15      | 1.0000%  | 0.0000% | $4706300.00        | $4340130.82        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-08-15      | 2.2500%  | 0.0000% | $400.00            | $248.14            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-05-15      | 1.1250%  | 0.0000% | $1000.00           | $631.66            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-11-15      | 1.3750%  | 0.0000% | $700.00            | $452.33            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-02-15      | 1.8750%  | 0.0000% | $1000.00           | $553.16            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-02-15      | 1.8750%  | 0.0000% | $500.00            | $346.11            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-05-15      | 2.2500%  | 0.0000% | $25417600.00       | $18665838.51       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-08-15      | 2.0000%  | 0.0000% | $3000.00           | $1701.43           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-08-15      | 1.7500%  | 0.0000% | $900.00            | $601.20            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-08-15      | 1.7500%  | 0.0000% | $7903100.00        | $5279234.04        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-02-28      | 3.7500%  | 0.0000% | $400.00            | $391.88            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-15      | 4.2500%  | 0.0000% | $200.00            | $201.88            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-11-15      | 2.0000%  | 0.0000% | $400.00            | $278.43            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-02-15      | 2.2500%  | 0.0000% | $2600.00           | $1561.47           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-05-15      | 3.2500%  | 0.0000% | $1300.00           | $1084.52           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-11-15      | 4.0000%  | 0.0000% | $5300.00           | $4603.01           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-11-15      | 4.0000%  | 0.0000% | $300.00            | $275.20            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2053-02-15      | 1.5000%  | 0.0000% | $57364000.00       | $48453635.42       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-02-15      | 3.8750%  | 0.0000% | $700.00            | $622.95            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 3.8750%  | 0.0000% | $700.00            | $628.19            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.8750%  | 0.0000% | $300.00            | $298.80            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-04-30      | 4.0000%  | 0.0000% | $1500.00           | $1489.26           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-05-15      | 4.2500%  | 0.0000% | $1600.00           | $1619.00           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 3.7500%  | 0.0000% | $900.00            | $912.91            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $400.00            | $406.80            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-15      | 3.8750%  | 0.0000% | $1500.00           | $1521.23           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-06-30      | 4.0000%  | 0.0000% | $700.00            | $703.66            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 3.7500%  | 0.0000% | $200.00            | $202.34            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-15      | 3.8750%  | 0.0000% | $300.00            | $303.20            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 3.8750%  | 0.0000% | $1200.00           | $1205.67           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 3.8750%  | 0.0000% | $14674000.00       | $14819080.87       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-07-31      | 4.0000%  | 0.0000% | $200.00            | $200.24            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-15      | 3.6250%  | 0.0000% | $700.00            | $700.99            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-31      | 3.8750%  | 0.0000% | $200.00            | $198.09            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-09-30      | 3.8750%  | 0.0000% | $900.00            | $887.79            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-09-30      | 3.6250%  | 0.0000% | $300.00            | $296.29            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 3.5000%  | 0.0000% | $800.00            | $798.30            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-10-31      | 3.7500%  | 0.0000% | $300.00            | $292.70            | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2027-10-31      | 3.8332%  | 0.0000% | $900.00            | $901.37            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-30      | 3.3750%  | 0.0000% | $600.00            | $603.74            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-02-15      | 4.5000%  | 0.0000% | $900.00            | $862.04            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-08-15      | 4.2500%  | 0.0000% | $800.00            | $715.72            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-11-15      | 4.5000%  | 0.0000% | $18192800.00       | $17183560.95       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 4.6250%  | 0.0000% | $300.00            | $294.35            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-02-15      | 4.6250%  | 0.0000% | $300.00            | $285.81            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2055-02-15      | 2.3750%  | 0.0000% | $1000.00           | $966.27            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-05-15      | 4.7500%  | 0.0000% | $700.00            | $689.14            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-08-15      | 4.8750%  | 0.0000% | $700.00            | $699.10            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2056-02-15      | 2.3750%  | 0.0000% | $200.00            | $188.36            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-01-15      | 0.5000%  | 0.0000% | $1172200.00        | $1546239.03        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 2.8750%  | 0.0000% | $300.00            | $297.92            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-12-31      | 3.8750%  | 0.0000% | $300.00            | $298.35            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-12-31      | 3.6250%  | 0.0000% | $500.00            | $497.71            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-01-31      | 4.0000%  | 0.0000% | $45795600.00       | $45720827.42       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 3.1250%  | 0.0000% | $300.00            | $298.68            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 3.8750%  | 0.0000% | $3317800.00        | $3359273.51        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-31      | 3.5000%  | 0.0000% | $500.00            | $501.00            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-01-31      | 3.5000%  | 0.0000% | $13856400.00       | $13749289.65       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2033-01-15      | 1.1250%  | 0.0000% | $112700000.00      | $120336212.69      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-29      | 4.0000%  | 0.0000% | $20029300.00       | $20198816.67       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-04-15      | 1.2500%  | 0.0000% | $149999000.00      | $164438536.19      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.5000%  | 0.0000% | $400.00            | $392.88            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 3.7500%  | 0.0000% | $600.00            | $603.86            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-06-30      | 3.7500%  | 0.0000% | $400.00            | $401.20            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-15      | 4.5000%  | 0.0000% | $200.00            | $202.91            | U.S. Treasuries (including strips) |

### Security 201: BNP Paribas Tri Party Repo

- **C.1 - Title:** BNP Paribas Tri Party Repo 3.650000%
- **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: 927NEF002, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: 927NEF002_3.65_0501
- **C.18 - Value (incl. sponsor support):** $345000000.00
- **C.18.a - Value (excl. sponsor support):** $345000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 A        | 2049-02-20      | 2.2745%  | 0.0000% | $70798857.00       | $1095127.02        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $656.47            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $997.12            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2039-09-01      | 5.0000%  | 0.0000% | $29983353.00       | $18699604.61       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-07-20      | 8.1028%  | 0.0000% | $6826544.00        | $6485311.55        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-07-20      | 0.8599%  | 0.0000% | $100096.00         | $674.91            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-08-20      | 0.8599%  | 0.0000% | $100000000.00      | $1457637.55        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2041-10-15      | 2.2837%  | 0.0000% | $68548998.00       | $205418.34         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2040-05-15      | 2.3105%  | 0.0000% | $42502127.00       | $137186.08         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-02-15      | 2.1658%  | 0.0000% | $63733180.00       | $263306.68         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2041-05-15      | 2.1435%  | 0.0000% | $77617372.00       | $260600.90         | Agency Mortgage-Backed Securities  |
| FHLMC MULTIFAMILY STRUCTURED P        | 2030-11-25      | 0.9253%  | 0.0000% | $100000.00         | $3087.00           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2033-09-25      | 3.0000%  | 0.0000% | $29295347.00       | $582047.72         | Agency Mortgage-Backed Securities  |
| FHLMC MULTIFAMILY STRUCTURED P        | 2030-12-25      | 0.8507%  | 0.0000% | $100000.00         | $2892.96           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.32           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-11-01      | 6.0000%  | 0.0000% | $2116188.00        | $2202957.24        | Agency Mortgage-Backed Securities  |
| STRIPS                                | 2042-05-15      | NA       | 0.0000% | $195.61            | $86.75             | U.S. Treasuries (including strips) |
| FANNIE MAE POOL                       | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $811.03            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-08-01      | 6.5000%  | 0.0000% | $1008.00           | $864.26            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-02-01      | 6.0000%  | 0.0000% | $1008.00           | $846.38            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-07-01      | 6.5000%  | 0.0000% | $1030000.00        | $489394.30         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2035-09-10      | 1.7300%  | 0.0000% | $5000.00           | $3923.80           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $535.70            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-06-01      | 4.0000%  | 0.0000% | $7147176.00        | $4760912.39        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2049-01-20      | 4.0000%  | 0.0000% | $1024.00           | $77.66             | Agency Mortgage-Backed Securities  |
| GINNIE MAE                            | 2053-06-20      | NA       | 0.0000% | $5049062.00        | $3738466.05        | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                       | 2031-05-31      | 4.6250%  | 0.0000% | $4378500.00        | $4576071.61        | U.S. Treasuries (including strips) |
| FREDDIEMAC STRIP                      | 2034-12-01      | 5.0000%  | 0.0000% | $445978.00         | $518.94            | Agency Mortgage-Backed Securities  |
| FHLMC MULTIFAMILY STRUCTURED P        | 2030-01-25      | 1.2259%  | 0.0000% | $100027.00         | $3400.11           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2040-05-25      | 4.0000%  | 0.0000% | $10942472.00       | $408004.02         | Agency Mortgage-Backed Securities  |
| FHLMC MULTIFAMILY STRUCTURED P        | 2030-07-25      | 1.5092%  | 0.0000% | $121340.00         | $5773.80           | Agency Mortgage-Backed Securities  |
| FHLMC MULTIFAMILY STRUCTURED P        | 2028-05-25      | 1.0032%  | 0.0000% | $27853.00          | $458.97            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-12-25      | 2.5000%  | 0.0000% | $100000.00         | $7371.12           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-11-25      | 4.0000%  | 0.0000% | $41029039.00       | $4604527.25        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-07-25      | 2.5000%  | 0.0000% | $7861120.00        | $658441.08         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $807.40            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-09-01      | 5.0000%  | 0.0000% | $26388224.00       | $25879132.18       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2050-08-01      | 3.5000%  | 0.0000% | $1000.00           | $895.79            | Agency Mortgage-Backed Securities  |
| GINNIE MAE                            | 2054-11-20      | 2.2799%  | 0.0000% | $60000000.00       | $1232177.33        | Agency Mortgage-Backed Securities  |
| FHLMC MULTIFAMILY STRUCTURED P        | 2028-10-25      | 5.0690%  | 0.0000% | $1000.00           | $1020.86           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $712.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2040-08-20      | 2.2245%  | 0.0000% | $102857142.00      | $863023.30         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2032-07-15      | 6.5000%  | 0.0000% | $20.00             | $0.59              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-06-25      | 2.8204%  | 0.0000% | $285232406.00      | $477589.48         | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                       | 2034-11-15      | 4.2500%  | 0.0000% | $200.00            | $202.89            | U.S. Treasuries (including strips) |
| FANNIE MAE POOL                       | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $987.11            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.62           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-05-01      | 6.5000%  | 0.0000% | $568629.00         | $596730.91         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-25      | 1.3548%  | 0.0000% | $38835926.00       | $557442.83         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS                    | 2055-04-25      | 1.7048%  | 0.0000% | $300000.00         | $12910.83          | Agency Mortgage-Backed Securities  |
| FHLMC MULTIFAMILY STRUCTURED P        | 2032-01-25      | 1.3935%  | 0.0000% | $4999521.00        | $249003.96         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2041-06-20      | 2.8945%  | 0.0000% | $148139999.00      | $425637.65         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-07-20      | 2.3245%  | 0.0000% | $74239973.00       | $1063914.12        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2032-02-20      | 4.5000%  | 0.0000% | $19275832.00       | $17465.25          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2046-02-20      | 1.2154%  | 0.0000% | $66276992.00       | $388967.47         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-08-20      | 2.2745%  | 0.0000% | $33952064.00       | $979136.26         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-09-20      | 2.2745%  | 0.0000% | $47819824.00       | $1798527.02        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-09-20      | 2.2745%  | 0.0000% | $29250000.00       | $1077845.53        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-10-20      | 0.7245%  | 0.0000% | $20000000.00       | $152703.51         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2046-03-20      | 1.2364%  | 0.0000% | $56803643.00       | $451992.80         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-02-20      | NA       | 0.0000% | $100329.00         | $130.55            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-03-20      | NA       | 0.0000% | $200000000.00      | $339470.14         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2043-01-20      | 2.5245%  | 0.0000% | $83866385.00       | $361031.45         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2044-01-16      | 0.7211%  | 0.0000% | $193005056.00      | $277118.72         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-03-20      | 1.9899%  | 0.0000% | $83400000.00       | $1282906.67        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-04-20      | 4.5401%  | 0.0000% | $33158.00          | $15612.42          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-07-20      | 2.3099%  | 0.0000% | $39064000.00       | $875595.91         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-06-20      | 2.4599%  | 0.0000% | $38401462.00       | $2493259.77        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-11-20      | 3.4599%  | 0.0000% | $9783137.00        | $451875.78         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-10-20      | 3.3599%  | 0.0000% | $12230104.00       | $630891.70         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-09-20      | 12.3927% | 0.0000% | $4573279.00        | $1870640.64        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-09-20      | 5.0401%  | 0.0000% | $1614.00           | $442.83            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-02-20      | 2.3599%  | 0.0000% | $50000000.00       | $757804.75         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-05-01      | 5.5000%  | 0.0000% | $1471600.00        | $1137364.65        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2046-02-20      | 2.3245%  | 0.0000% | $25777777.00       | $352292.53         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2045-03-20      | 1.1496%  | 0.0000% | $58687518.00       | $80754.90          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2041-10-01      | 2.0000%  | 0.0000% | $5110101.00        | $3940664.84        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-05-01      | 6.0000%  | 0.0000% | $1024.00           | $856.07            | Agency Mortgage-Backed Securities  |
| FANNIEMAE STRIP                       | 2052-07-01      | 3.0000%  | 0.0000% | $182105762.00      | $26640737.96       | Agency Mortgage-Backed Securities  |
| FANNIEMAE STRIP                       | 2054-08-01      | 5.0000%  | 0.0000% | $997458.00         | $190946.75         | Agency Mortgage-Backed Securities  |
| FANNIE MAE REMICS                     | 2053-07-25      | 5.5000%  | 0.0000% | $3414781.00        | $336047.47         | Agency Mortgage-Backed Securities  |
| FANNIE MAE REMICS                     | 2048-04-25      | 5.0000%  | 0.0000% | $700000.00         | $87239.71          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-04-01      | 7.0000%  | 0.0000% | $1007.00           | $850.96            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $810.69            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-11-01      | 5.0000%  | 0.0000% | $7255288.00        | $7085528.84        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-04-25      | 2.3548%  | 0.0000% | $100000.00         | $4021.58           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-06-25      | 2.2548%  | 0.0000% | $41591340.00       | $1912599.63        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS                    | 2054-07-25      | 13.2290% | 0.0000% | $12382450.00       | $10531653.89       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS                    | 2051-05-25      | 3.5000%  | 0.0000% | $29986812.00       | $3860426.60        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS                    | 2054-11-25      | 4.8952%  | 0.0000% | $1024.00           | $790.99            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS                    | 2054-12-25      | 14.9710% | 0.0000% | $690135.00         | $556139.90         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS                    | 2055-02-25      | 1.4048%  | 0.0000% | $300544.00         | $8974.74           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $759.15            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2051-02-01      | 1.5000%  | 0.0000% | $364033.00         | $230268.27         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-10-01      | 4.5000%  | 0.0000% | $267910.00         | $234350.38         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-08-01      | 6.5000%  | 0.0000% | $4728665.00        | $3927646.02        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-10-01      | 5.0000%  | 0.0000% | $1732049.00        | $1277140.91        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2035-10-01      | 4.2800%  | 0.0000% | $2561.00           | $2496.42           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2032-12-01      | 4.3000%  | 0.0000% | $40990000.00       | $40536810.01       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-01-20      | NA       | 0.0000% | $253000000.00      | $29155.46          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-03-20      | 2.7599%  | 0.0000% | $14900000.00       | $495509.32         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-03-20      | 3.5599%  | 0.0000% | $49886411.00       | $4339117.90        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-04-01      | 5.5000%  | 0.0000% | $1024.00           | $986.13            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-04-01      | 5.0000%  | 0.0000% | $1008.00           | $996.95            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-05-20      | 5.0000%  | 0.0000% | $18568.00          | $17157.40          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-03-01      | 6.5000%  | 0.0000% | $5272704.00        | $3528525.93        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-08-20      | 3.6299%  | 0.0000% | $31506880.00       | $1809804.91        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-09-20      | 5.5000%  | 0.0000% | $5010660.00        | $897832.06         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $826.31            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-09-01      | 6.5000%  | 0.0000% | $1839811.00        | $1291365.37        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-12-20      | 2.5000%  | 0.0000% | $89061184.00       | $9488080.50        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS                    | 2055-08-25      | 2.1548%  | 0.0000% | $126101407.00      | $6327917.11        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS                    | 2055-03-25      | 2.8548%  | 0.0000% | $890583.00         | $85762.84          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS                    | 2054-07-25      | NA       | 0.0000% | $11066547.00       | $6780972.98        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-25      | 1.8048%  | 0.0000% | $88364209.00       | $3868523.00        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS                    | 2055-10-25      | 1.7048%  | 0.0000% | $299998.00         | $12883.32          | Agency Mortgage-Backed Securities  |
| FREDDIEMAC STRIP                      | 2031-03-25      | 4.0000%  | 0.0000% | $20429737.00       | $19576686.37       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-04-20      | 4.9601%  | 0.0000% | $1186934.00        | $1046831.13        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS                    | 2055-11-25      | 1.0548%  | 0.0000% | $48319296.00       | $1070085.90        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-12-25      | 4.5000%  | 0.0000% | $1000.00           | $850.96            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS                    | 2055-12-25      | 1.9048%  | 0.0000% | $114228252.00      | $4899047.00        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS                    | 2055-12-25      | 1.1548%  | 0.0000% | $148728067.00      | $3917970.82        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS                    | 2055-12-25      | 1.9048%  | 0.0000% | $211980833.00      | $10102229.58       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-12-25      | 1.9048%  | 0.0000% | $67677301.00       | $3194399.15        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS                    | 2055-12-25      | 1.9048%  | 0.0000% | $102008236.00      | $6667094.18        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS                    | 2048-12-25      | 5.0000%  | 0.0000% | $100144.00         | $16242.64          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS                    | 2056-04-25      | 0.3248%  | 0.0000% | $100000000.00      | $868111.60         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2033-06-01      | 2.0700%  | 0.0000% | $1115.00           | $930.23            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2037-01-01      | 2.2600%  | 0.0000% | $2000.00           | $1509.03           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2051-07-01      | 2.5000%  | 0.0000% | $6026.00           | $3600.35           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-05-25      | 2.1604%  | 0.0000% | $61089106.00       | $720634.12         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-07-25      | NA       | 0.0000% | $21737283.00       | $2280006.44        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-05-25      | 2.6904%  | 0.0000% | $10073557.00       | $136834.83         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-07-25      | 1.9676%  | 0.0000% | $62369405.00       | $136272.75         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-11-25      | 4.1830%  | 0.0000% | $1056.00           | $89.41             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2059-08-25      | 1.9857%  | 0.0000% | $52871645.00       | $508368.59         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-06-20      | 3.5000%  | 0.0000% | $1234890.00        | $96513.22          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2073-01-20      | 1.0909%  | 0.0000% | $12424352.00       | $953343.31         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-09-20      | NA       | 0.0000% | $41941037.00       | $155443.99         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-10-20      | 3.0000%  | 0.0000% | $4538000.00        | $404983.53         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-12-20      | 0.1599%  | 0.0000% | $18030000.00       | $187367.12         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2073-11-20      | 0.7224%  | 0.0000% | $43804032.00       | $2703705.65        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2074-01-20      | 0.7904%  | 0.0000% | $21863268.00       | $1365856.59        | Agency Mortgage-Backed Securities  |
| GINNIE MAE                            | 2074-02-20      | 0.8501%  | 0.0000% | $30000000.00       | $2006661.20        | Agency Mortgage-Backed Securities  |
| GINNIE MAE                            | 2074-09-20      | 0.8988%  | 0.0000% | $33500000.00       | $2028018.96        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2074-05-20      | 0.9008%  | 0.0000% | $30260958.00       | $1933692.13        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2043-12-16      | 2.2211%  | 0.0000% | $2726692.00        | $129396.01         | Agency Mortgage-Backed Securities  |
| FANNIE MAE REMICS                     | 2040-04-25      | 0.2656%  | 0.0000% | $12540672.00       | $32636.21          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-25      | 6.0000%  | 0.0000% | $3461387.00        | $418019.38         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-25      | 2.2548%  | 0.0000% | $60000000.00       | $2935481.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-25      | 1.5548%  | 0.0000% | $300308.00         | $6103.66           | Agency Mortgage-Backed Securities  |
| FANNIE MAE REMICS                     | 2055-02-25      | 2.1048%  | 0.0000% | $55408460.00       | $2638556.30        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-25      | 2.1548%  | 0.0000% | $300141.00         | $22181.35          | Agency Mortgage-Backed Securities  |
| FANNIE MAE REMICS                     | 2055-08-25      | 1.4548%  | 0.0000% | $99700001.00       | $2148955.85        | Agency Mortgage-Backed Securities  |
| FANNIE MAE REMICS                     | 2052-08-25      | 5.5000%  | 0.0000% | $405114.00         | $36404.61          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $680.71            | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                       | 2035-11-15      | 4.0000%  | 0.0000% | $100.00            | $98.87             | U.S. Treasuries (including strips) |
| FREDDIE MAC POOL                      | 2053-01-01      | 5.5000%  | 0.0000% | $1078.00           | $825.97            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-05-01      | 4.0000%  | 0.0000% | $1023.00           | $723.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-07-25      | 4.5000%  | 0.0000% | $16731000.00       | $946884.12         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-25      | 4.0000%  | 0.0000% | $8651008.00        | $599890.41         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-25      | 2.5000%  | 0.0000% | $700000.00         | $75561.35          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-05-25      | 2.5000%  | 0.0000% | $36900000.00       | $2687615.91        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-06-25      | 2.5000%  | 0.0000% | $900000.00         | $97856.30          | Agency Mortgage-Backed Securities  |
| GINNIE MAE                            | 2054-09-20      | 1.1599%  | 0.0000% | $80000000.00       | $1842886.11        | Agency Mortgage-Backed Securities  |
| GINNIE MAE                            | 2056-02-20      | 1.5099%  | 0.0000% | $100000000.00      | $4188566.89        | Agency Mortgage-Backed Securities  |
| GINNIE MAE                            | 2056-01-20      | 4.7401%  | 0.0000% | $1000009.00        | $977668.50         | Agency Mortgage-Backed Securities  |
| GINNIE MAE                            | 2056-01-20      | 2.0599%  | 0.0000% | $75835756.00       | $4474344.15        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2056-02-20      | 4.7401%  | 0.0000% | $19946685.00       | $19672843.85       | Agency Mortgage-Backed Securities  |
| GINNIE MAE                            | 2056-03-20      | 1.4099%  | 0.0000% | $100000000.00      | $2981214.80        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2056-03-20      | 4.8901%  | 0.0000% | $2158.00           | $1941.56           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-06-20      | 2.4399%  | 0.0000% | $8000000.00        | $485055.87         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-01-25      | 1.8806%  | 0.0000% | $45152712.00       | $188661.45         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-03-25      | 2.1034%  | 0.0000% | $128996353.00      | $545687.61         | Agency Mortgage-Backed Securities  |
| FANNIE MAE REMICS                     | 2047-05-25      | 2.2344%  | 0.0000% | $58588288.00       | $322809.00         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-10-25      | 2.4404%  | 0.0000% | $100035.00         | $2413.20           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-07-25      | 2.1029%  | 0.0000% | $14680642.00       | $109142.34         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2044-06-01      | 4.5000%  | 0.0000% | $2000.00           | $474.09            | Agency Mortgage-Backed Securities  |

### Security 202: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 3.650000%
- **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: 930PNG000, C.3 - LEI: 8I5DZWZKVSZI1NUHU748, C.5 - Other ID: 930PNG000_3.65_0501
- **C.18 - Value (incl. sponsor support):** $954000000.00
- **C.18.a - Value (excl. sponsor support):** $954000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE POOL  | 2055-11-01      | 5.5000%  | 0.0000% | $2453608.00        | $2489900.25        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2059-01-01      | 3.5000%  | 0.0000% | $5000000.00        | $1990315.94        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2038-06-01      | 4.5000%  | 0.0000% | $612194.00         | $367940.99         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-02-01      | 6.0000%  | 0.0000% | $2946827.00        | $3018614.41        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2046-04-01      | 4.5000%  | 0.0000% | $32014144.00       | $31147555.82       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-10-01      | 6.0000%  | 0.0000% | $407666688.00      | $352027909.94      | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-08-01      | 6.5000%  | 0.0000% | $690872320.00      | $336387169.00      | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2052-01-01      | 3.5000%  | 0.0000% | $2597803.00        | $1306094.65        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-05-01      | 5.0000%  | 0.0000% | $156291200.00      | $155040366.80      | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-05-01      | 5.0000%  | 0.0000% | $15033984.00       | $14908101.11       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-05-01      | 5.0000%  | 0.0000% | $75108224.00       | $74396031.13       | Agency Mortgage-Backed Securities |

### Security 203: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 3.639900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 930PNJ004, C.3 - LEI: 8I5DZWZKVSZI1NUHU748, C.5 - Other ID: 930PNJ004_3.64_0501
- **C.18 - Value (incl. sponsor support):** $5842000000.00
- **C.18.a - Value (excl. sponsor support):** $5842000000.00
- **C.19 - Percentage of Net Assets:** 2.9100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2030-11-15      | 0.8750%  | 0.0000% | $1727862400.00     | $1511282504.21     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-15      | 3.5000%  | 0.0000% | $35580000.00       | $35338127.16       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-10-15      | 1.6250%  | 0.0000% | $2474393600.00     | $2623268112.98     | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2030-10-15      | 1.1250%  | 0.0000% | $366421200.00      | $369045023.21      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-31      | 3.5000%  | 0.0000% | $1050243100.00     | $1052348808.40     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $364831700.00      | $367557516.25      | U.S. Treasuries (including strips) |

### Security 204: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 930PNJ004, C.3 - LEI: 8I5DZWZKVSZI1NUHU748, C.5 - Other ID: 930PNJ004_3.64_0514
- **C.18 - Value (incl. sponsor support):** $935000000.00
- **C.18.a - Value (excl. sponsor support):** $935000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2028-12-31      | 3.7500%  | 0.0000% | $945949900.00      | $953700010.04      | U.S. Treasuries (including strips) |

### Security 205: Wells Fargo Tri Party Repo

- **C.1 - Title:** Wells Fargo Tri Party Repo 3.650000%
- **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: 930RFC004, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 930RFC004_3.65_0501
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 A | 2053-02-20      | 6.0000%  | 0.0000% | $28500000.00       | $2374319.19        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-06-20      | 4.0000%  | 0.0000% | $34250000.00       | $1157772.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-05-20      | 5.5000%  | 0.0000% | $28396849.00       | $566584.50         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-08-20      | 4.5000%  | 0.0000% | $6732000.00        | $461213.15         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-04-20      | 4.0000%  | 0.0000% | $6878712.00        | $280793.94         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-10-16      | 4.5000%  | 0.0000% | $37746384.00       | $2171772.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-07-16      | 0.0100%  | 0.0000% | $27189000.00       | $1940.74           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-11-20      | NA       | 0.0000% | $4741660.00        | $374980.22         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-04-16      | 6.5000%  | 0.0000% | $81067992.00       | $787047.68         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-02-16      | 5.0000%  | 0.0000% | $12224028.00       | $297258.17         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-06-20      | 5.0000%  | 0.0000% | $50000000.00       | $784636.81         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-09-20      | 4.5000%  | 0.0000% | $4474160.00        | $364176.70         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-02-16      | 6.0000%  | 0.0000% | $38029926.00       | $411804.04         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-01-20      | 4.0000%  | 0.0000% | $75533125.00       | $2707797.70        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2054-11-20      | 4.5000%  | 0.0000% | $345002448.00      | $307649839.33      | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2056-04-20      | 5.5000%  | 0.0000% | $120477216.00      | $122191673.77      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-05-20      | 3.5000%  | 0.0000% | $3418652.00        | $245874.62         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-05-20      | 3.0000%  | 0.0000% | $50850916.00       | $3965703.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 4.5000%  | 0.0000% | $12224941.00       | $1114097.96        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 3.5000%  | 0.0000% | $41293464.00       | $5020082.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-07-20      | 5.0000%  | 0.0000% | $12450000.00       | $1033530.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-07-20      | 3.0000%  | 0.0000% | $31666666.00       | $3359346.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-03-20      | 2.5000%  | 0.0000% | $17135629.00       | $1591143.38        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-01-20      | 3.5000%  | 0.0000% | $26906402.00       | $2995145.90        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2052-04-20      | 3.5000%  | 0.0000% | $39211891.00       | $31558296.79       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-03-20      | 3.5000%  | 0.0000% | $25365000.00       | $12249214.42       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 2.5000%  | 0.0000% | $17798235.00       | $1880895.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-06-16      | 0.7500%  | 0.0000% | $100000000.00      | $4938520.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-11-20      | 2.5000%  | 0.0000% | $25863021.00       | $2234493.41        | Agency Mortgage-Backed Securities |

### Security 206: MUFG Securities Repo

- **C.1 - Title:** MUFG Securities Repo 3.639900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 931NXA006, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: 931NXA006_3.64_0501
- **C.18 - Value (incl. sponsor support):** $1780000000.00
- **C.18.a - Value (excl. sponsor support):** $1780000000.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2026-08-15      | 1.5000%  | 0.0000% | $222149900.00      | $221373219.15      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-15      | 0.6250%  | 0.0000% | $243199800.00      | $213667840.86      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-31      | 0.7500%  | 0.0000% | $268219900.00      | $254538635.94      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-08-15      | 1.2500%  | 0.0000% | $156199900.00      | $135792714.77      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 1.2500%  | 0.0000% | $284999900.00      | $281549590.44      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $35156200.00       | $35430499.56       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-30      | 4.3750%  | 0.0000% | $201999900.00      | $208680221.21      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-01-31      | 4.2500%  | 0.0000% | $101549900.00      | $103602682.49      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-15      | 3.3750%  | 0.0000% | $199999900.00      | $198468650.77      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-15      | 3.5000%  | 0.0000% | $162957900.00      | $162919003.37      | U.S. Treasuries (including strips) |

### Security 207: Prudential Legacy Insurance Company of New Jersey Repo

- **C.1 - Title:** Prudential Legacy Insurance Company of New Jersey Repo 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 932HJC000, C.3 - LEI: 54930052BY4D7ZQAQT90, C.5 - Other ID: 932HJC000_3.66_0501
- **C.18 - Value (incl. sponsor support):** $148881250.00
- **C.18.a - Value (excl. sponsor support):** $148881250.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2043-05-15      | 2.8750%  | 0.0000% | $50000000.00       | $38713872.58       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-02-15      | 2.0000%  | 0.0000% | $50000000.00       | $28962232.39       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-11-15      | 4.7500%  | 0.0000% | $50000000.00       | $49065650.90       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-12-31      | 3.8750%  | 0.0000% | $25000000.00       | $24807460.72       | U.S. Treasuries (including strips) |
| STRIPS          | 2040-02-15      | NA       | 0.0000% | $20000000.00       | $10202640.00       | U.S. Treasuries (including strips) |

### Security 208: Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley 3.650000%
- **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: 932KXR004, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 932KXR004_3.65_0501
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - MORGAN STANLEY

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FREDDIE MAC POOL      | 2032-03-01      | 3.0000%  | 0.0000% | $1500000.00        | $230177.89         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2046-10-01      | 3.0000%  | 0.0000% | $770000.00         | $179101.72         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2046-04-01      | 3.5000%  | 0.0000% | $188524.00         | $31747.29          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2034-06-01      | 3.5000%  | 0.0000% | $1020000.00        | $113594.21         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2036-06-01      | 2.5000%  | 0.0000% | $3101776.00        | $2613576.91        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2035-05-01      | 3.0000%  | 0.0000% | $3402000.00        | $614221.25         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2036-07-01      | 2.0000%  | 0.0000% | $5867310.00        | $2914837.54        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2046-03-01      | 4.5000%  | 0.0000% | $2000.00           | $249.08            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2044-08-01      | 3.5000%  | 0.0000% | $25000.00          | $4816.59           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2047-02-01      | 4.0000%  | 0.0000% | $16000.00          | $1961.77           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2047-10-01      | 3.5000%  | 0.0000% | $274000.00         | $72393.17          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2050-05-01      | 4.0000%  | 0.0000% | $40126180.00       | $7473922.82        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2030-07-01      | 3.0000%  | 0.0000% | $30000.00          | $4925.91           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2050-08-01      | 4.5000%  | 0.0000% | $1000.00           | $147.49            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2040-12-01      | 2.5000%  | 0.0000% | $235000.00         | $95491.34          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2036-07-01      | 5.0000%  | 0.0000% | $1020000.00        | $14879.73          | Agency Mortgage-Backed Securities  |
| US TREASURY N/B       | 2031-04-30      | 3.8750%  | 0.0000% | $30863000.00       | $30647884.89       | U.S. Treasuries (including strips) |
| US TREASURY N/B       | 2028-04-30      | 3.7500%  | 0.0000% | $30708100.00       | $30625188.13       | U.S. Treasuries (including strips) |
| FANNIE MAE POOL       | 2040-07-01      | 6.0000%  | 0.0000% | $17438167.00       | $14638435.99       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2051-02-01      | 1.5000%  | 0.0000% | $666802.00         | $350948.22         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2045-12-01      | 4.5000%  | 0.0000% | $4557263.00        | $4398062.46        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2039-12-01      | 6.0000%  | 0.0000% | $7310868.00        | $3771780.39        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2049-10-01      | 3.0000%  | 0.0000% | $750000.00         | $95800.68          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2052-10-01      | 4.0000%  | 0.0000% | $133762986.00      | $101803290.29      | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2052-06-01      | 3.0000%  | 0.0000% | $30492000.00       | $21011703.79       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2037-02-01      | 6.5000%  | 0.0000% | $570623.00         | $5511.87           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2037-08-01      | 6.5000%  | 0.0000% | $1003532.00        | $17067.41          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2040-02-01      | 4.5000%  | 0.0000% | $5000.00           | $110.79            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2037-06-01      | 6.0000%  | 0.0000% | $115000.00         | $326.03            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2038-11-01      | 6.0000%  | 0.0000% | $41000.00          | $383.10            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2041-07-01      | 4.0000%  | 0.0000% | $15000000.00       | $542551.30         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2042-05-01      | 3.5000%  | 0.0000% | $2000.00           | $257.13            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2042-07-01      | 3.5000%  | 0.0000% | $5878.00           | $455.27            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2042-07-01      | 3.5000%  | 0.0000% | $2500000.00        | $87598.95          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2040-10-01      | 4.5000%  | 0.0000% | $2000000.00        | $20960.77          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2028-08-01      | 3.0000%  | 0.0000% | $1000.00           | $35.63             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2034-12-01      | 3.5000%  | 0.0000% | $500000.00         | $42086.08          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2045-09-01      | 4.0000%  | 0.0000% | $825758.00         | $86209.35          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2048-10-01      | 4.5000%  | 0.0000% | $4663000.00        | $363540.17         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2047-04-01      | 3.5000%  | 0.0000% | $2000.00           | $258.44            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2046-08-01      | 3.0000%  | 0.0000% | $25000.00          | $4518.75           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2047-01-01      | 4.5000%  | 0.0000% | $60801.00          | $2436.02           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2043-07-01      | 4.0000%  | 0.0000% | $28000.00          | $3439.41           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2044-05-01      | 3.5000%  | 0.0000% | $104000.00         | $16913.73          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2044-07-01      | 5.0000%  | 0.0000% | $34000.00          | $4502.26           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2037-03-01      | 2.0000%  | 0.0000% | $18118286.00       | $15962315.41       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2037-04-01      | 2.0000%  | 0.0000% | $31058990.00       | $27529052.39       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2036-11-01      | 2.0000%  | 0.0000% | $13656750.00       | $12127955.58       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2049-10-01      | 3.0000%  | 0.0000% | $18372820.00       | $16785255.25       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2041-03-01      | 6.0000%  | 0.0000% | $31514756.00       | $32261321.66       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2046-02-01      | 5.0000%  | 0.0000% | $4361948.00        | $4286256.17        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL | 2030-07-01      | 2.5000%  | 0.0000% | $5080000.00        | $383399.93         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2028-11-01      | 3.5000%  | 0.0000% | $12391763.00       | $290885.95         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2037-07-01      | 5.5000%  | 0.0000% | $1124514.00        | $42338.40          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2046-01-01      | 4.0000%  | 0.0000% | $650000.00         | $59500.13          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2046-05-01      | 3.5000%  | 0.0000% | $1000000.00        | $205038.04         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2033-01-01      | 2.5000%  | 0.0000% | $4500000.00        | $453004.79         | Agency Mortgage-Backed Securities  |
| TREASURY BILL         | 2026-07-30      | NA       | 0.0000% | $4491600.00        | $4451274.42        | U.S. Treasuries (including strips) |
| FANNIE MAE POOL       | 2051-01-01      | 2.5000%  | 0.0000% | $604000.00         | $273068.70         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2036-02-01      | 1.0000%  | 0.0000% | $10000000.00       | $4768028.56        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2036-06-01      | 1.5000%  | 0.0000% | $400000.00         | $201828.09         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2039-04-01      | 5.5000%  | 0.0000% | $10180.00          | $5281.68           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2042-01-01      | 2.0000%  | 0.0000% | $32500000.00       | $19658794.64       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2052-05-01      | 2.5000%  | 0.0000% | $2000.00           | $1337.06           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2037-07-01      | 4.0000%  | 0.0000% | $175000.00         | $89077.27          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2052-09-01      | 3.0000%  | 0.0000% | $2000.00           | $1424.72           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2052-12-01      | 3.5000%  | 0.0000% | $2674.00           | $1988.69           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2043-03-01      | 5.0000%  | 0.0000% | $15000.00          | $9828.69           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2038-04-01      | 5.0000%  | 0.0000% | $5000.00           | $2495.06           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2038-08-01      | 5.5000%  | 0.0000% | $9000.00           | $4520.22           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2038-10-01      | 5.0000%  | 0.0000% | $83000.00          | $47657.12          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2037-07-01      | 4.0000%  | 0.0000% | $11000.00          | $1409.26           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2046-12-01      | 3.0000%  | 0.0000% | $1615837.00        | $301420.02         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2035-06-01      | 4.5000%  | 0.0000% | $1492676.00        | $10385.66          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2041-01-01      | 4.5000%  | 0.0000% | $1007352.00        | $989557.35         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2040-03-01      | 4.5000%  | 0.0000% | $70003000.00       | $1921478.31        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2029-01-01      | 6.5000%  | 0.0000% | $114000.00         | $160.28            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2039-09-01      | 6.0000%  | 0.0000% | $174538.00         | $132199.96         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2042-08-01      | 2.0000%  | 0.0000% | $164589312.00      | $121605709.76      | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2040-03-01      | 5.0000%  | 0.0000% | $4954150.00        | $4687573.82        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2040-11-01      | 6.0000%  | 0.0000% | $6072588.00        | $5493802.14        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL | 2048-09-01      | 4.5000%  | 0.0000% | $38000.00          | $8537.38           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2050-07-01      | 2.5000%  | 0.0000% | $2500000.00        | $999091.18         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2050-10-01      | 2.5000%  | 0.0000% | $1341000.00        | $629600.59         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2051-03-01      | 2.0000%  | 0.0000% | $8000000.00        | $4618920.64        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2053-06-01      | 5.5000%  | 0.0000% | $45000.00          | $33792.14          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2054-02-01      | 6.0000%  | 0.0000% | $14355000.00       | $7803819.17        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2054-03-01      | 6.0000%  | 0.0000% | $531357.00         | $402982.04         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2054-06-01      | 6.0000%  | 0.0000% | $6065000.00        | $5207394.23        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2048-02-01      | 3.5000%  | 0.0000% | $398000.00         | $310008.30         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2054-07-01      | 6.0000%  | 0.0000% | $1125000.00        | $857680.50         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2054-06-01      | 5.5000%  | 0.0000% | $49954783.00       | $44803183.95       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2054-01-01      | 6.0000%  | 0.0000% | $10000000.00       | $7069501.95        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2054-12-01      | 5.5000%  | 0.0000% | $870000.00         | $812828.83         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2050-08-01      | 2.5000%  | 0.0000% | $19364.00          | $7072.78           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2050-08-01      | 2.0000%  | 0.0000% | $985000.00         | $417291.30         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2054-11-01      | 4.5000%  | 0.0000% | $90000.00          | $80997.61          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2049-10-01      | 3.5000%  | 0.0000% | $2132904.00        | $601071.27         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2050-11-01      | 3.0000%  | 0.0000% | $142000.00         | $48643.14          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2051-06-01      | 2.5000%  | 0.0000% | $5000.00           | $2777.36           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $707.58            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2052-05-01      | 3.5000%  | 0.0000% | $1775000.00        | $1220424.91        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2053-01-01      | 4.0000%  | 0.0000% | $111340687.00      | $86053843.01       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2053-04-01      | 4.0000%  | 0.0000% | $170305065.00      | $131047578.59      | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2053-07-01      | 4.0000%  | 0.0000% | $147836213.00      | $116157954.85      | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2053-06-01      | 5.5000%  | 0.0000% | $3485723.00        | $2508769.36        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2053-06-01      | 6.0000%  | 0.0000% | $13000.00          | $8244.90           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2053-12-01      | 4.0000%  | 0.0000% | $24954419.00       | $20390572.61       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2054-01-01      | 4.0000%  | 0.0000% | $10424275.00       | $8600596.90        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2047-09-01      | 4.0000%  | 0.0000% | $12100000.00       | $3309820.46        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2034-05-01      | 4.0000%  | 0.0000% | $2016000.00        | $389328.56         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2039-01-01      | 4.5000%  | 0.0000% | $96422.00          | $20843.90          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2050-04-01      | 3.5000%  | 0.0000% | $830011.00         | $222270.00         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2050-07-01      | 3.0000%  | 0.0000% | $1000000.00        | $324437.00         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2050-07-01      | 3.0000%  | 0.0000% | $15000.00          | $3823.18           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2050-12-01      | 2.5000%  | 0.0000% | $25000.00          | $12418.69          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2050-10-01      | 2.5000%  | 0.0000% | $2000000.00        | $995938.42         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2035-11-01      | 3.0000%  | 0.0000% | $131000.00         | $50599.32          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2035-11-01      | 2.0000%  | 0.0000% | $18962120.00       | $7838677.52        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2050-12-01      | 1.5000%  | 0.0000% | $100000.00         | $51596.65          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2051-03-01      | 2.0000%  | 0.0000% | $550000.00         | $310870.93         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2046-06-01      | 2.5000%  | 0.0000% | $175000.00         | $96185.01          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2036-05-01      | 1.5000%  | 0.0000% | $100000.00         | $47902.40          | Agency Mortgage-Backed Securities  |
| US TREASURY N/B       | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $58.04             | U.S. Treasuries (including strips) |
| FANNIE MAE POOL       | 2027-12-01      | 3.0000%  | 0.0000% | $130905.00         | $2843.04           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2041-01-01      | 5.0000%  | 0.0000% | $740256.00         | $703008.91         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2041-04-01      | 2.5000%  | 0.0000% | $806867.00         | $760071.85         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2041-04-01      | 3.5000%  | 0.0000% | $1081718.00        | $1033536.55        | Agency Mortgage-Backed Securities  |
| US TREASURY N/B       | 2027-08-15      | 6.3750%  | 0.0000% | $400.00            | $417.89            | U.S. Treasuries (including strips) |
| FANNIE MAE POOL       | 2036-07-01      | 2.5000%  | 0.0000% | $7744306.00        | $4976205.45        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2042-01-01      | 6.0000%  | 0.0000% | $6000.00           | $3987.11           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2037-03-01      | 3.0000%  | 0.0000% | $1162641.00        | $722330.17         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2034-11-01      | 5.5000%  | 0.0000% | $87000.00          | $581.33            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2036-02-01      | 6.5000%  | 0.0000% | $1100000.00        | $2190.42           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2045-12-01      | 5.0000%  | 0.0000% | $5847324.00        | $5620192.49        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2035-08-01      | 6.0000%  | 0.0000% | $2120341.00        | $1611543.77        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2035-04-01      | 5.5000%  | 0.0000% | $2422634.00        | $1879566.51        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2035-08-01      | 5.5000%  | 0.0000% | $671094.00         | $550330.68         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2050-12-01      | 3.5000%  | 0.0000% | $540000.00         | $375725.11         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2032-04-01      | 6.5000%  | 0.0000% | $250000.00         | $361.49            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2035-02-01      | 6.0000%  | 0.0000% | $5550000.00        | $58225.68          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2027-04-01      | 5.5000%  | 0.0000% | $491519.00         | $376.10            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2035-03-01      | 5.0000%  | 0.0000% | $15000.00          | $203.46            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2043-06-01      | 3.0000%  | 0.0000% | $20000.00          | $2184.09           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2046-03-01      | 4.0000%  | 0.0000% | $3150000.00        | $209317.77         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2046-07-01      | 4.0000%  | 0.0000% | $1750000.00        | $120006.23         | Agency Mortgage-Backed Securities  |
| US TREASURY N/B       | 2050-05-15      | 1.2500%  | 0.0000% | $1800.00           | $855.76            | U.S. Treasuries (including strips) |
| US TREASURY N/B       | 2050-11-15      | 1.6250%  | 0.0000% | $11100200.00       | $5812516.03        | U.S. Treasuries (including strips) |
| FANNIE MAE POOL       | 2026-10-01      | 3.5000%  | 0.0000% | $100000.00         | $170.86            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2028-05-01      | 3.5000%  | 0.0000% | $38000.00          | $1436.19           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2028-04-01      | 3.5000%  | 0.0000% | $30000.00          | $1153.03           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2048-06-01      | 4.5000%  | 0.0000% | $7575020.00        | $668649.37         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2049-10-01      | 3.0000%  | 0.0000% | $925000.00         | $71009.49          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2039-12-01      | 3.5000%  | 0.0000% | $466000.00         | $70649.88          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2037-03-01      | 2.0000%  | 0.0000% | $4148839.00        | $2686442.89        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2050-07-01      | 2.0000%  | 0.0000% | $500000.00         | $230883.48         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2050-07-01      | 2.5000%  | 0.0000% | $18075000.00       | $10863797.25       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2050-06-01      | 3.0000%  | 0.0000% | $11000.00          | $3238.39           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2041-02-01      | 4.5000%  | 0.0000% | $1447419.00        | $1427453.90        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2037-05-01      | 3.5000%  | 0.0000% | $83235.00          | $55865.42          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2037-10-01      | 4.5000%  | 0.0000% | $51052.00          | $30597.41          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2041-03-01      | 5.0000%  | 0.0000% | $5522166.00        | $5468742.47        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2041-02-01      | 5.0000%  | 0.0000% | $3861680.00        | $3715134.01        | Agency Mortgage-Backed Securities  |
| US TREASURY N/B       | 2042-11-15      | 4.0000%  | 0.0000% | $1000.00           | $917.35            | U.S. Treasuries (including strips) |
| FANNIE MAE POOL       | 2048-02-01      | 4.5000%  | 0.0000% | $200000.00         | $25803.78          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2049-09-01      | 3.5000%  | 0.0000% | $27000.00          | $4101.79           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2040-04-01      | 3.5000%  | 0.0000% | $3000.00           | $934.05            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2050-07-01      | 4.0000%  | 0.0000% | $6312671.00        | $1367829.26        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2044-11-01      | 4.0000%  | 0.0000% | $53000.00          | $20638.67          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $650.45            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2051-01-01      | 3.5000%  | 0.0000% | $6350000.00        | $4006196.50        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2052-08-01      | 3.5000%  | 0.0000% | $2000.00           | $1487.35           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2042-08-01      | 3.5000%  | 0.0000% | $700000.00         | $465605.71         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2040-06-01      | 5.0000%  | 0.0000% | $118000.00         | $91634.01          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2045-04-01      | 7.5000%  | 0.0000% | $990275.00         | $284527.02         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2035-07-01      | 5.5000%  | 0.0000% | $3495395.00        | $2839049.49        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2045-07-01      | 6.5000%  | 0.0000% | $1350986.00        | $1118063.91        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL | 2028-09-01      | 2.5000%  | 0.0000% | $13000000.00       | $422986.07         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2046-07-01      | 3.0000%  | 0.0000% | $2327591.00        | $410683.15         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2053-08-01      | 5.5000%  | 0.0000% | $7400000.00        | $6744345.84        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2036-11-01      | 1.5000%  | 0.0000% | $131000.00         | $74123.44          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL      | 2047-12-01      | 3.0000%  | 0.0000% | $41000.00          | $5826.03           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2046-11-01      | 4.0000%  | 0.0000% | $52459.00          | $11816.94          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL       | 2033-12-01      | 4.0000%  | 0.0000% | $213000.00         | $27393.50          | Agency Mortgage-Backed Securities  |

### Security 209: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 3.750000%
- **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: 932KXR004, C.3 - LEI: 8I5DZWZKVSZI1NUHU748, C.5 - Other ID: 932KXR004_3.75_0828
- **C.18 - Value (incl. sponsor support):** $3240000000.00
- **C.18.a - Value (excl. sponsor support):** $3240000000.00
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FREDDIE MAC - SLST                    | 2060-04-26      | 6.5000%  | 0.0000% | $100425088.00      | $83537415.50       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-12-20      | 0.9745%  | 0.0000% | $19338304.00       | $95941.37          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-11-20      | NA       | 0.0000% | $70867584.00       | $326950.97         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-08-20      | 2.9099%  | 0.0000% | $204966912.00      | $21522110.70       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-08-20      | 2.8821%  | 0.0000% | $58624576.00       | $4047313.87        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-08-20      | 0.7599%  | 0.0000% | $80000000.00       | $1050985.41        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-08-20      | 1.6099%  | 0.0000% | $139000000.00      | $5331236.94        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2051-07-20      | 6.0000%  | 0.0000% | $20183328.00       | $2399656.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-07-20      | 5.0000%  | 0.0000% | $27826208.00       | $20613165.75       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-02-20      | 2.2745%  | 0.0000% | $68614000.00       | $723771.38         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2053-01-20      | 1.4599%  | 0.0000% | $42105680.00       | $957212.24         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2052-12-20      | 1.4599%  | 0.0000% | $141803264.00      | $3187635.26        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-06-20      | 0.6099%  | 0.0000% | $167636224.00      | $1184563.07        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2065-06-20      | 1.5599%  | 0.0000% | $55000000.00       | $1062767.77        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2053-12-20      | 2.2599%  | 0.0000% | $30000000.00       | $872673.18         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-05-20      | 2.1599%  | 0.0000% | $32891328.00       | $1953692.12        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-06-20      | 0.0500%  | 0.0000% | $23100000.00       | $26691.04          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-06-20      | 0.6599%  | 0.0000% | $650000000.00      | $4899309.93        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2065-07-20      | 2.3099%  | 0.0000% | $62648832.00       | $1633646.56        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-07-20      | 2.2099%  | 0.0000% | $58519104.00       | $2937552.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-08-20      | 2.2599%  | 0.0000% | $97352704.00       | $5385264.10        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-07-20      | 1.5599%  | 0.0000% | $65000000.00       | $2112597.32        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-07-20      | 0.6599%  | 0.0000% | $390000000.00      | $3026393.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-08-20      | 0.8599%  | 0.0000% | $2000000000.00     | $21669223.50       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-08-20      | 0.8599%  | 0.0000% | $307000000.00      | $5168310.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-08-20      | 2.9599%  | 0.0000% | $187249664.00      | $11486003.10       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-03-20      | 3.5599%  | 0.0000% | $70000000.00       | $6088597.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2064-03-20      | 1.6799%  | 0.0000% | $75000000.00       | $769668.46         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-03-20      | 3.0099%  | 0.0000% | $50000000.00       | $3565572.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-03-20      | 1.6599%  | 0.0000% | $95000000.00       | $1944229.74        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-04-20      | 2.0599%  | 0.0000% | $50000000.00       | $2035596.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-06-15      | 2.2457%  | 0.0000% | $3000000.00        | $31903.32          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-08-15      | 2.2957%  | 0.0000% | $13148352.00       | $70460.44          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-08-15      | 5.0000%  | 0.0000% | $61727232.00       | $485111.44         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-02-15      | 2.3457%  | 0.0000% | $131500000.00      | $860774.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-12-15      | 3.0000%  | 0.0000% | $11956820.00       | $15162135.75       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-02-15      | 3.5000%  | 0.0000% | $15199904.00       | $119045.78         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-04-15      | 4.0000%  | 0.0000% | $9553792.00        | $81319.83          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-07-15      | 6.0000%  | 0.0000% | $39759104.00       | $489010.09         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-09-15      | 3.0000%  | 0.0000% | $31890000.00       | $13134649.47       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-04-15      | 3.0000%  | 0.0000% | $6500000.00        | $7932640.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-05-15      | 2.3457%  | 0.0000% | $130080960.00      | $1641700.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-05-15      | 2.3457%  | 0.0000% | $30000000.00       | $244728.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-05-15      | 2.3457%  | 0.0000% | $614344704.00      | $7763339.45        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2044-08-25      | 2.1267%  | 0.0000% | $25142000.00       | $128363.94         | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2044-11-25      | 1.9702%  | 0.0000% | $14981000.00       | $138111.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-01-15      | 2.2957%  | 0.0000% | $46378048.00       | $921034.26         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-05-15      | 3.5000%  | 0.0000% | $1000000.00        | $214789.85         | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2045-07-25      | 2.2637%  | 0.0000% | $8530000.00        | $209910.60         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-02-15      | 4.0000%  | 0.0000% | $10000000.00       | $9473662.52        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2048-10-25      | 2.7840%  | 0.0000% | $39095360.00       | $3960190.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-11-25      | 2.5000%  | 0.0000% | $75000000.00       | $8515239.06        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2049-01-25      | 2.7202%  | 0.0000% | $9800000.00        | $1004228.39        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2049-02-25      | 2.7166%  | 0.0000% | $32364000.00       | $3374573.24        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2049-02-25      | 2.7095%  | 0.0000% | $29818000.00       | $3144119.98        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2032-07-25      | 1.5700%  | 0.0000% | $1000000.00        | $363741.10         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-05-15      | 4.0000%  | 0.0000% | $12296000.00       | $5087690.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-07-25      | 3.5000%  | 0.0000% | $40267200.00       | $1032814.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-09-15      | 4.0000%  | 0.0000% | $562500.00         | $5636.27           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-09-25      | 3.5000%  | 0.0000% | $12464448.00       | $386585.73         | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2026-09-25      | 0.7874%  | 0.0000% | $289225000.00      | $684473.15         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2062-05-16      | 2.7500%  | 0.0000% | $31400000.00       | $25213307.33       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2063-11-16      | 0.3806%  | 0.0000% | $211332000.00      | $6785537.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2064-07-16      | 0.3173%  | 0.0000% | $225298000.00      | $6129770.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2064-07-16      | 0.4328%  | 0.0000% | $175000000.00      | $6866106.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2064-07-16      | 0.4998%  | 0.0000% | $225000000.00      | $9665179.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2064-07-16      | 1.0021%  | 0.0000% | $200000000.00      | $13811794.92       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2068-01-16      | 0.8126%  | 0.0000% | $150000000.00      | $11703200.56       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2064-07-16      | 0.7174%  | 0.0000% | $200000000.00      | $10844488.14       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-03-25      | 0.2733%  | 0.0000% | $39165952.00       | $24918.16          | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2068-05-16      | 0.9185%  | 0.0000% | $150000000.00      | $12580220.71       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-04-20      | 0.0300%  | 0.0000% | $22691840.00       | $6951.90           | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-09-20      | 4.5000%  | 0.0000% | $2833000.00        | $2595212.21        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-09-20      | 2.9599%  | 0.0000% | $46800000.00       | $3527450.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2065-10-20      | 1.8099%  | 0.0000% | $285213184.00      | $9981559.42        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-10-20      | 2.3599%  | 0.0000% | $200000000.00      | $10980845.51       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-10-20      | 2.4099%  | 0.0000% | $90000000.00       | $3744938.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-10-20      | 4.7401%  | 0.0000% | $15000000.00       | $14106215.98       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-04-20      | 5.0000%  | 0.0000% | $31178240.00       | $27744818.70       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2065-11-20      | 2.3599%  | 0.0000% | $157753856.00      | $6712774.93        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-11-20      | 3.0599%  | 0.0000% | $137500000.00      | $7257510.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-11-20      | 3.0599%  | 0.0000% | $120330000.00      | $6249666.62        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2051-06-20      | 5.0000%  | 0.0000% | $38654208.00       | $23890343.46       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-04-20      | 2.2599%  | 0.0000% | $120000000.00      | $4520140.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-05-20      | 1.6099%  | 0.0000% | $71627520.00       | $2308115.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-05-20      | 0.0500%  | 0.0000% | $14286848.00       | $13331.72          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-05-20      | 3.5099%  | 0.0000% | $45370112.00       | $1319461.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-05-20      | 1.7099%  | 0.0000% | $50000000.00       | $1731954.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-06-20      | 2.3099%  | 0.0000% | $20000000.00       | $268940.45         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-06-20      | 1.7599%  | 0.0000% | $49999999.00       | $483058.88         | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST                  | 2030-07-25      | NA       | 0.0000% | $44593200.00       | $32329802.44       | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST                  | 2030-06-25      | 0.1000%  | 0.0000% | $549980000.00      | $1746823.90        | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST                  | 2028-11-25      | 5.9667%  | 0.0000% | $4746000.00        | $770555.70         | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST                  | 2029-08-25      | 0.1000%  | 0.0000% | $54414000.00       | $166428.27         | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST                  | 2029-08-25      | NA       | 0.0000% | $40810000.00       | $33462649.22       | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST                  | 2050-02-25      | 0.1000%  | 0.0000% | $235679744.00      | $176654.93         | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST                  | 2053-05-25      | 0.1000%  | 0.0000% | $121286400.00      | $446522.55         | Agency Mortgage-Backed Securities |
| FRESB MULTIFAMILY MORTGAGE PAS        | 2041-06-25      | 0.6572%  | 0.0000% | $208000000.00      | $3901109.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-04-15      | NA       | 0.0000% | $4260380.00        | $1328967.97        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2027-10-25      | 2.3080%  | 0.0000% | $3534290.00        | $1415170.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-04-25      | 3.0000%  | 0.0000% | $17325500.00       | $201110.91         | Agency Mortgage-Backed Securities |
| FREDDIE MAC MULTIFAMILY VARIAB        | 2035-11-15      | 1.5105%  | 0.0000% | $6140000.00        | $5340411.13        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2048-05-25      | 3.4993%  | 0.0000% | $43001344.00       | $5156930.59        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2027-11-25      | 1.4090%  | 0.0000% | $52750000.00       | $25393207.05       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-01-25      | 2.3404%  | 0.0000% | $98595840.00       | $2735793.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-10-15      | 0.1500%  | 0.0000% | $9122704.00        | $12111.45          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-01-15      | 0.5411%  | 0.0000% | $24906720.00       | $145751.19         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-09-25      | 1.5000%  | 0.0000% | $11262448.00       | $1357002.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-09-25      | 2.5000%  | 0.0000% | $82841920.00       | $9229459.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-10-25      | 4.0000%  | 0.0000% | $19000000.00       | $1426012.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-07-25      | 0.1500%  | 0.0000% | $163796992.00      | $259417.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-10-15      | NA       | 0.0000% | $123371520.00      | $19192.93          | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2031-01-27      | 3.8922%  | 0.0000% | $5000000.00        | $1488802.82        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2049-04-25      | 2.8764%  | 0.0000% | $49200000.00       | $5686641.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-11-15      | 0.1000%  | 0.0000% | $57123264.00       | $103330.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-11-25      | 2.5000%  | 0.0000% | $20400000.00       | $1086562.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-06-25      | 3.5000%  | 0.0000% | $73432704.00       | $5971712.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2061-03-25      | 0.0500%  | 0.0000% | $119398400.00      | $60394.42          | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2028-05-25      | 0.8920%  | 0.0000% | $160520448.00      | $1985640.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-11-25      | 2.5000%  | 0.0000% | $1750028.00        | $1127969.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-09-25      | 2.5000%  | 0.0000% | $1904000.00        | $1364178.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-02-25      | NA       | 0.0000% | $37896192.00       | $8545.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-25      | NA       | 0.0000% | $35000000.00       | $48891.96          | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2050-04-25      | 2.8318%  | 0.0000% | $10891000.00       | $863614.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-25      | 4.0000%  | 0.0000% | $3924464.00        | $3756008.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-25      | 1.5548%  | 0.0000% | $73500000.00       | $2819646.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-25      | 0.0500%  | 0.0000% | $49999872.00       | $32808.54          | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2054-10-25      | 4.5714%  | 0.0000% | $30607000.00       | $7062703.62        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2054-11-25      | 4.5297%  | 0.0000% | $20180000.00       | $4600835.88        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2055-01-25      | 4.8410%  | 0.0000% | $7217320.00        | $1808131.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-07-20      | NA       | 0.0000% | $20000000.00       | $131316.82         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-08-20      | 0.0500%  | 0.0000% | $49999872.00       | $43362.38          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-01-20      | 0.0500%  | 0.0000% | $139997184.00      | $113363.43         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-02-20      | 4.5000%  | 0.0000% | $624491.00         | $630126.20         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-02-20      | 6.0000%  | 0.0000% | $8125000.00        | $732379.99         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP                      | 2050-06-15      | 3.0000%  | 0.0000% | $2272012.00        | $114483.90         | Agency Mortgage-Backed Securities |
| FREDDIE MAC STRIPS                    | 2052-03-15      | 3.0000%  | 0.0000% | $130979.00         | $11330.73          | Agency Mortgage-Backed Securities |
| FREDDIE MAC STRIPS                    | 2052-02-15      | 2.5000%  | 0.0000% | $134052.00         | $9477.59           | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-09-20      | 1.7099%  | 0.0000% | $50000000.00       | $2320873.58        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-11-20      | 1.6099%  | 0.0000% | $50000000.00       | $1690969.98        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-11-20      | 0.7099%  | 0.0000% | $220000000.00      | $1671240.06        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2047-09-20      | 1.3599%  | 0.0000% | $37044800.00       | $142894.92         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2045-02-20      | 1.3599%  | 0.0000% | $60061312.00       | $443947.69         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-11-20      | 2.3099%  | 0.0000% | $469099520.00      | $23722907.67       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-11-20      | 1.7599%  | 0.0000% | $53773952.00       | $1127033.72        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-11-20      | 1.6099%  | 0.0000% | $170000000.00      | $5401239.31        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2064-10-20      | 1.1099%  | 0.0000% | $149632000.00      | $1859748.23        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-10-20      | 1.1099%  | 0.0000% | $30000000.00       | $1142545.30        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2053-12-20      | 3.0599%  | 0.0000% | $150000000.00      | $3506282.96        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2053-12-20      | 1.8099%  | 0.0000% | $150000000.00      | $1977952.12        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-10-20      | 2.4099%  | 0.0000% | $100000000.00      | $1871521.78        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2062-09-20      | 1.6799%  | 0.0000% | $26326208.00       | $205756.50         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2053-06-20      | 2.0565%  | 0.0000% | $138651360.00      | $9830832.43        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2051-12-20      | 5.5000%  | 0.0000% | $2739380.00        | $367305.81         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2056-04-20      | 1.1778%  | 0.0000% | $371280896.00      | $9740615.16        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2056-04-20      | 2.0565%  | 0.0000% | $48463232.00       | $3385023.62        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2056-04-20      | 9.1978%  | 0.0000% | $8000000.00        | $8603479.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-07-25      | 0.0500%  | 0.0000% | $132077824.00      | $156405.62         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-10-25      | NA       | 0.0000% | $1263000.00        | $705603.13         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-09-15      | NA       | 0.0000% | $2740488.00        | $1505026.55        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2028-09-25      | 4.8500%  | 0.0000% | $715000.00         | $726036.70         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-25      | 0.0500%  | 0.0000% | $64847744.00       | $77054.52          | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-01-25      | 2.8048%  | 0.0000% | $15000000.00       | $306193.37         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-01-15      | 2.2457%  | 0.0000% | $114609024.00      | $7028716.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-03-25      | 0.0500%  | 0.0000% | $74997760.00       | $58664.68          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-09-25      | 5.5000%  | 0.0000% | $5000000.00        | $1284728.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2037-11-16      | 2.4711%  | 0.0000% | $63076736.00       | $106217.54         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2037-05-16      | 2.7711%  | 0.0000% | $45605312.00       | $214618.43         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2040-09-16      | 4.5000%  | 0.0000% | $33566720.00       | $4247004.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2040-09-16      | 4.7500%  | 0.0000% | $37984000.00       | $16217112.68       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2040-11-16      | 4.5000%  | 0.0000% | $50000000.00       | $16725765.24       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2040-12-20      | 2.2745%  | 0.0000% | $62417088.00       | $377352.24         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2041-07-16      | 2.3211%  | 0.0000% | $25000000.00       | $203609.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2041-10-16      | 2.3211%  | 0.0000% | $9535168.00        | $110816.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-08-25      | 2.5089%  | 0.0000% | $4735000.00        | $126442.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-08-25      | 6.5807%  | 0.0000% | $9262430.00        | $270929.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-08-15      | 5.6457%  | 0.0000% | $16586060.00       | $3893222.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-25      | 4.2112%  | 0.0000% | $2200000.00        | $287018.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-03-25      | 5.5000%  | 0.0000% | $1000000.00        | $150575.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-06-25      | 2.8404%  | 0.0000% | $49987584.00       | $11391.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-06-25      | 2.9704%  | 0.0000% | $186379264.00      | $246576.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-10-15      | NA       | 0.0000% | $13589000.00       | $37564.40          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-08-15      | 5.5000%  | 0.0000% | $9752000.00        | $91442.41          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-01-15      | 2.4957%  | 0.0000% | $100000000.00      | $340504.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-09-25      | 1.2404%  | 0.0000% | $67764224.00       | $66617.25          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-11-15      | 2.3957%  | 0.0000% | $109641728.00      | $14000.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-06-25      | 2.8704%  | 0.0000% | $102262912.00      | $246656.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-10-25      | 5.0000%  | 0.0000% | $71002624.00       | $289591.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-04-25      | 5.1345%  | 0.0000% | $600000.00         | $63149.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-25      | 2.2404%  | 0.0000% | $13910016.00       | $7977.69           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-01-15      | 5.0000%  | 0.0000% | $7000000.00        | $999249.22         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-02-25      | 2.2048%  | 0.0000% | $50000000.00       | $3312981.45        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-02-25      | 6.5000%  | 0.0000% | $11141000.00       | $1150609.84        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-01-25      | 1.5048%  | 0.0000% | $154768640.00      | $3308970.91        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-11-25      | 0.5548%  | 0.0000% | $41250000.00       | $310980.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-25      | 0.6548%  | 0.0000% | $2259000000.00     | $21715143.53       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-11-25      | 0.0100%  | 0.0000% | $599998464.00      | $87361.84          | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-06-25      | 0.0100%  | 0.0000% | $1094221824.00     | $149820.26         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-04-25      | 1.6548%  | 0.0000% | $40000000.00       | $947409.09         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2053-11-25      | 6.5000%  | 0.0000% | $9821760.00        | $1274048.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-03-25      | 5.0000%  | 0.0000% | $10311360.00       | $10340479.14       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-25      | 1.2548%  | 0.0000% | $113686912.00      | $3322959.40        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-06-25      | 1.4048%  | 0.0000% | $160028928.00      | $6692672.84        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-04-16      | 2.5691%  | 0.0000% | $160880000.00      | $1253953.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-12-16      | 2.0188%  | 0.0000% | $94000000.00       | $445279.71         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-09-16      | 1.5620%  | 0.0000% | $152254720.00      | $602202.24         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2047-05-16      | 1.6648%  | 0.0000% | $89997312.00       | $13693.92          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2043-11-16      | NA       | 0.0000% | $212991992.00      | $17263.66          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2045-11-16      | 0.7288%  | 0.0000% | $143884288.00      | $18235.90          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2034-05-17      | 8.4065%  | 0.0000% | $4785968.00        | $759994.42         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2035-01-16      | 2.3511%  | 0.0000% | $99942400.00       | $5225.52           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2035-09-20      | NA       | 0.0000% | $77024000.00       | $1744420.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2035-06-20      | 3.0245%  | 0.0000% | $43548672.00       | $5961.32           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2035-06-20      | 2.3745%  | 0.0000% | $33566720.00       | $22444.79          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2034-10-20      | 4.6490%  | 0.0000% | $8346160.00        | $179715.68         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2040-01-20      | 5.0000%  | 0.0000% | $50000000.00       | $704252.08         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2040-01-16      | 3.0211%  | 0.0000% | $496144640.00      | $1685567.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2042-09-16      | 3.0000%  | 0.0000% | $27352832.00       | $28182312.59       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2042-10-16      | 2.5000%  | 0.0000% | $21603200.00       | $19350168.77       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2047-01-16      | 1.1734%  | 0.0000% | $85000000.00       | $88564.43          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2039-10-16      | 2.5211%  | 0.0000% | $42024960.00       | $11840.91          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-03-16      | NA       | 0.0000% | $130072576.00      | $32427.26          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-04-16      | 0.5301%  | 0.0000% | $177569792.00      | $24801.28          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2041-06-16      | 2.3411%  | 0.0000% | $38063744.00       | $148577.74         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2035-05-20      | 2.4245%  | 0.0000% | $16790688.00       | $16947.28          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2040-01-16      | 5.0000%  | 0.0000% | $19435616.00       | $3590804.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2047-04-20      | 5.0000%  | 0.0000% | $16400000.00       | $327732.63         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2040-03-20      | 5.0000%  | 0.0000% | $85000000.00       | $432424.73         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2065-09-20      | 1.1099%  | 0.0000% | $28245344.00       | $451787.36         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-09-20      | 2.3599%  | 0.0000% | $120000000.00      | $6715591.42        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2051-07-20      | 6.0000%  | 0.0000% | $23362496.00       | $2153996.64        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2051-07-20      | 5.2500%  | 0.0000% | $76114048.00       | $66789833.85       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-09-20      | 4.8701%  | 0.0000% | $73885500.00       | $68494830.81       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-08-20      | 2.9099%  | 0.0000% | $51303488.00       | $3925873.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-05-20      | 2.3245%  | 0.0000% | $62000000.00       | $413579.53         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-05-20      | 2.3245%  | 0.0000% | $25000000.00       | $381926.29         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-05-20      | 2.2745%  | 0.0000% | $25609312.00       | $418675.69         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-02-20      | 4.0000%  | 0.0000% | $11533856.00       | $302990.33         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-08-20      | NA       | 0.0000% | $66411904.00       | $190584.86         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-08-20      | 2.3245%  | 0.0000% | $35619720.00       | $421317.31         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-10-20      | 1.0000%  | 0.0000% | $39756544.00       | $293640.41         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-09-20      | NA       | 0.0000% | $41711360.00       | $84123.18          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-09-20      | 0.0400%  | 0.0000% | $49995776.00       | $23129.31          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2045-02-20      | 2.1745%  | 0.0000% | $52761280.00       | $229694.42         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2040-04-16      | 2.2711%  | 0.0000% | $43921728.00       | $790253.21         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2043-08-20      | 2.3545%  | 0.0000% | $64086528.00       | $554914.98         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2043-08-20      | 0.5903%  | 0.0000% | $60738304.00       | $69200.26          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-10-20      | 2.2745%  | 0.0000% | $43600000.00       | $614095.69         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2045-03-20      | 3.0000%  | 0.0000% | $497262.00         | $7103.89           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-12-20      | 2.2245%  | 0.0000% | $17410848.00       | $372708.95         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-02-20      | 1.7500%  | 0.0000% | $1045000.00        | $650031.82         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-01-20      | NA       | 0.0000% | $100000000.00      | $115816.04         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-04-20      | 3.5000%  | 0.0000% | $50000000.00       | $3225988.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2044-07-20      | 0.1273%  | 0.0000% | $149854464.00      | $247184.95         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-05-20      | 5.0000%  | 0.0000% | $17101800.00       | $359477.43         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2046-04-20      | 3.0000%  | 0.0000% | $30556160.00       | $26705.57          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-07-20      | 3.0000%  | 0.0000% | $16729600.00       | $1497548.31        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-06-16      | 0.2071%  | 0.0000% | $94732288.00       | $17684.93          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2042-03-16      | 3.5000%  | 0.0000% | $18249600.00       | $21909271.46       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2042-02-16      | 2.3211%  | 0.0000% | $32671744.00       | $147943.31         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2043-01-20      | 3.5000%  | 0.0000% | $32761408.00       | $334852.44         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2042-09-20      | 4.0000%  | 0.0000% | $93001472.00       | $1278207.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2042-04-20      | 4.5000%  | 0.0000% | $59146240.00       | $7130.13           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-06-16      | 0.2439%  | 0.0000% | $107782560.00      | $349666.48         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-10-16      | 0.0509%  | 0.0000% | $158089216.00      | $37730.89          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2043-04-16      | 3.0000%  | 0.0000% | $9564000.00        | $9277647.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-03-16      | 0.4809%  | 0.0000% | $100000000.00      | $111795.31         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2056-04-16      | 0.3406%  | 0.0000% | $116967680.00      | $217448.49         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2048-01-16      | 0.3493%  | 0.0000% | $139558912.00      | $76025.38          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-09-16      | 0.1458%  | 0.0000% | $101285888.00      | $41226.14          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2043-12-20      | 2.3645%  | 0.0000% | $16725000.00       | $250576.34         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2043-12-20      | 4.5000%  | 0.0000% | $56978500.00       | $236504.08         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2041-12-16      | 4.5000%  | 0.0000% | $30020832.00       | $289901.90         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2043-08-20      | 3.0000%  | 0.0000% | $15463000.00       | $12281013.15       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2057-01-16      | 0.4878%  | 0.0000% | $65159000.00       | $149159.71         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2043-04-20      | 3.0045%  | 0.0000% | $36564096.00       | $74886.08          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2044-03-16      | 2.4211%  | 0.0000% | $315000000.00      | $2084372.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2048-12-20      | 4.5000%  | 0.0000% | $23158240.00       | $1434655.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-09-20      | 0.0500%  | 0.0000% | $100000000.00      | $125017.77         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2053-05-20      | 1.8599%  | 0.0000% | $60452480.00       | $1646292.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-05-20      | 0.0500%  | 0.0000% | $122572800.00      | $112222.87         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-05-20      | 1.8599%  | 0.0000% | $400000000.00      | $5321348.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-05-20      | 2.4599%  | 0.0000% | $30000000.00       | $1229662.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-07-20      | 0.0500%  | 0.0000% | $14221312.00       | $11651.57          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2065-04-16      | 0.6768%  | 0.0000% | $50000000.00       | $2627823.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-11-20      | 5.4901%  | 0.0000% | $100000000.00      | $28056921.75       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-11-20      | 1.5099%  | 0.0000% | $100000000.00      | $817289.29         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2053-11-20      | 3.4499%  | 0.0000% | $150000000.00      | $2927440.07        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-06-20      | 6.0000%  | 0.0000% | $7495592.00        | $7898070.31        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-07-20      | 2.0599%  | 0.0000% | $71201536.00       | $2573466.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-10-20      | 0.1500%  | 0.0000% | $128999424.00      | $109538.52         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-09-20      | 2.0599%  | 0.0000% | $10000000.00       | $216835.53         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-09-20      | 1.9599%  | 0.0000% | $115921152.00      | $3930127.94        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-09-20      | 0.0500%  | 0.0000% | $53858304.00       | $36047.35          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-11-20      | 1.8599%  | 0.0000% | $50000000.00       | $473766.28         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-12-20      | 2.1599%  | 0.0000% | $100000000.00      | $1150162.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-12-20      | 2.0599%  | 0.0000% | $27777760.00       | $641101.70         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-12-20      | 2.0599%  | 0.0000% | $30000000.00       | $1122347.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-01-20      | 2.2099%  | 0.0000% | $25000000.00       | $769836.12         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-01-20      | 2.2599%  | 0.0000% | $10000000.00       | $229860.59         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-02-20      | 2.0899%  | 0.0000% | $70000000.00       | $2503920.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-10-25      | 0.4633%  | 0.0000% | $27424224.00       | $97759.53          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2058-12-16      | 0.3465%  | 0.0000% | $149110993.00      | $557260.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2059-05-16      | 0.6351%  | 0.0000% | $162972416.00      | $1303945.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2046-01-20      | 2.1207%  | 0.0000% | $17474880.00       | $110199.58         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2058-06-16      | 0.5134%  | 0.0000% | $74964224.00       | $608574.86         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2058-05-16      | 0.7942%  | 0.0000% | $85872384.00       | $686153.40         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2057-12-16      | 0.7838%  | 0.0000% | $104310144.00      | $819514.72         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2058-03-16      | 0.7382%  | 0.0000% | $55340544.00       | $271998.10         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2058-03-16      | 0.7337%  | 0.0000% | $104532320.00      | $672234.59         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2058-05-16      | 0.7294%  | 0.0000% | $116062720.00      | $1557047.38        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2058-06-16      | 0.7405%  | 0.0000% | $170005504.00      | $2454886.92        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2058-05-16      | 0.8547%  | 0.0000% | $123138048.00      | $1186121.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2046-02-20      | 2.1207%  | 0.0000% | $17548832.00       | $133892.23         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2046-06-20      | 5.0000%  | 0.0000% | $349000.00         | $5145.18           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2046-11-20      | 2.3245%  | 0.0000% | $23156720.00       | $710891.74         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2046-08-20      | 2.2745%  | 0.0000% | $74114560.00       | $678884.06         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2046-11-16      | 5.5000%  | 0.0000% | $20049824.00       | $540747.16         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2047-08-20      | 2.4245%  | 0.0000% | $1000000.00        | $25984.43          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2047-10-16      | 6.0000%  | 0.0000% | $16765696.00       | $475777.91         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2058-12-16      | 0.6190%  | 0.0000% | $72822912.00       | $1396897.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2059-12-16      | 0.5533%  | 0.0000% | $85335552.00       | $1178814.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-04-16      | 2.8500%  | 0.0000% | $3000000.00        | $545338.53         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2060-01-16      | 0.4251%  | 0.0000% | $100152704.00      | $1315606.62        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2059-07-16      | 0.5605%  | 0.0000% | $105112704.00      | $1603919.07        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2059-05-16      | 0.6031%  | 0.0000% | $62400000.00       | $589167.78         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2060-01-16      | 0.2450%  | 0.0000% | $195172352.00      | $1400245.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2044-04-20      | 3.3843%  | 0.0000% | $17346912.00       | $115925.90         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2041-05-16      | NA       | 0.0000% | $9932752.00        | $1559129.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2061-03-16      | 0.7250%  | 0.0000% | $100809728.00      | $1353939.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2061-04-16      | 0.7273%  | 0.0000% | $110000000.00      | $1694467.23        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2060-12-16      | 0.7454%  | 0.0000% | $50049280.00       | $616623.68         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2061-06-16      | 0.7326%  | 0.0000% | $133131008.00      | $3736258.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2061-07-16      | 1.0045%  | 0.0000% | $75398528.00       | $1486588.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2062-10-16      | 0.6948%  | 0.0000% | $285230080.00      | $10920582.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-25      | 1.3548%  | 0.0000% | $300000000.00      | $6314755.16        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2055-09-25      | 1.7548%  | 0.0000% | $120000000.00      | $7918659.30        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2046-01-25      | 3.5000%  | 0.0000% | $2530612.00        | $2005994.18        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2055-03-25      | 1.9555%  | 0.0000% | $142856960.00      | $7956503.90        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2055-03-25      | 5.5000%  | 0.0000% | $25529664.00       | $25348953.69       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2044-08-20      | 3.0108%  | 0.0000% | $22894640.00       | $61411.17          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2045-05-20      | 3.5000%  | 0.0000% | $2500000.00        | $2009842.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2045-10-20      | 1.9445%  | 0.0000% | $43805824.00       | $254343.09         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2045-11-20      | 1.9245%  | 0.0000% | $25515744.00       | $436457.72         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2044-12-20      | 2.1207%  | 0.0000% | $16131168.00       | $75898.98          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2045-03-20      | 6.0000%  | 0.0000% | $33925120.00       | $491297.76         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2056-10-16      | 0.6100%  | 0.0000% | $205095424.00      | $684854.10         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2057-07-16      | 0.6667%  | 0.0000% | $128725000.00      | $1309652.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2056-12-16      | 0.4619%  | 0.0000% | $86996608.00       | $141645.96         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2057-07-16      | 0.3159%  | 0.0000% | $104944000.00      | $203700.29         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2045-08-20      | 2.8245%  | 0.0000% | $27887040.00       | $125411.04         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2059-02-16      | 0.5441%  | 0.0000% | $72000000.00       | $738929.72         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2057-08-16      | 0.6636%  | 0.0000% | $114995000.00      | $528832.51         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-04-25      | 0.0500%  | 0.0000% | $283004925.00      | $221453.89         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-04-25      | 2.3548%  | 0.0000% | $50000000.00       | $925161.25         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-01-25      | 0.0500%  | 0.0000% | $189464576.00      | $48446.81          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-04-25      | 6.5000%  | 0.0000% | $19064896.00       | $2367097.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-25      | 2.3048%  | 0.0000% | $70000000.00       | $1633887.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-25      | 2.2548%  | 0.0000% | $60000000.00       | $1254727.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-25      | 0.0500%  | 0.0000% | $24993792.00       | $12335.33          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-25      | 0.0500%  | 0.0000% | $24993792.00       | $12310.88          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-25      | 2.8948%  | 0.0000% | $50000000.00       | $1391515.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-25      | 2.2548%  | 0.0000% | $50000000.00       | $1039752.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-25      | 2.9048%  | 0.0000% | $50000000.00       | $1446947.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-25      | 2.8548%  | 0.0000% | $75000000.00       | $2173564.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-25      | 2.2548%  | 0.0000% | $55000000.00       | $1269282.15        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-07-25      | 1.6548%  | 0.0000% | $27000000.00       | $401259.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-25      | 2.0548%  | 0.0000% | $93750000.00       | $3192629.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-25      | 3.4548%  | 0.0000% | $49689400.00       | $1789998.30        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-07-25      | 3.4548%  | 0.0000% | $51872384.00       | $1826933.77        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-07-25      | 6.5000%  | 0.0000% | $60444992.00       | $4310858.67        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-06-25      | 1.5048%  | 0.0000% | $168074752.00      | $5945657.87        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-07-25      | 2.8548%  | 0.0000% | $58676000.00       | $1933874.75        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-07-25      | 2.2548%  | 0.0000% | $50000000.00       | $1049755.30        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-05-25      | 1.4548%  | 0.0000% | $75854080.00       | $2361498.83        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-08-25      | 1.5048%  | 0.0000% | $40000000.00       | $747695.13         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-08-25      | 2.2048%  | 0.0000% | $186150000.00      | $6784446.40        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-07-25      | 1.5048%  | 0.0000% | $140664576.00      | $4885355.14        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-09-25      | 1.5548%  | 0.0000% | $68734080.00       | $1766066.77        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-07-25      | 1.5048%  | 0.0000% | $2000000.00        | $26687.77          | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-08-25      | 1.6048%  | 0.0000% | $65222272.00       | $1804781.25        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-07-25      | 0.1500%  | 0.0000% | $23000000.00       | $33354.00          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-25      | 2.8548%  | 0.0000% | $35603008.00       | $1830823.74        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2052-04-25      | 6.5000%  | 0.0000% | $19558912.00       | $940839.73         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-11-25      | 1.5548%  | 0.0000% | $82000000.00       | $1766882.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-05-25      | 1.0548%  | 0.0000% | $75000000.00       | $961120.95         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-11-25      | 2.4048%  | 0.0000% | $73699584.00       | $2791998.24        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-11-25      | 1.7548%  | 0.0000% | $110047488.00      | $3490171.63        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-11-25      | 2.2048%  | 0.0000% | $44721344.00       | $2912839.54        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-12-25      | 1.5548%  | 0.0000% | $80955904.00       | $2767537.65        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-12-25      | 0.1000%  | 0.0000% | $55000000.00       | $175808.51         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-25      | 5.0000%  | 0.0000% | $4699088.00        | $4787577.71        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-01-25      | 2.3548%  | 0.0000% | $40000000.00       | $2234158.34        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-02-25      | 2.1548%  | 0.0000% | $104634880.00      | $6597280.22        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-09-25      | 1.5048%  | 0.0000% | $86153728.00       | $1313618.35        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2050-06-25      | 6.0000%  | 0.0000% | $12722048.00       | $743493.70         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-10-25      | 0.6548%  | 0.0000% | $140000000.00      | $1240756.41        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-11-25      | 1.5048%  | 0.0000% | $94243840.00       | $1692662.24        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-10-25      | 0.0500%  | 0.0000% | $158957568.00      | $122412.93         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-10-25      | 0.1000%  | 0.0000% | $20070624.00       | $30764.84          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-06-20      | NA       | 0.0000% | $62312128.00       | $115428.34         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-08-20      | 2.5245%  | 0.0000% | $130398720.00      | $7993494.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-09-20      | 2.3007%  | 0.0000% | $31750528.00       | $774825.63         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-09-20      | NA       | 0.0000% | $26381440.00       | $152766.95         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2064-05-20      | 4.5000%  | 0.0000% | $43166784.00       | $43662819.80       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-01-20      | 2.8099%  | 0.0000% | $84612480.00       | $5277743.65        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-12-20      | 1.6099%  | 0.0000% | $100000000.00      | $3477925.09        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2064-10-20      | 1.8099%  | 0.0000% | $121094656.00      | $1377717.91        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-12-20      | 3.0099%  | 0.0000% | $45988544.00       | $1153930.99        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-12-20      | 2.4599%  | 0.0000% | $20000000.00       | $1065792.26        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2064-12-20      | 1.8099%  | 0.0000% | $65611008.00       | $1105226.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-12-20      | 1.8099%  | 0.0000% | $80000000.00       | $3565538.32        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-01-20      | 2.9599%  | 0.0000% | $200000000.00      | $5717101.69        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2053-11-20      | 1.4599%  | 0.0000% | $51000000.00       | $1848215.35        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-07-20      | 2.3099%  | 0.0000% | $56367120.00       | $1455808.77        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-04-20      | 0.1000%  | 0.0000% | $56991744.00       | $55412.09          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-01-20      | 2.9599%  | 0.0000% | $91762048.00       | $1011822.94        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-03-20      | 6.0000%  | 0.0000% | $5555552.00        | $428063.60         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2062-12-16      | 0.5842%  | 0.0000% | $113438000.00      | $3609619.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2062-02-16      | 0.7883%  | 0.0000% | $44516000.00       | $1225462.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2062-07-16      | 1.0503%  | 0.0000% | $65512064.00       | $2192321.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2060-05-16      | 1.8710%  | 0.0000% | $57656896.00       | $5038679.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2062-10-16      | 0.7450%  | 0.0000% | $297500000.00      | $11741839.30       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2062-09-16      | 0.8047%  | 0.0000% | $312500000.00      | $12532284.89       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2060-05-16      | 0.8353%  | 0.0000% | $11800000.00       | $468094.44         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2063-08-16      | 0.8748%  | 0.0000% | $662500000.00      | $34678064.57       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2063-05-16      | 0.8263%  | 0.0000% | $25000000.00       | $1274538.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2061-03-16      | 0.9924%  | 0.0000% | $18625000.00       | $1094881.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2063-06-16      | 0.8858%  | 0.0000% | $450000000.00      | $22190023.62       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2061-01-16      | 1.0532%  | 0.0000% | $17500000.00       | $1131820.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2063-06-16      | 0.9146%  | 0.0000% | $475000000.00      | $23961247.16       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2062-10-16      | 0.8643%  | 0.0000% | $8200000.00        | $454267.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2062-09-16      | 0.8737%  | 0.0000% | $450000000.00      | $22808608.47       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2039-08-16      | 5.5000%  | 0.0000% | $8003232.00        | $14262.89          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2047-12-20      | 2.1207%  | 0.0000% | $15679616.00       | $248421.69         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2047-12-20      | 2.4245%  | 0.0000% | $23428544.00       | $667706.08         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2048-01-20      | 2.4245%  | 0.0000% | $24520704.00       | $637056.78         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2044-01-20      | 0.3608%  | 0.0000% | $5661290.00        | $6158.45           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2048-05-20      | 0.8745%  | 0.0000% | $60000000.00       | $334191.96         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2048-05-20      | 2.4745%  | 0.0000% | $77205000.00       | $702537.56         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2048-06-20      | 2.4745%  | 0.0000% | $14500000.00       | $264418.94         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2048-08-20      | 2.4207%  | 0.0000% | $34400000.00       | $835443.96         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2048-09-20      | 2.4245%  | 0.0000% | $47757504.00       | $767639.83         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-02-20      | 2.2745%  | 0.0000% | $56361920.00       | $1126579.07        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-01-20      | 2.3245%  | 0.0000% | $45476720.00       | $570724.39         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2063-11-16      | 1.0435%  | 0.0000% | $15000000.00       | $1014850.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2063-06-16      | 0.9663%  | 0.0000% | $300000000.00      | $16925123.08       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2063-10-16      | 0.9493%  | 0.0000% | $252959000.00      | $15291179.30       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2063-06-16      | 0.9830%  | 0.0000% | $267966000.00      | $16491022.97       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2062-10-16      | 0.9884%  | 0.0000% | $9350000.00        | $472281.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2063-02-16      | 0.9877%  | 0.0000% | $15875000.00       | $1052690.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2063-10-16      | 0.9668%  | 0.0000% | $237500000.00      | $14126644.68       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2064-07-16      | 0.5561%  | 0.0000% | $125000000.00      | $5080291.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2062-12-16      | 0.8764%  | 0.0000% | $93704800.00       | $6638841.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2064-07-16      | 0.4327%  | 0.0000% | $175000000.00      | $5871410.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2062-05-16      | 0.9794%  | 0.0000% | $180000000.00      | $11150807.50       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2064-02-16      | 0.1000%  | 0.0000% | $120230528.00      | $539387.88         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2064-03-16      | 0.7559%  | 0.0000% | $215806000.00      | $9706999.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2064-03-16      | 0.7466%  | 0.0000% | $237500000.00      | $10535066.08       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2065-03-16      | 0.9050%  | 0.0000% | $150000000.00      | $10403861.75       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2064-06-16      | 0.7355%  | 0.0000% | $150000000.00      | $8327064.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2064-07-16      | 0.4506%  | 0.0000% | $150000000.00      | $6950250.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2040-04-20      | 4.5000%  | 0.0000% | $2236344.00        | $323635.47         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-06-20      | 0.1000%  | 0.0000% | $26400640.00       | $83954.62          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-06-20      | 3.6099%  | 0.0000% | $81793536.00       | $4220162.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-06-20      | 3.6599%  | 0.0000% | $39628160.00       | $2839546.21        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2068-01-16      | 0.8912%  | 0.0000% | $150000000.00      | $12467618.64       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2068-12-16      | 0.8111%  | 0.0000% | $150000000.00      | $12059159.37       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-07-20      | 2.2099%  | 0.0000% | $50000000.00       | $2370415.06        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-07-20      | 0.1000%  | 0.0000% | $50000000.00       | $128179.25         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-08-20      | 3.0099%  | 0.0000% | $45220096.00       | $1350549.52        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2064-08-20      | 1.5099%  | 0.0000% | $75000000.00       | $749006.79         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-11-20      | 0.1000%  | 0.0000% | $223702528.00      | $358239.74         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-09-20      | 1.1599%  | 0.0000% | $200000000.00      | $4566223.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-02-25      | 0.2830%  | 0.0000% | $63927424.00       | $83686.93          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-11-20      | NA       | 0.0000% | $26956864.00       | $173054.81         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-12-20      | NA       | 0.0000% | $22500000.00       | $233767.99         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-11-20      | NA       | 0.0000% | $27994272.00       | $34829.01          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-12-20      | NA       | 0.0000% | $37291200.00       | $308032.26         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-06-25      | 1.3548%  | 0.0000% | $150000000.00      | $4935217.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-25      | 5.0000%  | 0.0000% | $14352592.00       | $14236644.52       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-07-25      | 1.4548%  | 0.0000% | $150202112.00      | $7040476.87        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-07-25      | 2.2548%  | 0.0000% | $161878528.00      | $7818860.60        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2030-07-25      | 4.2900%  | 0.0000% | $1040000.00        | $1041767.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-25      | 5.0000%  | 0.0000% | $10722768.00       | $10631848.23       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-08-25      | 2.1548%  | 0.0000% | $68503936.00       | $4775047.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-25      | 0.6548%  | 0.0000% | $285000000.00      | $3166072.78        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-08-25      | 2.3048%  | 0.0000% | $53720576.00       | $3864225.88        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-09-25      | 2.2048%  | 0.0000% | $50000000.00       | $2515904.49        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-09-25      | 1.5548%  | 0.0000% | $131918848.00      | $4154508.35        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2053-04-25      | 6.0000%  | 0.0000% | $24633216.00       | $3903263.71        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-09-25      | 0.6548%  | 0.0000% | $187500000.00      | $2203046.54        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-09-25      | 1.5548%  | 0.0000% | $50000000.00       | $1179179.11        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-09-25      | 1.6048%  | 0.0000% | $65177344.00       | $1629349.65        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-10-25      | 1.6048%  | 0.0000% | $227224064.00      | $14030078.40       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-09-25      | 3.4548%  | 0.0000% | $46595456.00       | $3882391.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-25      | 1.7048%  | 0.0000% | $292332160.00      | $18220157.37       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-03-25      | 1.1548%  | 0.0000% | $28636512.00       | $698224.42         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-02-20      | 5.0000%  | 0.0000% | $998564.00         | $995414.12         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-02-20      | 5.2701%  | 0.0000% | $20000000.00       | $11786018.63       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-02-20      | 1.5599%  | 0.0000% | $200000000.00      | $7048472.88        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-04-20      | 0.9599%  | 0.0000% | $100000000.00      | $927576.99         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-03-20      | 2.9599%  | 0.0000% | $36000000.00       | $2314847.19        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-03-20      | 0.8599%  | 0.0000% | $200000000.00      | $1553509.08        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2065-02-20      | 0.1500%  | 0.0000% | $104712064.00      | $404870.04         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-02-20      | 3.5599%  | 0.0000% | $50000000.00       | $1528746.58        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-03-20      | 2.3099%  | 0.0000% | $67507456.00       | $3303938.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-04-20      | 3.4599%  | 0.0000% | $85000000.00       | $7562483.70        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-03-20      | 0.7099%  | 0.0000% | $156250000.00      | $1139383.49        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-04-20      | 2.8099%  | 0.0000% | $50000000.00       | $3331341.07        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-04-20      | 1.5099%  | 0.0000% | $125000000.00      | $3831324.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-05-20      | 5.0000%  | 0.0000% | $43999999.00       | $44895558.94       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-05-20      | 1.4599%  | 0.0000% | $135000000.00      | $3203415.26        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-05-20      | 3.4099%  | 0.0000% | $175000000.00      | $14569005.73       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-04-20      | 0.6599%  | 0.0000% | $325000000.00      | $2448427.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-05-20      | 5.0000%  | 0.0000% | $74454144.00       | $75404657.51       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-05-20      | 1.5099%  | 0.0000% | $157692160.00      | $3590174.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-11-15      | 2.6957%  | 0.0000% | $76636672.00       | $780907.58         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-06-15      | 0.4230%  | 0.0000% | $12660592.00       | $1933702.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-12-15      | 4.0000%  | 0.0000% | $24277536.00       | $5958859.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-09-15      | 0.4181%  | 0.0000% | $1934900.00        | $211668.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-08-15      | 3.5000%  | 0.0000% | $2692068.00        | $344669.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-12-15      | 3.5000%  | 0.0000% | $4681592.00        | $171730.55         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-02-15      | 0.9380%  | 0.0000% | $3900000.00        | $1009968.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-04-15      | 3.5000%  | 0.0000% | $11058576.00       | $42400.59          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-05-15      | 3.5000%  | 0.0000% | $1600000.00        | $2325597.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-08-15      | 2.3957%  | 0.0000% | $124474624.00      | $569618.85         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-01-15      | 3.0000%  | 0.0000% | $6236488.00        | $6098538.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-12-20      | NA       | 0.0000% | $25000000.00       | $216217.06         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-05-20      | 3.0000%  | 0.0000% | $5947500.00        | $130531.22         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-10-25      | 1.7048%  | 0.0000% | $73228160.00       | $3830987.62        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-11-25      | 1.1548%  | 0.0000% | $180000000.00      | $7515118.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-25      | 2.4048%  | 0.0000% | $38724480.00       | $2042008.63        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-09-25      | 3.6548%  | 0.0000% | $26114944.00       | $2052289.63        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2056-01-25      | 2.0048%  | 0.0000% | $88418304.00       | $6691285.78        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2056-03-25      | 6.0000%  | 0.0000% | $12502944.00       | $2206802.94        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-08-25      | 1.9548%  | 0.0000% | $216584960.00      | $14581714.55       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-12-25      | 2.0548%  | 0.0000% | $73630976.00       | $3466596.98        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-07-25      | 4.7500%  | 0.0000% | $122557.00         | $85994.56          | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2056-02-25      | 1.3548%  | 0.0000% | $200614144.00      | $8532428.51        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2056-02-25      | 1.1548%  | 0.0000% | $200000000.00      | $4805518.51        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-07-25      | 2.6339%  | 0.0000% | $119463552.00      | $7648072.02        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-02-25      | 2.6048%  | 0.0000% | $100000000.00      | $6121095.03        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-12-25      | 1.4048%  | 0.0000% | $56000000.00       | $1938382.32        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-10-25      | 2.6548%  | 0.0000% | $100405920.00      | $7848458.76        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2056-02-25      | 4.5000%  | 0.0000% | $18760544.00       | $16069382.80       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-04-25      | 1.8548%  | 0.0000% | $50000000.00       | $1600234.46        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-09-25      | 2.6278%  | 0.0000% | $75000000.00       | $5551872.60        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-05-25      | 1.7404%  | 0.0000% | $253077504.00      | $9433647.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-08-25      | 4.0000%  | 0.0000% | $18413000.00       | $4881955.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-11-25      | 2.7904%  | 0.0000% | $28673024.00       | $203315.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-02-25      | 2.1904%  | 0.0000% | $54729152.00       | $340704.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-25      | 2.7904%  | 0.0000% | $32571392.00       | $233306.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-25      | 2.7404%  | 0.0000% | $60000000.00       | $947371.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-01-25      | 4.5000%  | 0.0000% | $1869332.00        | $224410.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-25      | NA       | 0.0000% | $59862656.00       | $3462310.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-25      | 2.3404%  | 0.0000% | $21600000.00       | $218931.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-10-25      | 2.8404%  | 0.0000% | $16443136.00       | $230297.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-03-25      | 3.0000%  | 0.0000% | $5696640.00        | $7613976.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-01-25      | 4.0000%  | 0.0000% | $21488000.00       | $68574.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-06-25      | 3.0000%  | 0.0000% | $35666624.00       | $269800.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-25      | NA       | 0.0000% | $16000000.00       | $2519744.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-12-25      | NA       | 0.0000% | $2675000.00        | $272993.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-25      | 6.0000%  | 0.0000% | $51114496.00       | $1767070.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-25      | 3.5000%  | 0.0000% | $11267984.00       | $15306027.86       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-25      | 1.8404%  | 0.0000% | $21854240.00       | $146264.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-06-25      | 6.5000%  | 0.0000% | $19649728.00       | $145832.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-03-25      | 2.1404%  | 0.0000% | $41307072.00       | $477962.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-10-25      | 3.0000%  | 0.0000% | $2337000.00        | $1183207.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-11-25      | 4.0000%  | 0.0000% | $10270000.00       | $266103.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-25      | 2.3404%  | 0.0000% | $33000000.00       | $284113.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-04-25      | 2.2904%  | 0.0000% | $17752256.00       | $425192.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-25      | 2.2904%  | 0.0000% | $18620928.00       | $415360.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-25      | 2.2904%  | 0.0000% | $78461952.00       | $2211184.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-07-25      | 4.0000%  | 0.0000% | $33843456.00       | $864274.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-07-25      | 2.2904%  | 0.0000% | $14787744.00       | $479298.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-25      | 2.3404%  | 0.0000% | $54965920.00       | $1392836.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-10-25      | 2.5404%  | 0.0000% | $133024000.00      | $4033568.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-25      | 3.5000%  | 0.0000% | $7393224.00        | $90237.29          | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                        | 2029-10-25      | 0.2673%  | 0.0000% | $699016192.00      | $3901424.19        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-01-20      | 3.0000%  | 0.0000% | $58030500.00       | $4161845.69        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-01-20      | 2.0000%  | 0.0000% | $2295000.00        | $127843.57         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-02-20      | NA       | 0.0000% | $58333312.00       | $159851.48         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-03-20      | NA       | 0.0000% | $8519824.00        | $11106.78          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-03-20      | NA       | 0.0000% | $10998848.00       | $20191.80          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-03-20      | NA       | 0.0000% | $11000000.00       | $16406.20          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-06-20      | 3.0000%  | 0.0000% | $30000000.00       | $3388992.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-06-20      | 0.1599%  | 0.0000% | $12000000.00       | $198681.78         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-06-20      | 0.0500%  | 0.0000% | $102236160.00      | $51192.32          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-07-20      | 2.5245%  | 0.0000% | $17500000.00       | $1450887.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-09-20      | 2.5245%  | 0.0000% | $4365000.00        | $337768.42         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-09-20      | 0.1099%  | 0.0000% | $100000000.00      | $724655.62         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-09-20      | 3.0000%  | 0.0000% | $70666624.00       | $6338951.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-09-20      | NA       | 0.0000% | $211705856.00      | $191682.81         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-09-20      | 2.3599%  | 0.0000% | $79452800.00       | $4944905.18        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-10-20      | 1.0599%  | 0.0000% | $166000000.00      | $4296010.29        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-10-20      | 1.7599%  | 0.0000% | $50000000.00       | $1715826.05        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-12-20      | 5.5000%  | 0.0000% | $7592860.00        | $1286179.08        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-09-20      | 30.6782% | 0.0000% | $11000000.00       | $14296495.45       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-10-20      | NA       | 0.0000% | $249999360.00      | $169127.47         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-10-20      | NA       | 0.0000% | $103997440.00      | $76034.39          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-10-20      | 0.1099%  | 0.0000% | $38997824.00       | $381367.39         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-11-20      | 0.0500%  | 0.0000% | $74747904.00       | $54365.85          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-11-20      | 3.0000%  | 0.0000% | $5250000.00        | $3072635.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-12-20      | 3.5000%  | 0.0000% | $32966720.00       | $9212453.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-12-20      | 3.0000%  | 0.0000% | $26024864.00       | $3310158.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-12-20      | NA       | 0.0000% | $73110400.00       | $82986.79          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2062-04-16      | 0.8172%  | 0.0000% | $375000000.00      | $17344760.02       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-01-20      | NA       | 0.0000% | $143237120.00      | $46319.36          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-02-20      | 2.3245%  | 0.0000% | $54609408.00       | $3539975.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-11-20      | 0.0500%  | 0.0000% | $117633024.00      | $110365.76         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-11-20      | 2.6599%  | 0.0000% | $6617256.00        | $529450.08         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-12-20      | 5.0000%  | 0.0000% | $15308720.00       | $17823541.01       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-03-20      | NA       | 0.0000% | $29999104.00       | $7040.55           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-02-20      | NA       | 0.0000% | $84082688.00       | $5667.57           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-02-20      | NA       | 0.0000% | $49987584.00       | $10612.08          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-03-20      | 3.0000%  | 0.0000% | $1158000.00        | $789570.16         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-06-20      | 0.5599%  | 0.0000% | $70797696.00       | $969462.55         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-04-20      | 0.1000%  | 0.0000% | $123290368.00      | $147728.08         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-04-20      | 0.1599%  | 0.0000% | $16525696.00       | $167302.97         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-07-20      | NA       | 0.0000% | $49987584.00       | $13471.17          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-03-20      | 3.5000%  | 0.0000% | $40000000.00       | $37980971.56       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-06-20      | NA       | 0.0000% | $30000000.00       | $150177.28         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-12-20      | 4.5000%  | 0.0000% | $11837232.00       | $10744352.69       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2053-12-20      | 2.5099%  | 0.0000% | $102214400.00      | $4015179.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-04-20      | 2.5099%  | 0.0000% | $252487680.00      | $9757223.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2065-07-16      | 0.3310%  | 0.0000% | $150000000.00      | $6054496.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2064-08-16      | 0.6267%  | 0.0000% | $144291584.00      | $8441474.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2065-06-16      | 0.7631%  | 0.0000% | $100000000.00      | $5988355.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2065-07-16      | 0.6590%  | 0.0000% | $81695104.00       | $5134381.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2066-12-16      | 1.0541%  | 0.0000% | $50000000.00       | $3646739.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2066-12-16      | 0.9235%  | 0.0000% | $150000000.00      | $11522379.92       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2067-04-16      | 0.5038%  | 0.0000% | $150000000.00      | $9270193.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-25      | 4.5000%  | 0.0000% | $4637584.00        | $4620955.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-25      | 1.8548%  | 0.0000% | $48859712.00       | $1180402.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-25      | 5.0000%  | 0.0000% | $10318736.00       | $11714193.28       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-25      | 5.5000%  | 0.0000% | $3912236.00        | $4616841.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-25      | 6.0000%  | 0.0000% | $4415368.00        | $5576723.98        | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                        | 2028-07-25      | 0.1209%  | 0.0000% | $724996096.00      | $616226.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-25      | 2.8548%  | 0.0000% | $26315840.00       | $960153.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-25      | 6.5000%  | 0.0000% | $11649856.00       | $14245163.54       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-25      | 5.5000%  | 0.0000% | $26734208.00       | $30267537.54       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-25      | 5.5000%  | 0.0000% | $19067200.00       | $21635766.11       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-25      | 2.1048%  | 0.0000% | $50000000.00       | $1210664.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-25      | 3.4548%  | 0.0000% | $87986880.00       | $2934687.92        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2054-01-25      | 0.1000%  | 0.0000% | $56774656.00       | $36139.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-25      | 0.0500%  | 0.0000% | $64995328.00       | $20686.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-25      | 1.4548%  | 0.0000% | $100000000.00      | $3342482.34        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2052-03-25      | 3.0000%  | 0.0000% | $17864608.00       | $13633257.45       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2053-07-25      | 1.4048%  | 0.0000% | $47816704.00       | $234664.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-25      | 1.6048%  | 0.0000% | $31150000.00       | $579571.66         | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2054-06-25      | 2.2048%  | 0.0000% | $94911488.00       | $4967734.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-25      | 5.5000%  | 0.0000% | $4656000.00        | $5047486.27        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2055-01-25      | 5.5000%  | 0.0000% | $51633600.00       | $55753404.96       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-25      | 5.0000%  | 0.0000% | $16066208.00       | $15874468.63       | Agency Mortgage-Backed Securities |
| FANNIE MAE MULTIFAMILY REMIC          | 2030-04-25      | 0.1916%  | 0.0000% | $440751000.00      | $1512069.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-25      | 5.0000%  | 0.0000% | $18836768.00       | $18926834.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-25      | 5.0000%  | 0.0000% | $12747080.00       | $12756202.62       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-25      | 5.0000%  | 0.0000% | $14785792.00       | $14967195.94       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-25      | 5.5000%  | 0.0000% | $12000000.00       | $6254736.59        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2055-03-25      | 2.2548%  | 0.0000% | $78196000.00       | $5329077.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-25      | 5.0000%  | 0.0000% | $6504752.00        | $6530121.71        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2055-02-25      | 0.7048%  | 0.0000% | $100000000.00      | $1066448.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-25      | 5.0000%  | 0.0000% | $3643980.00        | $3649505.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-25      | 5.0000%  | 0.0000% | $3785872.00        | $3827086.51        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2055-08-25      | 2.2048%  | 0.0000% | $68632064.00       | $4608245.02        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2055-06-25      | 3.3548%  | 0.0000% | $150000000.00      | $16121270.16       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2055-05-25      | 1.4548%  | 0.0000% | $155315968.00      | $6950745.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-25      | 5.0000%  | 0.0000% | $6715040.00        | $6695390.75        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2054-10-25      | 1.5548%  | 0.0000% | $64787712.00       | $1960963.08        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2049-12-25      | 3.5000%  | 0.0000% | $6298080.00        | $5140556.47        | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                        | 2027-02-25      | NA       | 0.0000% | $67192192.00       | $42048762.23       | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                        | 2031-11-25      | 1.8428%  | 0.0000% | $31641440.00       | $28245531.81       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-25      | 1.6548%  | 0.0000% | $293681664.00      | $17513195.95       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2055-09-25      | 5.0000%  | 0.0000% | $3177490.00        | $1574525.95        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2055-09-25      | 1.6548%  | 0.0000% | $47048896.00       | $2584062.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-25      | 1.6548%  | 0.0000% | $276034560.00      | $15329262.26       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-09-20      | NA       | 0.0000% | $50000000.00       | $308347.99         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-09-20      | 2.5000%  | 0.0000% | $41239936.00       | $4443386.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-10-20      | 3.0000%  | 0.0000% | $45857360.00       | $3801389.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-10-20      | NA       | 0.0000% | $16267456.00       | $73225.14          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-10-20      | NA       | 0.0000% | $55205500.00       | $116688.71         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-10-20      | NA       | 0.0000% | $48646720.00       | $121138.07         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-10-20      | NA       | 0.0000% | $78537856.00       | $192613.43         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-10-20      | NA       | 0.0000% | $26781600.00       | $232331.68         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2046-03-20      | 3.5000%  | 0.0000% | $16368380.00       | $25057.39          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-02-25      | 0.8500%  | 0.0000% | $11324432.00       | $29345.83          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-02-25      | 0.2936%  | 0.0000% | $9983856.00        | $26584.91          | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2032-12-27      | 4.2122%  | 0.0000% | $5000000.00        | $3682375.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-25      | 2.3404%  | 0.0000% | $54672000.00       | $1491842.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-02-25      | 3.0000%  | 0.0000% | $2381000.00        | $816674.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2060-03-25      | 4.0000%  | 0.0000% | $15293872.00       | $978943.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-25      | NA       | 0.0000% | $4538904.00        | $1151166.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-25      | 4.0000%  | 0.0000% | $72732416.00       | $4546749.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-25      | NA       | 0.0000% | $37982208.00       | $36128.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-25      | 2.5000%  | 0.0000% | $144902000.00      | $17285538.73       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-25      | 2.5000%  | 0.0000% | $74461200.00       | $3067954.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-25      | 2.5000%  | 0.0000% | $2000000.00        | $1320341.82        | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                        | 2030-05-25      | 0.5222%  | 0.0000% | $67000000.00       | $158721.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-25      | 3.0000%  | 0.0000% | $2000000.00        | $1567062.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-25      | 3.5000%  | 0.0000% | $2000000.00        | $1807403.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-25      | NA       | 0.0000% | $30613408.00       | $205313.92         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-12-20      | 4.5000%  | 0.0000% | $9415520.00        | $8450586.35        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2065-12-20      | 1.8599%  | 0.0000% | $298885120.00      | $10746655.20       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2056-01-20      | 5.5000%  | 0.0000% | $59579200.00       | $58850680.29       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2056-01-20      | 0.6099%  | 0.0000% | $100000000.00      | $2086235.31        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2056-01-20      | 5.5000%  | 0.0000% | $30632256.00       | $29688726.79       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2056-01-20      | 4.0000%  | 0.0000% | $12896512.00       | $10730235.83       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-12-20      | 4.5000%  | 0.0000% | $19900576.00       | $17473406.34       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2056-01-20      | 5.5000%  | 0.0000% | $21177920.00       | $19370923.13       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2056-02-20      | 2.0599%  | 0.0000% | $100000000.00      | $4804864.76        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2056-02-20      | 5.5000%  | 0.0000% | $129686272.00      | $82080003.66       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2056-02-20      | 0.7099%  | 0.0000% | $204500000.00      | $2670549.53        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2056-01-20      | 0.8599%  | 0.0000% | $100000000.00      | $1821106.97        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2056-02-20      | 0.7099%  | 0.0000% | $50000000.00       | $920639.18         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2056-02-20      | 2.0599%  | 0.0000% | $100000000.00      | $4992256.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2056-03-20      | 4.5901%  | 0.0000% | $25000000.00       | $24854747.39       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-06-20      | 1.3099%  | 0.0000% | $162348288.00      | $4327851.29        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-05-20      | 0.6599%  | 0.0000% | $200000000.00      | $2421309.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-08-20      | 0.3599%  | 0.0000% | $449176576.00      | $3626830.21        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-06-20      | 0.6599%  | 0.0000% | $100000000.00      | $1190226.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-09-20      | 0.3599%  | 0.0000% | $895659000.00      | $7095031.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2056-03-20      | 4.7901%  | 0.0000% | $8656200.00        | $8580994.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-06-20      | NA       | 0.0000% | $84983808.00       | $21687.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-25      | 2.3404%  | 0.0000% | $67082240.00       | $255891.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-02-25      | 2.3404%  | 0.0000% | $35357248.00       | $350096.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-25      | 2.3404%  | 0.0000% | $147449856.00      | $2369471.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-01-25      | 2.2404%  | 0.0000% | $39259968.00       | $822509.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-25      | 3.5000%  | 0.0000% | $4753512.00        | $4827985.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-07-25      | 4.0000%  | 0.0000% | $9366750.00        | $27694.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-25      | 3.5000%  | 0.0000% | $1425000.00        | $1146278.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-25      | 0.1904%  | 0.0000% | $100000000.00      | $401456.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-25      | 2.4304%  | 0.0000% | $46035904.00       | $757121.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-25      | 0.4909%  | 0.0000% | $16684896.00       | $48695.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-25      | 2.4404%  | 0.0000% | $47510144.00       | $1049541.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-25      | 2.4404%  | 0.0000% | $93654400.00       | $1391244.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-25      | 2.4404%  | 0.0000% | $185428480.00      | $2637110.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-03-25      | 0.3060%  | 0.0000% | $13473856.00       | $16022.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-01-25      | 0.3123%  | 0.0000% | $12314272.00       | $12461.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-25      | 2.4404%  | 0.0000% | $102568448.00      | $1474736.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-25      | 0.3501%  | 0.0000% | $35132544.00       | $42552.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-25      | 3.5000%  | 0.0000% | $24798000.00       | $8433820.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-25      | 2.2904%  | 0.0000% | $17306336.00       | $138931.05         | Agency Mortgage-Backed Securities |

### Security 210: Bank of Montreal Tri Party Repo

- **C.1 - Title:** Bank of Montreal Tri Party Repo 3.650000%
- **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: 934EEG001, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 934EEG001_3.65_0501
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GINNIE MAE II POOL | 2050-09-20      | 3.5000%  | 0.0000% | $3809652.00        | $1042710.47        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2054-02-20      | 6.5000%  | 0.0000% | $2603539.00        | $1019322.53        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2055-12-20      | 5.5000%  | 0.0000% | $178851.00         | $183594.66         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2056-03-20      | 5.5000%  | 0.0000% | $1000465.00        | $1013397.76        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2056-01-20      | 5.5000%  | 0.0000% | $1008639.00        | $1044768.21        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2056-03-20      | 5.5000%  | 0.0000% | $1071076.00        | $1089812.33        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2056-02-20      | 7.0000%  | 0.0000% | $1009897.00        | $1057443.65        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2056-03-20      | 5.5000%  | 0.0000% | $1035085.00        | $1052727.42        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2056-03-20      | 5.5000%  | 0.0000% | $1092023.00        | $1117756.95        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2056-03-20      | 5.5000%  | 0.0000% | $1124372.00        | $1151454.98        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2056-04-20      | 5.5000%  | 0.0000% | $1053151.00        | $1070876.12        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2056-04-20      | 5.0000%  | 0.0000% | $1132650.00        | $1120009.37        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2056-03-20      | 5.5000%  | 0.0000% | $1115314.00        | $1149430.33        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2056-02-20      | 5.5000%  | 0.0000% | $1137123.00        | $1178542.41        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2056-03-20      | 5.5000%  | 0.0000% | $1065991.00        | $1084162.46        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2056-04-20      | 6.5000%  | 0.0000% | $1092490.00        | $1145837.50        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2056-04-20      | 5.5000%  | 0.0000% | $1017600.00        | $1037215.82        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2056-02-20      | 4.5000%  | 0.0000% | $1165938.00        | $1114821.68        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2055-10-20      | 7.5000%  | 0.0000% | $1000559.00        | $1034025.25        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2056-03-20      | 3.5000%  | 0.0000% | $1150647.00        | $1041206.16        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2056-03-20      | 8.0000%  | 0.0000% | $1076747.00        | $1123456.76        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2056-02-20      | 5.5000%  | 0.0000% | $1001160.00        | $1037964.12        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2056-02-20      | 5.5000%  | 0.0000% | $1045706.00        | $1084080.84        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2056-04-20      | 5.5000%  | 0.0000% | $1094342.00        | $1136852.32        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2056-04-20      | 5.5000%  | 0.0000% | $1060315.00        | $1084644.52        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2056-04-20      | 5.5000%  | 0.0000% | $1134090.00        | $1155951.35        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2049-10-20      | 3.5000%  | 0.0000% | $1719843.00        | $1024131.02        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2049-12-20      | 3.5000%  | 0.0000% | $2049265.00        | $1082260.75        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2052-04-20      | 3.5000%  | 0.0000% | $1524136.00        | $1088439.21        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2055-05-20      | 7.0000%  | 0.0000% | $1063280.00        | $1121755.05        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2055-04-20      | 7.0000%  | 0.0000% | $1043245.00        | $1091369.41        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2055-09-20      | 6.0000%  | 0.0000% | $1070184.00        | $1088105.17        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2055-07-20      | 7.5000%  | 0.0000% | $1087930.00        | $1147697.36        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2055-08-20      | 5.5000%  | 0.0000% | $1134721.00        | $1159667.75        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2055-08-20      | 5.5000%  | 0.0000% | $999125.00         | $1018311.24        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2051-08-20      | 7.0000%  | 0.0000% | $1658414.00        | $1114963.71        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2055-08-20      | 7.0000%  | 0.0000% | $512475.00         | $532442.19         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2055-09-20      | 7.0000%  | 0.0000% | $1190071.00        | $1041496.68        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2055-10-20      | 6.0000%  | 0.0000% | $1052329.00        | $1094711.06        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2055-10-20      | 7.0000%  | 0.0000% | $1003041.00        | $1063113.50        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2055-10-20      | 5.5000%  | 0.0000% | $1062603.00        | $1082615.30        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2055-10-20      | 6.0000%  | 0.0000% | $1056136.00        | $1096599.77        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2055-10-20      | 6.0000%  | 0.0000% | $1079510.00        | $1111960.14        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2055-11-20      | 5.5000%  | 0.0000% | $1099895.00        | $1126366.96        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2055-12-20      | 5.5000%  | 0.0000% | $1113173.00        | $1139005.99        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2056-03-20      | 6.5000%  | 0.0000% | $1016000.00        | $1064732.51        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2056-04-20      | 6.5000%  | 0.0000% | $1128904.00        | $1196833.67        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2056-04-20      | 6.0000%  | 0.0000% | $1100396.00        | $1141356.41        | Agency Mortgage-Backed Securities |

### Security 211: Canadian Imperial Bank of Commerce Tri Party Repo

- **C.1 - Title:** Canadian Imperial Bank of Commerce Tri Party Repo 3.650000%
- **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: 934MKX009, C.3 - LEI: 549300TDJKVQJ41VN031, C.5 - Other ID: 934MKX009_3.65_0501
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B    | 2026-11-30      | 1.6250%  | 0.0000% | $16119900.00       | $16034465.68       | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2030-08-15      | 0.6250%  | 0.0000% | $200.00            | $173.82            | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2028-03-31      | 1.2500%  | 0.0000% | $900.00            | $857.26            | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2028-08-31      | 1.1250%  | 0.0000% | $8250700.00        | $7757331.32        | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2028-10-31      | 1.3750%  | 0.0000% | $300.00            | $282.00            | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2028-07-31      | 4.1250%  | 0.0000% | $100.00            | $101.49            | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2030-08-31      | 4.1250%  | 0.0000% | $1200.00           | $1213.42           | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2028-10-31      | 4.8750%  | 0.0000% | $1800.00           | $1840.74           | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2033-11-15      | 4.5000%  | 0.0000% | $300.00            | $311.02            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B    | 2034-01-15      | 1.7500%  | 0.0000% | $213700.00         | $228781.30         | U.S. Treasuries (including strips) |
| FANNIE MAE POOL    | 2046-11-01      | 3.0000%  | 0.0000% | $13715000.00       | $2859955.18        | Agency Mortgage-Backed Securities  |
| US TREASURY N/B    | 2032-05-15      | 2.8750%  | 0.0000% | $100.00            | $94.56             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B    | 2032-07-15      | 0.6250%  | 0.0000% | $194100.00         | $207824.23         | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2032-08-15      | 2.7500%  | 0.0000% | $600.00            | $556.65            | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2033-04-30      | 4.1250%  | 0.0000% | $455000.00         | $452608.98         | U.S. Treasuries (including strips) |
| STRIPS             | 2029-11-15      | NA       | 0.0000% | $16.19             | $14.06             | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2027-10-15      | 3.8750%  | 0.0000% | $100.00            | $100.16            | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2026-06-30      | 4.6250%  | 0.0000% | $100.00            | $101.69            | U.S. Treasuries (including strips) |
| TREASURY BILL      | 2026-08-06      | NA       | 0.0000% | $262000.00         | $259469.34         | U.S. Treasuries (including strips) |
| GINNIE MAE II POOL | 2041-06-20      | 4.5000%  | 0.0000% | $1075.00           | $40.85             | Agency Mortgage-Backed Securities  |
| US TREASURY N/B    | 2027-12-15      | 4.0000%  | 0.0000% | $900.00            | $915.07            | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2031-12-31      | 4.5000%  | 0.0000% | $3757700.00        | $3887837.14        | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2032-01-31      | 4.3750%  | 0.0000% | $300.00            | $307.18            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B    | 2035-01-15      | 2.1250%  | 0.0000% | $300.00            | $319.77            | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2035-02-15      | 4.6250%  | 0.0000% | $95544300.00       | $98457963.55       | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2032-02-29      | 4.1250%  | 0.0000% | $300.00            | $302.11            | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2028-03-15      | 3.8750%  | 0.0000% | $100.00            | $100.45            | U.S. Treasuries (including strips) |
| FREDDIE MAC POOL   | 2053-12-01      | 6.5000%  | 0.0000% | $2311000.00        | $1495839.50        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2050-11-01      | 1.5000%  | 0.0000% | $3693000.00        | $1940729.83        | Agency Mortgage-Backed Securities  |
| US TREASURY N/B    | 2031-08-31      | 3.7500%  | 0.0000% | $100.00            | $99.08             | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2027-09-15      | 3.3750%  | 0.0000% | $200.00            | $199.56            | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2031-09-30      | 3.6250%  | 0.0000% | $400.00            | $392.48            | U.S. Treasuries (including strips) |
| FANNIE MAE POOL    | 2051-05-01      | 2.0000%  | 0.0000% | $14676000.00       | $8370884.58        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2053-12-01      | 7.0000%  | 0.0000% | $29413000.00       | $18511288.43       | Agency Mortgage-Backed Securities  |
| US TREASURY N/B    | 2028-12-31      | 1.3750%  | 0.0000% | $158700.00         | $149327.97         | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2029-01-31      | 1.7500%  | 0.0000% | $500.00            | $474.04            | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2047-02-15      | 3.0000%  | 0.0000% | $1124200.00        | $837403.76         | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2048-02-15      | 3.0000%  | 0.0000% | $24041900.00       | $17706464.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2048-08-15      | 3.0000%  | 0.0000% | $100.00            | $73.25             | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2049-05-15      | 2.8750%  | 0.0000% | $6058800.00        | $4345042.38        | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2051-02-15      | 1.8750%  | 0.0000% | $37622000.00       | $20810867.87       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B    | 2051-02-15      | 0.1250%  | 0.0000% | $200.00            | $133.36            | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2051-08-15      | 2.0000%  | 0.0000% | $56847100.00       | $32240457.45       | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2051-11-15      | 1.8750%  | 0.0000% | $100.00            | $55.17             | U.S. Treasuries (including strips) |
| FANNIE MAE POOL    | 2052-11-01      | 5.5000%  | 0.0000% | $1263.00           | $865.69            | Agency Mortgage-Backed Securities  |
| US TREASURY N/B    | 2052-11-15      | 4.0000%  | 0.0000% | $533200.00         | $463080.22         | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2053-02-15      | 3.6250%  | 0.0000% | $11290100.00       | $9043496.79        | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $89.46             | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2032-07-31      | 4.0000%  | 0.0000% | $500.00            | $500.61            | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2035-08-15      | 4.2500%  | 0.0000% | $47016600.00       | $47011279.85       | U.S. Treasuries (including strips) |
| FREDDIE MAC POOL   | 2055-11-01      | 6.0000%  | 0.0000% | $29000760.00       | $29419567.76       | Agency Mortgage-Backed Securities  |
| US TREASURY N/B    | 2054-11-15      | 4.5000%  | 0.0000% | $75881800.00       | $71672284.40       | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2046-02-15      | 4.6250%  | 0.0000% | $300.00            | $289.57            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B    | 2036-01-15      | 1.8750%  | 0.0000% | $1100.00           | $1106.51           | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2031-01-31      | 3.7500%  | 0.0000% | $1659400.00        | $1655322.21        | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2033-01-31      | 4.0000%  | 0.0000% | $100.00            | $99.84             | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2036-02-15      | 4.1250%  | 0.0000% | $654200.00         | $645815.33         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B    | 2027-10-15      | 1.6250%  | 0.0000% | $100.00            | $112.15            | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2028-02-29      | 4.0000%  | 0.0000% | $63809900.00       | $64349950.93       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B    | 2028-04-15      | 1.2500%  | 0.0000% | $333700.00         | $365823.37         | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2030-04-30      | 3.5000%  | 0.0000% | $2400.00           | $2357.28           | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2033-05-15      | 3.3750%  | 0.0000% | $18599900.00       | $17938329.82       | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2030-05-31      | 3.7500%  | 0.0000% | $30668700.00       | $30866062.86       | U.S. Treasuries (including strips) |

### Security 212: Fixed Income Clearing Corp. Tri Party Repo - BNYM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BNYM 3.650000%
- **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: 934QAM005, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 934QAM005_3.65_0501
- **C.18 - Value (incl. sponsor support):** $2850000000.00
- **C.18.a - Value (excl. sponsor support):** $2850000000.00
- **C.19 - Percentage of Net Assets:** 1.4200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - BNYM

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FREDDIE MAC POOL   | 2056-05-01      | 5.0000%  | 0.0000% | $17402670.00       | $17308465.48       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2052-07-01      | 4.5000%  | 0.0000% | $24641830.00       | $19811093.97       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2052-06-01      | 3.0000%  | 0.0000% | $15978528.00       | $14041594.12       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2056-05-01      | 5.0000%  | 0.0000% | $3924216.00        | $3889505.44        | Agency Mortgage-Backed Securities  |
| US TREASURY N/B    | 2026-06-30      | 0.8750%  | 0.0000% | $20341000.00       | $20302363.34       | U.S. Treasuries (including strips) |
| FREDDIE MAC POOL   | 2056-01-01      | 6.0000%  | 0.0000% | $1001.00           | $1033.49           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2056-01-01      | 5.5000%  | 0.0000% | $1004.00           | $1023.00           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2056-02-01      | 5.5000%  | 0.0000% | $29648870.00       | $30389228.43       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2056-02-01      | 6.0000%  | 0.0000% | $11347431.00       | $11701861.62       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2056-04-01      | 4.5000%  | 0.0000% | $9157750.00        | $8845560.27        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2056-04-01      | 6.0000%  | 0.0000% | $9612218.00        | $9932759.82        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2056-04-01      | 6.0000%  | 0.0000% | $2077325.00        | $2144429.74        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2056-03-01      | 5.5000%  | 0.0000% | $15272304.00       | $15557621.90       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2056-04-01      | 5.0000%  | 0.0000% | $1007.00           | $1005.27           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2056-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1043.42           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2056-04-01      | 5.0000%  | 0.0000% | $1227151.00        | $1226637.78        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2056-04-01      | 6.0000%  | 0.0000% | $429019.00         | $449301.45         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2056-04-01      | 5.0000%  | 0.0000% | $1011.00           | $1007.40           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2053-02-01      | 6.5000%  | 0.0000% | $1000.00           | $697.38            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2056-04-01      | 4.4240%  | 0.0000% | $23849845.00       | $23417871.31       | Agency Mortgage-Backed Securities  |
| US TREASURY N/B    | 2031-02-28      | 3.5000%  | 0.0000% | $4048900.00        | $3981180.65        | U.S. Treasuries (including strips) |
| FANNIE MAE POOL    | 2055-07-01      | 5.5000%  | 0.0000% | $1825272.00        | $1728777.64        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2053-12-01      | 5.5000%  | 0.0000% | $138044732.00      | $130026724.84      | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2054-01-01      | 6.0000%  | 0.0000% | $9698984.00        | $7641288.99        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2052-08-01      | 4.5000%  | 0.0000% | $116879574.00      | $89796249.33       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2055-08-01      | 6.0000%  | 0.0000% | $2004.00           | $1988.74           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2043-10-01      | 2.5000%  | 0.0000% | $114190.00         | $25000.06          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2052-04-01      | 2.5000%  | 0.0000% | $12763981.00       | $10574520.81       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2052-08-01      | 3.0000%  | 0.0000% | $38153096.00       | $33618587.84       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2055-09-01      | 6.0000%  | 0.0000% | $141366784.00      | $139696621.03      | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL | 2056-02-20      | 5.1440%  | 0.0000% | $19416118.00       | $19353386.96       | Agency Mortgage-Backed Securities  |
| US TREASURY N/B    | 2028-01-15      | 4.2500%  | 0.0000% | $1733100.00        | $1764644.76        | U.S. Treasuries (including strips) |
| FREDDIE MAC POOL   | 2053-09-01      | 6.0000%  | 0.0000% | $174362835.00      | $132162843.68      | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2054-11-01      | 5.5000%  | 0.0000% | $143276800.00      | $134421884.32      | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2054-12-01      | 4.5000%  | 0.0000% | $2000.00           | $1769.99           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2056-04-01      | 5.0000%  | 0.0000% | $7634956.00        | $7544837.88        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2056-04-01      | 6.5000%  | 0.0000% | $1100978.00        | $1156628.16        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2054-09-01      | 6.5000%  | 0.0000% | $156015431.00      | $126333743.34      | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2056-04-01      | 3.5000%  | 0.0000% | $17534074.00       | $15997150.06       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2056-04-01      | 4.5000%  | 0.0000% | $16020496.00       | $15459810.68       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2056-04-01      | 5.0000%  | 0.0000% | $1027.00           | $1015.74           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2046-04-01      | 4.5000%  | 0.0000% | $31945738.00       | $31220665.58       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2055-01-01      | 6.5000%  | 0.0000% | $2014321.00        | $2084249.35        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2055-03-01      | 6.5000%  | 0.0000% | $2003.00           | $1761.22           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2053-11-01      | 5.0000%  | 0.0000% | $88645913.00       | $72800774.68       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2055-08-01      | 5.5000%  | 0.0000% | $147042917.00      | $139438563.75      | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2053-11-01      | 6.5000%  | 0.0000% | $12632655.00       | $8224176.15        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2054-01-01      | 6.5000%  | 0.0000% | $2000.00           | $1847.45           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2053-03-01      | 5.5000%  | 0.0000% | $179634422.00      | $130371315.17      | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2055-01-01      | 5.5000%  | 0.0000% | $162385013.00      | $147172782.62      | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2054-06-01      | 5.5000%  | 0.0000% | $187606194.00      | $137936797.06      | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2034-09-01      | 4.5700%  | 0.0000% | $1656632.00        | $1658029.19        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2035-05-01      | 4.4800%  | 0.0000% | $15897000.00       | $15729904.87       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2035-06-01      | 4.9600%  | 0.0000% | $26738848.00       | $27377252.86       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2035-06-01      | 4.8900%  | 0.0000% | $20100000.00       | $20467893.66       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2035-09-01      | 4.8400%  | 0.0000% | $19305000.00       | $19620711.83       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2035-09-01      | 4.8500%  | 0.0000% | $14263000.00       | $14492662.03       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2035-09-01      | 4.7600%  | 0.0000% | $18743000.00       | $18917205.76       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2032-10-01      | 4.4400%  | 0.0000% | $26231000.00       | $26180758.90       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2033-03-01      | 4.1400%  | 0.0000% | $18750000.00       | $18361612.50       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2033-04-01      | 4.3400%  | 0.0000% | $18265000.00       | $18095210.59       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2036-04-01      | 4.1600%  | 0.0000% | $24221000.00       | $23266210.87       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2050-08-01      | 2.0000%  | 0.0000% | $273813867.00      | $126927532.63      | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2053-10-01      | 5.5000%  | 0.0000% | $8110737.00        | $6917197.94        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2054-08-01      | 5.5000%  | 0.0000% | $150053804.00      | $134537571.95      | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2055-12-01      | 5.5000%  | 0.0000% | $10362082.00       | $10518238.90       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2056-01-01      | 5.5000%  | 0.0000% | $9045211.00        | $9289435.96        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL | 2056-04-20      | 6.0000%  | 0.0000% | $13523236.00       | $14190625.72       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL | 2054-12-20      | 5.0000%  | 0.0000% | $30000000.00       | $27059485.77       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL | 2055-01-20      | 5.0000%  | 0.0000% | $20000000.00       | $17807223.33       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL | 2055-07-20      | 5.0000%  | 0.0000% | $21800000.00       | $20815111.17       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL | 2055-11-20      | 5.0000%  | 0.0000% | $30000000.00       | $29550208.89       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL | 2056-04-20      | 6.0000%  | 0.0000% | $13753096.00       | $14431829.62       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2054-08-01      | 5.5000%  | 0.0000% | $14439973.00       | $13406597.53       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2055-02-01      | 6.5000%  | 0.0000% | $1897990.00        | $1774416.60        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2055-03-01      | 6.0000%  | 0.0000% | $4511383.00        | $3640181.24        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2055-09-01      | 5.5000%  | 0.0000% | $12896585.00       | $12708565.66       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2056-01-01      | 5.0000%  | 0.0000% | $3414242.00        | $3368581.43        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2056-01-01      | 6.0000%  | 0.0000% | $602787.00         | $629941.93         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2056-01-01      | 6.0000%  | 0.0000% | $12129984.00       | $11756435.45       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $737.59            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2052-09-01      | 3.5000%  | 0.0000% | $2563711.00        | $2345163.44        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2040-08-01      | 6.0000%  | 0.0000% | $4237400.00        | $4193698.40        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2056-05-01      | 5.0000%  | 0.0000% | $24274262.00       | $24088995.44       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2055-04-01      | 5.5000%  | 0.0000% | $172002114.00      | $137841032.34      | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2035-09-01      | 4.1920%  | 0.0000% | $20000000.00       | $19997706.12       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2035-02-01      | 4.6000%  | 0.0000% | $17300000.00       | $17209098.12       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2055-06-01      | 5.5000%  | 0.0000% | $1610595.00        | $1539427.85        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2056-03-01      | 5.0000%  | 0.0000% | $2577141.00        | $2552954.20        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2056-01-01      | 5.5000%  | 0.0000% | $1593719.00        | $1609836.31        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2056-01-01      | 5.0000%  | 0.0000% | $308960.00         | $305262.43         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2055-08-01      | 7.0000%  | 0.0000% | $402814604.00      | $312228685.13      | Agency Mortgage-Backed Securities  |
| US TREASURY N/B    | 2033-05-15      | 3.3750%  | 0.0000% | $26000.00          | $25075.22          | U.S. Treasuries (including strips) |

### Security 213: Prudential Insurance Company of America Repo

- **C.1 - Title:** Prudential Insurance Company of America Repo 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 934QUK007, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 934QUK007_3.66_0501
- **C.18 - Value (incl. sponsor support):** $579438750.00
- **C.18.a - Value (excl. sponsor support):** $579438750.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIP PRINC     | 2041-08-15      | NA       | 0.0000% | $15000000.00       | $7158722.25        | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2048-02-15      | NA       | 0.0000% | $250000000.00      | $82404316.25       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2049-11-15      | NA       | 0.0000% | $100000000.00      | $30116122.11       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2050-02-15      | NA       | 0.0000% | $100000000.00      | $29769813.06       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2050-08-15      | NA       | 0.0000% | $50000000.00       | $14545082.02       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2052-05-15      | NA       | 0.0000% | $113000000.00      | $30111095.30       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-05-15      | 3.0000%  | 0.0000% | $20000000.00       | $15053263.12       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-05-15      | 2.3750%  | 0.0000% | $50000000.00       | $31599231.70       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-11-15      | 4.0000%  | 0.0000% | $49000000.00       | $42671284.53       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-15      | 4.6250%  | 0.0000% | $25000000.00       | $25661073.46       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-31      | 4.3750%  | 0.0000% | $50000000.00       | $50649138.90       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 3.6250%  | 0.0000% | $50000000.00       | $49573879.08       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 3.5000%  | 0.0000% | $100000000.00      | $99472656.25       | U.S. Treasuries (including strips) |
| STRIPS          | 2037-02-15      | NA       | 0.0000% | $45000000.00       | $27611790.95       | U.S. Treasuries (including strips) |
| STRIPS          | 2039-11-15      | NA       | 0.0000% | $50000000.00       | $26092459.27       | U.S. Treasuries (including strips) |
| STRIPS          | 2041-11-15      | NA       | 0.0000% | $14000000.00       | $6464792.90        | U.S. Treasuries (including strips) |
| STRIPS          | 2042-05-15      | NA       | 0.0000% | $25000000.00       | $11208058.65       | U.S. Treasuries (including strips) |
| STRIPS          | 2046-11-15      | NA       | 0.0000% | $33000000.00       | $11447150.40       | U.S. Treasuries (including strips) |

### Security 214: Fixed Income Clearing Corp. Tri Party Repo - BNYM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BNYM 3.639900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 934QYA005, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 934QYA005_3.64_0501
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - BNYM

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2029-07-31      | 4.0000%  | 0.0000% | $1805319200.00     | $1824138306.15     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 3.5000%  | 0.0000% | $216450700.00      | $215861705.71      | U.S. Treasuries (including strips) |

### Security 215: National Australia Bank Ltd. Repo

- **C.1 - Title:** National Australia Bank Ltd. Repo 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 935EJW000, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, C.5 - Other ID: 935EJW000_3.63_0501
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-08-15      | 2.2500%  | 0.0000% | $569950000.00      | $560972082.06      | U.S. Treasuries (including strips) |

### Security 216: Banco Santander SA Tri Party Repo

- **C.1 - Title:** Banco Santander SA Tri Party Repo 3.650000%
- **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: 936TGF006, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: 936TGF006_3.65_0501
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE POOL           | 2052-06-01      | 5.0000%  | 0.0000% | $2048.00           | $1410.53           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2047-06-01      | 3.5000%  | 0.0000% | $3003.00           | $2092.08           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1052.12           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-06-01      | 5.0000%  | 0.0000% | $3000.00           | $2063.98           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-06-01      | 5.0000%  | 0.0000% | $4048.00           | $2665.33           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $803.96            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-01-01      | 5.0000%  | 0.0000% | $2000.00           | $1942.17           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-06-01      | 6.5000%  | 0.0000% | $2000.00           | $2072.77           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-03-01      | 6.0000%  | 0.0000% | $2000.00           | $1817.89           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $847.52            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1085.53           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $690.95            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $884.33            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2048-01-01      | 4.0000%  | 0.0000% | $2116479.00        | $470194.65         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2034-11-01      | 2.5000%  | 0.0000% | $116000.00         | $25312.21          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2034-06-01      | 4.0000%  | 0.0000% | $1000.00           | $15.08             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2040-03-01      | 5.5000%  | 0.0000% | $1024.00           | $702.82            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2041-05-01      | 5.5000%  | 0.0000% | $1747.00           | $1806.87           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2040-12-01      | 4.5000%  | 0.0000% | $463538.00         | $462198.38         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2035-08-01      | 1.5000%  | 0.0000% | $90000.00          | $30442.36          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2036-10-01      | 1.5000%  | 0.0000% | $358057.00         | $190576.57         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2038-12-01      | 5.5000%  | 0.0000% | $70000.00          | $31295.17          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2039-09-01      | 5.5000%  | 0.0000% | $30002.00          | $15553.61          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2043-10-01      | 4.0000%  | 0.0000% | $2024.00           | $283.88            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2056-01-01      | 5.5000%  | 0.0000% | $2000.00           | $2037.85           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-08-01      | 5.0000%  | 0.0000% | $2024.00           | $1384.02           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-08-01      | 4.5000%  | 0.0000% | $3000.00           | $2133.37           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-10-01      | 4.5000%  | 0.0000% | $2016.00           | $1528.00           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $721.81            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-05-01      | 5.5000%  | 0.0000% | $6917.00           | $5282.11           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-02-01      | 5.0000%  | 0.0000% | $1024.00           | $822.48            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-03-01      | 4.5000%  | 0.0000% | $2000.00           | $1409.40           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-04-01      | 5.5000%  | 0.0000% | $4112.00           | $2852.08           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-04-01      | 5.0000%  | 0.0000% | $3064.00           | $2234.28           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-04-01      | 5.5000%  | 0.0000% | $5048.00           | $3363.74           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-04-01      | 6.0000%  | 0.0000% | $3000.00           | $2167.03           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-04-01      | 6.0000%  | 0.0000% | $2048.00           | $1335.41           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $872.78            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-06-01      | 5.5000%  | 0.0000% | $3048.00           | $2747.01           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2035-06-01      | 2.5000%  | 0.0000% | $1000.00           | $260.98            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2040-08-01      | 2.0000%  | 0.0000% | $1000.00           | $413.85            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $438.77            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2034-11-01      | 2.5000%  | 0.0000% | $1000.00           | $974.02            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-11-01      | 3.0000%  | 0.0000% | $3072.00           | $1043.65           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-09-01      | 6.0000%  | 0.0000% | $1008.00           | $939.01            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1971.53           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-09-01      | 6.5000%  | 0.0000% | $2000.00           | $630.25            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1074.04           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-09-01      | 7.5000%  | 0.0000% | $1000.00           | $1087.39           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-09-01      | 6.0000%  | 0.0000% | $1008.00           | $931.33            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1981.36           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-10-01      | 7.0000%  | 0.0000% | $1000.00           | $1063.43           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.29           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1748.74           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-10-01      | 6.5000%  | 0.0000% | $2000.00           | $2095.85           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.73           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $994.63            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-02-01      | 7.0000%  | 0.0000% | $1000.00           | $875.13            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-03-01      | 5.5000%  | 0.0000% | $1024.00           | $804.65            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2035-12-01      | 3.0000%  | 0.0000% | $1000.00           | $155.24            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-07-01      | 6.5000%  | 0.0000% | $3000.00           | $2444.63           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-07-01      | 5.5000%  | 0.0000% | $2048.00           | $1959.60           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1894.27           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-07-01      | 5.0000%  | 0.0000% | $4048.00           | $3709.83           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-04-01      | 2.5000%  | 0.0000% | $3000.00           | $2405.91           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $936.90            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-09-01      | 5.5000%  | 0.0000% | $1120.00           | $1110.78           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-08-01      | 6.0000%  | 0.0000% | $2144.00           | $1992.37           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-08-01      | 5.0000%  | 0.0000% | $8168.00           | $5906.48           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $565.33            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $704.29            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $492.37            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-07-01      | 7.0000%  | 0.0000% | $1008460.00        | $1056565.63        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $343.11            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $832.44            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-09-01      | 6.0000%  | 0.0000% | $5008.00           | $4814.57           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $892.34            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $556.06            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $595.04            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-09-01      | 5.5000%  | 0.0000% | $1004.00           | $819.09            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1814.29           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1602.48           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-10-01      | 6.5000%  | 0.0000% | $2000.00           | $2109.39           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1986.48           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-11-01      | 7.0000%  | 0.0000% | $1000.00           | $1070.20           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $737.07            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $952.16            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-11-01      | 4.5000%  | 0.0000% | $3000.00           | $2600.33           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $855.58            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-02-01      | 3.5000%  | 0.0000% | $5000.00           | $4136.48           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2050-08-01      | 2.0000%  | 0.0000% | $115000.00         | $54049.44          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2051-02-01      | 2.5000%  | 0.0000% | $1024.00           | $631.94            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1059.82           | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL         | 2042-02-15      | 3.5000%  | 0.0000% | $1000.00           | $132.87            | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL         | 2042-02-15      | 4.0000%  | 0.0000% | $1000.00           | $76.34             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2043-01-20      | 3.0000%  | 0.0000% | $1000.00           | $85.01             | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL         | 2043-02-15      | 3.0000%  | 0.0000% | $1000.00           | $136.01            | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL         | 2043-01-15      | 3.5000%  | 0.0000% | $1003.00           | $190.41            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2042-08-20      | 4.0000%  | 0.0000% | $1000.00           | $127.06            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2042-10-20      | 3.0000%  | 0.0000% | $1000.00           | $122.15            | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL         | 2042-10-15      | 3.0000%  | 0.0000% | $1000.00           | $99.81             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2043-02-20      | 2.5000%  | 0.0000% | $1000.00           | $127.49            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2043-03-20      | 3.5000%  | 0.0000% | $1000.00           | $85.06             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2042-08-20      | 4.0000%  | 0.0000% | $1000.00           | $60.20             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2042-09-20      | 4.0000%  | 0.0000% | $1000.00           | $64.81             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2042-11-20      | 4.0000%  | 0.0000% | $1000.00           | $76.36             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2042-12-20      | 3.5000%  | 0.0000% | $1000.00           | $91.07             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2028-02-20      | 2.5000%  | 0.0000% | $1000.00           | $20.88             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2044-02-20      | 4.0000%  | 0.0000% | $1000.00           | $54.73             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2043-09-20      | 4.0000%  | 0.0000% | $1000.00           | $53.38             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2028-11-20      | 2.5000%  | 0.0000% | $1000.00           | $27.11             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2045-03-20      | 3.5000%  | 0.0000% | $1000.00           | $70.44             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2045-03-20      | 4.0000%  | 0.0000% | $1000.00           | $93.29             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2046-04-20      | 3.0000%  | 0.0000% | $1000.00           | $96.62             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2045-10-20      | 4.0000%  | 0.0000% | $1000.00           | $71.97             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2047-04-20      | 3.0000%  | 0.0000% | $1000.00           | $142.03            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2047-04-20      | 4.0000%  | 0.0000% | $1024.00           | $86.65             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2046-05-20      | 4.0000%  | 0.0000% | $1000.00           | $89.73             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2046-08-20      | 3.0000%  | 0.0000% | $1000.00           | $115.35            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2046-07-20      | 4.0000%  | 0.0000% | $1000.00           | $94.27             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2047-03-20      | 4.0000%  | 0.0000% | $1000.00           | $83.51             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2048-06-20      | 4.5000%  | 0.0000% | $1025.00           | $70.49             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2047-07-20      | 4.5000%  | 0.0000% | $1024.00           | $87.14             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2047-10-20      | 3.0000%  | 0.0000% | $2024.00           | $257.07            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2049-09-20      | 5.5000%  | 0.0000% | $1000.00           | $120.65            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2048-11-20      | 4.5000%  | 0.0000% | $1000.00           | $70.59             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2048-11-20      | 6.5000%  | 0.0000% | $1000.00           | $155.31            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2049-01-20      | 4.5000%  | 0.0000% | $1000.00           | $61.92             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2051-01-20      | 3.5000%  | 0.0000% | $3072.00           | $1080.79           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2049-12-20      | 2.5000%  | 0.0000% | $1000.00           | $178.17            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2035-04-20      | 2.5000%  | 0.0000% | $1000.00           | $84.93             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-07-01      | 4.5000%  | 0.0000% | $37684910.00       | $25088436.21       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2036-01-01      | 4.5000%  | 0.0000% | $25408.00          | $211.51            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2036-09-01      | 5.5000%  | 0.0000% | $5837.00           | $58.81             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC NON GOLD POOL | 2056-01-01      | 5.1320%  | 0.0000% | $3177092.00        | $3096634.72        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2036-11-01      | 8.0000%  | 0.0000% | $1000.00           | $18.19             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2037-09-01      | 6.0000%  | 0.0000% | $1000.00           | $80.15             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2043-05-01      | 3.5000%  | 0.0000% | $1024.00           | $123.99            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2031-12-01      | 4.0000%  | 0.0000% | $2000.00           | $89.12             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2044-03-01      | 4.5000%  | 0.0000% | $2000.00           | $355.44            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2030-06-01      | 2.5000%  | 0.0000% | $2000.00           | $112.61            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-09-01      | 3.0000%  | 0.0000% | $2001.00           | $272.68            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $824.97            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-05-01      | 6.5000%  | 0.0000% | $2000.00           | $939.21            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-06-01      | 6.5000%  | 0.0000% | $2048.00           | $1843.45           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1736.69           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-06-01      | 6.0000%  | 0.0000% | $4096.00           | $3758.10           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $927.70            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-06-01      | 6.5000%  | 0.0000% | $1008.00           | $682.49            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-06-01      | 6.5000%  | 0.0000% | $3000.00           | $3087.48           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $803.73            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-07-01      | 6.0000%  | 0.0000% | $3024.00           | $2830.49           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-07-01      | 6.5000%  | 0.0000% | $3016.00           | $2862.37           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $923.35            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-07-01      | 5.5000%  | 0.0000% | $2024.00           | $1973.09           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $929.74            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $998.85            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-08-01      | 5.5000%  | 0.0000% | $4048.00           | $3625.89           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $969.88            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-08-01      | 6.5000%  | 0.0000% | $4000.00           | $4211.26           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-09-01      | 6.5000%  | 0.0000% | $3000.00           | $3011.45           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-09-01      | 6.5000%  | 0.0000% | $1579645.00        | $1655593.14        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $751.54            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.03           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-10-01      | 5.5000%  | 0.0000% | $4000.00           | $3721.35           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-10-01      | 6.0000%  | 0.0000% | $1008.00           | $982.80            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-09-01      | 6.0000%  | 0.0000% | $3000.00           | $2729.58           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $279.30            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-08-01      | 4.5000%  | 0.0000% | $1008.00           | $319.83            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-08-01      | 3.5000%  | 0.0000% | $5048.00           | $1406.49           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2057-01-01      | 4.0000%  | 0.0000% | $3024.00           | $994.86            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-07-01      | 3.5000%  | 0.0000% | $9728.00           | $3279.87           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-03-01      | 4.0000%  | 0.0000% | $1000.00           | $302.31            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2062-12-01      | 2.5000%  | 0.0000% | $2048.00           | $1341.37           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2063-06-01      | 2.5000%  | 0.0000% | $3072.00           | $1848.83           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2047-11-01      | 3.5000%  | 0.0000% | $2000.00           | $302.38            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2047-11-01      | 4.0000%  | 0.0000% | $3000.00           | $547.09            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-02-01      | 4.5000%  | 0.0000% | $1000.00           | $124.99            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-08-01      | 4.5000%  | 0.0000% | $2145232.00        | $754192.40         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $307.35            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2043-06-01      | 3.5000%  | 0.0000% | $2000.00           | $333.77            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2030-01-01      | 3.0000%  | 0.0000% | $3000.00           | $194.75            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-01-01      | 6.0000%  | 0.0000% | $1040.00           | $1049.08           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1030.00           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2051-07-01      | 3.5000%  | 0.0000% | $3016.00           | $2693.56           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-12-01      | 5.5000%  | 0.0000% | $3687923.00        | $3637928.23        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-01-01      | 5.5000%  | 0.0000% | $3072.00           | $3020.68           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-02-01      | 4.5000%  | 0.0000% | $1000.00           | $941.06            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-10-01      | 5.0000%  | 0.0000% | $3043.00           | $3022.66           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1884.05           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-06-01      | 3.0000%  | 0.0000% | $3758291.00        | $3281722.78        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2046-02-01      | 5.0000%  | 0.0000% | $1000.00           | $982.65            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2041-04-01      | 4.0000%  | 0.0000% | $1000.00           | $969.97            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-09-01      | 3.5000%  | 0.0000% | $84000.00          | $73775.09          | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2050-04-20      | 4.5000%  | 0.0000% | $1000.00           | $173.88            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2050-09-20      | 3.5000%  | 0.0000% | $1024.00           | $280.27            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2050-11-20      | 3.5000%  | 0.0000% | $1000.00           | $297.69            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2050-11-20      | 2.5000%  | 0.0000% | $1000.00           | $379.65            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2050-12-20      | 2.5000%  | 0.0000% | $1000.00           | $367.45            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2050-12-20      | 4.0000%  | 0.0000% | $3621.00           | $1090.08           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2052-05-20      | 4.5000%  | 0.0000% | $1000.00           | $696.13            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2052-05-20      | 5.0000%  | 0.0000% | $1000.00           | $623.10            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2051-04-20      | 4.5000%  | 0.0000% | $1000.00           | $342.52            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2051-05-20      | 3.0000%  | 0.0000% | $2024.00           | $937.33            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2051-05-20      | 3.5000%  | 0.0000% | $1000.00           | $442.20            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2051-06-20      | 3.0000%  | 0.0000% | $6822902.00        | $3264785.05        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2053-02-20      | 7.0000%  | 0.0000% | $1000.00           | $301.10            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2053-10-20      | 6.5000%  | 0.0000% | $1000.00           | $101.20            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2028-07-01      | 2.5000%  | 0.0000% | $1900.00           | $55.96             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2041-03-01      | 4.5000%  | 0.0000% | $1093.00           | $50.10             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2049-02-01      | 4.5000%  | 0.0000% | $375543.00         | $100988.32         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-09-01      | 6.5000%  | 0.0000% | $1006.00           | $428.40            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $819.30            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.78           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.90           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2041-01-20      | 4.0000%  | 0.0000% | $1000.00           | $13.17             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2029-11-20      | 6.0000%  | 0.0000% | $1000.00           | $23.27             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2051-01-01      | 3.0000%  | 0.0000% | $1000.00           | $379.82            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $558.44            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-07-01      | 3.5000%  | 0.0000% | $12000.00          | $8608.58           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $721.43            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-08-01      | 4.5000%  | 0.0000% | $2240.00           | $1626.76           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-10-01      | 4.5000%  | 0.0000% | $5120.00           | $3713.65           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-11-01      | 5.0000%  | 0.0000% | $3000.00           | $2221.05           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-12-01      | 5.0000%  | 0.0000% | $128791665.00      | $96586639.94       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-12-01      | 5.5000%  | 0.0000% | $2024.00           | $1444.80           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $563.24            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-05-01      | 4.5000%  | 0.0000% | $2000.00           | $1575.07           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2033-05-01      | 5.0000%  | 0.0000% | $2000.00           | $798.16            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-08-01      | 5.0000%  | 0.0000% | $2048.00           | $1625.49           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-09-01      | 5.0000%  | 0.0000% | $1000.00           | $796.16            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-10-01      | 5.5000%  | 0.0000% | $41771.00          | $30054.11          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2028-01-01      | 2.5000%  | 0.0000% | $1000.00           | $36.76             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2046-11-01      | 3.0000%  | 0.0000% | $7209.00           | $1159.27           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2046-11-01      | 3.0000%  | 0.0000% | $2048.00           | $534.39            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2046-11-01      | 3.0000%  | 0.0000% | $1024.00           | $241.97            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2046-11-01      | 3.0000%  | 0.0000% | $1280.00           | $301.46            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2047-06-01      | 4.5000%  | 0.0000% | $1024.00           | $255.29            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2047-04-01      | 4.5000%  | 0.0000% | $4144.00           | $806.98            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2047-07-01      | 3.5000%  | 0.0000% | $1120.00           | $157.12            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $137.36            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-02-01      | 6.5000%  | 0.0000% | $2000.00           | $1399.82           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $789.63            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $660.00            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-05-01      | 6.5000%  | 0.0000% | $3000.00           | $2236.28           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1697.69           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-04-01      | 7.0000%  | 0.0000% | $2000.00           | $2169.24           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $694.55            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.51           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $621.78            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-05-01      | 6.5000%  | 0.0000% | $3008.00           | $2354.13           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2043-04-20      | 3.5000%  | 0.0000% | $1000.00           | $131.11            | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL         | 2032-11-15      | 7.0000%  | 0.0000% | $1000.00           | $20.50             | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL         | 2036-04-15      | 6.5000%  | 0.0000% | $1000.00           | $14.67             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2040-01-20      | 4.5000%  | 0.0000% | $1000.00           | $35.26             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-08-01      | 4.5000%  | 0.0000% | $10422.00          | $7149.80           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-08-01      | 5.0000%  | 0.0000% | $3072.00           | $2186.47           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-09-01      | 5.0000%  | 0.0000% | $3056.00           | $2227.58           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1361.24           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-09-01      | 5.5000%  | 0.0000% | $64523980.00       | $52896307.42       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-06-01      | 5.5000%  | 0.0000% | $2064.00           | $1697.30           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1580.39           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-06-01      | 5.5000%  | 0.0000% | $5152.00           | $4727.74           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $898.11            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-01-01      | 5.5000%  | 0.0000% | $3000.00           | $2850.34           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $846.83            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.35           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $997.15            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-02-01      | 6.5000%  | 0.0000% | $3000.00           | $3166.42           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-01-01      | 6.0000%  | 0.0000% | $3000.00           | $3086.77           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-02-01      | 5.5000%  | 0.0000% | $4000.00           | $4095.58           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1048.92           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-02-01      | 5.5000%  | 0.0000% | $3000.00           | $2928.05           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.52           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $999.93            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-02-01      | 5.0000%  | 0.0000% | $3000.00           | $2976.41           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-03-01      | 4.5000%  | 0.0000% | $4000.00           | $3866.45           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-02-01      | 6.0000%  | 0.0000% | $2000.00           | $2068.33           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $992.97            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-04-01      | 5.0000%  | 0.0000% | $3000.00           | $2975.52           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $991.26            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.55           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1982.27           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $928.40            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-01-01      | 5.5000%  | 0.0000% | $4040.00           | $3786.41           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-01-01      | 5.5000%  | 0.0000% | $4096.00           | $3891.09           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $779.34            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $831.39            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2051-10-01      | 2.0000%  | 0.0000% | $3000.00           | $2248.85           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2046-04-01      | 4.5000%  | 0.0000% | $1000.00           | $977.30            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $853.64            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-11-01      | 7.0000%  | 0.0000% | $1000.00           | $980.89            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1239.04           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-01-01      | 6.5000%  | 0.0000% | $1008.00           | $715.25            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-01-01      | 5.5000%  | 0.0000% | $3000.00           | $2540.35           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $850.31            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-01-01      | 7.0000%  | 0.0000% | $3000.00           | $1745.47           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-01-01      | 6.0000%  | 0.0000% | $2016.00           | $1567.48           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $889.91            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $925.86            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1495.48           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $949.91            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-01-01      | 6.5000%  | 0.0000% | $1001.00           | $456.62            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $710.04            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $807.17            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-02-01      | 6.0000%  | 0.0000% | $3000.00           | $2418.89           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-02-01      | 6.0000%  | 0.0000% | $2016.00           | $1666.23           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.31           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-02-01      | 6.0000%  | 0.0000% | $3000.00           | $2303.70           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-02-01      | 5.0000%  | 0.0000% | $698152.00         | $600738.04         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1227.20           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $785.11            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1851.20           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-02-01      | 7.0000%  | 0.0000% | $1000.00           | $818.30            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $974.52            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-02-01      | 6.0000%  | 0.0000% | $2000.00           | $2029.84           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1860.35           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-03-01      | 6.5000%  | 0.0000% | $2048.00           | $1405.07           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-03-01      | 5.0000%  | 0.0000% | $3024.00           | $2902.65           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-03-01      | 7.0000%  | 0.0000% | $1008.00           | $632.59            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $974.59            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-04-01      | 5.5000%  | 0.0000% | $328314.00         | $256021.59         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $807.07            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1164.27           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-05-01      | 7.0000%  | 0.0000% | $1000.00           | $785.54            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1529.94           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-11-01      | 5.5000%  | 0.0000% | $3091816.00        | $1798479.24        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-08-01      | 5.0000%  | 0.0000% | $4024.00           | $2534.73           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-07-01      | 5.0000%  | 0.0000% | $1008.00           | $796.61            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-05-01      | 5.0000%  | 0.0000% | $1024.00           | $881.31            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-11-01      | 5.0000%  | 0.0000% | $4048.00           | $3324.43           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $848.23            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $845.97            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $949.95            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.86           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-10-01      | 6.0000%  | 0.0000% | $780544.00         | $793912.59         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1968.42           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-11-01      | 6.0000%  | 0.0000% | $2048.00           | $2111.68           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $983.51            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1005.16           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $992.21            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-01-01      | 5.0000%  | 0.0000% | $6128.00           | $6018.35           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-04-01      | 5.0000%  | 0.0000% | $5000.00           | $4336.10           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-05-01      | 6.0000%  | 0.0000% | $1187000.00        | $864498.99         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $730.28            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-02-01      | 6.0000%  | 0.0000% | $4124.00           | $3004.13           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-01-01      | 2.0000%  | 0.0000% | $4096.00           | $2711.53           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-01-01      | 2.0000%  | 0.0000% | $7184.00           | $4669.43           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-01-01      | 2.0000%  | 0.0000% | $2048.00           | $1419.93           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-01-01      | 2.0000%  | 0.0000% | $6120.00           | $4072.95           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-01-01      | 2.0000%  | 0.0000% | $3000.00           | $1935.64           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-01-01      | 2.0000%  | 0.0000% | $5072.00           | $3418.84           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-01-01      | 2.0000%  | 0.0000% | $2024.00           | $1356.57           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $737.48            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-04-01      | 3.5000%  | 0.0000% | $3072.00           | $2053.93           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $700.02            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-05-01      | 3.5000%  | 0.0000% | $4000.00           | $2785.16           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-06-01      | 3.5000%  | 0.0000% | $193921.00         | $135635.64         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-05-01      | 5.5000%  | 0.0000% | $20148522.00       | $13224211.35       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-06-01      | 5.5000%  | 0.0000% | $989129.00         | $747615.93         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $800.12            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-11-01      | 5.5000%  | 0.0000% | $413353.00         | $321707.62         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-10-01      | 5.5000%  | 0.0000% | $1008.00           | $838.86            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $889.36            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2050-02-01      | 3.0000%  | 0.0000% | $1827980.00        | $319267.86         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1595.53           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-01-01      | 5.5000%  | 0.0000% | $5179.00           | $4693.83           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-01-01      | 2.5000%  | 0.0000% | $3637256.00        | $2246232.64        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-11-01      | 5.0000%  | 0.0000% | $21882048.00       | $16635010.94       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-12-01      | 3.0000%  | 0.0000% | $133000.00         | $94520.84          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-08-01      | 5.0000%  | 0.0000% | $3016.00           | $2703.47           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2047-08-01      | 3.5000%  | 0.0000% | $1280.00           | $272.65            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2047-08-01      | 4.0000%  | 0.0000% | $2000.00           | $209.23            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2047-10-01      | 3.5000%  | 0.0000% | $458974.00         | $116890.07         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2047-11-01      | 3.5000%  | 0.0000% | $2304.00           | $237.17            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-04-01      | 5.0000%  | 0.0000% | $1520.00           | $304.10            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-03-01      | 5.0000%  | 0.0000% | $3088.00           | $865.16            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-04-01      | 4.0000%  | 0.0000% | $2048.00           | $378.12            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-10-01      | 3.0000%  | 0.0000% | $1024.00           | $179.10            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-06-01      | 4.5000%  | 0.0000% | $1040.00           | $334.99            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-11-01      | 4.0000%  | 0.0000% | $349000.00         | $56097.77          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-12-01      | 3.0000%  | 0.0000% | $3840.00           | $1098.64           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-04-01      | 2.5000%  | 0.0000% | $1000.00           | $377.84            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-06-01      | 2.0000%  | 0.0000% | $2255456.00        | $912244.63         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-10-01      | 2.5000%  | 0.0000% | $2000.00           | $1181.01           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2051-01-01      | 4.0000%  | 0.0000% | $36000.00          | $11925.81          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2036-05-01      | 2.0000%  | 0.0000% | $1000.00           | $491.51            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-10-01      | 6.5000%  | 0.0000% | $2000.00           | $1684.05           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-07-01      | 6.0000%  | 0.0000% | $3000.00           | $3071.22           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1059.22           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.86           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-11-01      | 5.0000%  | 0.0000% | $3000.00           | $2912.76           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.78           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $965.48            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-03-01      | 6.0000%  | 0.0000% | $2048.00           | $1705.32           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-02-01      | 6.5000%  | 0.0000% | $1000.00           | $831.25            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-11-01      | 5.0000%  | 0.0000% | $15053.00          | $13643.84          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-09-01      | 6.0000%  | 0.0000% | $2048.00           | $1700.81           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-01-01      | 4.5000%  | 0.0000% | $1008.00           | $909.99            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-03-01      | 6.0000%  | 0.0000% | $47590.00          | $41591.22          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-12-01      | 6.0000%  | 0.0000% | $1008.00           | $878.75            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2042-05-01      | 4.0000%  | 0.0000% | $1018.00           | $86.61             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2042-11-01      | 4.0000%  | 0.0000% | $1000.00           | $88.83             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-10-01      | 5.5000%  | 0.0000% | $6144.00           | $5108.09           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $737.77            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-11-01      | 6.0000%  | 0.0000% | $6096.00           | $4569.62           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $818.56            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-01-01      | 6.5000%  | 0.0000% | $5376.00           | $3813.68           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $991.84            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1059.17           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2056-02-20      | 5.5000%  | 0.0000% | $1000.00           | $1009.64           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1731.63           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2045-08-01      | 4.0000%  | 0.0000% | $17585.00          | $12282.88          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-09-01      | 6.5000%  | 0.0000% | $1021.00           | $530.82            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2056-03-01      | 5.0000%  | 0.0000% | $2632064.00        | $2576942.51        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2056-01-01      | 5.5000%  | 0.0000% | $129603915.00      | $129550361.84      | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2056-03-01      | 5.5000%  | 0.0000% | $13571936.00       | $13639365.61       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-06-01      | 5.0000%  | 0.0000% | $102417680.00      | $95148161.52       | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL         | 2047-08-15      | 4.0000%  | 0.0000% | $1000.00           | $458.61            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2049-10-20      | 4.5000%  | 0.0000% | $1000.00           | $215.47            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-08-01      | 6.0000%  | 0.0000% | $1008.00           | $612.96            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1512.33           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-09-01      | 6.0000%  | 0.0000% | $1024.00           | $639.67            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-03-01      | 6.0000%  | 0.0000% | $2000.00           | $1352.39           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-12-01      | 4.5000%  | 0.0000% | $2000.00           | $1792.15           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-12-01      | 7.0000%  | 0.0000% | $2000.00           | $1028.03           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $886.03            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2041-04-01      | 2.0000%  | 0.0000% | $1000.00           | $547.53            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2042-03-01      | 2.5000%  | 0.0000% | $1000.00           | $633.02            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $689.83            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2051-05-25      | 2.5000%  | 0.0000% | $21000.00          | $15456.90          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-03-01      | 5.5000%  | 0.0000% | $13498760.00       | $12973915.66       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $745.59            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $800.31            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2045-06-01      | 3.5000%  | 0.0000% | $1024.00           | $211.46            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2046-09-01      | 3.0000%  | 0.0000% | $3121.00           | $711.07            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2046-10-01      | 3.0000%  | 0.0000% | $3144.00           | $668.71            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $214.26            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2046-08-01      | 3.5000%  | 0.0000% | $13412452.00       | $3097077.53        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2046-09-01      | 3.0000%  | 0.0000% | $38596.00          | $8135.79           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2041-01-01      | 4.0000%  | 0.0000% | $1000.00           | $24.43             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2041-12-01      | 3.5000%  | 0.0000% | $2000.00           | $143.54            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2042-04-01      | 4.0000%  | 0.0000% | $5072.00           | $748.68            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2041-02-01      | 6.0000%  | 0.0000% | $2000.00           | $43.44             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2041-08-01      | 4.5000%  | 0.0000% | $1008.00           | $67.22             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-06-01      | 4.0000%  | 0.0000% | $1000.00           | $88.28             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2049-08-01      | 3.0000%  | 0.0000% | $1000.00           | $104.38            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2055-11-20      | 5.5000%  | 0.0000% | $2000.00           | $2068.72           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2056-01-20      | 5.5000%  | 0.0000% | $2000.00           | $2049.93           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-08-01      | 2.5000%  | 0.0000% | $3000.00           | $1391.35           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1998.55           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-08-01      | 4.5000%  | 0.0000% | $109000.00         | $76233.25          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-08-01      | 5.0000%  | 0.0000% | $1024.00           | $729.58            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-07-01      | 4.5000%  | 0.0000% | $1008.00           | $751.69            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $1000.07           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-04-01      | 5.0000%  | 0.0000% | $835943.00         | $662468.88         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-03-01      | 4.5000%  | 0.0000% | $1024.00           | $795.74            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $721.88            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-05-01      | 7.0000%  | 0.0000% | $1000.00           | $1056.57           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $677.55            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1682.75           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2039-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1722.09           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2041-04-01      | 5.0000%  | 0.0000% | $1000.00           | $1020.57           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2041-04-01      | 5.0000%  | 0.0000% | $553397.00         | $561425.01         | Agency Mortgage-Backed Securities  |
| US TREASURY N/B           | 2053-11-15      | 4.7500%  | 0.0000% | $69700.00          | $68561.64          | U.S. Treasuries (including strips) |
| FANNIE MAE POOL           | 2035-02-01      | 3.0000%  | 0.0000% | $1903860.00        | $1799615.52        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2051-04-01      | 3.0000%  | 0.0000% | $1040.00           | $502.77            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2041-07-01      | 6.0000%  | 0.0000% | $1000.00           | $425.08            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2051-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1081.88           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2050-09-01      | 3.0000%  | 0.0000% | $5120.00           | $2640.66           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-08-01      | 5.5000%  | 0.0000% | $9000.00           | $6868.84           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $534.51            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2045-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1383.16           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-02-01      | 4.5000%  | 0.0000% | $31998.00          | $28998.96          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-03-01      | 4.5000%  | 0.0000% | $1000.00           | $904.08            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-04-01      | 4.5000%  | 0.0000% | $1000.00           | $912.78            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-04-01      | 5.0000%  | 0.0000% | $16639232.00       | $15228622.86       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2035-06-01      | 4.5000%  | 0.0000% | $1000.00           | $755.56            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2041-07-01      | 5.0000%  | 0.0000% | $2372960.00        | $171296.90         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2042-06-01      | 4.5000%  | 0.0000% | $4000.00           | $486.38            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2045-05-01      | 4.0000%  | 0.0000% | $1008.00           | $186.75            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2045-07-01      | 4.0000%  | 0.0000% | $3232.00           | $478.95            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2047-07-01      | 4.0000%  | 0.0000% | $5000.00           | $1305.63           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL     | 2042-05-01      | 3.5000%  | 0.0000% | $7168.00           | $1688.89           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-11-01      | 5.5000%  | 0.0000% | $3072.00           | $2764.76           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $942.06            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $882.26            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-06-01      | 5.0000%  | 0.0000% | $3008.00           | $2905.78           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-06-01      | 6.5000%  | 0.0000% | $1024.00           | $902.80            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $922.46            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-05-01      | 6.0000%  | 0.0000% | $1008.00           | $808.88            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $864.10            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-10-01      | 5.5000%  | 0.0000% | $550000.00         | $505027.58         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2056-02-01      | 5.0000%  | 0.0000% | $2000.00           | $1958.16           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1752.06           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1884.39           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-10-01      | 7.0000%  | 0.0000% | $382142.00         | $330444.85         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2040-12-01      | 5.0000%  | 0.0000% | $1008.00           | $937.55            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-11-01      | 4.5000%  | 0.0000% | $24842.00          | $18183.95          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-01-01      | 5.5000%  | 0.0000% | $1171004.00        | $958204.28         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $679.58            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2049-08-01      | 4.0000%  | 0.0000% | $9423.00           | $6954.76           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $741.28            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $608.00            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-02-01      | 2.5000%  | 0.0000% | $3000.00           | $1842.39           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-04-01      | 2.5000%  | 0.0000% | $2000.00           | $1352.32           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1479.86           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-11-01      | 4.5000%  | 0.0000% | $2000.00           | $508.39            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-12-01      | 4.5000%  | 0.0000% | $5096.00           | $730.91            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-07-01      | 4.0000%  | 0.0000% | $1000.00           | $273.21            | Agency Mortgage-Backed Securities  |

### Security 217: MUFG Securities Canada Ltd. Tri Party Repo

- **C.1 - Title:** MUFG Securities Canada Ltd. Tri Party Repo 3.639900%
- **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: 937KFE008, C.3 - LEI: 549300Y1PMK3RWXMWR72, C.5 - Other ID: 937KFE008_3.64_0501
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B    | 2030-08-15      | 0.6250%  | 0.0000% | $887000.00         | $770875.40         | U.S. Treasuries (including strips) |
| FREDDIE MAC POOL   | 2037-02-01      | 2.0000%  | 0.0000% | $2920524.00        | $1631955.42        | Agency Mortgage-Backed Securities  |
| US TREASURY N/B    | 2030-12-31      | 3.7500%  | 0.0000% | $371300.00         | $371533.15         | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2028-12-31      | 3.7500%  | 0.0000% | $100.00            | $100.82            | U.S. Treasuries (including strips) |
| FANNIE MAE POOL    | 2052-09-01      | 5.0000%  | 0.0000% | $20353792.00       | $14443252.24       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $769.09            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2053-02-01      | 6.0000%  | 0.0000% | $10962.00          | $7758.41           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $798.09            | Agency Mortgage-Backed Securities  |
| US TREASURY N/B    | 2032-05-15      | 2.8750%  | 0.0000% | $4071900.00        | $3850379.28        | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2029-05-31      | 2.7500%  | 0.0000% | $700800.00         | $684918.45         | U.S. Treasuries (including strips) |
| FANNIE MAE POOL    | 2055-09-01      | 6.0000%  | 0.0000% | $9879170.00        | $9227127.72        | Agency Mortgage-Backed Securities  |
| US TREASURY N/B    | 2033-02-28      | 3.7500%  | 0.0000% | $4500000.00        | $4408681.65        | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2029-03-15      | 3.5000%  | 0.0000% | $244200.00         | $242539.93         | U.S. Treasuries (including strips) |
| FANNIE MAE POOL    | 2055-11-01      | 5.5000%  | 0.0000% | $545765.00         | $546670.09         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2052-08-01      | 3.0000%  | 0.0000% | $4791071.00        | $4042552.01        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2052-08-01      | 5.0000%  | 0.0000% | $4049790.00        | $2908411.11        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2052-09-01      | 5.0000%  | 0.0000% | $1240900.00        | $1041223.38        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2053-01-01      | 6.0000%  | 0.0000% | $106073.00         | $91208.37          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2053-04-01      | 4.5000%  | 0.0000% | $1637402.00        | $1378389.52        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2053-04-01      | 5.0000%  | 0.0000% | $1120.00           | $864.93            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2053-08-01      | 6.0000%  | 0.0000% | $1074405.00        | $1078677.26        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2054-11-01      | 6.5000%  | 0.0000% | $2159630.00        | $1889933.04        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2047-04-01      | 2.5000%  | 0.0000% | $4239136.00        | $2669690.41        | Agency Mortgage-Backed Securities  |
| US TREASURY N/B    | 2034-05-15      | 4.3750%  | 0.0000% | $734000.00         | $753324.87         | U.S. Treasuries (including strips) |
| FREDDIE MAC POOL   | 2042-08-01      | 2.0000%  | 0.0000% | $1000.00           | $772.68            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2052-09-01      | 5.0000%  | 0.0000% | $7216902.00        | $5172147.06        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2055-06-01      | 6.0000%  | 0.0000% | $16352490.00       | $14910890.57       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2055-09-01      | 5.5000%  | 0.0000% | $5076870.00        | $4801297.37        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2035-10-01      | 2.0000%  | 0.0000% | $71606.00          | $25436.87          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2056-01-01      | 5.5000%  | 0.0000% | $5212800.00        | $5203772.54        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL | 2050-05-20      | 3.0000%  | 0.0000% | $4542000.00        | $1046341.84        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL | 2052-04-20      | 3.5000%  | 0.0000% | $4001000.00        | $2640062.91        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL | 2052-04-20      | 4.0000%  | 0.0000% | $1312420.00        | $877535.77         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL | 2052-03-20      | 3.5000%  | 0.0000% | $798000.00         | $522311.33         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL | 2054-01-20      | 4.5000%  | 0.0000% | $70945681.00       | $62038318.81       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2043-01-01      | 3.5000%  | 0.0000% | $7581836.00        | $1099623.27        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2048-07-01      | 4.0000%  | 0.0000% | $9191166.00        | $1296912.20        | Agency Mortgage-Backed Securities  |
| TREASURY BILL      | 2026-05-28      | NA       | 0.0000% | $362900.00         | $361928.88         | U.S. Treasuries (including strips) |
| FANNIE MAE POOL    | 2051-01-01      | 1.5000%  | 0.0000% | $10000000.00       | $5443701.29        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2044-10-01      | 4.0000%  | 0.0000% | $2116500.00        | $239673.41         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2042-02-01      | 4.0000%  | 0.0000% | $1397563.00        | $101649.67         | Agency Mortgage-Backed Securities  |
| US TREASURY N/B    | 2034-11-15      | 4.2500%  | 0.0000% | $12244000.00       | $12421010.90       | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2029-12-31      | 4.3750%  | 0.0000% | $334400.00         | $343861.10         | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2026-12-31      | 4.2500%  | 0.0000% | $275800.00         | $280596.82         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B    | 2035-01-15      | 2.1250%  | 0.0000% | $5048700.00        | $5381361.15        | U.S. Treasuries (including strips) |
| FANNIE MAE POOL    | 2054-09-01      | 6.0000%  | 0.0000% | $348844.00         | $302579.82         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2055-02-01      | 5.0000%  | 0.0000% | $252800.00         | $234714.69         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2054-10-01      | 6.0000%  | 0.0000% | $47718270.00       | $37033153.64       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2055-06-01      | 6.0000%  | 0.0000% | $45007024.00       | $40895185.39       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $916.93            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2052-06-01      | 3.0000%  | 0.0000% | $397568.00         | $298330.69         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $874.89            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2055-04-01      | 6.5000%  | 0.0000% | $234176.00         | $180337.29         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2055-06-01      | 6.0000%  | 0.0000% | $25287230.00       | $21386914.05       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2055-11-01      | 5.5000%  | 0.0000% | $1375744.00        | $1332610.65        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2055-12-01      | 5.5000%  | 0.0000% | $19532600.00       | $19613218.54       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2051-04-01      | 2.5000%  | 0.0000% | $16098624.00       | $8996542.52        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2051-05-01      | 2.5000%  | 0.0000% | $4429504.00        | $2148590.02        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2052-06-01      | 4.0000%  | 0.0000% | $402136.00         | $299758.07         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $695.61            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2054-05-01      | 5.5000%  | 0.0000% | $1461104.00        | $1271558.85        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2054-07-01      | 5.5000%  | 0.0000% | $2582460.00        | $2222645.80        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2054-11-01      | 5.0000%  | 0.0000% | $8514822.00        | $7926079.26        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2051-07-01      | 2.5000%  | 0.0000% | $13876427.00       | $7837300.21        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2053-01-01      | 4.0000%  | 0.0000% | $2969700.00        | $2295244.48        | Agency Mortgage-Backed Securities  |
| US TREASURY FRN    | 2026-10-31      | 3.8482%  | 0.0000% | $200.00            | $200.15            | U.S. Treasuries (including strips) |
| FANNIE MAE POOL    | 2051-02-01      | 2.5000%  | 0.0000% | $992680.00         | $419824.68         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2055-02-01      | 5.5000%  | 0.0000% | $1251109.00        | $1091488.21        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2054-01-01      | 4.5000%  | 0.0000% | $1005.00           | $831.54            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL | 2055-01-20      | 5.5000%  | 0.0000% | $75464583.00       | $56674305.02       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL | 2055-03-20      | 5.5000%  | 0.0000% | $43292813.00       | $31538173.51       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL | 2055-04-20      | 5.0000%  | 0.0000% | $6379000.00        | $5832209.36        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2054-12-01      | 5.5000%  | 0.0000% | $38799057.00       | $34830952.98       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2055-01-01      | 5.5000%  | 0.0000% | $29798528.00       | $26565463.90       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2055-08-01      | 5.5000%  | 0.0000% | $46995610.00       | $45618915.53       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL | 2051-12-20      | 3.5000%  | 0.0000% | $601754.00         | $475714.97         | Agency Mortgage-Backed Securities  |
| US TREASURY N/B    | 2028-12-31      | 1.3750%  | 0.0000% | $179500.00         | $168899.63         | U.S. Treasuries (including strips) |
| FREDDIE MAC POOL   | 2042-06-01      | 2.5000%  | 0.0000% | $40000000.00       | $27432851.20       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2046-09-01      | 3.5000%  | 0.0000% | $877189.00         | $190517.53         | Agency Mortgage-Backed Securities  |
| US TREASURY N/B    | 2041-02-15      | 4.7500%  | 0.0000% | $1515400.00        | $1527280.65        | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2043-11-15      | 3.7500%  | 0.0000% | $283100.00         | $248310.44         | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2047-11-15      | 2.7500%  | 0.0000% | $200.00            | $142.32            | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2048-02-15      | 3.0000%  | 0.0000% | $16571000.00       | $12204269.68       | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2048-05-15      | 3.1250%  | 0.0000% | $16700.00          | $12686.71          | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2048-08-15      | 3.0000%  | 0.0000% | $800.00            | $585.97            | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2049-05-15      | 2.8750%  | 0.0000% | $37800.00          | $27108.11          | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2049-08-15      | 2.2500%  | 0.0000% | $31800.00          | $19726.86          | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2049-11-15      | 2.3750%  | 0.0000% | $55500.00          | $35605.63          | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2050-02-15      | 2.0000%  | 0.0000% | $200.00            | $116.09            | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2050-05-15      | 1.2500%  | 0.0000% | $949000.00         | $451176.47         | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2050-08-15      | 1.3750%  | 0.0000% | $2656300.00        | $1292578.88        | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2050-11-15      | 1.6250%  | 0.0000% | $3883400.00        | $2033506.13        | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2051-02-15      | 1.8750%  | 0.0000% | $175000.00         | $96802.45          | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2041-02-15      | 1.8750%  | 0.0000% | $100.00            | $69.22             | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2051-05-15      | 2.3750%  | 0.0000% | $1600.00           | $1007.89           | U.S. Treasuries (including strips) |
| FANNIE MAE POOL    | 2041-07-01      | 2.5000%  | 0.0000% | $837300.00         | $448385.72         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2050-12-01      | 2.5000%  | 0.0000% | $14981.00          | $7994.20           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2051-04-01      | 2.5000%  | 0.0000% | $5847940.00        | $3816803.58        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2052-04-01      | 3.0000%  | 0.0000% | $1065380.00        | $768546.06         | Agency Mortgage-Backed Securities  |
| US TREASURY N/B    | 2052-05-15      | 2.8750%  | 0.0000% | $1000000.00        | $698834.70         | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2042-05-15      | 3.2500%  | 0.0000% | $13946200.00       | $11634538.06       | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2052-08-15      | 3.0000%  | 0.0000% | $55100.00          | $39067.53          | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2042-08-15      | 3.3750%  | 0.0000% | $33800.00          | $28289.52          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B    | 2053-02-15      | 1.5000%  | 0.0000% | $2115000.00        | $1786476.52        | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2053-05-15      | 3.6250%  | 0.0000% | $540600.00         | $437524.84         | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2053-08-15      | 4.1250%  | 0.0000% | $4009700.00        | $3512185.73        | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2043-08-15      | 4.3750%  | 0.0000% | $172500.00         | $163119.34         | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2053-11-15      | 4.7500%  | 0.0000% | $400.00            | $393.47            | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2043-11-15      | 4.7500%  | 0.0000% | $1552200.00        | $1555389.41        | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2035-05-15      | 4.2500%  | 0.0000% | $500.00            | $505.94            | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2028-06-15      | 3.8750%  | 0.0000% | $300000.00         | $304245.31         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B    | 2035-07-15      | 1.8750%  | 0.0000% | $1335200.00        | $1368781.88        | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2035-08-15      | 4.2500%  | 0.0000% | $3000000.00        | $2999660.54        | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2032-09-30      | 3.8750%  | 0.0000% | $62000.00          | $61159.17          | U.S. Treasuries (including strips) |
| FREDDIE MAC POOL   | 2055-06-01      | 6.0000%  | 0.0000% | $50000000.00       | $38899437.47       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2055-11-01      | 5.0000%  | 0.0000% | $1070.00           | $1046.65           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2053-01-01      | 6.0000%  | 0.0000% | $3975452.00        | $2545038.19        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2052-05-01      | 4.5000%  | 0.0000% | $643845.00         | $441030.99         | Agency Mortgage-Backed Securities  |
| US TREASURY N/B    | 2044-02-15      | 4.5000%  | 0.0000% | $21000.00          | $20114.28          | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2044-05-15      | 4.6250%  | 0.0000% | $1949900.00        | $1917677.05        | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2054-08-15      | 4.2500%  | 0.0000% | $8900.00           | $7962.33           | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2044-08-15      | 4.1250%  | 0.0000% | $400.00            | $363.31            | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2054-11-15      | 4.5000%  | 0.0000% | $64500.00          | $60921.89          | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2044-11-15      | 4.6250%  | 0.0000% | $100.00            | $98.12             | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2027-11-15      | 2.2500%  | 0.0000% | $628500.00         | $619698.91         | U.S. Treasuries (including strips) |
| FREDDIE MAC POOL   | 2048-11-01      | 4.5000%  | 0.0000% | $5588552.00        | $1290027.47        | Agency Mortgage-Backed Securities  |
| US TREASURY N/B    | 2030-11-30      | 3.5000%  | 0.0000% | $231800.00         | $230209.44         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B    | 2036-01-15      | 1.8750%  | 0.0000% | $100.00            | $100.59            | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2031-01-31      | 3.7500%  | 0.0000% | $3996400.00        | $3986579.30        | U.S. Treasuries (including strips) |
| FANNIE MAE POOL    | 2049-03-01      | 4.0000%  | 0.0000% | $177084.00         | $43519.37          | Agency Mortgage-Backed Securities  |
| US TREASURY N/B    | 2032-08-15      | 2.7500%  | 0.0000% | $100.00            | $92.77             | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2029-08-31      | 3.1250%  | 0.0000% | $1483100.00        | $1452785.48        | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2029-10-31      | 4.0000%  | 0.0000% | $100.00            | $100.12            | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2027-10-31      | 4.1250%  | 0.0000% | $200.00            | $200.67            | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2029-11-30      | 3.8750%  | 0.0000% | $300.00            | $303.92            | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2028-01-31      | 3.5000%  | 0.0000% | $45800.00          | $45891.83          | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2030-02-28      | 4.0000%  | 0.0000% | $2467100.00        | $2485532.78        | U.S. Treasuries (including strips) |

### Security 218: Fixed Income Clearing Corp. Tri Party Repo - BoA

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BoA 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 942NHH006, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 942NHH006_3.65_0501
- **C.18 - Value (incl. sponsor support):** $7325000000.00
- **C.18.a - Value (excl. sponsor support):** $7325000000.00
- **C.19 - Percentage of Net Assets:** 3.6400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - BOA

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2026-11-15      | 2.0000%  | 0.0000% | $12000.00          | $11999.45          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 1.2500%  | 0.0000% | $100073000.00      | $95320992.58       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-30      | 1.2500%  | 0.0000% | $291600.00         | $276889.36         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 1.2500%  | 0.0000% | $200.00            | $189.91            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-31      | 1.1250%  | 0.0000% | $101998000.00      | $95898806.19       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-31      | 0.7500%  | 0.0000% | $7600.00           | $7534.58           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-31      | 1.3750%  | 0.0000% | $1000.00           | $940.01            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 4.0000%  | 0.0000% | $114383000.00      | $115488769.53      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-08-15      | 3.8750%  | 0.0000% | $305000000.00      | $300616927.57      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-11-15      | 4.5000%  | 0.0000% | $400050000.00      | $414745580.36      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-15      | 4.6250%  | 0.0000% | $10000.00          | $10258.17          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 3.7500%  | 0.0000% | $327424000.00      | $330106564.93      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-01-31      | 4.0000%  | 0.0000% | $124635000.00      | $125673989.04      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-02-15      | 4.0000%  | 0.0000% | $255000000.00      | $252583312.87      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 4.2500%  | 0.0000% | $16744000.00       | $17006978.53       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 4.5000%  | 0.0000% | $350000000.00      | $362273303.85      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-31      | 4.6250%  | 0.0000% | $1261000.00        | $1317900.26        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-15      | 4.3750%  | 0.0000% | $13056300.00       | $13304225.00       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-08-06      | NA       | 0.0000% | $100.00            | $99.03             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-30      | 4.1250%  | 0.0000% | $300000000.00      | $305572785.16      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-15      | 4.0000%  | 0.0000% | $115572800.00      | $117507610.59      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-12-31      | 4.5000%  | 0.0000% | $150001000.00      | $155195853.69      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-15      | 4.2500%  | 0.0000% | $325000000.00      | $330915438.12      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-01-31      | 4.2500%  | 0.0000% | $100080000.00      | $102075884.93      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-02-29      | 4.1250%  | 0.0000% | $19421000.00       | $19557600.24       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-08-11      | NA       | 0.0000% | $100.00            | $98.98             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-31      | 3.7500%  | 0.0000% | $11046500.00       | $11114646.22       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-08-31      | 3.7500%  | 0.0000% | $84801900.00       | $84024608.55       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-15      | 3.3750%  | 0.0000% | $35905000.00       | $35825281.92       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-15      | 3.8750%  | 0.0000% | $113455000.00      | $113635860.29      | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2027-02-18      | NA       | 0.0000% | $119600.00         | $116143.32         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 6.6250%  | 0.0000% | $104500.00         | $108356.03         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-02-15      | 1.8750%  | 0.0000% | $184200000.00      | $163669781.39      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2038-05-15      | 4.5000%  | 0.0000% | $100.00            | $102.12            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-05-15      | 4.2500%  | 0.0000% | $89843900.00       | $88335416.45       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-05-15      | 4.3750%  | 0.0000% | $57562600.00       | $56172817.49       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-08-15      | 2.7500%  | 0.0000% | $124999000.00      | $95612928.46       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-15      | 3.7500%  | 0.0000% | $1500.00           | $1315.67           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 3.0000%  | 0.0000% | $113028000.00      | $87404089.67       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-11-15      | 4.0000%  | 0.0000% | $400.00            | $347.40            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-11-15      | 4.0000%  | 0.0000% | $83394000.00       | $76501447.66       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-02-15      | 3.6250%  | 0.0000% | $13471900.00       | $10791143.07       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-02-15      | 3.8750%  | 0.0000% | $450000800.00      | $400469783.77      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-08-15      | 4.1250%  | 0.0000% | $3015200.00        | $2641080.98        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-08-15      | 4.3750%  | 0.0000% | $200000000.00      | $189123874.03      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-02-15      | 4.2500%  | 0.0000% | $245807000.00      | $219893250.61      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-03-31      | 4.0000%  | 0.0000% | $225121000.00      | $226004529.81      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-15      | 3.7500%  | 0.0000% | $340032000.00      | $339629703.12      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.8750%  | 0.0000% | $300002000.00      | $298799291.98      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 3.7500%  | 0.0000% | $400000000.00      | $405735653.04      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 3.8750%  | 0.0000% | $106660400.00      | $107714944.30      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-07-31      | 4.0000%  | 0.0000% | $92980700.00       | $93093323.26       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-15      | 3.5000%  | 0.0000% | $92427000.00       | $91674406.33       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-02-15      | 4.5000%  | 0.0000% | $148284000.00      | $142029810.17      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-05-15      | 4.6250%  | 0.0000% | $1000.00           | $963.95            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-08-15      | 4.8750%  | 0.0000% | $16614200.00       | $16592908.40       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-15      | 2.8750%  | 0.0000% | $1300400.00        | $1278877.17        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 3.1250%  | 0.0000% | $111240400.00      | $110715691.32      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-12-31      | 3.8750%  | 0.0000% | $363656000.00      | $361652002.29      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-31      | 3.1250%  | 0.0000% | $161400000.00      | $158100988.39      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 3.8750%  | 0.0000% | $194883600.00      | $197319704.22      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-29      | 4.0000%  | 0.0000% | $3114400.00        | $3140758.52        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 3.6250%  | 0.0000% | $27958000.00       | $27901337.84       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.5000%  | 0.0000% | $101000000.00      | $99202099.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-06-30      | 3.7500%  | 0.0000% | $200.00            | $200.60            | U.S. Treasuries (including strips) |

### Security 219: Fixed Income Clearing Corp. Tri Party Repo - BoA

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BoA 3.699900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 942NHH006, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 942NHH006_3.70_0713
- **C.18 - Value (incl. sponsor support):** $775000000.00
- **C.18.a - Value (excl. sponsor support):** $775000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - BOA

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2028-10-31      | 4.8750%  | 0.0000% | $38000000.00       | $38860016.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-10-31      | 4.8750%  | 0.0000% | $39276400.00       | $40648010.44       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 4.1250%  | 0.0000% | $724900.00         | $733008.24         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 2.7500%  | 0.0000% | $1861400.00        | $1819216.89        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-15      | 4.5000%  | 0.0000% | $27000.00          | $27745.88          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-06-30      | 4.2500%  | 0.0000% | $533100.00         | $545587.01         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-30      | 4.2500%  | 0.0000% | $75100.00          | $76651.83          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-15      | 4.0000%  | 0.0000% | $95000000.00       | $96590400.22       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-01-31      | 4.3750%  | 0.0000% | $50000000.00       | $51197410.77       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 1.7500%  | 0.0000% | $2332500.00        | $2211411.73        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 5.2500%  | 0.0000% | $8436000.00        | $8909677.90        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-15      | 6.2500%  | 0.0000% | $7999000.00        | $8894449.82        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2037-05-15      | 5.0000%  | 0.0000% | $1691500.00        | $1817501.83        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2038-05-15      | 4.5000%  | 0.0000% | $1961700.00        | $2003290.71        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-08-15      | 3.7500%  | 0.0000% | $286000.00         | $255443.69         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-15      | 3.1250%  | 0.0000% | $100.00            | $81.49             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-08-15      | 2.8750%  | 0.0000% | $27145900.00       | $20146277.34       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-08-15      | 2.2500%  | 0.0000% | $125104200.00      | $81430004.45       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-08-15      | 2.7500%  | 0.0000% | $100.00            | $70.70             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-08-15      | 3.0000%  | 0.0000% | $34600000.00       | $25343102.05       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-11-15      | 3.3750%  | 0.0000% | $821000.00         | $649812.07         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-03-31      | 4.0000%  | 0.0000% | $400.00            | $401.57            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $247240800.00      | $251443746.89      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 3.5000%  | 0.0000% | $136600.00         | $137428.03         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-08-15      | 4.2500%  | 0.0000% | $35882000.00       | $32101610.46       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-08-15      | 4.8750%  | 0.0000% | $22705300.00       | $22676202.47       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 3.8750%  | 0.0000% | $100000000.00      | $100966130.39      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 4.0000%  | 0.0000% | $1000000.00        | $1015408.67        | U.S. Treasuries (including strips) |

### Security 220: Australia & New Zealand Banking Group Ltd. Repo

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd. Repo 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 943BACII1, C.3 - LEI: JHE42UYNWWTJB8YTTU19, C.5 - Other ID: 943BACII1_3.65_0501
- **C.18 - Value (incl. sponsor support):** $2520000000.00
- **C.18.a - Value (excl. sponsor support):** $2520000000.00
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2049-11-15      | 2.3750%  | 0.0000% | $31500000.00       | $20202828.47       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-11-15      | 2.0000%  | 0.0000% | $322000000.00      | $223623774.17      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-05-15      | 3.2500%  | 0.0000% | $80000000.00       | $66642265.19       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-08-15      | 4.1250%  | 0.0000% | $35000000.00       | $31767787.47       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 4.6250%  | 0.0000% | $120000000.00      | $117632527.62      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-05-15      | 4.7500%  | 0.0000% | $500000000.00      | $492140883.98      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-08-15      | 4.7500%  | 0.0000% | $185000000.00      | $179945558.53      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-11-15      | 4.6250%  | 0.0000% | $78000000.00       | $75291142.96       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-15      | 1.5000%  | 0.0000% | $40000000.00       | $39861714.43       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-15      | 0.8750%  | 0.0000% | $50000000.00       | $43704527.80       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-15      | 1.6250%  | 0.0000% | $20000000.00       | $17938095.65       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 1.8750%  | 0.0000% | $175000000.00      | $165932574.73      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-31      | 3.5000%  | 0.0000% | $71800000.00       | $71929821.39       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-10-31      | 4.8750%  | 0.0000% | $230000000.00      | $237942187.50      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-11-15      | 4.5000%  | 0.0000% | $79139000.00       | $82008608.56       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 3.7500%  | 0.0000% | $90000000.00       | $90689878.28       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 4.1250%  | 0.0000% | $60000000.00       | $60502868.85       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-15      | 4.6250%  | 0.0000% | $345000000.00      | $353953472.70      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-31      | 4.1250%  | 0.0000% | $41616000.00       | $41811075.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-30      | 4.1250%  | 0.0000% | $69400000.00       | $70636366.24       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-11-15      | 4.0000%  | 0.0000% | $34600000.00       | $34193948.81       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 3.5000%  | 0.0000% | $50000000.00       | $50286861.19       | U.S. Treasuries (including strips) |

### Security 221: Fixed Income Clearing Corp. Repo - UBS

- **C.1 - Title:** Fixed Income Clearing Corp. Repo - UBS 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 944DQXII3, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 944DQXII3_3.66_0501
- **C.18 - Value (incl. sponsor support):** $6000000000.00
- **C.18.a - Value (excl. sponsor support):** $6000000000.00
- **C.19 - Percentage of Net Assets:** 2.9800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - UBS

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2048-05-15      | 3.1250%  | 0.0000% | $500000000.00      | $379430680.25      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-11-15      | 2.3750%  | 0.0000% | $650000000.00      | $416477512.09      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-11-15      | 1.8750%  | 0.0000% | $400000000.00      | $220439226.52      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.5000%  | 0.0000% | $31350000.00       | $30771984.38       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-08-15      | 3.8750%  | 0.0000% | $420000000.00      | $413647246.20      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-07-31      | 4.0000%  | 0.0000% | $520000000.00      | $525641937.15      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-07-31      | 4.1250%  | 0.0000% | $490000000.00      | $496117809.05      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-11-15      | 4.2500%  | 0.0000% | $360000000.00      | $364878522.10      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-30      | 4.1250%  | 0.0000% | $570000000.00      | $580110061.81      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-02-29      | 4.1250%  | 0.0000% | $270000000.00      | $271698505.43      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-05-31      | 4.1250%  | 0.0000% | $845000000.00      | $858073270.09      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 3.5000%  | 0.0000% | $530000000.00      | $528746273.05      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 3.5000%  | 0.0000% | $430000000.00      | $432467006.22      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-12-31      | 3.6250%  | 0.0000% | $600000000.00      | $596897444.75      | U.S. Treasuries (including strips) |

### Security 222: Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley 3.639900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 944JXD905, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 944JXD905_3.64_0501
- **C.18 - Value (incl. sponsor support):** $2570000000.00
- **C.18.a - Value (excl. sponsor support):** $2570000000.00
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - MORGAN STANLEY

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2029-02-15      | 2.6250%  | 0.0000% | $9900.00           | $9616.62           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-15      | 2.3750%  | 0.0000% | $17476100.00       | $17412170.40       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 1.1250%  | 0.0000% | $379600.00         | $372164.70         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 0.5000%  | 0.0000% | $12054500.00       | $11658897.54       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-15      | 0.6250%  | 0.0000% | $125048600.00      | $108677440.41      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 0.5000%  | 0.0000% | $115325300.00      | $110432024.96      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 0.6250%  | 0.0000% | $24997900.00       | $23743500.96       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-31      | 0.7500%  | 0.0000% | $100.00            | $94.90             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-29      | 1.1250%  | 0.0000% | $6739500.00        | $6425384.10        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-30      | 1.2500%  | 0.0000% | $47711900.00       | $45304930.07       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-31      | 1.2500%  | 0.0000% | $100.00            | $95.26             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 1.2500%  | 0.0000% | $12124600.00       | $11512897.52       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-08-15      | 1.2500%  | 0.0000% | $100.00            | $86.90             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-30      | 1.2500%  | 0.0000% | $22788000.00       | $22580821.52       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-08-15      | 3.8750%  | 0.0000% | $18726100.00       | $18456992.29       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-09-30      | 4.6250%  | 0.0000% | $162500.00         | $167115.16         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-10-31      | 4.8750%  | 0.0000% | $18161200.00       | $18795425.43       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-11-15      | 4.5000%  | 0.0000% | $244157800.00      | $253126780.31      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-12-31      | 3.7500%  | 0.0000% | $1000.00           | $1000.63           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-02-15      | 4.0000%  | 0.0000% | $70186700.00       | $69521526.30       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 2.5000%  | 0.0000% | $100.00            | $99.07             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-05-15      | 2.8750%  | 0.0000% | $630733400.00      | $596420053.40      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-04-30      | 3.8750%  | 0.0000% | $257191300.00      | $255398676.64      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-30      | 3.7500%  | 0.0000% | $255900800.00      | $255209867.84      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-04-30      | 4.1250%  | 0.0000% | $208072900.00      | $206979476.91      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-03-31      | 4.1250%  | 0.0000% | $23264000.00       | $23426781.64       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-30      | 4.6250%  | 0.0000% | $12269400.00       | $12509978.40       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-06-18      | NA       | 0.0000% | $26524700.00       | $26397381.44       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-07-16      | NA       | 0.0000% | $6418700.00        | $6370020.58        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-07-30      | NA       | 0.0000% | $257341900.00      | $255031484.42      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 4.1250%  | 0.0000% | $2911100.00        | $2976462.19        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-15      | 4.2500%  | 0.0000% | $100.00            | $101.82            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-03-31      | 4.1250%  | 0.0000% | $21735600.00       | $21806265.64       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2027-02-18      | NA       | 0.0000% | $10312200.00       | $10014156.80       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-06-16      | NA       | 0.0000% | $1400000.00        | $1393565.60        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-06-23      | NA       | 0.0000% | $41788800.00       | $41566400.01       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-07-28      | NA       | 0.0000% | $1780000.00        | $1764444.58        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 6.6250%  | 0.0000% | $1880000.00        | $1949371.66        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 1.5000%  | 0.0000% | $16109600.00       | $15263129.57       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-05-15      | 4.2500%  | 0.0000% | $99294600.00       | $100473817.73      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 3.8750%  | 0.0000% | $900.00            | $915.08            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $1400.00           | $1423.80           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-08-15      | 4.2500%  | 0.0000% | $1000.00           | $999.89            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-09-30      | 3.8750%  | 0.0000% | $57809600.00       | $57025599.47       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-15      | 2.7500%  | 0.0000% | $100.00            | $98.58             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-15      | 2.8750%  | 0.0000% | $11390600.00       | $11202075.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-31      | 3.1250%  | 0.0000% | $17900.00          | $17534.12          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.5000%  | 0.0000% | $900.00            | $883.98            | U.S. Treasuries (including strips) |

### Security 223: Fixed Income Clearing Corp. Tri Party Repo - JPM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - JPM 3.650000%
- **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: 944JXN903, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 944JXN903_3.65_0501
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - JPM

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE POOL       | 2052-06-01      | 3.5000%  | 0.0000% | $15000.00          | $10262.95          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-02-01      | 5.5000%  | 0.0000% | $5602984.00        | $4543477.57        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-03-01      | 7.0000%  | 0.0000% | $1253628.00        | $1324640.26        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2040-05-01      | 6.5000%  | 0.0000% | $1782032.00        | $1667934.21        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-05-01      | 6.0000%  | 0.0000% | $93228.00          | $82604.65          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-04-01      | 5.0000%  | 0.0000% | $4233552.00        | $4123328.65        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-04-01      | 6.0000%  | 0.0000% | $1052696.00        | $681643.46         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-05-01      | 4.5000%  | 0.0000% | $4622690.00        | $4410514.53        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-07-01      | 6.0000%  | 0.0000% | $2333480.00        | $2241347.97        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-07-01      | 6.5000%  | 0.0000% | $636690.00         | $669066.12         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2038-05-01      | 3.5600%  | 0.0000% | $16278624.00       | $14292595.70       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2033-06-01      | 3.6700%  | 0.0000% | $19754000.00       | $16037939.62       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2047-08-01      | 4.0000%  | 0.0000% | $3375744.00        | $2938629.76        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-09-01      | 5.0000%  | 0.0000% | $1000000.00        | $724092.63         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-10-01      | 4.5000%  | 0.0000% | $17000000.00       | $12966775.63       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2037-10-01      | 4.5000%  | 0.0000% | $167889.00         | $82899.75          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-11-01      | 5.0000%  | 0.0000% | $100000.00         | $77133.90          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-01-01      | 6.0000%  | 0.0000% | $480000.00         | $352351.90         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-03-01      | 4.5000%  | 0.0000% | $24572352.00       | $18969890.23       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2038-05-01      | 4.5000%  | 0.0000% | $52000.00          | $28857.67          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-09-01      | 4.0000%  | 0.0000% | $6955280.00        | $4535595.24        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2034-02-01      | 3.9600%  | 0.0000% | $19069760.00       | $18383363.06       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2035-05-01      | 1.6900%  | 0.0000% | $19910976.00       | $11660748.16       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2040-01-01      | 7.0000%  | 0.0000% | $2500000.00        | $370000.64         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-09-01      | 4.0000%  | 0.0000% | $102000.00         | $8439.11           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-04-01      | 5.0310%  | 0.0000% | $54640192.00       | $54585886.16       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-09-01      | 4.5000%  | 0.0000% | $325000.00         | $61641.22          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2034-07-01      | 3.0000%  | 0.0000% | $207100.00         | $37493.31          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-09-01      | 6.5000%  | 0.0000% | $20285056.00       | $20265147.25       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-09-01      | 6.5000%  | 0.0000% | $2093832.00        | $2184470.22        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-09-01      | 6.5000%  | 0.0000% | $1004980.00        | $1045006.92        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-08-01      | 6.5000%  | 0.0000% | $1311422.00        | $1376211.78        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-09-01      | 7.0000%  | 0.0000% | $1548374.00        | $1574848.10        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-09-01      | 7.0000%  | 0.0000% | $9706928.00        | $9111000.52        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-10-01      | 5.5000%  | 0.0000% | $6428120.00        | $6482307.90        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-11-01      | 7.0000%  | 0.0000% | $1495056.00        | $1585863.84        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-09-01      | 6.0000%  | 0.0000% | $30812576.00       | $30690212.13       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-10-01      | 5.0000%  | 0.0000% | $24446400.00       | $22192537.32       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2040-10-01      | 6.0000%  | 0.0000% | $1039454.00        | $1049599.26        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-11-01      | 6.0000%  | 0.0000% | $20964992.00       | $21060067.23       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-11-01      | 6.0000%  | 0.0000% | $12444048.00       | $11374004.53       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-11-01      | 6.0000%  | 0.0000% | $6440808.00        | $5857278.48        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-11-01      | 4.5000%  | 0.0000% | $2274650.00        | $2189548.21        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-11-01      | 6.0000%  | 0.0000% | $9059456.00        | $9260058.43        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-10-01      | 6.0000%  | 0.0000% | $3454612.00        | $3571012.06        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-12-01      | 6.0000%  | 0.0000% | $1481664.00        | $1536542.88        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-01-01      | 4.5000%  | 0.0000% | $5923496.00        | $5614095.29        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2040-11-01      | 6.0000%  | 0.0000% | $934783.00         | $942484.66         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2040-12-01      | 5.5000%  | 0.0000% | $1311892.00        | $1296081.56        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2040-12-01      | 6.0000%  | 0.0000% | $1108542.00        | $1131088.39        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2040-12-01      | 6.0000%  | 0.0000% | $2002363.00        | $2049991.83        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-12-01      | 7.0000%  | 0.0000% | $1033022.00        | $1092818.42        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-12-01      | 5.0000%  | 0.0000% | $4389792.00        | $4330497.75        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-01-01      | 5.5000%  | 0.0000% | $1445016.00        | $1470097.37        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-03-01      | 4.5000%  | 0.0000% | $1402478.00        | $1357462.78        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-02-01      | 4.5000%  | 0.0000% | $1549272.00        | $1495798.68        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-12-01      | 6.0000%  | 0.0000% | $9955728.00        | $10176591.32       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-12-01      | 6.0000%  | 0.0000% | $4670936.00        | $4774502.42        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-07-01      | 5.5000%  | 0.0000% | $4329344.00        | $4050334.07        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-08-01      | 6.5000%  | 0.0000% | $3391824.00        | $2831469.45        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-11-01      | 6.0000%  | 0.0000% | $2079504.00        | $2124778.00        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-12-01      | 5.0000%  | 0.0000% | $1704340.00        | $1696690.55        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2034-04-01      | 6.0000%  | 0.0000% | $1145000.00        | $9949.43           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2033-10-01      | 6.5000%  | 0.0000% | $2863000.00        | $53371.31          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2040-11-01      | 4.0000%  | 0.0000% | $5870000.00        | $1046262.50        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2042-06-01      | 3.5000%  | 0.0000% | $1519000.00        | $409541.00         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2044-12-01      | 3.0000%  | 0.0000% | $2927416.00        | $1139652.76        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2047-04-01      | 3.0000%  | 0.0000% | $1019254.00        | $415406.78         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2047-12-01      | 4.5000%  | 0.0000% | $276279.00         | $56164.08          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-03-01      | 4.5000%  | 0.0000% | $1259244.00        | $205704.18         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-04-01      | 4.0000%  | 0.0000% | $2310000.00        | $311148.89         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-05-01      | 4.5000%  | 0.0000% | $271595.00         | $30939.58          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-06-01      | 4.0000%  | 0.0000% | $2569420.00        | $547128.39         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-12-01      | 4.4900%  | 0.0000% | $2120000.00        | $1790875.84        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2040-11-01      | 6.0000%  | 0.0000% | $3000000.00        | $211892.77         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2040-06-01      | 5.0000%  | 0.0000% | $3088740.00        | $160385.79         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2033-04-01      | 3.0000%  | 0.0000% | $8500000.00        | $841198.87         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2044-12-01      | 5.0000%  | 0.0000% | $1499878.00        | $170640.79         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2040-10-01      | 4.0000%  | 0.0000% | $350999.00         | $14399.52          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-08-01      | 7.5000%  | 0.0000% | $1479462.00        | $1582702.83        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-12-01      | 7.5000%  | 0.0000% | $200000.00         | $213501.18         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-08-01      | 5.5000%  | 0.0000% | $9351696.00        | $8783744.05        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-08-01      | 5.0000%  | 0.0000% | $993538.00         | $974715.46         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2043-05-01      | 2.5250%  | 0.0000% | $107822.00         | $63326.38          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2043-06-01      | 2.7750%  | 0.0000% | $380679.00         | $29215.45          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2043-07-01      | 3.0000%  | 0.0000% | $1525000.00        | $216870.24         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2043-06-01      | 2.5250%  | 0.0000% | $194557.00         | $19965.24          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2030-03-01      | 2.0000%  | 0.0000% | $25000.00          | $6912.55           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2031-11-01      | 6.0000%  | 0.0000% | $4952672.00        | $48920.69          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-10-01      | 4.0000%  | 0.0000% | $603168.00         | $486365.20         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2035-12-01      | 5.5000%  | 0.0000% | $13068896.00       | $95152.38          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-11-01      | 5.5000%  | 0.0000% | $2944208.00        | $1999481.96        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2038-11-01      | 6.0000%  | 0.0000% | $147254.00         | $71537.30          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-03-01      | 5.5000%  | 0.0000% | $97651.00          | $67255.09          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-04-01      | 5.5000%  | 0.0000% | $92348.00          | $64725.24          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-04-01      | 5.5000%  | 0.0000% | $2097476.00        | $1407658.86        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-09-01      | 6.0000%  | 0.0000% | $3380000.00        | $3209449.76        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-05-01      | 5.5000%  | 0.0000% | $580140.00         | $462785.88         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-05-01      | 5.5000%  | 0.0000% | $1952112.00        | $1127205.08        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-06-01      | 6.0000%  | 0.0000% | $6474670.00        | $3013174.44        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-09-01      | 6.0000%  | 0.0000% | $3578152.00        | $3158773.74        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-09-01      | 5.5000%  | 0.0000% | $8778768.00        | $7753384.60        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-09-01      | 5.0000%  | 0.0000% | $8313840.00        | $7063250.57        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-10-01      | 5.0000%  | 0.0000% | $107291.00         | $92408.57          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-11-01      | 6.0000%  | 0.0000% | $1380140.00        | $1269761.27        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-09-01      | 7.0000%  | 0.0000% | $1056640.00        | $1126745.43        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-10-01      | 6.5000%  | 0.0000% | $122719.00         | $73889.53          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2039-10-01      | 6.0000%  | 0.0000% | $1000000.00        | $512292.44         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-10-01      | 5.5000%  | 0.0000% | $480184.00         | $428357.20         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-10-01      | 4.5000%  | 0.0000% | $324191.00         | $264003.64         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-11-01      | 4.5000%  | 0.0000% | $2376250.00        | $2235171.02        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-11-01      | 5.5000%  | 0.0000% | $1184116.00        | $633451.69         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2039-11-01      | 4.0000%  | 0.0000% | $1374864.00        | $175852.31         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2039-12-01      | 5.5000%  | 0.0000% | $1180754.00        | $965969.62         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2044-03-01      | 7.0000%  | 0.0000% | $1057308.00        | $796901.93         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-08-01      | 6.0000%  | 0.0000% | $1050000.00        | $753825.12         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-11-01      | 5.0000%  | 0.0000% | $100226944.00      | $91259310.10       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-05-01      | 4.5000%  | 0.0000% | $5829920.00        | $5635684.56        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-11-01      | 5.0000%  | 0.0000% | $14870032.00       | $10611164.43       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-12-01      | 5.0000%  | 0.0000% | $100000.00         | $94565.18          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-11-01      | 6.0000%  | 0.0000% | $6653000.00        | $6823746.68        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-04-01      | 7.0000%  | 0.0000% | $3204940.00        | $1089915.13        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2038-04-01      | 4.0000%  | 0.0000% | $1790228.00        | $1020057.51        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-05-01      | 4.5000%  | 0.0000% | $4217000.00        | $3046764.53        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-08-01      | 5.5000%  | 0.0000% | $1180984.00        | $833809.92         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2054-06-01      | 6.0000%  | 0.0000% | $865929.00         | $663988.02         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2034-05-01      | 4.7600%  | 0.0000% | $15955000.00       | $15808903.82       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2035-09-01      | 5.2100%  | 0.0000% | $9823000.00        | $9983055.01        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2034-09-01      | 4.6800%  | 0.0000% | $30751000.00       | $31177731.63       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2034-09-01      | 4.4450%  | 0.0000% | $20000000.00       | $19849013.88       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2035-04-01      | 4.5800%  | 0.0000% | $5640000.00        | $5613804.70        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2030-03-01      | 4.6500%  | 0.0000% | $22880000.00       | $23191987.86       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2030-06-01      | 4.5100%  | 0.0000% | $12500000.00       | $12606750.70       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2030-07-01      | 4.5200%  | 0.0000% | $10366000.00       | $10450038.31       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2030-09-01      | 4.4450%  | 0.0000% | $16314000.00       | $16409285.08       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2035-12-01      | 4.2400%  | 0.0000% | $6627000.00        | $6418364.56        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2036-02-01      | 4.5900%  | 0.0000% | $1554000.00        | $1551013.99        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2033-03-01      | 4.0500%  | 0.0000% | $11500000.00       | $11212689.75       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2036-04-01      | 4.3500%  | 0.0000% | $25852000.00       | $25207772.48       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-06-01      | 4.5000%  | 0.0000% | $350000.00         | $41656.67          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-08-01      | 5.0000%  | 0.0000% | $108206800.00      | $24027486.89       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-10-01      | 2.0000%  | 0.0000% | $100000.00         | $48463.21          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-10-01      | 2.5000%  | 0.0000% | $500000.00         | $249761.42         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2035-11-01      | 2.5000%  | 0.0000% | $2226700.00        | $821286.01         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-02-01      | 3.0000%  | 0.0000% | $7000000.00        | $3704767.80        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2041-05-01      | 2.5000%  | 0.0000% | $1100000.00        | $648446.64         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2036-06-01      | 2.5000%  | 0.0000% | $500000.00         | $286147.03         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-10-01      | 5.5000%  | 0.0000% | $457375.00         | $390069.78         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-05-01      | 5.5000%  | 0.0000% | $832081.00         | $627274.32         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2035-07-01      | 5.0000%  | 0.0000% | $6300000.00        | $55736.29          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2044-11-01      | 3.5000%  | 0.0000% | $1100000.00        | $204955.68         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2031-11-01      | 2.0000%  | 0.0000% | $255000.00         | $36734.67          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2034-11-01      | 6.1430%  | 0.0000% | $10260816.00       | $511853.09         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2031-07-01      | 6.5000%  | 0.0000% | $4570000.00        | $31422.62          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2037-03-01      | 7.0000%  | 0.0000% | $215000.00         | $8163.06           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2039-10-01      | 5.0000%  | 0.0000% | $1120888.00        | $218699.82         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-04-01      | 2.5000%  | 0.0000% | $19610.00          | $10125.86          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-08-01      | 2.5000%  | 0.0000% | $185000.00         | $81897.65          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2035-07-01      | 2.5000%  | 0.0000% | $79243.00          | $16300.06          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-11-01      | 2.0000%  | 0.0000% | $699549.00         | $461379.14         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-02-01      | 2.0000%  | 0.0000% | $75000.00          | $34824.62          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2036-04-01      | 2.0000%  | 0.0000% | $2710000.00        | $1318344.71        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2028-02-01      | 1.0900%  | 0.0000% | $15506000.00       | $14677321.01       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2036-06-01      | 2.0700%  | 0.0000% | $1590616.00        | $1287583.77        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2037-01-01      | 2.5000%  | 0.0000% | $1410912.00        | $988199.84         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-09-01      | 4.0000%  | 0.0000% | $1471724.00        | $880014.32         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-05-01      | 3.5000%  | 0.0000% | $100038.00         | $67387.12          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-06-01      | 3.5000%  | 0.0000% | $5080776.00        | $3549646.81        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-08-01      | 3.0000%  | 0.0000% | $1000000.00        | $685346.69         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-12-01      | 3.0000%  | 0.0000% | $1035342.00        | $748350.46         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-06-01      | 6.5000%  | 0.0000% | $2302368.00        | $2262694.31        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-06-01      | 6.5000%  | 0.0000% | $11742096.00       | $9964759.63        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-09-01      | 4.5000%  | 0.0000% | $227625.00         | $156410.95         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2040-04-01      | 6.5000%  | 0.0000% | $1282902.00        | $966210.51         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-03-01      | 2.5000%  | 0.0000% | $71629.00          | $35684.83          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-07-01      | 4.0000%  | 0.0000% | $2619724.00        | $2155538.35        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2040-07-01      | 4.5000%  | 0.0000% | $1343356.00        | $1205976.68        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2037-04-01      | 2.0000%  | 0.0000% | $89292.00          | $53935.36          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-04-01      | 3.0000%  | 0.0000% | $164799232.00      | $113443645.48      | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-05-01      | 3.0000%  | 0.0000% | $17843800.00       | $12172874.40       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2037-05-01      | 3.0000%  | 0.0000% | $65102.00          | $33215.36          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-07-01      | 5.0000%  | 0.0000% | $400000.00         | $250552.73         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-06-01      | 4.0000%  | 0.0000% | $700000.00         | $449762.99         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2037-09-01      | 2.0000%  | 0.0000% | $216959.00         | $148596.87         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-01-01      | 4.5000%  | 0.0000% | $2560124.00        | $2479468.69        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-02-01      | 6.5000%  | 0.0000% | $4894192.00        | $4022472.20        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-02-01      | 4.0000%  | 0.0000% | $1031148.00        | $971975.80         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-08-01      | 5.0000%  | 0.0000% | $5980000.00        | $3583380.34        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-11-01      | 4.0250%  | 0.0000% | $9079232.00        | $6625839.26        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2028-08-01      | 4.1070%  | 0.0000% | $9624000.00        | $9185717.77        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2030-09-01      | 3.6900%  | 0.0000% | $24963000.00       | $24389387.70       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-07-01      | 2.5000%  | 0.0000% | $300000.00         | $165242.40         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-10-01      | 5.0000%  | 0.0000% | $15251000.00       | $11449561.66       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2033-09-01      | 3.1800%  | 0.0000% | $6424544.00        | $5297528.73        | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2041-06-01      | 5.5000%  | 0.0000% | $507000.00         | $43042.77          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2036-10-01      | 1.5000%  | 0.0000% | $4233808.00        | $2307463.27        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2037-03-01      | 2.5000%  | 0.0000% | $5853048.00        | $3331819.50        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2042-04-01      | 3.5000%  | 0.0000% | $800000.00         | $469459.08         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2037-05-01      | 2.0000%  | 0.0000% | $2912272.00        | $1725697.45        | Agency Mortgage-Backed Securities |

### Security 224: Fixed Income Clearing Corp. Tri Party Repo - JPM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - JPM 3.639900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 952JMUII9, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 952JMUII9_3.64_0501
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - JPM

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL   | 2026-05-14      | NA       | 0.0000% | $6844400.00        | $6835557.04        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-06-11      | NA       | 0.0000% | $917473600.00      | $913714710.66      | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-05-07      | NA       | 0.0000% | $958900.00         | $958328.50         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-06-04      | NA       | 0.0000% | $1650019200.00     | $1644417384.82     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-31      | 4.1250%  | 0.0000% | $316821600.00      | $320957254.39      | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-05-12      | NA       | 0.0000% | $14155000.00       | $14139528.59       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-08-11      | NA       | 0.0000% | $4061600.00        | $4020127.00        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-08-18      | NA       | 0.0000% | $12026200.00       | $11894861.87       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-31      | 3.5000%  | 0.0000% | $142776000.00      | $143062261.94      | U.S. Treasuries (including strips) |

### Security 225: Fixed Income Clearing Corp. Tri Party Repo - Northern Trust

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Northern Trust 3.639900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 954ZEB000, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 954ZEB000_3.64_0501
- **C.18 - Value (incl. sponsor support):** $9985000000.00
- **C.18.a - Value (excl. sponsor support):** $9985000000.00
- **C.19 - Percentage of Net Assets:** 4.9700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - NORTHERN TRUST

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2030-10-31      | 4.8750%  | 0.0000% | $100000000.00      | $103591372.28      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-11-15      | 4.5000%  | 0.0000% | $487323800.00      | $505892502.70      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-12-31      | 3.7500%  | 0.0000% | $100000000.00      | $100159703.04      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-02-15      | 4.0000%  | 0.0000% | $400000000.00      | $396721167.13      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-28      | 4.2500%  | 0.0000% | $200000000.00      | $203447690.22      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-15      | 2.7500%  | 0.0000% | $214410900.00      | $199149671.13      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-04-30      | 3.8750%  | 0.0000% | $150000000.00      | $149125169.84      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-03-31      | 4.1250%  | 0.0000% | $300000000.00      | $302454405.74      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-04-30      | 4.6250%  | 0.0000% | $550000000.00      | $564850373.64      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-31      | 4.6250%  | 0.0000% | $350000000.00      | $366193209.13      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-06-30      | 4.2500%  | 0.0000% | $200000000.00      | $204825535.22      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-07-31      | 4.1250%  | 0.0000% | $100000000.00      | $101416177.49      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-11-15      | 4.2500%  | 0.0000% | $100000000.00      | $101585635.36      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-30      | 4.1250%  | 0.0000% | $250000000.00      | $254931318.68      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-01-31      | 4.3750%  | 0.0000% | $1315992400.00     | $1349121122.69     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-02-15      | 4.6250%  | 0.0000% | $525000000.00      | $541761114.47      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-08-31      | 3.7500%  | 0.0000% | $175000000.00      | $173562669.84      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-10-31      | 4.1250%  | 0.0000% | $600000000.00      | $601707880.43      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-11-15      | 4.0000%  | 0.0000% | $240000000.00      | $220541229.28      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 3.8750%  | 0.0000% | $200000000.00      | $179825276.24      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-06-30      | 3.8750%  | 0.0000% | $6525200.00        | $6584737.38        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 3.8750%  | 0.0000% | $950000000.00      | $955292904.01      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-31      | 3.8750%  | 0.0000% | $200000000.00      | $198305706.52      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 3.6250%  | 0.0000% | $200000000.00      | $198330842.39      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-09-30      | 3.8750%  | 0.0000% | $500000000.00      | $493867614.42      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-09-30      | 3.6250%  | 0.0000% | $250000000.00      | $247134776.30      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-10-31      | 3.7500%  | 0.0000% | $1000000000.00     | $976898777.17      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-11-30      | 3.7500%  | 0.0000% | $162147800.00      | $160835917.39      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-30      | 3.5000%  | 0.0000% | $250000000.00      | $248536658.65      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-02-15      | 4.7500%  | 0.0000% | $100000000.00      | $98624741.02       | U.S. Treasuries (including strips) |

### Security 226: Fixed Income Clearing Corp. Tri Party Repo - CITI

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - CITI 3.639900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 956ZCJ003, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 956ZCJ003_3.64_0501
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - CITI

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2034-02-15      | 4.0000%  | 0.0000% | $14987600.00       | $14845559.45       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 2.7500%  | 0.0000% | $13000.00          | $12705.39          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-15      | 1.7500%  | 0.0000% | $200.00            | $187.26            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2027-02-18      | NA       | 0.0000% | $100.00            | $97.11             | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2027-04-15      | NA       | 0.0000% | $1000.00           | $965.37            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-11-15      | 3.0000%  | 0.0000% | $418300.00         | $319383.30         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-05-15      | 2.5000%  | 0.0000% | $3276000.00        | $2268509.08        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-08-15      | 4.7500%  | 0.0000% | $61280000.00       | $59631748.45       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-01-31      | 3.5000%  | 0.0000% | $25115000.00       | $24920860.36       | U.S. Treasuries (including strips) |

### Security 227: TD Securities USA LLC Tri Party Repo

- **C.1 - Title:** TD Securities USA LLC Tri Party Repo 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 976GZG002, C.3 - LEI: 5493006RJSLS5DA4PD75, C.5 - Other ID: 976GZG002_3.65_0501
- **C.18 - Value (incl. sponsor support):** $60000000.00
- **C.18.a - Value (excl. sponsor support):** $60000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2053-11-15      | 4.7500%  | 0.0000% | $62216200.00       | $61200070.58       | U.S. Treasuries (including strips) |

### Security 228: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 985SRR000, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 985SRR000_3.66_0508
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-08
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2030-02-15      | 1.5000%  | 0.0000% | $69600.00          | $63835.05          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-01-31      | 4.2500%  | 0.0000% | $100.00            | $101.99            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-03-31      | 4.0000%  | 0.0000% | $165232000.00      | $165880484.13      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.8750%  | 0.0000% | $15542900.00       | $15480588.51       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2030-04-15      | 1.6250%  | 0.0000% | $157157600.00      | $163785194.61      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-01-31      | 3.5000%  | 0.0000% | $1300.00           | $1289.95           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $3228700.00        | $3252823.02        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-03-31      | 3.6250%  | 0.0000% | $18385800.00       | $18204797.53       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.5000%  | 0.0000% | $42080000.00       | $41330933.92       | U.S. Treasuries (including strips) |

### Security 229: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 3.650000%
- **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: 985TJG001, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 985TJG001_3.65_0501
- **C.18 - Value (incl. sponsor support):** $340000000.00
- **C.18.a - Value (excl. sponsor support):** $340000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2054-11-25      | 4.5852%  | 0.0000% | $132400000.00      | $90611343.92       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-06-25      | 7.5952%  | 0.0000% | $92131859.00       | $62708522.51       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-03-25      | 4.3952%  | 0.0000% | $86183108.00       | $84787359.41       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2056-04-25      | 4.4952%  | 0.0000% | $22714699.00       | $22517098.14       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-04-25      | 5.5000%  | 0.0000% | $93000000.00       | $89575676.27       | Agency Mortgage-Backed Securities |

### Security 230: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 3.670000%
- **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: 985TJG001, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 985TJG001_3.67_0501
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 A | 2055-03-20      | 1.6599%  | 0.0000% | $99948996.00       | $3059924.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-06-20      | 0.6099%  | 0.0000% | $450000000.00      | $3166530.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-06-20      | 1.5599%  | 0.0000% | $51305924.00       | $1837979.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 3.4599%  | 0.0000% | $18136909.00       | $1740527.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 3.4599%  | 0.0000% | $17088670.00       | $1757391.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-05-20      | 6.5000%  | 0.0000% | $11265536.00       | $2388817.29        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-07-20      | 1.7099%  | 0.0000% | $52703413.00       | $2918950.86        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 1.5399%  | 0.0000% | $75000000.00       | $2804922.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 2.2599%  | 0.0000% | $50000000.00       | $2874119.49        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-08-20      | 0.7599%  | 0.0000% | $350000000.00      | $3307872.49        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-08-20      | 0.9899%  | 0.0000% | $80000000.00       | $1762630.05        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-08-20      | 2.8599%  | 0.0000% | $53219918.00       | $3069315.95        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2064-03-20      | 2.1599%  | 0.0000% | $70000000.00       | $1982201.12        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-10-20      | 0.7606%  | 0.0000% | $50000000.00       | $2528956.32        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2066-12-20      | 2.1460%  | 0.0000% | $125129269.00      | $2503470.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2075-06-20      | 0.8691%  | 0.0000% | $30144219.00       | $2580677.57        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2071-07-20      | 1.9430%  | 0.0000% | $48327160.00       | $3041930.45        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-10-20      | 1.9849%  | 0.0000% | $52790059.00       | $3544482.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 1.7065%  | 0.0000% | $150000000.00      | $3770066.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 2.3271%  | 0.0000% | $100000000.00      | $2818217.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 2.2599%  | 0.0000% | $100000000.00      | $1718926.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-06-16      | 0.6356%  | 0.0000% | $50000000.00       | $2263359.88        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2068-07-16      | 1.0384%  | 0.0000% | $41666955.00       | $3540995.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-12-20      | 1.3335%  | 0.0000% | $101821732.00      | $1910300.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-09-20      | 1.6899%  | 0.0000% | $100000000.00      | $3771429.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 2.1599%  | 0.0000% | $33718072.00       | $2334914.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-10-20      | 2.3599%  | 0.0000% | $54300000.00       | $2800321.64        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-11-20      | 6.0000%  | 0.0000% | $13778566.00       | $3829386.15        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-11-20      | 1.1099%  | 0.0000% | $100630531.00      | $2232696.04        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-06-20      | 3.4599%  | 0.0000% | $26962927.00       | $3703584.97        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-04-20      | 1.5599%  | 0.0000% | $117922779.00      | $1818707.66        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-05-20      | 2.3599%  | 0.0000% | $90000000.00       | $3355002.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-06-20      | 2.4099%  | 0.0000% | $42307692.00       | $2176142.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-08-20      | 2.3599%  | 0.0000% | $56000000.00       | $1932191.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-01-20      | 3.2599%  | 0.0000% | $59688099.00       | $2193601.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 2.0000%  | 0.0000% | $110000000.00      | $2724846.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-01-20      | 3.0000%  | 0.0000% | $28157352.00       | $3647280.10        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-11-20      | 2.4099%  | 0.0000% | $79858328.00       | $1735346.85        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-11-20      | 2.3599%  | 0.0000% | $100000000.00      | $2043738.17        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-11-20      | 2.2099%  | 0.0000% | $100000000.00      | $2578843.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-11-20      | 2.0000%  | 0.0000% | $27337372.00       | $2919853.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | 2.5000%  | 0.0000% | $21978059.00       | $2548776.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-10-20      | 1.1599%  | 0.0000% | $100000000.00      | $2399604.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-10-20      | 7.0000%  | 0.0000% | $22560384.00       | $3380609.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-10-20      | 7.0000%  | 0.0000% | $14454550.00       | $3482383.79        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-10-20      | 1.1599%  | 0.0000% | $100000000.00      | $2413552.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-02-16      | 1.9422%  | 0.0000% | $15000000.00       | $3034283.40        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-09-20      | 2.9599%  | 0.0000% | $33337894.00       | $1709974.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-09-20      | 3.6099%  | 0.0000% | $34615926.00       | $3557067.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-09-20      | 3.6099%  | 0.0000% | $37256685.00       | $3851111.58        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-09-20      | 1.7099%  | 0.0000% | $50000000.00       | $1711616.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-09-20      | 2.3599%  | 0.0000% | $24204330.00       | $1918360.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-01-20      | 5.0000%  | 0.0000% | $46445040.00       | $2642895.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-05-20      | 2.3245%  | 0.0000% | $46753246.00       | $2158556.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-03-20      | 4.0000%  | 0.0000% | $19907536.00       | $1859750.24        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-03-20      | 2.4599%  | 0.0000% | $100000000.00      | $2601872.96        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-03-20      | 2.6299%  | 0.0000% | $86905000.00       | $1746854.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 1.9599%  | 0.0000% | $150000000.00      | $2295676.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 2.0599%  | 0.0000% | $100000000.00      | $3178365.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 45.6380% | 0.0000% | $3393175.00        | $3436151.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-09-20      | 0.9099%  | 0.0000% | $150000000.00      | $3268457.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-09-20      | 0.9099%  | 0.0000% | $130000000.00      | $3456134.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-11-20      | 4.0000%  | 0.0000% | $45158236.00       | $3922479.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-10-20      | 2.0599%  | 0.0000% | $50000000.00       | $2939942.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 1.8599%  | 0.0000% | $130000000.00      | $1729571.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 2.4399%  | 0.0000% | $91300568.00       | $2552182.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 1.7599%  | 0.0000% | $114387549.00      | $2603090.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-20      | 2.3599%  | 0.0000% | $125000000.00      | $2110381.11        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-06-20      | 1.6599%  | 0.0000% | $100000000.00      | $1925116.35        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 1.6099%  | 0.0000% | $50559028.00       | $863938.34         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 1.4099%  | 0.0000% | $85875000.00       | $1936282.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-01-20      | 3.0000%  | 0.0000% | $11300000.00       | $1798930.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 2.0599%  | 0.0000% | $237020992.00      | $3630029.01        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-08-20      | 2.3599%  | 0.0000% | $150000000.00      | $1821417.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 2.6099%  | 0.0000% | $33162715.00       | $3516652.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-11-20      | 18.1991% | 0.0000% | $7112738.00        | $3283125.62        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 2.2999%  | 0.0000% | $150000000.00      | $2209220.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 3.4099%  | 0.0000% | $60000000.00       | $1983171.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 2.7599%  | 0.0000% | $75000000.00       | $2101610.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 1.7099%  | 0.0000% | $300000000.00      | $3666904.96        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 3.3099%  | 0.0000% | $110000000.00      | $3412977.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-02-20      | 2.2599%  | 0.0000% | $75000000.00       | $2244566.14        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-02-20      | 3.5000%  | 0.0000% | $31300538.00       | $3237984.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-08-20      | 1.1037%  | 0.0000% | $3934450.00        | $2336195.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-02-16      | 0.4697%  | 0.0000% | $150000000.00      | $2118732.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-02-20      | 2.4102%  | 0.0000% | $146045000.00      | $1851318.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-10-20      | 2.2311%  | 0.0000% | $49857711.00       | $2294649.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-05-20      | 1.4352%  | 0.0000% | $99660899.00       | $2243938.86        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-02-20      | 1.3244%  | 0.0000% | $98902101.00       | $2496108.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-12-20      | 1.5599%  | 0.0000% | $78800583.00       | $2827737.69        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-08-20      | 1.7320%  | 0.0000% | $86681134.00       | $2459984.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-11-16      | 0.7927%  | 0.0000% | $123320915.00      | $2251863.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-07-16      | 0.9060%  | 0.0000% | $179111909.00      | $3538896.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-06-20      | 3.5000%  | 0.0000% | $50703921.00       | $3435511.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-09-20      | 3.5000%  | 0.0000% | $24566517.00       | $1989306.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-11-20      | 6.5000%  | 0.0000% | $12187703.00       | $2586295.01        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-12-20      | 1.7599%  | 0.0000% | $118297992.00      | $3164067.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-12-20      | 3.0099%  | 0.0000% | $40000000.00       | $2783382.84        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-01-20      | 2.8099%  | 0.0000% | $29879841.00       | $1918019.41        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-12-20      | 2.4099%  | 0.0000% | $52255055.00       | $2533644.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-12-20      | 2.4599%  | 0.0000% | $42630928.00       | $2413044.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-02-20      | 6.0000%  | 0.0000% | $11095387.00       | $1762950.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-03-20      | 1.6099%  | 0.0000% | $140000000.00      | $1882117.35        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-05-20      | 0.6565%  | 0.0000% | $62411219.00       | $1897089.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-06-20      | 0.8289%  | 0.0000% | $45481923.00       | $2075208.19        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-02-20      | 1.4010%  | 0.0000% | $47142008.00       | $1954984.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2070-08-20      | 1.9653%  | 0.0000% | $47400000.00       | $1973183.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-03-20      | 0.7263%  | 0.0000% | $80000000.00       | $2582325.57        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2070-10-20      | 1.7594%  | 0.0000% | $88586088.00       | $3360057.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-03-16      | 0.2000%  | 0.0000% | $532854143.00      | $3828286.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-10-16      | 0.9493%  | 0.0000% | $52000000.00       | $3143360.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-07-20      | 1.6599%  | 0.0000% | $80000000.00       | $1839819.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-07-20      | 3.0099%  | 0.0000% | $313000000.00      | $3510385.76        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-07-20      | 2.2599%  | 0.0000% | $38726229.00       | $1817232.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-08-20      | 2.3099%  | 0.0000% | $81995768.00       | $3171845.15        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-07-20      | 2.2599%  | 0.0000% | $57668708.00       | $2179769.95        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-08-20      | 3.0099%  | 0.0000% | $70929155.00       | $3444175.29        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-08-20      | 2.3599%  | 0.0000% | $79379697.00       | $3744764.26        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-02-20      | 6.5000%  | 0.0000% | $25068524.00       | $1806501.79        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-09-20      | 2.2099%  | 0.0000% | $100000000.00      | $3606575.76        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-09-20      | 1.7099%  | 0.0000% | $100000000.00      | $2445539.75        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-09-20      | 6.0000%  | 0.0000% | $27777777.00       | $3388381.42        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2047-02-16      | 2.3211%  | 0.0000% | $36876188.00       | $2784677.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 3.0099%  | 0.0000% | $40217423.00       | $2990808.53        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-02-20      | 1.6099%  | 0.0000% | $84894016.00       | $3096488.22        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-03-20      | 1.7099%  | 0.0000% | $50000000.00       | $1983402.21        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-02-20      | 7.0000%  | 0.0000% | $16750242.00       | $2884197.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 1.6099%  | 0.0000% | $87160912.00       | $1941969.29        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 1.5299%  | 0.0000% | $50000000.00       | $1803262.19        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-03-20      | 3.4599%  | 0.0000% | $45000000.00       | $2604691.91        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-03-20      | 3.5599%  | 0.0000% | $75000000.00       | $2288486.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-03-20      | 1.6599%  | 0.0000% | $42433001.00       | $1890318.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 3.4099%  | 0.0000% | $37693943.00       | $3719566.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 1.5099%  | 0.0000% | $300000000.00      | $3899698.96        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 2.2099%  | 0.0000% | $37818434.00       | $2641484.26        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-04-20      | 1.7099%  | 0.0000% | $78954475.00       | $1895547.56        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-06-20      | 1.5599%  | 0.0000% | $50000000.00       | $2630958.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | 3.5000%  | 0.0000% | $23573914.00       | $3555750.91        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | 1.5099%  | 0.0000% | $74005558.00       | $2379516.88        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-07-20      | 1.3599%  | 0.0000% | $180000000.00      | $2975592.82        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | 1.3599%  | 0.0000% | $88105482.00       | $1989735.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 2.3099%  | 0.0000% | $41000000.00       | $2468528.20        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | 2.8099%  | 0.0000% | $28680755.00       | $1755621.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-05-20      | 2.5000%  | 0.0000% | $20178825.00       | $1761740.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 2.5000%  | 0.0000% | $40575448.00       | $2871095.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-10-20      | 0.7949%  | 0.0000% | $38952480.00       | $2223247.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-12-20      | 1.5201%  | 0.0000% | $50029030.00       | $3856240.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-12-20      | 1.2721%  | 0.0000% | $50661679.00       | $3831150.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-09-20      | 2.3599%  | 0.0000% | $65000000.00       | $3411008.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | 0.0599%  | 0.0000% | $187482306.00      | $2761395.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-10-20      | 2.5000%  | 0.0000% | $67644528.00       | $2510464.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-01-20      | 3.0000%  | 0.0000% | $43048333.00       | $3314911.31        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-01-20      | 3.0000%  | 0.0000% | $33333333.00       | $3180001.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-12-20      | 2.1021%  | 0.0000% | $92415946.00       | $2096013.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-08-20      | 1.0018%  | 0.0000% | $51417388.00       | $1960005.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-11-20      | 0.6043%  | 0.0000% | $64110827.00       | $3393740.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-08-20      | 0.8807%  | 0.0000% | $42998198.00       | $2594801.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-08-20      | 0.5099%  | 0.0000% | $100000000.00      | $1870172.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-05-20      | 1.8699%  | 0.0000% | $54862753.00       | $3658206.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | 2.3899%  | 0.0000% | $38552400.00       | $2119193.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-11-20      | 1.8099%  | 0.0000% | $50000000.00       | $2069158.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-08-16      | 0.2521%  | 0.0000% | $77781585.00       | $2770123.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-10-16      | 0.7413%  | 0.0000% | $51254412.00       | $2757264.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2061-07-16      | 0.5929%  | 0.0000% | $100000000.00      | $3643625.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-12-16      | 1.0768%  | 0.0000% | $41017202.00       | $3022846.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-07-16      | 0.6768%  | 0.0000% | $55425770.00       | $3291181.27        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2066-10-16      | 0.8885%  | 0.0000% | $51858754.00       | $3475478.93        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-09-20      | 3.0000%  | 0.0000% | $40337355.00       | $3437713.89        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2056-01-20      | 1.4099%  | 0.0000% | $100000000.00      | $3032163.60        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-12-20      | 1.8099%  | 0.0000% | $50000000.00       | $2210496.88        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-12-20      | 1.2099%  | 0.0000% | $78829600.00       | $2049089.18        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-12-20      | 5.5000%  | 0.0000% | $8353815.00        | $1758508.44        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-12-20      | 5.5000%  | 0.0000% | $13509091.00       | $2486954.23        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-12-20      | 0.3699%  | 0.0000% | $140433209.00      | $989989.54         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-12-20      | 1.8599%  | 0.0000% | $43849424.00       | $1966995.00        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2065-12-20      | 1.1599%  | 0.0000% | $82000000.00       | $2266284.77        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2065-12-20      | 1.8599%  | 0.0000% | $70898064.00       | $2350173.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-01-20      | 2.5599%  | 0.0000% | $58811622.00       | $3736446.27        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2056-02-20      | 5.5000%  | 0.0000% | $9223023.00        | $2039003.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-05-20      | 2.0099%  | 0.0000% | $24917297.00       | $2531629.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-01-20      | 2.0599%  | 0.0000% | $59937515.00       | $3727629.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-03-20      | 2.6099%  | 0.0000% | $48549022.00       | $3299940.92        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-03-20      | 1.9099%  | 0.0000% | $50000000.00       | $2904787.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-03-20      | 1.9099%  | 0.0000% | $61725670.00       | $3878332.55        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2056-03-20      | 1.3599%  | 0.0000% | $65000000.00       | $2570677.59        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2056-03-20      | 2.6599%  | 0.0000% | $50000000.00       | $3368404.55        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2056-03-20      | 1.2599%  | 0.0000% | $78947368.00       | $1968654.69        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2056-03-20      | 5.5000%  | 0.0000% | $12455443.00       | $2577352.60        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2056-03-20      | 1.3599%  | 0.0000% | $60000000.00       | $1726724.34        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2056-04-20      | 4.7500%  | 0.0000% | $3569024.00        | $3513177.30        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2056-04-20      | 2.6512%  | 0.0000% | $25000000.00       | $2018385.97        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2056-04-20      | 0.6509%  | 0.0000% | $80000000.00       | $2213663.56        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2056-04-20      | 4.5000%  | 0.0000% | $3655750.00        | $3631932.79        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2076-03-20      | 1.7424%  | 0.0000% | $38716980.00       | $2497425.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-06-20      | 0.5399%  | 0.0000% | $100000000.00      | $2134748.10        | Agency Mortgage-Backed Securities |

### Security 231: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 3.669900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 985TJG001, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 985TJG001_3.67_0507
- **C.18 - Value (incl. sponsor support):** $385000000.00
- **C.18.a - Value (excl. sponsor support):** $385000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-10-31      | 0.5000%  | 0.0000% | $3100.00           | $2949.08           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 4.1250%  | 0.0000% | $144800.00         | $148051.16         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 3.5000%  | 0.0000% | $100.00            | $99.45             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-30      | 3.3750%  | 0.0000% | $382610500.00      | $384994426.20      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 2.2500%  | 0.0000% | $7661800.00        | $7554509.36        | U.S. Treasuries (including strips) |

### Security 232: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 3.720000%
- **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: 985TJG001, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 985TJG001_3.72_0805
- **C.18 - Value (incl. sponsor support):** $950000000.00
- **C.18.a - Value (excl. sponsor support):** $950000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-05
- **C.13 - Final Legal Maturity Date:** 2026-08-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 A | 2053-02-20      | 3.2099%  | 0.0000% | $173368195.00      | $10230869.54       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-06-20      | 2.1799%  | 0.0000% | $122670979.00      | $8330566.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-06-20      | 4.6901%  | 0.0000% | $102662576.00      | $63097644.76       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-06-20      | 2.2399%  | 0.0000% | $113242857.00      | $8453898.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-05-16      | 0.7674%  | 0.0000% | $150000000.00      | $10433051.59       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2075-09-20      | 4.4101%  | 0.0000% | $8200000.00        | $8193834.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-02-20      | 4.0000%  | 0.0000% | $41856841.00       | $7471244.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 7.0000%  | 0.0000% | $45094359.00       | $8943073.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-04-16      | 2.1000%  | 0.0000% | $34037055.00       | $25744818.07       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2066-11-16      | 0.8901%  | 0.0000% | $225000000.00      | $17855599.17       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2068-07-16      | 4.5000%  | 0.0000% | $14795385.00       | $14106574.50       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2068-07-16      | 0.7120%  | 0.0000% | $115796979.00      | $8075160.52        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2068-07-16      | 4.7500%  | 0.0000% | $15802926.00       | $13995614.71       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2066-01-16      | 4.7500%  | 0.0000% | $15066747.00       | $14857611.34       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2068-05-16      | 4.5000%  | 0.0000% | $15088810.00       | $13652340.20       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-11-20      | 3.5599%  | 0.0000% | $75359571.00       | $7392181.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-10-20      | 4.7401%  | 0.0000% | $13569900.00       | $13497573.11       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | NA       | 0.0000% | $15439990.00       | $8842657.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | 8.0329%  | 0.0000% | $15972658.00       | $11930395.06       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-01-20      | 7.5000%  | 0.0000% | $59657397.00       | $8378804.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-12-20      | 2.4490%  | 0.0000% | $2706149.00        | $699948.20         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-03-20      | 1.9490%  | 0.0000% | $58981198.00       | $8154009.92        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 23.5190% | 0.0000% | $9653232.00        | $9952042.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 3.0000%  | 0.0000% | $111719330.00      | $14617465.46       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-02-20      | 7.0000%  | 0.0000% | $77686832.00       | $14248265.63       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-01-16      | 2.7000%  | 0.0000% | $50000000.00       | $11427952.33       | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2053-09-25      | 5.5000%  | 0.0000% | $136435616.00      | $22421714.58       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-03-20      | 7.0000%  | 0.0000% | $59162651.00       | $11958494.56       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-02-20      | 4.8786%  | 0.0000% | $22074031.00       | $12816091.84       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2070-04-20      | 1.6912%  | 0.0000% | $232125070.00      | $7442983.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-09-16      | 1.3000%  | 0.0000% | $39000000.00       | $20197069.62       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-06-20      | 0.9637%  | 0.0000% | $99999987.00       | $8569723.56        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2068-02-16      | 0.7614%  | 0.0000% | $302258735.00      | $22229110.42       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-07-16      | 0.8013%  | 0.0000% | $100000000.00      | $7598134.70        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2067-02-16      | 0.8868%  | 0.0000% | $225285175.00      | $17997902.93       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-08-20      | 7.0000%  | 0.0000% | $58229187.00       | $12862847.07       | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2053-10-25      | NA       | 0.0000% | $86085853.00       | $38236944.88       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 3.0099%  | 0.0000% | $132528715.00      | $8665224.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-03-20      | 2.3599%  | 0.0000% | $328750000.00      | $7546918.29        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 3.5000%  | 0.0000% | $72836094.00       | $7942647.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 2.5000%  | 0.0000% | $91634590.00       | $8487861.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 3.0000%  | 0.0000% | $124313108.00      | $9374216.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-04-20      | 3.0000%  | 0.0000% | $122499999.00      | $8866017.23        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-01-20      | 0.5600%  | 0.0000% | $269339702.00      | $11128458.53       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | 3.5000%  | 0.0000% | $108609000.00      | $7994378.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-02-20      | 3.0000%  | 0.0000% | $92401748.00       | $54831605.54       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-02-20      | 3.0000%  | 0.0000% | $92411585.00       | $54830823.48       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-09-16      | 0.8533%  | 0.0000% | $120000000.00      | $9035537.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-07-20      | 0.8108%  | 0.0000% | $245000000.00      | $16691300.76       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-05-20      | NA       | 0.0000% | $18287585.00       | $10178366.14       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-06-16      | 0.7500%  | 0.0000% | $288190581.00      | $14232349.80       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2067-04-16      | 0.8119%  | 0.0000% | $171736842.00      | $11789603.82       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-02-16      | 0.8299%  | 0.0000% | $200000000.00      | $13812074.62       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-09-16      | 0.8591%  | 0.0000% | $171000000.00      | $12843817.78       | Agency Mortgage-Backed Securities |
| GINNIE MAE 2025-106            | 2067-07-16      | 0.7357%  | 0.0000% | $125089269.00      | $8319649.69        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2056-02-20      | 2.0599%  | 0.0000% | $133750344.00      | $7973202.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-03-20      | 4.3901%  | 0.0000% | $48549022.00       | $48325791.22       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2056-03-20      | 3.2099%  | 0.0000% | $122186675.00      | $7867388.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-03-20      | 4.3401%  | 0.0000% | $43957759.00       | $43961057.76       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2056-04-20      | 4.5000%  | 0.0000% | $31624702.00       | $31008874.18       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2056-04-20      | 5.0000%  | 0.0000% | $37481536.00       | $37283925.01       | Agency Mortgage-Backed Securities |

### Security 233: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 3.739900%
- **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: 985TJG001, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 985TJG001_3.74_0717
- **C.18 - Value (incl. sponsor support):** $360000000.00
- **C.18.a - Value (excl. sponsor support):** $360000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **Characteristics:** C.9 Eligible 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FREDDIEMAC STRIP                      | 2052-04-25      | 2.0000%  | 0.0000% | $1388303.00        | $114841.65         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-07-15      | 1.0914%  | 0.0000% | $922000.00         | $155954.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-06-15      | 1.0914%  | 0.0000% | $14006544.00       | $958780.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-06-15      | 1.0914%  | 0.0000% | $4599909.00        | $365162.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-06-15      | 2.1527%  | 0.0000% | $1575991.00        | $4192.03           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-05-15      | NA       | 0.0000% | $194045.00         | $4.95              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-02-15      | NA       | 0.0000% | $803998.00         | $39.06             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-04-15      | 5.5000%  | 0.0000% | $1893463.00        | $31584.64          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-06-15      | 2.3457%  | 0.0000% | $3764479.00        | $32109.69          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-01-15      | 1.9511%  | 0.0000% | $2541949.00        | $1151012.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-11-15      | 6.0000%  | 0.0000% | $829429.00         | $20242.70          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-11-15      | NA       | 0.0000% | $8049430.00        | $44.75             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-12-15      | NA       | 0.0000% | $78920.00          | $7.51              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-05-15      | 3.5000%  | 0.0000% | $8979142.00        | $8562.72           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-05-15      | 6.0000%  | 0.0000% | $218750.00         | $8915.57           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-12-25      | NA       | 0.0000% | $30232137.00       | $421360.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-01-25      | 2.6548%  | 0.0000% | $5495615.00        | $366657.74         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-02-25      | 2.0000%  | 0.0000% | $77221.00          | $34170.09          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-02-25      | 1.5000%  | 0.0000% | $219650.00         | $82475.85          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-04-15      | 3.5000%  | 0.0000% | $13248883.00       | $44416.51          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-11-25      | 2.2904%  | 0.0000% | $8000000.00        | $294982.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-06-15      | 5.5000%  | 0.0000% | $678121.00         | $24113.47          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-11-25      | 0.4548%  | 0.0000% | $12500000.00       | $301740.44         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-04-25      | NA       | 0.0000% | $100997031.00      | $8865.90           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-10-15      | 4.0000%  | 0.0000% | $3000000.00        | $1415269.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-05-25      | NA       | 0.0000% | $83936714.00       | $243973.45         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-05-25      | 4.0000%  | 0.0000% | $48552.00          | $53855.29          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-25      | 1.6048%  | 0.0000% | $42614500.00       | $1298747.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-06-25      | 5.5000%  | 0.0000% | $91248.00          | $104967.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-25      | 1.8048%  | 0.0000% | $8997496.00        | $540700.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-25      | 1.3548%  | 0.0000% | $75000000.00       | $979094.09         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-25      | 2.3548%  | 0.0000% | $50000000.00       | $1069271.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-25      | 0.4500%  | 0.0000% | $50000000.00       | $298894.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-25      | 2.3248%  | 0.0000% | $50000000.00       | $1263666.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-01-25      | 2.1048%  | 0.0000% | $20500000.00       | $473192.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-01-25      | 2.9548%  | 0.0000% | $16411270.00       | $491871.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-03-25      | 2.7548%  | 0.0000% | $9500000.00        | $349080.72         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-03-25      | 3.3548%  | 0.0000% | $14000000.00       | $622001.66         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-03-25      | 2.1048%  | 0.0000% | $25000000.00       | $555673.91         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-03-25      | 0.2500%  | 0.0000% | $20509788.00       | $69181.65          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-03-25      | 0.3000%  | 0.0000% | $30254955.00       | $111624.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-03-25      | 2.2048%  | 0.0000% | $35000000.00       | $871987.56         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-03-25      | 0.3000%  | 0.0000% | $27035232.00       | $129288.13         | Agency Mortgage-Backed Securities |
| FANNIEMAE GRANTOR TRUST               | 2032-07-25      | 3.9888%  | 0.0000% | $62048106.00       | $80728.93          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-05-15      | NA       | 0.0000% | $250000000.00      | $0.20              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-03-15      | NA       | 0.0000% | $104000000.00      | $0.07              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-07-15      | 5.7781%  | 0.0000% | $6500000.00        | $132215.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-05-15      | 2.7457%  | 0.0000% | $49346094.00       | $56648.60          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-02-15      | 5.0000%  | 0.0000% | $20000.00          | $4285.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-01-15      | 7.0000%  | 0.0000% | $11428572.00       | $315347.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-11-15      | 7.0000%  | 0.0000% | $8411028.00        | $78300.03          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-05-15      | 13.8229% | 0.0000% | $7692308.00        | $67922.31          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-08-15      | 5.0000%  | 0.0000% | $30000000.00       | $43761.37          | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-02-25      | 8.9452%  | 0.0000% | $7142857.00        | $840533.63         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-25      | 3.4048%  | 0.0000% | $2000000.00        | $126702.17         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-02-25      | 0.4548%  | 0.0000% | $100000000.00      | $763951.42         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-02-25      | 0.3548%  | 0.0000% | $100000000.00      | $648840.96         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-02-25      | 9.6952%  | 0.0000% | $11571429.00       | $1385726.58        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-05-25      | NA       | 0.0000% | $250000.00         | $107.34            | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-05-25      | 2.1048%  | 0.0000% | $30579703.00       | $1408977.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-25      | 8.2452%  | 0.0000% | $1200000.00        | $917219.08         | Agency Mortgage-Backed Securities |
| FANNIE MAE MULTIFAMILY REMIC          | 2031-06-25      | NA       | 0.0000% | $111780965.00      | $104977751.91      | Agency Mortgage-Backed Securities |
| FANNIE MAE MULTIFAMILY REMIC          | 2035-07-25      | NA       | 0.0000% | $96542000.00       | $81148378.10       | Agency Mortgage-Backed Securities |
| FANNIE MAE MULTIFAMILY REMIC          | 2035-07-25      | NA       | 0.0000% | $129774972.00      | $103924446.45      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-03-15      | NA       | 0.0000% | $290666667.00      | $0.17              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-03-25      | 2.1048%  | 0.0000% | $22000000.00       | $518284.51         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-03-25      | 3.3548%  | 0.0000% | $11200000.00       | $498319.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-05-25      | 2.7748%  | 0.0000% | $35000000.00       | $1297629.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-05-25      | 0.1500%  | 0.0000% | $45000000.00       | $66800.06          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-25      | 2.2548%  | 0.0000% | $76587639.00       | $1482369.70        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-08-25      | 1.4048%  | 0.0000% | $100000000.00      | $1231887.48        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-08-25      | 2.1048%  | 0.0000% | $50000000.00       | $1000681.91        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-08-25      | 1.5048%  | 0.0000% | $100000000.00      | $1370616.30        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-08-25      | 3.4548%  | 0.0000% | $40000000.00       | $1326839.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-25      | 1.6048%  | 0.0000% | $67000000.00       | $1064005.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-25      | 1.5048%  | 0.0000% | $70000000.00       | $875260.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-25      | 2.2548%  | 0.0000% | $16000000.00       | $662223.70         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-25      | 1.5048%  | 0.0000% | $29500000.00       | $398370.70         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-25      | 1.0548%  | 0.0000% | $34000000.00       | $580239.05         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-25      | 2.2048%  | 0.0000% | $26474388.00       | $977659.04         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-12-25      | 0.0500%  | 0.0000% | $50000000.00       | $37482.18          | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-01-25      | 2.1048%  | 0.0000% | $32822000.00       | $990436.73         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-02-25      | 8.2952%  | 0.0000% | $10416557.00       | $839206.71         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-02-25      | 8.9952%  | 0.0000% | $7692308.00        | $888214.16         | Agency Mortgage-Backed Securities |
| FREDDIE MAC STRIPS                    | 2053-10-25      | 1.3548%  | 0.0000% | $25000000.00       | $414363.68         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP                      | 2054-05-25      | 3.4048%  | 0.0000% | $50000000.00       | $1378825.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-25      | 0.2500%  | 0.0000% | $100000000.00      | $603768.66         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-25      | 0.1000%  | 0.0000% | $120000000.00      | $314375.53         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2050-05-25      | 4.0000%  | 0.0000% | $1123590.00        | $886309.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-05-15      | 11.2469% | 0.0000% | $5615000.00        | $29075.77          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-08-15      | 6.1583%  | 0.0000% | $2000000.00        | $77059.68          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-06-15      | 5.0000%  | 0.0000% | $10427542.00       | $20413.87          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-01-15      | NA       | 0.0000% | $119039665.00      | $6.95              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-01-15      | 5.0000%  | 0.0000% | $133151.00         | $540.57            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-08-15      | 0.4181%  | 0.0000% | $324467.00         | $122222.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-02-15      | 4.5000%  | 0.0000% | $21369000.00       | $61274.04          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-10-15      | 0.4436%  | 0.0000% | $3354985.00        | $219151.30         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-12-15      | 0.7900%  | 0.0000% | $8485519.00        | $6990.93           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-08-15      | NA       | 0.0000% | $46808000.00       | $1.94              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-12-15      | NA       | 0.0000% | $20993268.00       | $23.58             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-05-15      | 1.5413%  | 0.0000% | $6723521.00        | $1005088.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-01-15      | 0.6745%  | 0.0000% | $1400000.00        | $422949.13         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2056-03-25      | 0.7048%  | 0.0000% | $40000000.00       | $715067.57         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2056-04-25      | 5.0000%  | 0.0000% | $767130.00         | $629255.57         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2056-04-25      | 1.3548%  | 0.0000% | $50000000.00       | $1244406.76        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2056-04-25      | 0.2748%  | 0.0000% | $113417306.00      | $972997.26         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2056-04-25      | NA       | 0.0000% | $250000.00         | $119.70            | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2056-05-25      | 5.0000%  | 0.0000% | $592214.00         | $541702.16         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2056-05-25      | 4.5000%  | 0.0000% | $201005.00         | $164464.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-25      | 0.3605%  | 0.0000% | $37385888.00       | $2006762.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-25      | 2.0000%  | 0.0000% | $42645500.00       | $2019921.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-25      | 2.9548%  | 0.0000% | $58919417.00       | $2713150.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-25      | 3.3548%  | 0.0000% | $31553456.00       | $1516087.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-25      | 3.4048%  | 0.0000% | $55273530.00       | $2472599.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-25      | 3.4548%  | 0.0000% | $103416000.00      | $3449306.15        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2054-09-25      | 1.5448%  | 0.0000% | $122000000.00      | $3326002.98        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2054-07-25      | 3.4548%  | 0.0000% | $88367871.00       | $3144795.25        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2054-10-25      | 1.6048%  | 0.0000% | $100000000.00      | $2172430.66        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2054-12-25      | 2.3048%  | 0.0000% | $100000000.00      | $2300810.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-25      | 2.2548%  | 0.0000% | $69000000.00       | $2608507.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-25      | 2.4048%  | 0.0000% | $67312087.00       | $2428312.32        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2055-04-25      | 2.2548%  | 0.0000% | $50000000.00       | $2409905.55        | Agency Mortgage-Backed Securities |

### Security 234: Fixed Income Clearing Corp. Tri Party Repo - ING

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - ING 3.639900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 990ABKBQ5, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 990ABKBQ5_3.64_0501
- **C.18 - Value (incl. sponsor support):** $4555000000.00
- **C.18.a - Value (excl. sponsor support):** $4555000000.00
- **C.19 - Percentage of Net Assets:** 2.2700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - ING

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-12-31      | 0.6250%  | 0.0000% | $100000000.00      | $94981982.32       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-30      | 1.2500%  | 0.0000% | $124999000.00      | $118693050.45      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-31      | 1.2500%  | 0.0000% | $509730000.00      | $485557808.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-30      | 1.2500%  | 0.0000% | $59998800.00       | $56401247.36       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-31      | 1.3750%  | 0.0000% | $140000000.00      | $131601540.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-15      | 1.3750%  | 0.0000% | $213450000.00      | $186094941.42      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-30      | 1.2500%  | 0.0000% | $25000000.00       | $24772710.99       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-09-30      | 4.6250%  | 0.0000% | $14360100.00       | $14767940.96       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 4.3750%  | 0.0000% | $100.00            | $102.93            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-15      | 4.3750%  | 0.0000% | $800.00            | $816.30            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-02-15      | 4.0000%  | 0.0000% | $506700000.00      | $501897900.52      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-05-15      | 2.8750%  | 0.0000% | $74000000.00       | $69974229.92       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 2.7500%  | 0.0000% | $5000.00           | $4966.77           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-15      | 2.7500%  | 0.0000% | $104500000.00      | $96949200.66       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-03-31      | 4.1250%  | 0.0000% | $100.00            | $100.70            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 4.1250%  | 0.0000% | $213343000.00      | $215239864.09      | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-05-14      | NA       | 0.0000% | $24999900.00       | $24967600.13       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-10-01      | NA       | 0.0000% | $25000000.00       | $24619900.00       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-07-23      | NA       | 0.0000% | $800000000.00      | $793360000.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-11-15      | 4.2500%  | 0.0000% | $21499900.00       | $21810722.99       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-12-31      | 4.5000%  | 0.0000% | $15999900.00       | $16554010.57       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 4.2500%  | 0.0000% | $100.00            | $101.74            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-09-30      | 3.5000%  | 0.0000% | $6199900.00        | $6129077.63        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-31      | 4.1250%  | 0.0000% | $311884000.00      | $313564430.99      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-10-31      | 4.1250%  | 0.0000% | $125000000.00      | $125208125.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 1.8750%  | 0.0000% | $575716000.00      | $546168537.12      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2036-02-15      | 4.5000%  | 0.0000% | $3300000.00        | $3375896.35        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-08-15      | 2.2500%  | 0.0000% | $49998900.00       | $31016390.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-11-15      | 1.6250%  | 0.0000% | $100.00            | $52.36             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-05-15      | 2.3750%  | 0.0000% | $150000000.00      | $94489632.60       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-15      | 3.8750%  | 0.0000% | $41199900.00       | $41638993.74       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 3.8750%  | 0.0000% | $100.00            | $100.99            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-15      | 3.3750%  | 0.0000% | $100.00            | $99.22             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-30      | 3.3750%  | 0.0000% | $131348000.00      | $132166388.25      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-11-30      | 3.7500%  | 0.0000% | $277000000.00      | $274390748.27      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-08-15      | 4.1250%  | 0.0000% | $115160000.00      | $104595949.46      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-15      | 3.5000%  | 0.0000% | $10000000.00       | $10028639.23       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 3.3750%  | 0.0000% | $66824000.00       | $67021922.35       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2036-02-15      | 4.1250%  | 0.0000% | $100.00            | $98.72             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-06-30      | 3.7500%  | 0.0000% | $18000000.00       | $18054178.91       | U.S. Treasuries (including strips) |

### Security 235: Credit Agricole Corporate and Investment Bank Tri Party Repo

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank Tri Party Repo 3.650000%
- **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: 996JWN000, C.3 - LEI: 549300WO2DKF0Q3YMV43, C.5 - Other ID: 996JWN000_3.65_0501
- **C.18 - Value (incl. sponsor support):** $309000000.00
- **C.18.a - Value (excl. sponsor support):** $309000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE POOL    | 2055-12-01      | 6.5000%  | 0.0000% | $365541.00         | $385229.93         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2056-02-01      | 7.0000%  | 0.0000% | $1000.00           | $1070.46           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2053-09-01      | 6.5000%  | 0.0000% | $18551008.00       | $10326426.04       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2051-02-01      | 1.5000%  | 0.0000% | $1523588.00        | $795002.49         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2051-07-01      | 3.0000%  | 0.0000% | $39851094.00       | $22295066.42       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL | 2053-03-20      | 5.0000%  | 0.0000% | $1000.00           | $733.78            | Agency Mortgage-Backed Securities  |
| US TREASURY N/B    | 2032-02-29      | 4.1250%  | 0.0000% | $75800.00          | $76333.15          | U.S. Treasuries (including strips) |
| US TREASURY N/B    | 2032-03-31      | 4.1250%  | 0.0000% | $100.00            | $100.33            | U.S. Treasuries (including strips) |
| FREDDIE MAC POOL   | 2053-04-01      | 6.0000%  | 0.0000% | $65777.00          | $44968.04          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2055-03-01      | 6.5000%  | 0.0000% | $41926452.00       | $36195619.82       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2054-02-01      | 5.5000%  | 0.0000% | $1005.00           | $865.24            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2051-04-01      | 3.0000%  | 0.0000% | $34268300.00       | $21599404.54       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1059.04           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2054-08-01      | 5.0000%  | 0.0000% | $19007296.00       | $17027685.49       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $897.81            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2056-01-01      | 6.0000%  | 0.0000% | $24003200.00       | $24225884.80       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2056-01-01      | 5.5000%  | 0.0000% | $82328509.00       | $83154778.73       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $662.41            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL | 2053-11-20      | 7.5000%  | 0.0000% | $1000.00           | $745.85            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2031-01-01      | 1.5000%  | 0.0000% | $1000.00           | $876.96            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2054-06-01      | 6.5000%  | 0.0000% | $1008.00           | $752.30            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2051-04-01      | 2.5000%  | 0.0000% | $10848100.00       | $6474398.76        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL    | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $881.02            | Agency Mortgage-Backed Securities  |
| US TREASURY N/B    | 2028-10-15      | 3.5000%  | 0.0000% | $100.00            | $99.19             | U.S. Treasuries (including strips) |
| FREDDIE MAC POOL   | 2055-02-01      | 6.5000%  | 0.0000% | $1024.00           | $857.07            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2055-09-01      | 6.0000%  | 0.0000% | $2114.00           | $1953.74           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL   | 2056-03-01      | 5.0000%  | 0.0000% | $91194112.00       | $89325478.23       | Agency Mortgage-Backed Securities  |
| TSY INFL IX N/B    | 2056-02-15      | 2.3750%  | 0.0000% | $100.00            | $94.18             | U.S. Treasuries (including strips) |
| FANNIE MAE POOL    | 2048-08-01      | 4.0000%  | 0.0000% | $15136400.00       | $3242082.90        | Agency Mortgage-Backed Securities  |

### Security 236: Deutsche Bank Securities Inc. Tri Party Repo

- **C.1 - Title:** Deutsche Bank Securities Inc. Tri Party Repo 3.639900%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 99VDGG008, C.3 - LEI: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: 99VDGG008_3.64_0501
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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         |
|:---|:---|:---|:---|:---|:---|:---|
| CASH          |  | NA       | 0.0000% | $500000000.00      | $500000000.00      | Other Instrument |

### Security 237: Goldman Sachs & Co. LLC Tri Party Repo

- **C.1 - Title:** Goldman Sachs & Co. LLC Tri Party Repo 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDJN000, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 99VDJN000_3.63_0511
- **C.18 - Value (incl. sponsor support):** $740000000.00
- **C.18.a - Value (excl. sponsor support):** $740000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2031-04-30      | 3.8750%  | 0.0000% | $601190400.00      | $597000102.91      | U.S. Treasuries (including strips) |
| STRIPS          | 2042-02-15      | NA       | 0.0000% | $350824701.17      | $157799898.11      | U.S. Treasuries (including strips) |

### Security 238: Goldman Sachs & Co. LLC Tri Party Repo

- **C.1 - Title:** Goldman Sachs & Co. LLC Tri Party Repo 3.650000%
- **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: 99VDKE008, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 99VDKE008_3.65_0501
- **C.18 - Value (incl. sponsor support):** $2855000000.00
- **C.18.a - Value (excl. sponsor support):** $2855000000.00
- **C.19 - Percentage of Net Assets:** 1.4200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| FREDDIE MAC POOL               | 2052-05-01      | 2.5000%  | 0.0000% | $18860320.00       | $16170515.65       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2032-06-01      | 3.0000%  | 0.0000% | $575000.00         | $57295.67          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2045-12-01      | 4.0000%  | 0.0000% | $228303.00         | $36515.87          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2045-11-01      | 4.0000%  | 0.0000% | $345000.00         | $35641.37          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2047-02-01      | 4.5000%  | 0.0000% | $5200000.00        | $793423.61         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2053-02-01      | 6.0000%  | 0.0000% | $37152960.00       | $37581269.42       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2043-12-01      | 3.5000%  | 0.0000% | $9013424.00        | $7104914.80        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-09-01      | 6.0000%  | 0.0000% | $6745930.00        | $6568531.61        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-11-01      | 5.0000%  | 0.0000% | $4840592.00        | $4731281.51        | Agency Mortgage-Backed Securities  |
| STRIPS                         | 2053-05-15      | NA       | 0.0000% | $4470087.12        | $1104013.18        | U.S. Treasuries (including strips) |
| Federal Farm Credit Bank       | 2034-02-23      | 4.4700%  | 0.0000% | $18546000.00       | $18505906.64       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2047-11-20      | 3.5000%  | 0.0000% | $250000000.00      | $29500977.14       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2051-02-20      | 3.5000%  | 0.0000% | $225000000.00      | $81947228.88       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2049-12-20      | 3.0000%  | 0.0000% | $2008136.00        | $327728.36         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2050-05-01      | 4.5000%  | 0.0000% | $16085952.00       | $9052922.76        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2044-07-01      | 5.0000%  | 0.0000% | $106000.00         | $14036.47          | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2051-08-20      | 2.5000%  | 0.0000% | $86734720.00       | $47923732.63       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2053-05-20      | 5.5000%  | 0.0000% | $2819000.00        | $1938409.40        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2053-06-20      | 3.5000%  | 0.0000% | $12030360.00       | $8439660.70        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2052-02-20      | 2.5000%  | 0.0000% | $24846040.00       | $14915499.21       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2052-12-20      | 5.0000%  | 0.0000% | $100000000.00      | $72534184.15       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2053-07-20      | 6.5000%  | 0.0000% | $155000.00         | $59274.80          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN BANK         | 2031-05-27      | 2.0000%  | 0.0000% | $1555000.00        | $1486125.94        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2034-06-01      | 5.0000%  | 0.0000% | $862993.00         | $19150.07          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2034-07-01      | 6.0000%  | 0.0000% | $2233480.00        | $58037.21          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2047-11-01      | 3.5000%  | 0.0000% | $5895608.00        | $2323668.16        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2031-12-01      | 3.5000%  | 0.0000% | $1800000.00        | $77975.60          | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL              | 2040-11-15      | 4.0000%  | 0.0000% | $1500000.00        | $50740.35          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2052-06-01      | 4.0000%  | 0.0000% | $49347904.00       | $35008348.63       | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL              | 2031-07-15      | 7.0000%  | 0.0000% | $64995326.00       | $58622.42          | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL              | 2050-06-15      | 3.5000%  | 0.0000% | $25757728.00       | $19649894.66       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2064-12-20      | 7.0000%  | 0.0000% | $20000000.00       | $11481187.96       | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL              | 2035-09-15      | 5.5000%  | 0.0000% | $17510656.00       | $192344.10         | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL              | 2041-09-15      | 5.0000%  | 0.0000% | $199454.00         | $11417.21          | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL              | 2040-09-15      | 4.0000%  | 0.0000% | $3620660.00        | $106372.30         | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL              | 2036-12-15      | 6.0000%  | 0.0000% | $9905664.00        | $218906.99         | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL              | 2037-11-15      | 5.5000%  | 0.0000% | $10000000.00       | $85079.20          | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL              | 2040-08-15      | 4.0000%  | 0.0000% | $25000000.00       | $6768337.35        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-12-20      | 5.0000%  | 0.0000% | $16866496.00       | $12651415.15       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2040-02-20      | 5.5000%  | 0.0000% | $2483728.00        | $61247.95          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2052-08-01      | 4.0000%  | 0.0000% | $101000.00         | $76249.90          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-03-01      | 5.5000%  | 0.0000% | $1674862.00        | $1688441.76        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 6.0000%  | 0.0000% | $3806400.00        | $3927036.59        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-03-20      | 6.0000%  | 0.0000% | $1795900.00        | $1859075.56        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-03-20      | 6.0000%  | 0.0000% | $15300048.00       | $15853874.05       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-06-01      | 6.0000%  | 0.0000% | $143192576.00      | $138787778.58      | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2049-11-01      | 3.5000%  | 0.0000% | $2897924.00        | $1182211.02        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2051-11-01      | 3.5000%  | 0.0000% | $36183.00          | $26489.26          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2051-07-01      | 2.5000%  | 0.0000% | $23777920.00       | $13429587.98       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2052-12-01      | 3.0000%  | 0.0000% | $8000.00           | $5685.46           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2032-10-01      | 4.4450%  | 0.0000% | $4860000.00        | $4862297.29        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2033-04-01      | 4.4000%  | 0.0000% | $7334000.00        | $7299225.43        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2051-08-01      | 2.0000%  | 0.0000% | $64694000.00       | $38062732.24       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-09-01      | 6.0000%  | 0.0000% | $13243232.00       | $11519069.59       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-11-01      | 6.0000%  | 0.0000% | $5342680.00        | $5445675.46        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 5.5000%  | 0.0000% | $1248700.00        | $1255414.50        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-03-20      | 6.0000%  | 0.0000% | $1160910.00        | $1203044.09        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-03-20      | 5.5000%  | 0.0000% | $2858656.00        | $2964902.00        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 6.0000%  | 0.0000% | $1224226.00        | $1279851.92        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-03-20      | 6.0000%  | 0.0000% | $3431940.00        | $3556506.56        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-02-20      | 6.5000%  | 0.0000% | $1024580.00        | $1085956.48        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-03-20      | 6.0000%  | 0.0000% | $2742200.00        | $2848554.56        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-04-20      | 5.5000%  | 0.0000% | $9111616.00        | $9267757.72        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2054-12-20      | 5.0000%  | 0.0000% | $52129000.00       | $47019464.46       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-02-20      | 5.5000%  | 0.0000% | $110000000.00      | $83170950.26       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-09-20      | 5.5000%  | 0.0000% | $11593232.00       | $11520495.36       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-11-20      | 4.5000%  | 0.0000% | $25000000.00       | $23967095.61       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 6.5000%  | 0.0000% | $708581376.00      | $744065268.69      | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-06-01      | 6.5000%  | 0.0000% | $104438784.00      | $87176738.11       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2054-02-20      | 4.0000%  | 0.0000% | $6000.00           | $5205.75           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2047-07-20      | 5.0000%  | 0.0000% | $2444988.00        | $407469.74         | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL              | 2047-10-15      | 4.0000%  | 0.0000% | $625999.00         | $201337.57         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2048-03-20      | 4.0000%  | 0.0000% | $180000.00         | $29363.05          | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL              | 2057-05-15      | 2.6400%  | 0.0000% | $5065696.00        | $4170054.12        | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL              | 2057-05-15      | 2.3500%  | 0.0000% | $2837852.00        | $2335969.62        | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL              | 2057-07-15      | 3.3000%  | 0.0000% | $99248.00          | $86984.07          | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL              | 2057-06-15      | 2.8800%  | 0.0000% | $598441.00         | $509836.28         | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL              | 2057-08-15      | 3.7000%  | 0.0000% | $2560444.00        | $2305101.35        | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL              | 2057-05-15      | 2.8000%  | 0.0000% | $1013370.00        | $857448.79         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2054-10-20      | 5.0000%  | 0.0000% | $89571840.00       | $78419294.05       | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL              | 2059-06-15      | 6.2000%  | 0.0000% | $760666.00         | $806807.91         | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL              | 2059-09-15      | 4.8200%  | 0.0000% | $300000.00         | $294287.56         | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL              | 2059-09-15      | 5.5200%  | 0.0000% | $5710000.00        | $5840129.82        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2054-07-20      | 6.5000%  | 0.0000% | $1761104.00        | $1166472.26        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2063-10-20      | 3.0000%  | 0.0000% | $110421.00         | $95777.15          | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-07-20      | 6.5000%  | 0.0000% | $9183248.00        | $8387600.78        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-12-20      | 6.0000%  | 0.0000% | $10130544.00       | $10442925.57       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-10-20      | 6.5000%  | 0.0000% | $3106064.00        | $3273650.89        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2033-10-01      | 6.0000%  | 0.0000% | $4475056.00        | $16587.89          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2036-10-01      | 6.5000%  | 0.0000% | $5400000.00        | $29163.01          | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                | 2029-02-28      | 1.8750%  | 0.0000% | $1248900.00        | $1184802.73        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2045-02-15      | 2.5000%  | 0.0000% | $212900.00         | $149104.62         | U.S. Treasuries (including strips) |
| FANNIE MAE POOL                | 2038-09-01      | 6.5000%  | 0.0000% | $648392.00         | $26241.10          | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-01-20      | 5.5000%  | 0.0000% | $7731872.00        | $7838250.71        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2050-04-01      | 4.5000%  | 0.0000% | $3717196.00        | $745384.72         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2036-08-01      | 1.5000%  | 0.0000% | $15000000.00       | $7333115.44        | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                | 2041-11-15      | 2.0000%  | 0.0000% | $6000000.00        | $4176391.62        | U.S. Treasuries (including strips) |
| FANNIE MAE POOL                | 2036-09-01      | 2.0000%  | 0.0000% | $500000.00         | $257172.71         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-03-20      | 6.0000%  | 0.0000% | $3004950.00        | $3115179.49        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2056-04-20      | 6.0000%  | 0.0000% | $631740.00         | $656808.29         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2046-07-20      | 4.0000%  | 0.0000% | $1898012.00        | $362249.98         | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                | 2030-08-31      | 3.6250%  | 0.0000% | $2661500.00        | $2636811.48        | U.S. Treasuries (including strips) |
| FREDDIE MAC GOLD POOL          | 2047-07-01      | 3.5000%  | 0.0000% | $49838000.00       | $9388914.27        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2048-03-01      | 3.0000%  | 0.0000% | $13861824.00       | $11693325.16       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2045-11-01      | 5.0000%  | 0.0000% | $40090752.00       | $37598547.90       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2052-06-01      | 4.0000%  | 0.0000% | $39196864.00       | $27471640.10       | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                | 2055-02-15      | 4.6250%  | 0.0000% | $411029600.00      | $391581496.03      | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-08-15      | 2.8750%  | 0.0000% | $578927200.00      | $569345417.49      | U.S. Treasuries (including strips) |
| GINNIE MAE                     | 2056-02-20      | 3.6899%  | 0.0000% | $21694208.00       | $2689058.71        | Agency Mortgage-Backed Securities  |
| GINNIE MAE                     | 2056-03-20      | NA       | 0.0000% | $110000000.00      | $212802.41         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2038-02-01      | 6.0000%  | 0.0000% | $5223384.00        | $25118.80          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2037-02-01      | 6.0000%  | 0.0000% | $2381724.00        | $22437.08          | Agency Mortgage-Backed Securities  |

### Security 239: HSBC Securities USA Inc. Tri Party Repo

- **C.1 - Title:** HSBC Securities USA Inc. Tri Party Repo 3.650000%
- **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: 99VDKY004, C.3 - LEI: 1IE8VN30JCEQV1H4R804, C.5 - Other ID: 99VDKY004_3.65_0501
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE POOL  | 2046-04-01      | 5.0000%  | 0.0000% | $7877831.00        | $7905598.61        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2052-07-01      | 3.5000%  | 0.0000% | $77003.00          | $53501.20          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2038-01-01      | 4.5000%  | 0.0000% | $253258.00         | $135525.38         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2039-03-01      | 5.5000%  | 0.0000% | $690023.00         | $383407.71         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2052-09-01      | 5.0000%  | 0.0000% | $60108300.00       | $43143379.01       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2052-10-01      | 5.0000%  | 0.0000% | $255000.00         | $192459.44         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2052-08-01      | 5.0000%  | 0.0000% | $7488000.00        | $4535435.55        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2051-07-01      | 2.5000%  | 0.0000% | $70170.00          | $45184.11          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2051-05-01      | 2.5000%  | 0.0000% | $270847.00         | $149406.25         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2052-11-01      | 4.5000%  | 0.0000% | $300000.00         | $201309.73         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-03-01      | 6.0000%  | 0.0000% | $4996768.00        | $4606027.84        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2053-09-01      | 4.5000%  | 0.0000% | $98000.00          | $75185.57          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2052-04-01      | 2.5000%  | 0.0000% | $199000.00         | $142124.87         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2053-07-01      | 2.5000%  | 0.0000% | $55000.00          | $40970.85          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-08-01      | 6.0000%  | 0.0000% | $599720.00         | $455656.50         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2053-12-01      | 3.5000%  | 0.0000% | $41000.00          | $33451.74          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 5.0000%  | 0.0000% | $37000064.00       | $36244381.35       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2030-06-01      | 3.5300%  | 0.0000% | $39278144.00       | $37772060.97       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2053-11-01      | 6.0000%  | 0.0000% | $50158800.00       | $38390935.15       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2053-07-01      | 6.0000%  | 0.0000% | $300000.00         | $198070.28         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2053-09-01      | 5.5000%  | 0.0000% | $44000.00          | $36709.15          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2053-09-01      | 6.5000%  | 0.0000% | $814811.00         | $434591.99         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2035-04-01      | 5.0000%  | 0.0000% | $3924474.00        | $33108.78          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2042-05-01      | 3.5000%  | 0.0000% | $22227872.00       | $3291518.01        | Agency Mortgage-Backed Securities |

### Security 240: Bank of America Tri Party Repo

- **C.1 - Title:** Bank of America Tri Party Repo 3.650000%
- **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: 99VDNE005, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: 99VDNE005_3.65_0501
- **C.18 - Value (incl. sponsor support):** $2122000000.00
- **C.18.a - Value (excl. sponsor support):** $2122000000.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FREDDIE MAC POOL                      | 2056-04-01      | 4.5000%  | 0.0000% | $3268708.00        | $3153986.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-11-20      | NA       | 0.0000% | $68383232.00       | $219030.49         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-02-01      | 4.5000%  | 0.0000% | $9172096.00        | $8890590.48        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-03-01      | 4.5000%  | 0.0000% | $6638864.00        | $6362814.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-08-20      | 1.7099%  | 0.0000% | $100000000.00      | $4764317.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-03-20      | 2.2745%  | 0.0000% | $34000000.00       | $583015.24         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-02-20      | 2.2745%  | 0.0000% | $41953984.00       | $647672.55         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-01-01      | 7.0000%  | 0.0000% | $1277698.00        | $1351011.51        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2047-03-01      | 4.0000%  | 0.0000% | $7522680.00        | $1757444.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-02-20      | 1.9599%  | 0.0000% | $1427694.00        | $43696.57          | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-02-20      | 2.3849%  | 0.0000% | $200000000.00      | $6510739.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-09-20      | 5.5000%  | 0.0000% | $66571392.00       | $38070419.01       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-08-20      | 0.9599%  | 0.0000% | $200000000.00      | $4568471.29        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2056-03-01      | 6.5000%  | 0.0000% | $1451526.00        | $1542652.31        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-10-01      | 4.5000%  | 0.0000% | $11586800.00       | $8533061.47        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2051-07-20      | 5.0000%  | 0.0000% | $58138000.00       | $36672152.13       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-03-20      | 1.5599%  | 0.0000% | $150000000.00      | $2582654.96        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-03-20      | 2.3599%  | 0.0000% | $150000000.00      | $9289796.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-04-20      | 5.5000%  | 0.0000% | $50000000.00       | $50788727.80       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-05-20      | 5.7500%  | 0.0000% | $49999999.00       | $51011246.23       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-12-01      | 5.5000%  | 0.0000% | $21030944.00       | $21163107.59       | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP                      | 2053-10-25      | 3.5548%  | 0.0000% | $50000000.00       | $2165811.27        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2047-08-01      | 4.0000%  | 0.0000% | $18697.00          | $2858.71           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2050-06-01      | 2.5000%  | 0.0000% | $149991.00         | $48461.34          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-07-15      | 1.0914%  | 0.0000% | $11078000.00       | $1873825.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-11-15      | 2.2457%  | 0.0000% | $48916672.00       | $928194.89         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-10-15      | 2.3957%  | 0.0000% | $38171760.00       | $969458.26         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-02-15      | 2.4457%  | 0.0000% | $53650944.00       | $954110.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-08-25      | 2.3404%  | 0.0000% | $35000000.00       | $974123.38         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2030-03-01      | 4.3734%  | 0.0000% | $2000000.00        | $1993639.71        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2050-06-01      | 6.2960%  | 0.0000% | $10139200.00       | $10437477.01       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-10-01      | 5.0000%  | 0.0000% | $2172080.00        | $1980480.34        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2035-01-01      | 3.0000%  | 0.0000% | $484542.00         | $122233.04         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2043-02-20      | 3.5000%  | 0.0000% | $2654284.00        | $234102.90         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2048-04-20      | 3.5000%  | 0.0000% | $14997392.00       | $1704728.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-03-20      | 2.3599%  | 0.0000% | $275846144.00      | $9733484.59        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2052-07-20      | 2.3599%  | 0.0000% | $43596800.00       | $3149718.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-10-20      | 1.7599%  | 0.0000% | $268500000.00      | $13712600.61       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-10-20      | 5.0000%  | 0.0000% | $60000000.00       | $57599866.68       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-11-20      | 2.4599%  | 0.0000% | $31000000.00       | $2542692.94        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-11-20      | 2.3599%  | 0.0000% | $28000000.00       | $2198472.56        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-11-20      | 4.6401%  | 0.0000% | $55000000.00       | $54507349.69       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-11-20      | 3.5599%  | 0.0000% | $77563008.00       | $8093471.15        | Agency Mortgage-Backed Securities |
| FREDDIE MAC NON GOLD POOL             | 2049-05-01      | 6.2610%  | 0.0000% | $10706576.00       | $10771921.56       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2039-03-01      | 5.0000%  | 0.0000% | $4000000.00        | $24728.79          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-25      | 1.5548%  | 0.0000% | $58571900.00       | $2246966.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-25      | 1.6548%  | 0.0000% | $100000000.00      | $3138807.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-25      | 1.5348%  | 0.0000% | $82672000.00       | $1756996.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-06-20      | NA       | 0.0000% | $200000000.00      | $762291.34         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-10-20      | 1.9599%  | 0.0000% | $11000000.00       | $393642.35         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-08-20      | 2.3599%  | 0.0000% | $68200000.00       | $2524500.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-08-20      | 1.1099%  | 0.0000% | $50000000.00       | $800967.21         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-02-20      | 1.3599%  | 0.0000% | $100000000.00      | $2297467.31        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2047-06-01      | 3.5000%  | 0.0000% | $20856.00          | $4031.09           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2032-11-01      | 3.5000%  | 0.0000% | $88000.00          | $19546.76          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2030-12-01      | 3.8000%  | 0.0000% | $29365856.00       | $27862013.64       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-09-01      | 4.5000%  | 0.0000% | $9616176.00        | $9409110.88        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2041-01-01      | 3.5000%  | 0.0000% | $54003.00          | $49450.51          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-08-01      | 5.5000%  | 0.0000% | $36749376.00       | $37021475.69       | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2052-01-20      | 2.5000%  | 0.0000% | $58788032.00       | $35456493.98       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2043-01-01      | 3.0000%  | 0.0000% | $230000.00         | $45093.14          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2042-10-01      | 3.5000%  | 0.0000% | $312000.00         | $51515.49          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2033-11-01      | 3.5000%  | 0.0000% | $14000.00          | $3080.41           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-11-20      | 5.2901%  | 0.0000% | $20000000.00       | $11442846.96       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-11-20      | 5.0401%  | 0.0000% | $28215400.00       | $19316844.63       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-10-20      | 1.8099%  | 0.0000% | $81863296.00       | $3367237.32        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-10-20      | 5.0000%  | 0.0000% | $50000000.00       | $49049638.90       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2053-10-25      | 2.4048%  | 0.0000% | $102874112.00      | $2926473.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-25      | 2.4048%  | 0.0000% | $125000000.00      | $3555891.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-25      | 2.4048%  | 0.0000% | $125000000.00      | $3270801.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-25      | 2.4148%  | 0.0000% | $100000000.00      | $2331279.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-09-25      | 2.5548%  | 0.0000% | $44058816.00       | $1532645.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-01-25      | 2.1048%  | 0.0000% | $1500000.00        | $34623.81          | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                     | 2033-04-15      | 5.5000%  | 0.0000% | $57145.00          | $2760.03           | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                     | 2033-03-15      | 5.5000%  | 0.0000% | $72018.00          | $498.26            | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                     | 2033-05-15      | 5.5000%  | 0.0000% | $499822.00         | $3915.38           | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                     | 2032-11-15      | 5.5000%  | 0.0000% | $1411938.00        | $17558.67          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2037-06-01      | 1.5000%  | 0.0000% | $7482900.00        | $4408891.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2040-05-20      | 2.7245%  | 0.0000% | $76600000.00       | $268562.34         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2040-06-20      | 2.8045%  | 0.0000% | $170503936.00      | $440551.87         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2041-01-16      | 2.1711%  | 0.0000% | $30000000.00       | $212407.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-12-25      | 0.9904%  | 0.0000% | $39173568.00       | $76610.55          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-25      | 2.1757%  | 0.0000% | $438898688.00      | $13370060.51       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-02-25      | 1.4048%  | 0.0000% | $87000000.00       | $1258901.57        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-02-25      | 1.0000%  | 0.0000% | $4023250.00        | $51431.81          | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-02-25      | 1.0000%  | 0.0000% | $3850000.00        | $50805.76          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-03-25      | 1.6548%  | 0.0000% | $50000000.00       | $841784.17         | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                     | 2030-01-15      | 7.0000%  | 0.0000% | $38228.00          | $1480.23           | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                     | 2033-04-15      | 5.5000%  | 0.0000% | $1233330.00        | $3910.23           | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                     | 2033-05-15      | 5.5000%  | 0.0000% | $286215.00         | $6035.07           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2060-06-20      | 4.7908%  | 0.0000% | $399999.00         | $23512.22          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2061-12-20      | 4.4786%  | 0.0000% | $2860000.00        | $17611.36          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2068-01-20      | 4.3908%  | 0.0000% | $3254000.00        | $1088524.19        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2067-01-20      | 4.7408%  | 0.0000% | $2500000.00        | $345036.87         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2066-03-20      | 4.7786%  | 0.0000% | $400000.00         | $47368.38          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2066-07-20      | 4.6286%  | 0.0000% | $12900000.00       | $1529352.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2066-08-20      | 4.5286%  | 0.0000% | $1500000.00        | $198748.55         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2040-02-20      | 2.3745%  | 0.0000% | $435637760.00      | $1339884.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-09-16      | 2.2711%  | 0.0000% | $17339000.00       | $1078955.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-10-20      | NA       | 0.0000% | $50000000.00       | $155792.35         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-10-20      | 0.7245%  | 0.0000% | $30000000.00       | $229055.26         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2046-01-20      | 0.1221%  | 0.0000% | $71096192.00       | $87220.36          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2043-10-16      | 2.3711%  | 0.0000% | $72603264.00       | $503865.98         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2043-07-20      | 2.3745%  | 0.0000% | $120785664.00      | $887218.09         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2044-02-16      | 1.7711%  | 0.0000% | $124834176.00      | $817474.45         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-03-20      | 1.8599%  | 0.0000% | $140000000.00      | $2049150.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-09-20      | 1.0599%  | 0.0000% | $16794432.00       | $355534.91         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-05-20      | 1.8599%  | 0.0000% | $69130624.00       | $2103999.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-05-20      | 4.4901%  | 0.0000% | $30000000.00       | $16513145.75       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-07-20      | 4.6901%  | 0.0000% | $100000000.00      | $36478824.07       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-06-20      | 1.7599%  | 0.0000% | $100000000.00      | $1224509.20        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2053-10-20      | 1.9599%  | 0.0000% | $167745000.00      | $1655933.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-09-20      | 2.8599%  | 0.0000% | $50000000.00       | $1151160.60        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-08-20      | 2.1599%  | 0.0000% | $138461440.00      | $2414954.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-08-20      | 2.1599%  | 0.0000% | $36933312.00       | $1534182.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-09-20      | 2.8599%  | 0.0000% | $125000000.00      | $2878560.96        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2053-09-20      | 1.9599%  | 0.0000% | $134019072.00      | $1474353.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-09-20      | 4.9401%  | 0.0000% | $100000000.00      | $38083590.95       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-11-20      | 3.7099%  | 0.0000% | $33333312.00       | $688592.10         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-12-20      | 2.1599%  | 0.0000% | $150000000.00      | $2013145.66        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-09-01      | 6.5000%  | 0.0000% | $160021.00         | $97845.14          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2046-01-20      | 1.8745%  | 0.0000% | $206000000.00      | $2079369.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2046-02-20      | 2.3445%  | 0.0000% | $25989728.00       | $596689.83         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2046-03-20      | 2.2745%  | 0.0000% | $45319616.00       | $648999.01         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2046-10-20      | 2.3245%  | 0.0000% | $5664768.00        | $112236.76         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-03-01      | 2.0000%  | 0.0000% | $26379000.00       | $19758415.76       | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2056-03-20      | 5.5000%  | 0.0000% | $1249220.00        | $1269939.01        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2076-01-20      | 5.1330%  | 0.0000% | $21824224.00       | $23701730.11       | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2066-01-20      | 6.5000%  | 0.0000% | $59448.00          | $62559.63          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2056-01-20      | 6.0000%  | 0.0000% | $883300.00         | $908359.86         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-04-01      | 3.5000%  | 0.0000% | $4959296.00        | $4524596.07        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2055-10-25      | 1.6048%  | 0.0000% | $110000000.00      | $2914476.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-25      | 5.0000%  | 0.0000% | $80208000.00       | $76162264.25       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2054-11-25      | 1.0000%  | 0.0000% | $6044504.00        | $110426.78         | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2054-11-25      | 1.0000%  | 0.0000% | $1660204.00        | $29178.43          | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2055-02-25      | 1.3048%  | 0.0000% | $182866432.00      | $4103899.32        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2055-03-25      | 5.5000%  | 0.0000% | $26912512.00       | $16967539.30       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-25      | 5.5000%  | 0.0000% | $1100000.00        | $1085658.15        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2056-04-25      | 0.8548%  | 0.0000% | $100000000.00      | $1977659.36        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2056-04-25      | 1.3048%  | 0.0000% | $232366848.00      | $5373656.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-04-25      | 5.5000%  | 0.0000% | $33737320.00       | $24007019.74       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-04-25      | 4.9452%  | 0.0000% | $65705600.00       | $62738958.09       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2056-05-25      | 1.1500%  | 0.0000% | $214458368.00      | $7003721.81        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-08-01      | 7.5000%  | 0.0000% | $30328000.00       | $19205437.06       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-07-01      | 6.0000%  | 0.0000% | $10190752.00       | $9921322.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2044-12-16      | 1.8207%  | 0.0000% | $32907456.00       | $230351.56         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-05-16      | 2.7500%  | 0.0000% | $6500000.00        | $481410.38         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2045-04-20      | 1.8245%  | 0.0000% | $31361664.00       | $451663.77         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2045-09-20      | 2.4745%  | 0.0000% | $15000000.00       | $416858.43         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-05-25      | 3.4548%  | 0.0000% | $150312448.00      | $6744240.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-05-25      | 2.9048%  | 0.0000% | $100000000.00      | $2157639.49        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-06-25      | 2.1548%  | 0.0000% | $78348672.00       | $2377322.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-25      | 1.5048%  | 0.0000% | $170226688.00      | $3259899.80        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-08-25      | 2.1048%  | 0.0000% | $86449280.00       | $2641962.67        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-09-25      | 2.2548%  | 0.0000% | $100000000.00      | $3271045.91        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-11-25      | 1.0000%  | 0.0000% | $100000.00         | $1623.68           | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-12-25      | 2.1548%  | 0.0000% | $85000000.00       | $2582469.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-25      | 1.9215%  | 0.0000% | $150000000.00      | $3666004.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-25      | 1.5548%  | 0.0000% | $173756160.00      | $3405648.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-25      | 1.3048%  | 0.0000% | $252000000.00      | $3479435.91        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-02-25      | 1.0000%  | 0.0000% | $9100000.00        | $121950.02         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2052-05-01      | 3.5000%  | 0.0000% | $503464.00         | $388142.10         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2051-02-01      | 2.5000%  | 0.0000% | $300000.00         | $155405.19         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-08-20      | 2.4245%  | 0.0000% | $5750000.00        | $323017.39         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2032-12-01      | 4.3000%  | 0.0000% | $97200000.00       | $96125346.01       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-11-20      | 5.3201%  | 0.0000% | $100000000.00      | $57082303.80       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-11-20      | 2.9599%  | 0.0000% | $75000000.00       | $1433608.22        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-11-20      | 1.6099%  | 0.0000% | $50000000.00       | $817737.85         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-11-20      | 1.6099%  | 0.0000% | $17000000.00       | $766674.69         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-12-20      | 0.7099%  | 0.0000% | $50000000.00       | $546180.57         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-01-20      | 0.8599%  | 0.0000% | $50000000.00       | $355469.79         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-01-20      | 2.2849%  | 0.0000% | $100000000.00      | $2143218.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-02-20      | 2.1599%  | 0.0000% | $140000000.00      | $3613365.93        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-03-20      | 1.5099%  | 0.0000% | $50000000.00       | $1461117.18        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2042-09-01      | 3.5000%  | 0.0000% | $670739.00         | $53043.99          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2070-05-20      | 6.3226%  | 0.0000% | $12000000.00       | $2681371.62        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2068-01-20      | 3.9401%  | 0.0000% | $1400000.00        | $319880.64         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2048-09-20      | 2.4245%  | 0.0000% | $32625800.00       | $554020.32         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-11-01      | 5.5000%  | 0.0000% | $2516812.00        | $2498142.39        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2056-01-01      | 6.5000%  | 0.0000% | $420217.00         | $400824.09         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2056-02-20      | 6.0000%  | 0.0000% | $611417.00         | $636881.78         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2056-03-20      | 6.0000%  | 0.0000% | $2283532.00        | $2365317.11        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2056-04-20      | 5.0000%  | 0.0000% | $7191090.00        | $7190290.19        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2054-11-20      | 5.5000%  | 0.0000% | $215038464.00      | $173654364.95      | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2055-01-20      | 5.0000%  | 0.0000% | $16507136.00       | $14697312.86       | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2056-03-20      | 6.0000%  | 0.0000% | $2019756.00        | $2094938.05        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2056-04-20      | 5.5000%  | 0.0000% | $1880054.00        | $1913993.78        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2052-09-01      | 3.5000%  | 0.0000% | $3250000.00        | $2319966.16        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-09-01      | 6.5000%  | 0.0000% | $256240128.00      | $136669617.53      | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-09-01      | 5.5000%  | 0.0000% | $12063104.00       | $11601947.39       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-06-01      | 6.0000%  | 0.0000% | $2392144.00        | $1994109.33        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2056-04-01      | 5.0000%  | 0.0000% | $203570688.00      | $201339100.93      | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-07-20      | 2.9599%  | 0.0000% | $200000000.00      | $3169383.90        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2064-09-20      | 7.0000%  | 0.0000% | $1883050.00        | $481095.36         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-01-01      | 6.0000%  | 0.0000% | $61298496.00       | $40210531.10       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-25      | 1.4052%  | 0.0000% | $352869376.00      | $6691995.91        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-06-25      | NA       | 0.0000% | $249856.00         | $157.49            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-01-20      | 2.9099%  | 0.0000% | $259000000.00      | $6889172.31        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-02-20      | 3.0099%  | 0.0000% | $63141680.00       | $5399154.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-02-20      | 4.9101%  | 0.0000% | $40000000.00       | $32852213.68       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-01-20      | 1.8599%  | 0.0000% | $108962176.00      | $5674844.37        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-04-20      | 2.2099%  | 0.0000% | $100000000.00      | $3923412.85        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-04-20      | 1.6299%  | 0.0000% | $80000000.00       | $2066946.91        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-04-20      | 0.9099%  | 0.0000% | $181870080.00      | $2623597.95        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-02-20      | 2.2599%  | 0.0000% | $47178624.00       | $1939035.72        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-08-20      | 2.2599%  | 0.0000% | $125217152.00      | $4093361.34        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-11-20      | 1.0000%  | 0.0000% | $8715536.00        | $176853.82         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2053-12-20      | 1.0000%  | 0.0000% | $4613680.00        | $81741.90          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-03-20      | 5.0000%  | 0.0000% | $25000000.00       | $20678956.85       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-05-20      | 0.6099%  | 0.0000% | $722500000.00      | $4887340.88        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-12-25      | 1.5548%  | 0.0000% | $165721088.00      | $5199017.18        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2056-03-25      | 1.4548%  | 0.0000% | $117766528.00      | $3693781.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-25      | 1.2059%  | 0.0000% | $352607232.00      | $9701208.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2056-04-25      | 1.1173%  | 0.0000% | $400650752.00      | $7591055.00        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-06-25      | NA       | 0.0000% | $249999.00         | $359.89            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2041-05-01      | 4.5000%  | 0.0000% | $662081.00         | $44008.24          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2036-12-01      | 1.5000%  | 0.0000% | $3298000.00        | $1845464.22        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2036-06-01      | 1.5000%  | 0.0000% | $2482420.00        | $1259858.89        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2056-02-01      | 6.5000%  | 0.0000% | $3362848.00        | $3533735.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-10-25      | 2.8404%  | 0.0000% | $162365440.00      | $110552.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-25      | 1.7904%  | 0.0000% | $79393536.00       | $284430.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-25      | 2.4404%  | 0.0000% | $42378880.00       | $429830.66         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-06-20      | 2.5245%  | 0.0000% | $1750226.00        | $80278.27          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-08-20      | 2.5245%  | 0.0000% | $33710528.00       | $2781699.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-08-20      | NA       | 0.0000% | $155385855.00      | $145587.24         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-08-20      | NA       | 0.0000% | $50000000.00       | $94092.46          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2073-05-20      | 4.6401%  | 0.0000% | $2000000.00        | $1821548.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-11-20      | NA       | 0.0000% | $204000000.00      | $1004203.19        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-09-20      | NA       | 0.0000% | $125620224.00      | $91235.54          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-01-20      | NA       | 0.0000% | $91096448.00       | $378326.37         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-01-20      | NA       | 0.0000% | $166903552.00      | $727291.34         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2074-01-20      | 4.5401%  | 0.0000% | $1000000.00        | $920789.54         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-11-20      | 4.6901%  | 0.0000% | $25000000.00       | $12106687.87       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-12-20      | 1.8599%  | 0.0000% | $25000000.00       | $304419.73         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-07-20      | NA       | 0.0000% | $213054464.00      | $1245044.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-02-20      | NA       | 0.0000% | $199999488.00      | $100720.11         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-03-20      | NA       | 0.0000% | $109150000.00      | $1225767.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-04-20      | 0.0599%  | 0.0000% | $123290368.00      | $797651.77         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2048-08-01      | 3.5000%  | 0.0000% | $230000.00         | $71738.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-25      | 1.5548%  | 0.0000% | $75000000.00       | $2340781.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-25      | 1.5548%  | 0.0000% | $200000000.00      | $6487211.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-25      | 1.4948%  | 0.0000% | $110000000.00      | $3341455.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-25      | 0.9048%  | 0.0000% | $75000000.00       | $1624847.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-25      | 2.2548%  | 0.0000% | $50000000.00       | $1301208.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-25      | 3.3548%  | 0.0000% | $2000000.00        | $86156.73          | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2054-10-25      | 1.2548%  | 0.0000% | $25000000.00       | $393716.15         | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2054-09-25      | 1.5548%  | 0.0000% | $159435520.00      | $3396988.65        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2054-09-25      | 1.6048%  | 0.0000% | $92109184.00       | $1682086.35        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2054-08-25      | 2.2548%  | 0.0000% | $84896640.00       | $1781437.39        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2054-11-25      | 2.2923%  | 0.0000% | $200000000.00      | $5021817.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-25      | 1.3048%  | 0.0000% | $75000000.00       | $1060316.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-25      | 1.4048%  | 0.0000% | $152000000.00      | $2226502.87        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2055-01-25      | 0.1000%  | 0.0000% | $10000000.00       | $22138.33          | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2055-02-25      | 1.0000%  | 0.0000% | $6150000.00        | $70957.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-25      | 0.8048%  | 0.0000% | $135000000.00      | $1563240.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-25      | 3.4548%  | 0.0000% | $50000000.00       | $2910311.36        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2055-05-25      | 6.0000%  | 0.0000% | $5750000.00        | $509578.85         | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2055-06-25      | 1.4548%  | 0.0000% | $111457408.00      | $3031936.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-25      | 5.1452%  | 0.0000% | $35000000.00       | $24285928.61       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-25      | 4.8252%  | 0.0000% | $12000000.00       | $8795417.64        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2055-11-25      | 1.7548%  | 0.0000% | $86206848.00       | $2509211.48        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2051-11-01      | 2.5000%  | 0.0000% | $50000000.00       | $31372876.83       | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2056-04-20      | 5.0000%  | 0.0000% | $2210704.00        | $2210458.12        | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                     | 2033-02-15      | 5.5000%  | 0.0000% | $1493994.00        | $29716.65          | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                     | 2033-04-15      | 5.5000%  | 0.0000% | $11472464.00       | $129402.84         | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                     | 2032-11-15      | 5.5000%  | 0.0000% | $1000000.00        | $3658.37           | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                     | 2033-03-15      | 5.5000%  | 0.0000% | $19889056.00       | $141656.43         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-09-20      | 2.5745%  | 0.0000% | $137805568.00      | $9886568.19        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-09-16      | 0.0211%  | 0.0000% | $99636224.00       | $520828.29         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-09-01      | 6.5000%  | 0.0000% | $30083.00          | $29509.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-25      | 2.2904%  | 0.0000% | $66211968.00       | $2049937.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-25      | 2.3904%  | 0.0000% | $25000000.00       | $1123475.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-25      | NA       | 0.0000% | $99860224.00       | $143435.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-25      | NA       | 0.0000% | $57311230.00       | $8321.40           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2056-02-20      | 2.6299%  | 0.0000% | $178900224.00      | $10221060.50       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2056-02-20      | 1.4599%  | 0.0000% | $25000000.00       | $1345329.27        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2056-02-20      | 1.4099%  | 0.0000% | $25000000.00       | $1024436.37        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-08-20      | 3.4599%  | 0.0000% | $86065920.00       | $7213220.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2056-02-20      | 0.8099%  | 0.0000% | $322183040.00      | $5315545.35        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-09-20      | 1.5099%  | 0.0000% | $210880512.00      | $6213964.75        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2056-04-20      | 1.4000%  | 0.0000% | $50000000.00       | $1269394.44        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2056-04-20      | 1.5000%  | 0.0000% | $33333312.00       | $1680354.48        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2056-03-20      | 1.3599%  | 0.0000% | $57800192.00       | $2291616.51        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2056-03-20      | 1.3599%  | 0.0000% | $50000000.00       | $1848274.25        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2056-04-20      | 1.8500%  | 0.0000% | $50000000.00       | $2525594.44        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2040-12-01      | 4.0000%  | 0.0000% | $2040000.00        | $87466.61          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2046-10-01      | 3.0000%  | 0.0000% | $275000.00         | $41307.15          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2047-10-01      | 4.5000%  | 0.0000% | $874000.00         | $90471.55          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-05-20      | 5.4222%  | 0.0000% | $22876416.00       | $14005592.52       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-25      | 2.3904%  | 0.0000% | $21000000.00       | $574181.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-25      | 2.0404%  | 0.0000% | $15739808.00       | $234687.36         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2049-02-01      | 4.5000%  | 0.0000% | $43994.00          | $13315.10          | Agency Mortgage-Backed Securities |

### Security 241: Morgan Stanley & Co LLC Tri Party Repo

- **C.1 - Title:** Morgan Stanley & Co LLC Tri Party Repo 3.780000%
- **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: 99VDNM007, C.3 - LEI: 4PQUHN3JPFGFNF3BB653, C.5 - Other ID: 99VDNM007_3.78_0729
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 A        | 2053-10-20      | 2.5099%  | 0.0000% | $26041700.00       | $1035064.14        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-06-20      | 1.7599%  | 0.0000% | $103419500.00      | $3163836.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-08-20      | 4.8701%  | 0.0000% | $25000000.00       | $24306519.49       | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2027-03-25      | 3.2910%  | 0.0000% | $823000.00         | $818199.51         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-06-20      | 2.2099%  | 0.0000% | $97043000.00       | $5174044.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-02-20      | 1.0000%  | 0.0000% | $24807800.00       | $450110.00         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-08-20      | 0.7099%  | 0.0000% | $198910000.00      | $5373728.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-03-20      | 1.7099%  | 0.0000% | $127322300.00      | $3876717.07        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2056-04-20      | 3.6565%  | 0.0000% | $79027300.00       | $9192826.74        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2045-02-20      | 5.0000%  | 0.0000% | $1000000.00        | $104021.78         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2053-04-25      | 1.9048%  | 0.0000% | $46902900.00       | $1260094.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-02-15      | 4.0843%  | 0.0000% | $700000.00         | $3191.34           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-25      | 3.4548%  | 0.0000% | $900000.00         | $56631.38          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-10-25      | 3.4548%  | 0.0000% | $37122800.00       | $2651392.39        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-03-25      | 2.2048%  | 0.0000% | $57310700.00       | $2642659.01        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-03-25      | 2.2548%  | 0.0000% | $65000000.00       | $2449279.40        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2044-10-25      | 6.0000%  | 0.0000% | $28333600.00       | $1882578.93        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-09-20      | 5.5000%  | 0.0000% | $3981100.00        | $269176.63         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-08-20      | 2.3099%  | 0.0000% | $50000000.00       | $1380227.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-25      | 4.7952%  | 0.0000% | $25000000.00       | $23658372.49       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2056-01-25      | 4.5000%  | 0.0000% | $309430.00         | $204169.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-25      | 3.0048%  | 0.0000% | $46871000.00       | $3470331.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-04-25      | 3.4548%  | 0.0000% | $50000000.00       | $2263552.92        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-01-20      | 1.6099%  | 0.0000% | $90343300.00       | $2616106.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-01-20      | 2.3669%  | 0.0000% | $66924800.00       | $3015434.32        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-01-20      | 2.9599%  | 0.0000% | $78965200.00       | $1926573.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-03-20      | 6.0000%  | 0.0000% | $13000000.00       | $1786233.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-11-20      | 2.2745%  | 0.0000% | $32342000.00       | $2223447.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-25      | 4.6252%  | 0.0000% | $1200000.00        | $922363.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-01-15      | 3.7457%  | 0.0000% | $1000000.00        | $2.49              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-04-20      | 5.0000%  | 0.0000% | $70000000.00       | $42146325.22       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-03-20      | 3.5599%  | 0.0000% | $68573400.00       | $2343723.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-06-20      | 1.5099%  | 0.0000% | $100400.00         | $3172.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-10-15      | 3.0000%  | 0.0000% | $4100000.00        | $3612673.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-25      | 2.3548%  | 0.0000% | $18963100.00       | $1841789.08        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2056-01-25      | 1.8548%  | 0.0000% | $24050800.00       | $1469686.35        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2056-02-25      | 2.0048%  | 0.0000% | $50000000.00       | $3449762.37        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2056-03-25      | 1.4548%  | 0.0000% | $55091156.00       | $2540278.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-12-25      | 3.0000%  | 0.0000% | $5915940.00        | $1197358.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-25      | 2.2904%  | 0.0000% | $19001900.00       | $400017.44         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-11-20      | 3.5000%  | 0.0000% | $50172420.00       | $5444413.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-02-20      | 3.0000%  | 0.0000% | $51328800.00       | $4455755.69        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-12-20      | 3.2099%  | 0.0000% | $60000000.00       | $1360148.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-25      | 2.2048%  | 0.0000% | $16816000.00       | $879688.89         | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2055-06-25      | 2.1748%  | 0.0000% | $30451700.00       | $1178247.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-25      | 1.7048%  | 0.0000% | $35519900.00       | $1378354.28        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2052-05-25      | 5.5000%  | 0.0000% | $10201400.00       | $724794.73         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-09-20      | 3.0000%  | 0.0000% | $6577600.00        | $461316.83         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2040-01-20      | 4.5000%  | 0.0000% | $10930700.00       | $3051862.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-25      | 2.5000%  | 0.0000% | $101971500.00      | $9819345.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-25      | 3.0000%  | 0.0000% | $9258300.00        | $873747.43         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-10-20      | 0.0200%  | 0.0000% | $146570000.00      | $72601.67          | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2047-08-20      | 5.0000%  | 0.0000% | $3054800.00        | $497372.28         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2056-01-20      | 3.6599%  | 0.0000% | $34828280.00       | $4171921.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2056-01-20      | 6.0000%  | 0.0000% | $4120750.00        | $4072718.01        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2056-03-20      | 4.4901%  | 0.0000% | $45015885.00       | $45019310.68       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2056-04-20      | 1.2478%  | 0.0000% | $150000000.00      | $4546141.25        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2053-11-20      | 1.1478%  | 0.0000% | $80357500.00       | $2310585.94        | Agency Mortgage-Backed Securities |

### Security 242: Morgan Stanley & Co LLC Tri Party Repo

- **C.1 - Title:** Morgan Stanley & Co LLC Tri Party Repo 3.650000%
- **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: 99VDNY001, C.3 - LEI: 4PQUHN3JPFGFNF3BB653, C.5 - Other ID: 99VDNY001_3.65_0501
- **C.18 - Value (incl. sponsor support):** $8510000000.00
- **C.18.a - Value (excl. sponsor support):** $8510000000.00
- **C.19 - Percentage of Net Assets:** 4.2300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FREDDIE MAC POOL                      | 2056-04-01      | 3.5000%  | 0.0000% | $111000.00         | $101269.90         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-04-01      | 5.0000%  | 0.0000% | $2322750.00        | $2301403.41        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-04-01      | 6.0000%  | 0.0000% | $1149616.00        | $1200204.09        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-05-01      | 5.0000%  | 0.0000% | $2539835.00        | $2539946.19        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.13           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-05-01      | 6.0000%  | 0.0000% | $1129167.00        | $1182621.01        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-04-01      | 5.0000%  | 0.0000% | $2601940.00        | $2589202.93        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-04-01      | 7.0000%  | 0.0000% | $1098706.00        | $1168745.09        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-05-01      | 5.0000%  | 0.0000% | $1450851.00        | $1446575.02        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-04-01      | 6.5000%  | 0.0000% | $1266124.00        | $1332362.68        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-05-01      | 4.0000%  | 0.0000% | $5343070.00        | $5026991.19        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-05-01      | 5.5000%  | 0.0000% | $9352691.00        | $9563515.21        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-05-01      | 4.0000%  | 0.0000% | $23316240.00       | $21929698.33       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-04-01      | 4.0000%  | 0.0000% | $5114927.00        | $4811566.93        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2047-06-01      | 3.5000%  | 0.0000% | $6382380.00        | $4446374.26        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-06-01      | 4.0000%  | 0.0000% | $46000.00          | $31964.35          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-06-01      | 3.5000%  | 0.0000% | $8889670.00        | $6737958.42        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $933.65            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-04-01      | 5.5000%  | 0.0000% | $84883094.00       | $86378066.14       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2032-11-01      | 3.0000%  | 0.0000% | $887000.00         | $156357.54         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2028-09-01      | 2.5000%  | 0.0000% | $9987000.00        | $372258.52         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-06-01      | 5.0000%  | 0.0000% | $43319340.00       | $29803440.28       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-07-01      | 4.5000%  | 0.0000% | $225000.00         | $168265.57         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-07-01      | 5.0000%  | 0.0000% | $33283400.00       | $23118460.86       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-07-01      | 3.5000%  | 0.0000% | $27000.00          | $18759.43          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-04-01      | 5.0000%  | 0.0000% | $18235611.00       | $18238086.99       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-06-01      | 4.0000%  | 0.0000% | $122194940.00      | $116600393.99      | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-04-01      | 5.0000%  | 0.0000% | $65504500.00       | $65028726.27       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-04-01      | 4.0000%  | 0.0000% | $44066000.00       | $42048227.65       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-11-01      | 5.5000%  | 0.0000% | $36447575.00       | $37140500.10       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC NON GOLD POOL             | 2056-04-01      | 4.9230%  | 0.0000% | $1630446.00        | $1643931.01        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC NON GOLD POOL             | 2056-04-01      | 4.8290%  | 0.0000% | $56074161.00       | $56320726.70       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC NON GOLD POOL             | 2056-04-01      | 5.0810%  | 0.0000% | $4770062.00        | $4785149.40        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC NON GOLD POOL             | 2056-05-01      | 4.7830%  | 0.0000% | $21509840.00       | $21528079.74       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC NON GOLD POOL             | 2056-04-01      | 4.3280%  | 0.0000% | $8201510.00        | $8070863.59        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-12-01      | 4.0000%  | 0.0000% | $5033770.00        | $4163063.97        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-01-01      | 6.0000%  | 0.0000% | $2806200.00        | $1928984.40        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-01-01      | 6.0000%  | 0.0000% | $1574890.00        | $1057124.67        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $880.18            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-02-01      | 6.0000%  | 0.0000% | $3000.00           | $1846.10           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-03-01      | 6.5000%  | 0.0000% | $8000.00           | $6235.57           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-03-01      | 6.0000%  | 0.0000% | $20177530.00       | $14729586.70       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-04-01      | 6.0000%  | 0.0000% | $1275570.00        | $1299240.20        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-09-01      | 6.0000%  | 0.0000% | $1139940.00        | $878726.27         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-04-01      | 5.5000%  | 0.0000% | $2006610.00        | $2003140.93        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-05-01      | 6.5000%  | 0.0000% | $1327950.00        | $1025748.16        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-04-01      | 7.0000%  | 0.0000% | $1052740.00        | $841289.92         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-05-01      | 7.0000%  | 0.0000% | $8000.00           | $6927.13           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-07-01      | 6.0000%  | 0.0000% | $390713.00         | $403955.84         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-01-01      | 6.0000%  | 0.0000% | $25525520.00       | $25637103.42       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2033-03-01      | 2.5000%  | 0.0000% | $1000.00           | $126.11            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2046-08-01      | 3.5000%  | 0.0000% | $281380.00         | $48770.34          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2045-10-01      | 3.5000%  | 0.0000% | $166000.00         | $28416.17          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2046-04-01      | 3.5000%  | 0.0000% | $340990.00         | $57422.44          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2047-01-01      | 4.0000%  | 0.0000% | $313000.00         | $58564.71          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2038-07-01      | 3.0000%  | 0.0000% | $1188000.00        | $834114.06         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2037-11-01      | 3.5000%  | 0.0000% | $190880.00         | $108348.75         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2031-07-01      | 3.5000%  | 0.0000% | $140000.00         | $9919.77           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2046-04-01      | 3.5000%  | 0.0000% | $57892770.00       | $10777074.13       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2045-02-01      | 3.5000%  | 0.0000% | $59000.00          | $8553.34           | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                       | 2028-10-31      | 4.8750%  | 0.0000% | $2804500.00        | $2867971.44        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2033-11-15      | 4.5000%  | 0.0000% | $4339400.00        | $4498805.08        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2030-11-30      | 4.3750%  | 0.0000% | $34846300.00       | $35990897.76       | U.S. Treasuries (including strips) |
| FREDDIE MAC POOL                      | 2055-12-01      | 5.5000%  | 0.0000% | $1474619.00        | $1516738.86        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-01-01      | 4.0000%  | 0.0000% | $1119909.00        | $1049556.83        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-02-01      | 6.0000%  | 0.0000% | $2623893.00        | $2730942.81        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-01-01      | 6.0000%  | 0.0000% | $2082832.00        | $2164290.62        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-01-01      | 6.5000%  | 0.0000% | $1017714.00        | $1073796.11        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-01-01      | 6.5000%  | 0.0000% | $1902245.00        | $2005261.60        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-02-01      | 6.0000%  | 0.0000% | $2809638.00        | $2906763.21        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-01-01      | 6.5000%  | 0.0000% | $1526544.00        | $1615560.33        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-02-01      | 5.5000%  | 0.0000% | $26856198.00       | $27138539.28       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-02-01      | 6.5000%  | 0.0000% | $1000118.00        | $1042163.22        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-12-01      | 6.0000%  | 0.0000% | $3566893.00        | $3279690.14        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-12-01      | 6.5000%  | 0.0000% | $2930643.00        | $2818118.37        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-02-01      | 6.0000%  | 0.0000% | $1310189.00        | $1366800.43        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-02-01      | 6.0000%  | 0.0000% | $1861373.00        | $1525098.49        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-02-01      | 5.5000%  | 0.0000% | $1951900.00        | $1986927.12        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-02-01      | 5.0000%  | 0.0000% | $15510310.00       | $15357111.23       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $994.70            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-02-01      | 5.5000%  | 0.0000% | $1542503.00        | $1584299.14        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-02-01      | 6.5000%  | 0.0000% | $1185428.00        | $1252390.30        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $987.71            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-03-01      | 5.0000%  | 0.0000% | $5771601.00        | $5757550.88        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-03-01      | 6.5000%  | 0.0000% | $1578159.00        | $1644460.94        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-03-01      | 7.0000%  | 0.0000% | $1151300.00        | $1222739.69        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-03-01      | 4.0000%  | 0.0000% | $1429213.00        | $1291628.45        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-04-01      | 7.0000%  | 0.0000% | $1021850.00        | $1087558.66        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-04-01      | 7.0000%  | 0.0000% | $1150271.00        | $1222551.92        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-03-01      | 6.5000%  | 0.0000% | $1295566.00        | $1370060.02        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-04-01      | 5.0000%  | 0.0000% | $2508252.00        | $2496358.67        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-04-01      | 6.5000%  | 0.0000% | $2850900.00        | $2979196.52        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-04-01      | 7.0000%  | 0.0000% | $1065620.00        | $1130266.49        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-03-01      | 5.5000%  | 0.0000% | $14669479.00       | $14945055.05       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-04-01      | 5.0000%  | 0.0000% | $1159412.00        | $1165860.39        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-04-01      | 7.0000%  | 0.0000% | $1016225.00        | $1082109.80        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-04-01      | 5.5000%  | 0.0000% | $1161300.00        | $1188902.42        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-05-01      | 5.0000%  | 0.0000% | $1134750.00        | $1135254.71        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-03-01      | 6.0000%  | 0.0000% | $1333466.00        | $1391658.90        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-04-01      | 6.5000%  | 0.0000% | $2086321.00        | $2187163.56        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-04-01      | 7.0000%  | 0.0000% | $1299100.00        | $1382641.08        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-08-01      | 5.0000%  | 0.0000% | $11264890.00       | $7626246.02        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-08-01      | 4.5000%  | 0.0000% | $88480.00          | $62920.09          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-09-01      | 5.0000%  | 0.0000% | $38928100.00       | $31836410.79       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-09-01      | 3.5000%  | 0.0000% | $259000.00         | $182561.14         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-10-01      | 3.0000%  | 0.0000% | $45040.00          | $33118.88          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-11-01      | 4.5000%  | 0.0000% | $2175000.00        | $1614333.27        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-11-01      | 6.0000%  | 0.0000% | $20299420.00       | $13545427.21       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-11-01      | 5.0000%  | 0.0000% | $11404000.00       | $7666540.46        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-11-01      | 6.0000%  | 0.0000% | $2860000.00        | $2102711.39        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2037-11-01      | 4.5000%  | 0.0000% | $760030.00         | $257235.54         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-01-01      | 5.5000%  | 0.0000% | $8462800.00        | $6170824.41        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-01-01      | 6.0000%  | 0.0000% | $60953790.00       | $41164561.31       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-02-01      | 4.5000%  | 0.0000% | $29060800.00       | $22299563.72       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-02-01      | 6.5000%  | 0.0000% | $1250340.00        | $889017.28         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $830.37            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-06-01      | 5.0000%  | 0.0000% | $79823740.00       | $62944748.18       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-07-01      | 5.5000%  | 0.0000% | $25840960.00       | $18071157.63       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-07-01      | 6.5000%  | 0.0000% | $13278350.00       | $9753761.75        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-09-01      | 5.5000%  | 0.0000% | $9390600.00        | $7344909.32        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-09-01      | 6.0000%  | 0.0000% | $10382960.00       | $7833734.08        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-06-01      | 5.5000%  | 0.0000% | $23584179.00       | $23846753.56       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-03-01      | 5.5000%  | 0.0000% | $84470206.00       | $84638535.82       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC NON GOLD POOL             | 2056-05-01      | 4.9870%  | 0.0000% | $88596829.00       | $89101946.63       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2041-07-01      | 6.0000%  | 0.0000% | $2000.00           | $413.54            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2050-07-01      | 2.5000%  | 0.0000% | $1300000.00        | $439419.35         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2030-08-01      | 2.0000%  | 0.0000% | $1999000.00        | $374654.20         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2046-05-01      | 4.0000%  | 0.0000% | $8231200.00        | $5480472.67        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2031-01-01      | 1.3823%  | 0.0000% | $172259930.00      | $135235840.36      | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $101.81            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2049-04-01      | 3.5000%  | 0.0000% | $3990990.00        | $719430.50         | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                       | 2027-05-31      | 2.6250%  | 0.0000% | $18162300.00       | $18131813.18       | U.S. Treasuries (including strips) |
| FANNIE MAE POOL                       | 2055-08-01      | 5.5000%  | 0.0000% | $1151380.00        | $937426.31         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $990.10            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $978.19            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-10-01      | 6.5000%  | 0.0000% | $1181000.00        | $828453.00         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-10-01      | 5.5000%  | 0.0000% | $2009990.00        | $1565491.52        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-12-01      | 6.0000%  | 0.0000% | $1404962.00        | $1413406.06        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-03-01      | 5.5000%  | 0.0000% | $1144282.00        | $1166883.18        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-12-01      | 5.0000%  | 0.0000% | $1718970.00        | $1702497.52        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-11-01      | 5.5000%  | 0.0000% | $769000.00         | $772633.06         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-01-01      | 6.0000%  | 0.0000% | $4866992.00        | $4984734.59        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1986.59           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2028-12-01      | 6.5000%  | 0.0000% | $3585000.00        | $25965.78          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-06-01      | 5.0000%  | 0.0000% | $14655640.00       | $14008223.58       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-07-01      | 6.5000%  | 0.0000% | $29405440.00       | $21354092.68       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $810.79            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-08-01      | 5.0000%  | 0.0000% | $94461950.00       | $65708549.60       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-11-01      | 5.5000%  | 0.0000% | $1013290.00        | $774858.72         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-10-01      | 5.5000%  | 0.0000% | $3028110.00        | $2343652.01        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-11-01      | 5.5000%  | 0.0000% | $3039600.00        | $2414865.25        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-11-01      | 5.5000%  | 0.0000% | $1932560.00        | $1255789.14        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-11-01      | 5.5000%  | 0.0000% | $1162800.00        | $919112.98         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-02-01      | 5.0000%  | 0.0000% | $8369100.00        | $5543819.61        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-03-01      | 5.5000%  | 0.0000% | $1080.00           | $711.15            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-06-01      | 5.5000%  | 0.0000% | $1050350.00        | $818913.25         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-06-01      | 6.0000%  | 0.0000% | $22500760.00       | $16035285.93       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-07-01      | 5.5000%  | 0.0000% | $101800.00         | $55579.89          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-08-01      | 6.5000%  | 0.0000% | $1100000.00        | $729330.93         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-09-01      | 6.0000%  | 0.0000% | $10978550.00       | $8314365.39        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-09-01      | 6.0000%  | 0.0000% | $2554160.00        | $1423088.43        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-10-01      | 7.0000%  | 0.0000% | $60000.00          | $47556.39          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-11-01      | 6.5000%  | 0.0000% | $3287360.00        | $2553721.28        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-11-01      | 6.5000%  | 0.0000% | $1096510.00        | $895404.38         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-01-01      | 5.5000%  | 0.0000% | $1270300.00        | $916316.61         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-08-01      | 6.0000%  | 0.0000% | $1004410.00        | $781227.54         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-09-01      | 6.0000%  | 0.0000% | $5801150.00        | $4103438.11        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-09-01      | 5.5000%  | 0.0000% | $1546520.00        | $1267548.65        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-10-01      | 6.0000%  | 0.0000% | $9000.00           | $7143.08           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-10-01      | 5.5000%  | 0.0000% | $603290.00         | $453755.57         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2028-08-07      | 3.2000%  | 0.0000% | $5000.00           | $4953.91           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2032-06-01      | 4.3393%  | 0.0000% | $1000000.00        | $1008105.52        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2026-12-01      | 3.6250%  | 0.0000% | $2000000.00        | $2028350.94        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2033-02-24      | 4.3300%  | 0.0000% | $30536000.00       | $30360367.11       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2041-03-04      | 5.1500%  | 0.0000% | $20000.00          | $19800.22          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2032-03-18      | 4.5400%  | 0.0000% | $30464000.00       | $30458597.72       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2028-10-30      | 4.0500%  | 0.0000% | $117955000.00      | $117783375.48      | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2036-04-01      | 5.0000%  | 0.0000% | $2614080.00        | $2649562.94        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2051-07-01      | 3.0000%  | 0.0000% | $14000.00          | $8162.90           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-04-01      | 4.0000%  | 0.0000% | $109800.00         | $71733.06          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-05-01      | 3.5000%  | 0.0000% | $40276620.00       | $28160642.75       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-02-01      | 3.0000%  | 0.0000% | $7086000.00        | $4596608.51        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-10-01      | 5.0000%  | 0.0000% | $26460000.00       | $19615285.00       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-05-01      | 4.5000%  | 0.0000% | $2000.00           | $1376.18           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-06-01      | 7.0000%  | 0.0000% | $8000.00           | $6607.25           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-08-01      | 6.5000%  | 0.0000% | $3996630.00        | $3000500.21        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-08-01      | 6.0000%  | 0.0000% | $1492150.00        | $1536737.95        | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL                     | 2042-07-15      | 4.0000%  | 0.0000% | $730800.00         | $9878.25           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2043-10-20      | 3.5000%  | 0.0000% | $356100.00         | $32021.48          | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2045-11-20      | 4.0000%  | 0.0000% | $2796100.00        | $211371.25         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2049-01-20      | 5.0000%  | 0.0000% | $226188000.00      | $13984702.26       | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                       | 2034-05-15      | 4.3750%  | 0.0000% | $109619900.00      | $112505989.68      | U.S. Treasuries (including strips) |
| FREDDIE MAC POOL                      | 2052-06-01      | 3.5000%  | 0.0000% | $28000.00          | $19350.06          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-07-01      | 3.5000%  | 0.0000% | $2107730.00        | $1405685.27        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-09-01      | 4.5000%  | 0.0000% | $57199000.00       | $43096610.01       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2027-11-01      | 8.0000%  | 0.0000% | $100000.00         | $6.78              | Agency Mortgage-Backed Securities  |
| FREDDIE MAC NON GOLD POOL             | 2052-05-01      | 1.9130%  | 0.0000% | $129747840.00      | $105275318.80      | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2037-05-01      | 4.5000%  | 0.0000% | $500000.00         | $9349.96           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2039-06-01      | 4.5000%  | 0.0000% | $3477000.00        | $121245.00         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2039-08-01      | 5.0000%  | 0.0000% | $615000.00         | $22291.19          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2037-06-01      | 6.0000%  | 0.0000% | $5000.00           | $72.61             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2031-06-01      | 4.0000%  | 0.0000% | $500000.00         | $18587.21          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2042-05-01      | 4.0000%  | 0.0000% | $1000.00           | $42.89             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2031-06-01      | 4.5000%  | 0.0000% | $10700.00          | $282.74            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2040-05-01      | 4.5000%  | 0.0000% | $2500000.00        | $19449.65          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2030-12-01      | 4.0000%  | 0.0000% | $30800.00          | $631.63            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2041-01-01      | 3.5000%  | 0.0000% | $1129900.00        | $40170.48          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2041-03-01      | 4.0000%  | 0.0000% | $500000.00         | $8733.23           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2031-12-01      | 4.5000%  | 0.0000% | $200000.00         | $11908.58          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2033-03-01      | 3.5000%  | 0.0000% | $50000.00          | $3290.44           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2043-09-01      | 3.5000%  | 0.0000% | $19096880.00       | $3400652.76        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2029-12-01      | 3.5000%  | 0.0000% | $1000.00           | $68.92             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2048-11-01      | 4.5000%  | 0.0000% | $7225500.00        | $548885.18         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2048-12-01      | 4.5000%  | 0.0000% | $6104000.00        | $421898.72         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-06-01      | 6.5000%  | 0.0000% | $6040.00           | $4089.52           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-07-01      | 6.0000%  | 0.0000% | $2132697.00        | $2144262.84        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-07-01      | 6.5000%  | 0.0000% | $1061400.00        | $725203.38         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-07-01      | 6.5000%  | 0.0000% | $3071830.00        | $2509786.33        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-07-01      | 6.0000%  | 0.0000% | $4306434.00        | $4463395.35        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-07-01      | 6.5000%  | 0.0000% | $4591630.00        | $3579866.31        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-08-01      | 6.5000%  | 0.0000% | $2934680.00        | $2208835.25        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-09-01      | 5.5000%  | 0.0000% | $4899000.00        | $4905985.01        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-09-01      | 6.5000%  | 0.0000% | $5401720.00        | $4408111.96        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $951.07            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2034-07-01      | 5.5000%  | 0.0000% | $104000.00         | $335.77            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2046-05-01      | 3.0000%  | 0.0000% | $1370820.00        | $268822.34         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2046-03-01      | 4.0000%  | 0.0000% | $1211000.00        | $88091.14          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-08-01      | 3.5000%  | 0.0000% | $260000.00         | $75486.17          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2057-02-01      | 3.0000%  | 0.0000% | $285470.00         | $94763.94          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2057-01-01      | 3.5000%  | 0.0000% | $20680720.00       | $6731657.22        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2059-01-01      | 4.5000%  | 0.0000% | $200000.00         | $65710.63          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2062-06-01      | 4.0000%  | 0.0000% | $6987460.00        | $4760767.73        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2062-09-01      | 3.5000%  | 0.0000% | $1020.00           | $695.39            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2047-08-01      | 3.5000%  | 0.0000% | $4147740.00        | $762948.11         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2028-12-01      | 4.0000%  | 0.0000% | $4600000.00        | $146914.57         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2035-07-01      | 4.0000%  | 0.0000% | $49000.00          | $8265.89           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2045-03-01      | 3.5000%  | 0.0000% | $2000.00           | $293.70            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2027-08-01      | 4.0000%  | 0.0000% | $4500000.00        | $8154.47           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-11-01      | 4.0000%  | 0.0000% | $370769110.00      | $350049872.91      | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-02-01      | 4.5000%  | 0.0000% | $92526840.00       | $89167192.25       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2040-11-01      | 6.5000%  | 0.0000% | $313731.00         | $320321.88         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-03-01      | 5.0000%  | 0.0000% | $105260.00         | $103203.80         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-03-01      | 6.0000%  | 0.0000% | $1574411.00        | $1599070.22        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2051-08-20      | 3.0000%  | 0.0000% | $10670.00          | $5757.29           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2052-03-20      | 2.5000%  | 0.0000% | $109090.00         | $67407.10          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC NON GOLD POOL             | 2056-01-01      | 5.6650%  | 0.0000% | $26740470.00       | $26771918.38       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2030-08-01      | 4.0000%  | 0.0000% | $455000.00         | $27568.71          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2046-04-01      | 3.0000%  | 0.0000% | $1000.00           | $123.54            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2028-07-01      | 2.5000%  | 0.0000% | $1882000.00        | $70942.01          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2031-08-01      | 4.5000%  | 0.0000% | $1000.00           | $32.46             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2038-06-30      | NA       | 0.0000% | $5592000.00        | $3153105.12        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2028-12-01      | 6.0000%  | 0.0000% | $160000.00         | $116.68            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2028-09-01      | 2.5000%  | 0.0000% | $545000.00         | $21496.57          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2040-09-01      | 4.0000%  | 0.0000% | $1013000.00        | $38347.81          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2030-04-01      | 3.0000%  | 0.0000% | $5437000.00        | $426970.57         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2032-11-01      | 3.0000%  | 0.0000% | $1489000.00        | $253906.69         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2035-01-01      | 5.0000%  | 0.0000% | $850000.00         | $14996.23          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2035-08-01      | 3.5000%  | 0.0000% | $6110340.00        | $1024489.82        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2043-02-01      | 3.0000%  | 0.0000% | $1378120.00        | $229057.83         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2046-07-01      | 3.0000%  | 0.0000% | $197530.00         | $32632.72          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2047-02-01      | 3.5000%  | 0.0000% | $690000.00         | $118275.19         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2047-11-01      | 3.5000%  | 0.0000% | $400000.00         | $73540.02          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2048-02-01      | 3.5000%  | 0.0000% | $4999650.00        | $829002.36         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2036-12-01      | 5.6200%  | 0.0000% | $490000.00         | $38101.05          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2048-05-15      | 3.5000%  | 0.0000% | $17111460.00       | $13685782.19       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2030-07-01      | 8.0000%  | 0.0000% | $30000.00          | $5.08              | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2032-09-01      | 3.5000%  | 0.0000% | $2053500.00        | $133560.40         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2036-11-01      | 3.5000%  | 0.0000% | $667460.00         | $118235.46         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-04-01      | 6.0000%  | 0.0000% | $99000.00          | $71619.85          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-08-01      | 6.0000%  | 0.0000% | $1020460.00        | $1006311.82        | Agency Mortgage-Backed Securities  |
| RESOLUTION FUNDING STRIP              | 2029-10-15      | NA       | 0.0000% | $6000.00           | $5212.19           | Agency Mortgage-Backed Securities  |
| RFC PRINCIPAL  STRIP                  | 2030-04-15      | NA       | 0.0000% | $93665000.00       | $79173338.53       | Agency Mortgage-Backed Securities  |
| TENN VALLEY AUTHORITY                 | 2033-07-15      | 4.7000%  | 0.0000% | $5000.00           | $5180.41           | Agency Mortgage-Backed Securities  |
| TREASURY BILL                         | 2026-05-28      | NA       | 0.0000% | $24965900.00       | $24899091.25       | U.S. Treasuries (including strips) |
| GINNIE MAE II POOL                    | 2040-08-20      | 4.0000%  | 0.0000% | $3200.00           | $83.21             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2040-09-20      | 6.0000%  | 0.0000% | $1000.00           | $25.56             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2037-11-20      | 6.5000%  | 0.0000% | $272715.00         | $8160.03           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2049-03-01      | 4.0000%  | 0.0000% | $26088670.00       | $16747354.35       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-04-01      | 3.5000%  | 0.0000% | $34000.00          | $22653.71          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-09-01      | 5.5000%  | 0.0000% | $30134550.00       | $20505467.85       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2049-06-01      | 3.5000%  | 0.0000% | $43389000.00       | $27957394.72       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-08-01      | 3.0000%  | 0.0000% | $355090.00         | $250100.90         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2051-05-01      | 2.0000%  | 0.0000% | $5220100.00        | $2971715.98        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2034-02-01      | 4.5000%  | 0.0000% | $1000.00           | $707.82            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-05-01      | 5.5000%  | 0.0000% | $4056440.00        | $3024838.88        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-01-01      | 2.5000%  | 0.0000% | $915150.00         | $569708.97         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2037-01-01      | 2.0000%  | 0.0000% | $32001510.00       | $17431312.34       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-03-01      | 2.0000%  | 0.0000% | $187000.00         | $118860.23         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-04-01      | 2.0000%  | 0.0000% | $559000.00         | $360587.65         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-04-01      | 2.5000%  | 0.0000% | $5965250.00        | $3895937.44        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-06-01      | 2.0000%  | 0.0000% | $59620.00          | $39396.02          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-06-01      | 3.5000%  | 0.0000% | $677370.00         | $476846.87         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-07-01      | 3.5000%  | 0.0000% | $107394900.00      | $77043087.62       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-08-01      | 3.0000%  | 0.0000% | $3379000.00        | $2386306.56        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-07-01      | 4.5000%  | 0.0000% | $146250.00         | $116195.98         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-10-01      | 4.0000%  | 0.0000% | $17000.00          | $12582.77          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-09-01      | 5.0000%  | 0.0000% | $81903630.00       | $58058124.80       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-11-01      | 5.5000%  | 0.0000% | $20123000.00       | $14408529.23       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-12-01      | 3.5000%  | 0.0000% | $15847000.00       | $11785629.31       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-12-01      | 5.5000%  | 0.0000% | $32000.00          | $22842.74          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-01-01      | 4.5000%  | 0.0000% | $1823000.00        | $1437871.63        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-03-01      | 5.5000%  | 0.0000% | $4694000.00        | $3234530.52        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-02-01      | 5.0000%  | 0.0000% | $3754340.00        | $2797414.86        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-04-01      | 4.5000%  | 0.0000% | $924000.00         | $723134.23         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-03-01      | 4.0000%  | 0.0000% | $44216190.00       | $34590302.16       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2033-03-01      | 4.5000%  | 0.0000% | $465240.00         | $184654.03         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-09-01      | 5.0000%  | 0.0000% | $1590000.00        | $1265889.34        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-11-01      | 5.5000%  | 0.0000% | $3070.00           | $2313.96           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-12-01      | 7.0000%  | 0.0000% | $216623670.00      | $73467361.95       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-01-01      | 6.5000%  | 0.0000% | $11040310.00       | $4350835.65        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-06-01      | 7.5000%  | 0.0000% | $75020.00          | $24866.19          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2047-02-01      | 3.5000%  | 0.0000% | $32989000.00       | $5317286.57        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2043-05-01      | 3.5000%  | 0.0000% | $39161520.00       | $6838015.51        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2028-06-01      | 2.5000%  | 0.0000% | $7874200.00        | $516846.61         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2043-06-01      | 3.5000%  | 0.0000% | $50352480.00       | $8870449.62        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2043-06-01      | 3.5000%  | 0.0000% | $906730.00         | $154371.34         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2043-08-01      | 4.0000%  | 0.0000% | $236460.00         | $29961.60          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2043-07-01      | 3.5000%  | 0.0000% | $1090000.00        | $191813.37         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2033-08-01      | 3.5000%  | 0.0000% | $3341720.00        | $629907.64         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2042-01-01      | 4.0000%  | 0.0000% | $2040.00           | $381.03            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2045-04-01      | 3.0000%  | 0.0000% | $3040.00           | $460.53            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2032-12-01      | 5.5000%  | 0.0000% | $187000.00         | $1545.25           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-09-01      | 5.0000%  | 0.0000% | $100000.00         | $70489.55          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-11-01      | 4.5000%  | 0.0000% | $3185000.00        | $2419985.94        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-10-01      | 4.5000%  | 0.0000% | $57400.00          | $43139.54          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-12-01      | 5.0000%  | 0.0000% | $205000.00         | $152958.26         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-01-01      | 5.0000%  | 0.0000% | $244000.00         | $186751.13         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-11-01      | 5.5000%  | 0.0000% | $194000.00         | $131184.04         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-01-01      | 6.0000%  | 0.0000% | $64551100.00       | $44860723.76       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2036-01-01      | 5.5000%  | 0.0000% | $1000.00           | $5.90              | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2036-02-01      | 6.0000%  | 0.0000% | $8000.00           | $539.21            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2036-04-01      | 5.0000%  | 0.0000% | $3000.00           | $32.37             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2036-08-01      | 6.0000%  | 0.0000% | $12000.00          | $80.01             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-10-01      | 6.5000%  | 0.0000% | $14622100.00       | $10228524.53       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2038-11-01      | 6.0000%  | 0.0000% | $1230140.00        | $395472.44         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-12-01      | 5.5000%  | 0.0000% | $806460.00         | $612785.89         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-10-01      | 6.0000%  | 0.0000% | $57780.00          | $41746.02          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-10-01      | 6.0000%  | 0.0000% | $2386840.00        | $1638527.83        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-10-01      | 7.5000%  | 0.0000% | $1515520.00        | $725594.49         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-11-01      | 6.5000%  | 0.0000% | $1245110.00        | $515507.18         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-04-01      | 5.5000%  | 0.0000% | $272940.00         | $188147.75         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-06-01      | 5.5000%  | 0.0000% | $1407390.00        | $1099952.23        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-06-01      | 6.0000%  | 0.0000% | $21730410.00       | $16139235.14       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-06-01      | 6.0000%  | 0.0000% | $1100110.00        | $749505.78         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-07-01      | 6.0000%  | 0.0000% | $178620.00         | $90061.69          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-08-01      | 6.0000%  | 0.0000% | $1015980.00        | $820211.91         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-11-01      | 6.5000%  | 0.0000% | $2446110.00        | $1080149.75        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-07-01      | 6.0000%  | 0.0000% | $8000.00           | $5155.39           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-09-01      | 6.0000%  | 0.0000% | $2139870.00        | $1592816.86        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-09-01      | 6.0000%  | 0.0000% | $8000.00           | $6041.12           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-12-01      | 4.5000%  | 0.0000% | $3859690.00        | $3662173.15        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-10-01      | 5.5000%  | 0.0000% | $105000.00         | $70619.07          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-12-01      | 5.5000%  | 0.0000% | $841620.00         | $567023.65         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $767.55            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-12-01      | 6.5000%  | 0.0000% | $2256226.00        | $2326099.32        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-01-01      | 6.5000%  | 0.0000% | $410610.00         | $285393.48         | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL                     | 2029-08-15      | 7.0000%  | 0.0000% | $50000.00          | $8.50              | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL                     | 2031-04-15      | 6.5000%  | 0.0000% | $25000.00          | $77.89             | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL                     | 2035-09-15      | 5.0000%  | 0.0000% | $1265200.00        | $33320.70          | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL                     | 2029-06-15      | 6.0000%  | 0.0000% | $60000.00          | $87.04             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2051-11-20      | 3.0000%  | 0.0000% | $49995900.00       | $33965080.01       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2052-04-20      | 3.0000%  | 0.0000% | $100000.00         | $70243.53          | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2051-12-20      | 2.5000%  | 0.0000% | $57145560.00       | $39530308.33       | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL                     | 2041-01-15      | 4.0000%  | 0.0000% | $957504.00         | $58256.44          | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2040-12-20      | 5.5000%  | 0.0000% | $700000.00         | $22423.25          | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                       | 2032-01-31      | 4.3750%  | 0.0000% | $55733100.00       | $57067808.29       | U.S. Treasuries (including strips) |
| GINNIE MAE II POOL                    | 2039-07-20      | 4.5000%  | 0.0000% | $1000.00           | $31.05             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2035-10-20      | 5.5000%  | 0.0000% | $1025500.00        | $16582.41          | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2037-10-20      | 5.5000%  | 0.0000% | $205000.00         | $1136.78           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2038-06-20      | 5.5000%  | 0.0000% | $60000.00          | $30.87             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2027-02-20      | 3.5000%  | 0.0000% | $1575000.00        | $6186.04           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-07-01      | 4.5000%  | 0.0000% | $362040.00         | $273964.06         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-08-01      | 3.0000%  | 0.0000% | $130000.00         | $94362.04          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-09-01      | 5.0000%  | 0.0000% | $290000.00         | $205871.19         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-04-01      | 6.0000%  | 0.0000% | $9023640.00        | $6168955.74        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-03-01      | 4.5000%  | 0.0000% | $21437580.00       | $17233414.60       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-03-01      | 5.0000%  | 0.0000% | $8000.00           | $5999.84           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-09-01      | 6.0000%  | 0.0000% | $50000030.00       | $36062389.26       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-06-01      | 6.5000%  | 0.0000% | $71596220.00       | $50142422.75       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-07-01      | 6.0000%  | 0.0000% | $12999000.00       | $9334875.54        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-09-01      | 5.5000%  | 0.0000% | $555850.00         | $429050.46         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-01-01      | 5.0000%  | 0.0000% | $3000.00           | $2971.79           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2041-01-01      | 5.5000%  | 0.0000% | $2277297.00        | $2297412.71        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-04-01      | 5.0000%  | 0.0000% | $8000.00           | $7994.43           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-02-01      | 4.5000%  | 0.0000% | $2649210.00        | $2552282.72        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-01-01      | 5.5000%  | 0.0000% | $3672910.00        | $3732269.52        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-02-01      | 6.0000%  | 0.0000% | $1975682.00        | $2028259.11        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-04-01      | 5.0000%  | 0.0000% | $1446100.00        | $1441615.32        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-04-01      | 5.5000%  | 0.0000% | $8064.00           | $8157.11           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-03-01      | 5.5000%  | 0.0000% | $15586723.00       | $15765734.60       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-03-01      | 5.5000%  | 0.0000% | $32718189.00       | $33213579.14       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-04-01      | 5.5000%  | 0.0000% | $1819000.00        | $1836907.25        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2041-05-01      | 5.0000%  | 0.0000% | $1592440.00        | $1611020.24        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-05-01      | 5.5000%  | 0.0000% | $2481393.00        | $2515066.88        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-01-01      | 6.0000%  | 0.0000% | $22797080.00       | $18812515.54       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2042-08-01      | 2.0000%  | 0.0000% | $26459080.00       | $20746183.11       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-11-01      | 5.0000%  | 0.0000% | $13077510.00       | $12375487.92       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2041-10-01      | 2.0000%  | 0.0000% | $43998000.00       | $33929147.70       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-12-01      | 6.0000%  | 0.0000% | $76925180.00       | $51181489.56       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2049-07-01      | 3.0000%  | 0.0000% | $14637660.00       | $11933758.58       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-08-01      | 3.0000%  | 0.0000% | $33999000.00       | $27497358.08       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2037-06-01      | 2.5000%  | 0.0000% | $1000.00           | $795.45            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-04-01      | 6.0000%  | 0.0000% | $440000.00         | $341885.06         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-03-20      | 6.0000%  | 0.0000% | $1000.00           | $1039.91           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-04-01      | 4.0000%  | 0.0000% | $498360.00         | $468723.64         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2036-04-01      | 5.0000%  | 0.0000% | $147081.00         | $149073.91         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2046-04-01      | 6.0000%  | 0.0000% | $872217.00         | $898096.84         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2037-08-01      | 6.0000%  | 0.0000% | $7364000.00        | $149786.47         | Agency Mortgage-Backed Securities  |
| FARMER MAC                            | 2027-12-13      | 3.8600%  | 0.0000% | $6000000.00        | $6034496.67        | Agency Mortgage-Backed Securities  |
| FARMER MAC                            | 2028-02-04      | 3.8900%  | 0.0000% | $25000000.00       | $25238791.67       | Agency Mortgage-Backed Securities  |
| FARMER MAC                            | 2027-07-14      | 3.7900%  | 0.0000% | $3000000.00        | $3007893.33        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2035-12-01      | 4.5000%  | 0.0000% | $18351490.00       | $18090748.52       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-10-01      | 7.5000%  | 0.0000% | $2513500.00        | $134996.94         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-01-01      | 6.5000%  | 0.0000% | $4599410.00        | $3137572.04        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-03-01      | 6.5000%  | 0.0000% | $5852770.00        | $4011516.39        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-03-01      | 6.5000%  | 0.0000% | $3751540.00        | $3097918.61        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-03-01      | 7.5000%  | 0.0000% | $1098220.00        | $853346.80         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-04-01      | 6.5000%  | 0.0000% | $1599703.00        | $1651356.20        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-04-01      | 6.5000%  | 0.0000% | $1155570.00        | $771652.02         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-05-01      | 6.5000%  | 0.0000% | $18839850.00       | $13908945.83       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-05-01      | 6.0000%  | 0.0000% | $30117690.00       | $24530204.50       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-10-01      | 5.0000%  | 0.0000% | $100000.00         | $66085.07          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-11-01      | 5.0000%  | 0.0000% | $975000.00         | $714342.12         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-11-01      | 5.5000%  | 0.0000% | $8000.00           | $5143.44           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-11-01      | 4.5000%  | 0.0000% | $3426000.00        | $2362177.80        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-03-01      | 6.5000%  | 0.0000% | $1283990.00        | $1028094.33        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-05-01      | 4.0000%  | 0.0000% | $42000.00          | $31144.87          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-04-01      | 2.0000%  | 0.0000% | $1546040.00        | $1091301.40        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-08-01      | 5.5000%  | 0.0000% | $3020.00           | $1907.83           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-05-01      | 6.0000%  | 0.0000% | $12667720.00       | $9542777.43        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-09-01      | 4.5000%  | 0.0000% | $500000.00         | $383599.83         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-04-01      | 5.5000%  | 0.0000% | $24998990.00       | $20273220.13       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-09-01      | 4.5000%  | 0.0000% | $400000.00         | $303464.17         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-08-01      | 3.5000%  | 0.0000% | $6650000.00        | $5261236.74        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-02-01      | 6.5000%  | 0.0000% | $63844790.00       | $45872752.01       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-11-01      | 4.5000%  | 0.0000% | $8125000.00        | $6500021.93        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2042-05-01      | 2.0000%  | 0.0000% | $24740270.00       | $18510467.94       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2050-07-01      | 3.0000%  | 0.0000% | $29999000.00       | $23918855.69       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-08-01      | 5.5000%  | 0.0000% | $8698790.00        | $8568833.89        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-02-01      | 6.5000%  | 0.0000% | $1217000.00        | $807645.93         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-12-01      | 6.0000%  | 0.0000% | $404450.00         | $289094.72         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-05-01      | 6.0000%  | 0.0000% | $42580090.00       | $40158649.46       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-12-01      | 5.5000%  | 0.0000% | $77752890.00       | $77249654.03       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-12-01      | 6.0000%  | 0.0000% | $2040.00           | $2024.07           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-09-01      | 5.5000%  | 0.0000% | $82501690.00       | $81269208.80       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2040-10-01      | 6.0000%  | 0.0000% | $347165.00         | $351608.04         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2050-04-01      | 2.5000%  | 0.0000% | $50000000.00       | $16275516.17       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2050-07-01      | 3.0000%  | 0.0000% | $400000.00         | $129156.48         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $739.94            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-02-01      | 5.5000%  | 0.0000% | $3525000.00        | $2735652.04        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-02-01      | 7.0000%  | 0.0000% | $1515430.00        | $948800.58         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-03-01      | 5.5000%  | 0.0000% | $3635950.00        | $2716825.37        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-04-01      | 5.5000%  | 0.0000% | $1024220.00        | $761156.38         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-04-01      | 5.5000%  | 0.0000% | $86680.00          | $68585.79          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-07-01      | 5.0000%  | 0.0000% | $28176080.00       | $19015903.94       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-07-01      | 5.5000%  | 0.0000% | $3089670.00        | $2325130.25        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-07-01      | 6.0000%  | 0.0000% | $1416200.00        | $958788.75         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $921.32            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-10-01      | 6.5000%  | 0.0000% | $24995320.00       | $16300182.45       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-11-01      | 6.0000%  | 0.0000% | $2471830.00        | $1849537.06        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-11-01      | 6.0000%  | 0.0000% | $2468270.00        | $1759403.48        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-01-01      | 6.5000%  | 0.0000% | $2000.00           | $2054.18           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-06-01      | 6.5000%  | 0.0000% | $38654330.00       | $29133971.82       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-02-01      | 6.5000%  | 0.0000% | $18760540.00       | $12610471.48       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2051-12-01      | 2.0000%  | 0.0000% | $214610.00         | $143917.50         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-03-01      | 2.0000%  | 0.0000% | $519460.00         | $337887.39         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-03-01      | 3.5000%  | 0.0000% | $698870.00         | $454367.40         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-04-01      | 3.5000%  | 0.0000% | $4937260.00        | $3331863.13        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-05-01      | 3.0000%  | 0.0000% | $386000.00         | $262739.55         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-05-01      | 3.5000%  | 0.0000% | $557670.00         | $456045.60         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-05-01      | 4.5000%  | 0.0000% | $19148230.00       | $13504646.55       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-05-01      | 3.5000%  | 0.0000% | $18000.00          | $12585.80          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-07-01      | 6.0000%  | 0.0000% | $2000000.00        | $1580395.03        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-05-01      | 5.5000%  | 0.0000% | $20930.00          | $14549.44          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2051-12-01      | 3.0000%  | 0.0000% | $58000.00          | $41088.54          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-07-01      | 5.5000%  | 0.0000% | $33997000.00       | $25645750.92       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-07-01      | 2.5000%  | 0.0000% | $1078590.00        | $773747.90         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-05-01      | 7.0000%  | 0.0000% | $490534250.00      | $195721799.94      | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-11-01      | 5.5000%  | 0.0000% | $809710.00         | $630487.00         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-04-01      | 3.0000%  | 0.0000% | $13500000.00       | $9954295.27        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-07-01      | 3.5000%  | 0.0000% | $3628000.00        | $2683561.17        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-05-01      | 6.0000%  | 0.0000% | $1434000.00        | $1112646.23        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-04-01      | 2.5000%  | 0.0000% | $3343100.00        | $2518945.42        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-04-01      | 2.5000%  | 0.0000% | $89890060.00       | $68309117.79       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2049-10-01      | 4.5000%  | 0.0000% | $1000.00           | $118.36            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2050-03-01      | 3.0000%  | 0.0000% | $115000000.00      | $21300533.12       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2050-04-01      | 4.0000%  | 0.0000% | $46000.00          | $7422.97           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-01-01      | 6.0000%  | 0.0000% | $4041970.00        | $3224544.18        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2049-07-01      | 3.5000%  | 0.0000% | $1020.00           | $190.73            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-08-01      | 3.0000%  | 0.0000% | $2650000.00        | $1729291.80        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-03-01      | 5.5000%  | 0.0000% | $3148920.00        | $2285357.32        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-06-01      | 5.0000%  | 0.0000% | $53403000.00       | $40542865.71       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2050-10-01      | 3.5000%  | 0.0000% | $1768290.00        | $607376.67         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-02-01      | 3.5000%  | 0.0000% | $3000.00           | $1732.10           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-07-01      | 3.5000%  | 0.0000% | $5381780.00        | $3849282.82        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-04-01      | 2.0000%  | 0.0000% | $22075370.00       | $14159295.03       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-04-01      | 2.5000%  | 0.0000% | $62261150.00       | $40473418.85       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-05-01      | 2.5000%  | 0.0000% | $11000.00          | $7367.70           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-10-01      | 5.0000%  | 0.0000% | $82336600.00       | $60711585.15       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-09-01      | 3.0000%  | 0.0000% | $1980.00           | $1385.67           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-09-01      | 4.0000%  | 0.0000% | $16990.00          | $12697.12          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-09-01      | 5.0000%  | 0.0000% | $5098020.00        | $3720515.63        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-11-01      | 3.5000%  | 0.0000% | $9000.00           | $6807.51           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-12-01      | 5.5000%  | 0.0000% | $16765000.00       | $12198125.98       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-08-01      | 5.5000%  | 0.0000% | $4990.00           | $3672.03           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-07-01      | 6.0000%  | 0.0000% | $58267670.00       | $38112250.10       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-11-01      | 5.0000%  | 0.0000% | $4868640.00        | $4023432.50        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-01-01      | 4.0000%  | 0.0000% | $24003240.00       | $19803985.55       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-03-01      | 5.5000%  | 0.0000% | $5013690.00        | $3606244.03        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-04-01      | 7.0000%  | 0.0000% | $50013060.00       | $18658691.94       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-09-01      | 6.5000%  | 0.0000% | $100000.00         | $66026.19          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2029-01-01      | 4.6600%  | 0.0000% | $3500000.00        | $3538615.11        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2030-01-01      | 4.3000%  | 0.0000% | $10000.00          | $10040.62          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2030-10-01      | 4.2500%  | 0.0000% | $21727000.00       | $21744807.69       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2033-04-01      | 4.3300%  | 0.0000% | $7500000.00        | $7427790.42        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2036-04-01      | 4.7900%  | 0.0000% | $5823000.00        | $5872440.83        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2032-07-01      | 2.0000%  | 0.0000% | $11000.00          | $2096.05           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2048-02-01      | 3.5000%  | 0.0000% | $494000.00         | $180057.29         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2048-09-01      | 4.0000%  | 0.0000% | $60628000.00       | $4371397.09        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2049-10-01      | 3.0000%  | 0.0000% | $370164480.00      | $70667661.60       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2050-03-01      | 3.5000%  | 0.0000% | $513140.00         | $200092.62         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2050-03-01      | 4.0000%  | 0.0000% | $7160410.00        | $2792856.44        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2049-11-01      | 3.0000%  | 0.0000% | $400921600.00      | $74281448.58       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2049-12-01      | 4.0000%  | 0.0000% | $4000.00           | $1101.21           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2050-02-01      | 3.0000%  | 0.0000% | $1820800.00        | $596874.45         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2050-02-01      | 3.0000%  | 0.0000% | $250566650.00      | $50192946.99       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2049-12-01      | 3.5000%  | 0.0000% | $13460620.00       | $4862021.47        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2050-06-01      | 2.5000%  | 0.0000% | $228791290.00      | $85116907.68       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2050-06-01      | 3.0000%  | 0.0000% | $290000.00         | $57435.94          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2050-06-01      | 2.5000%  | 0.0000% | $7709000.00        | $2561190.65        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2050-06-01      | 2.5000%  | 0.0000% | $55322240.00       | $21708174.40       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2050-07-01      | 3.0000%  | 0.0000% | $138130.00         | $53884.37          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2050-08-01      | 2.5000%  | 0.0000% | $280302420.00      | $99676576.80       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2050-08-01      | 2.5000%  | 0.0000% | $49632320.00       | $19347706.38       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2050-09-01      | 2.0000%  | 0.0000% | $472620.00         | $252506.40         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2051-02-01      | 3.0000%  | 0.0000% | $3020.00           | $1664.97           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-11-01      | 5.5000%  | 0.0000% | $21148000.00       | $20103011.63       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-11-01      | 5.5000%  | 0.0000% | $20855924.00       | $20995834.69       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-11-01      | 6.5000%  | 0.0000% | $1105500.00        | $754148.27         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-11-01      | 6.0000%  | 0.0000% | $1503440.00        | $1537901.81        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-11-01      | 6.0000%  | 0.0000% | $5417700.00        | $5528785.17        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-11-01      | 6.0000%  | 0.0000% | $1030435.00        | $1067287.81        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-05-01      | 3.0000%  | 0.0000% | $1925000.00        | $1543532.74        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-04-01      | 6.5000%  | 0.0000% | $69682890.00       | $48230414.09       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-09-01      | 6.0000%  | 0.0000% | $311781080.00      | $214873266.34      | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-09-01      | 6.5000%  | 0.0000% | $6025110.00        | $4689002.03        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-11-01      | 6.5000%  | 0.0000% | $54920720.00       | $42613908.51       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2042-09-01      | 3.5000%  | 0.0000% | $1996000.00        | $351449.72         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2042-11-01      | 3.5000%  | 0.0000% | $2152900.00        | $70816.35          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2042-11-01      | 3.5000%  | 0.0000% | $25248300.00       | $1823130.79        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-03-01      | 6.0000%  | 0.0000% | $16029180.00       | $10306871.81       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-10-01      | 6.0000%  | 0.0000% | $16228600.00       | $10921296.02       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-10-01      | 6.5000%  | 0.0000% | $92768320.00       | $60282746.54       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-10-01      | 6.5000%  | 0.0000% | $8000.00           | $5902.16           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-10-01      | 6.0000%  | 0.0000% | $2040.00           | $1185.13           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-12-01      | 6.0000%  | 0.0000% | $52224810.00       | $38922997.62       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-03-01      | 5.5000%  | 0.0000% | $19733030.00       | $13713761.17       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-03-01      | 6.5000%  | 0.0000% | $444000.00         | $244470.42         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-12-01      | 4.0000%  | 0.0000% | $9270388.00        | $8523334.46        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-04-01      | 6.0000%  | 0.0000% | $504999.00         | $518963.91         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-04-01      | 3.5000%  | 0.0000% | $636500.00         | $580704.06         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-04-01      | 4.5000%  | 0.0000% | $37456954.00       | $36146035.52       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2040-09-01      | 5.0000%  | 0.0000% | $390452.00         | $324520.76         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2040-07-01      | 4.0000%  | 0.0000% | $694777.00         | $623982.35         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2040-07-01      | 3.5000%  | 0.0000% | $33085.00          | $29302.63          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2040-08-01      | 4.0000%  | 0.0000% | $191141.00         | $170924.00         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2040-09-01      | 3.5000%  | 0.0000% | $14199392.00       | $12961972.12       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2041-04-01      | 2.5000%  | 0.0000% | $25000.00          | $23550.10          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2041-04-01      | 5.5000%  | 0.0000% | $1059527.00        | $1087009.60        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-12-01      | 6.0000%  | 0.0000% | $1233508.00        | $1273249.75        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-11-01      | 6.5000%  | 0.0000% | $1954864.00        | $2047168.32        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-12-01      | 5.5000%  | 0.0000% | $7225302.00        | $7314839.00        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-12-01      | 7.0000%  | 0.0000% | $1903262.00        | $2018072.78        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-12-01      | 4.5000%  | 0.0000% | $3078750.00        | $2930953.09        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-11-01      | 4.0000%  | 0.0000% | $5035233.00        | $4546116.56        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-12-01      | 6.5000%  | 0.0000% | $1035200.00        | $1092709.94        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-01-01      | 6.5000%  | 0.0000% | $2725860.00        | $2860957.55        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-01-01      | 5.5000%  | 0.0000% | $1559500.00        | $1569833.16        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-01-01      | 6.5000%  | 0.0000% | $3946883.00        | $4123722.26        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-01-01      | 7.0000%  | 0.0000% | $1220390.00        | $1298945.24        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-01-01      | 6.0000%  | 0.0000% | $1285142.00        | $1317984.16        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-03-20      | 5.5000%  | 0.0000% | $16216135.00       | $16559380.62       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-01-20      | 5.5000%  | 0.0000% | $57801250.00       | $58020517.20       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-05-20      | 5.0000%  | 0.0000% | $16640670.00       | $15376484.33       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-09-20      | 5.0000%  | 0.0000% | $2040.00           | $1999.21           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-03-20      | 5.0000%  | 0.0000% | $5973409.00        | $6034373.51        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-02-20      | 5.0000%  | 0.0000% | $1834158.00        | $1853706.05        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-04-20      | 4.5000%  | 0.0000% | $14158700.00       | $13705550.81       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-04-20      | 5.5000%  | 0.0000% | $1600779.00        | $1623558.98        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-03-20      | 5.5000%  | 0.0000% | $8118208.00        | $8281449.87        | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                       | 2027-08-15      | 6.3750%  | 0.0000% | $22659200.00       | $23672400.87       | U.S. Treasuries (including strips) |
| FANNIE MAE POOL                       | 2053-02-01      | 6.0000%  | 0.0000% | $18223000.00       | $12044666.36       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2042-02-01      | 2.0000%  | 0.0000% | $49241140.00       | $32720110.26       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-04-01      | 2.5000%  | 0.0000% | $3321830.00        | $2277892.69        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2051-09-01      | 2.0000%  | 0.0000% | $3450000.00        | $2263131.88        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-08-01      | 5.5000%  | 0.0000% | $65000.00          | $48677.93          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-06-01      | 3.0000%  | 0.0000% | $1313440.00        | $949862.95         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-06-01      | 5.0000%  | 0.0000% | $399000.00         | $291463.97         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2051-07-01      | 2.0000%  | 0.0000% | $200000.00         | $135384.97         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-05-01      | 5.5000%  | 0.0000% | $16644120.00       | $12117386.44       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-07-01      | 6.5000%  | 0.0000% | $115174190.00      | $87344655.22       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-09-01      | 5.5000%  | 0.0000% | $4295000.00        | $3505626.49        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-02-01      | 6.5000%  | 0.0000% | $28013090.00       | $21107869.64       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-02-01      | 6.5000%  | 0.0000% | $34915120.00       | $27990007.50       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-11-01      | 6.0000%  | 0.0000% | $49999000.00       | $38805973.06       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-01-01      | 6.0000%  | 0.0000% | $170637440.00      | $128247179.57      | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-01-01      | 6.5000%  | 0.0000% | $59172030.00       | $36748489.44       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-06-01      | 5.5000%  | 0.0000% | $19833130.00       | $19350832.58       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $973.30            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $879.62            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-08-01      | 6.0000%  | 0.0000% | $48113499.00       | $39612516.27       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-03-01      | 5.0000%  | 0.0000% | $96010620.00       | $95350491.30       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-03-01      | 5.0000%  | 0.0000% | $84585013.00       | $83851942.27       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $995.80            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-02-01      | 6.0000%  | 0.0000% | $32608019.00       | $33904176.59       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-07-01      | 5.5000%  | 0.0000% | $21542139.00       | $18794251.17       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-07-01      | 7.5000%  | 0.0000% | $17488930.00       | $11802943.06       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-06-01      | 4.5000%  | 0.0000% | $84578.00          | $77708.56          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-06-01      | 6.5000%  | 0.0000% | $68990.00          | $45699.51          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-05-01      | 4.0000%  | 0.0000% | $14196040.00       | $13119159.77       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-10-01      | 7.0000%  | 0.0000% | $103174115.00      | $86475842.05       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-08-01      | 5.5000%  | 0.0000% | $80168052.00       | $69937297.62       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-08-01      | 6.0000%  | 0.0000% | $9896170.00        | $7731087.68        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-12-01      | 7.5000%  | 0.0000% | $51968.00          | $55852.42          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2056-02-01      | 5.5000%  | 0.0000% | $32086790.00       | $31446642.34       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-11-01      | 6.5000%  | 0.0000% | $234449.00         | $206490.58         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2051-07-20      | 4.0000%  | 0.0000% | $1361810.00        | $836064.58         | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL                     | 2068-08-15      | 5.0400%  | 0.0000% | $1000.00           | $972.22            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-04-01      | 6.5000%  | 0.0000% | $483450.00         | $274930.42         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-12-01      | 6.5000%  | 0.0000% | $401440.00         | $279000.34         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-09-01      | 6.0000%  | 0.0000% | $99000.00          | $73125.22          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-08-01      | 6.5000%  | 0.0000% | $500000.00         | $356074.22         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-06-01      | 3.5000%  | 0.0000% | $388040.00         | $282186.39         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-10-01      | 6.5000%  | 0.0000% | $300000.00         | $197222.88         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-10-01      | 6.0000%  | 0.0000% | $40306820.00       | $31971599.57       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-12-01      | 4.5000%  | 0.0000% | $39112000.00       | $30862424.55       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2050-01-01      | 3.0000%  | 0.0000% | $871000.00         | $608204.64         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2046-09-01      | 3.5000%  | 0.0000% | $47937360.00       | $33547820.67       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD POOL                 | 2028-06-01      | 2.5000%  | 0.0000% | $1300800.00        | $23662.41          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-08-01      | 6.0000%  | 0.0000% | $1468190.00        | $1470281.35        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-10-01      | 6.0000%  | 0.0000% | $199996620.00      | $133287911.27      | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2035-04-01      | 5.5000%  | 0.0000% | $1248560.00        | $829555.90         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2035-05-01      | 5.0000%  | 0.0000% | $8000.00           | $5867.66           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN BANK                | 2030-02-15      | 7.1250%  | 0.0000% | $10000.00          | $11247.10          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-02-01      | 5.5000%  | 0.0000% | $1069500.00        | $814001.85         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-03-01      | 6.0000%  | 0.0000% | $1812900.00        | $1202563.32        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-03-01      | 5.0000%  | 0.0000% | $422950.00         | $317002.55         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-04-01      | 6.5000%  | 0.0000% | $1929480.00        | $1317202.93        | Agency Mortgage-Backed Securities  |
| TSY INFL IX N/B                       | 2032-04-15      | 3.3750%  | 0.0000% | $5644300.00        | $11529086.73       | U.S. Treasuries (including strips) |
| FANNIE MAE POOL                       | 2043-06-01      | 3.5000%  | 0.0000% | $58043580.00       | $11252142.66       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2028-08-01      | 2.0000%  | 0.0000% | $1741500.00        | $115269.15         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2044-04-01      | 4.0000%  | 0.0000% | $950000.00         | $61006.05          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2030-01-01      | 3.5000%  | 0.0000% | $2000.00           | $98.78             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2045-11-01      | 3.5000%  | 0.0000% | $147000.00         | $25793.45          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2045-07-01      | 3.5000%  | 0.0000% | $4699000.00        | $354979.48         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2045-10-01      | 3.5000%  | 0.0000% | $150047740.00      | $25487031.37       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2046-07-01      | 3.0000%  | 0.0000% | $760017920.00      | $104306907.39      | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                       | 2046-11-15      | 2.8750%  | 0.0000% | $100.00            | $73.79             | U.S. Treasuries (including strips) |
| FREDDIE MAC POOL                      | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1046.68           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2030-05-01      | 8.0000%  | 0.0000% | $20000.00          | $6.98              | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2026-05-25      | 4.0000%  | 0.0000% | $40000.00          | $7.72              | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2042-01-01      | 3.5000%  | 0.0000% | $104778900.00      | $6863692.63        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2043-03-01      | 3.5000%  | 0.0000% | $114860960.00      | $19409664.53       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2048-06-01      | 4.0000%  | 0.0000% | $1480100.00        | $117348.30         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2048-09-01      | 4.0000%  | 0.0000% | $3006100.00        | $202922.70         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2033-08-01      | 4.0000%  | 0.0000% | $278000.00         | $17948.34          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2051-07-01      | 2.5000%  | 0.0000% | $8000.00           | $4472.92           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2036-09-01      | 1.5000%  | 0.0000% | $9225330.00        | $4940363.07        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2029-07-01      | 3.5000%  | 0.0000% | $3248000.00        | $209848.98         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2049-10-01      | 2.5000%  | 0.0000% | $1000000.00        | $185890.03         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-10-01      | 6.0000%  | 0.0000% | $1700000.00        | $1280458.93        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-05-01      | 4.0000%  | 0.0000% | $246000.00         | $185649.84         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2053-10-01      | 5.5000%  | 0.0000% | $45954150.00       | $34873874.39       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-09-01      | 3.5000%  | 0.0000% | $7000.00           | $5440.98           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-07-01      | 2.5000%  | 0.0000% | $742500.00         | $544070.03         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2050-01-01      | 4.0000%  | 0.0000% | $34000.00          | $6265.90           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2050-03-01      | 3.5000%  | 0.0000% | $10257600.00       | $3505067.43        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2050-05-01      | 2.5000%  | 0.0000% | $144451320.00      | $53703168.39       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2050-05-01      | 4.0000%  | 0.0000% | $1250720.00        | $192733.70         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2050-08-01      | 2.0000%  | 0.0000% | $993000.00         | $484552.01         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2050-09-01      | 3.0000%  | 0.0000% | $327000.00         | $105861.99         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2051-03-01      | 2.5000%  | 0.0000% | $50000.00          | $31886.04          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2051-05-01      | 2.5000%  | 0.0000% | $3000.00           | $1901.94           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2051-05-01      | 2.5000%  | 0.0000% | $133460.00         | $75042.56          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2036-01-01      | 1.5000%  | 0.0000% | $15715460.00       | $6421732.75        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2036-01-01      | 1.7700%  | 0.0000% | $6000.00           | $4281.20           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2030-01-01      | 4.7300%  | 0.0000% | $9006000.00        | $9139111.18        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2051-10-01      | 2.0000%  | 0.0000% | $1086860.00        | $787292.33         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2051-10-01      | 3.0000%  | 0.0000% | $540000.00         | $394129.28         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-07-01      | 6.5000%  | 0.0000% | $18006930.00       | $9520763.91        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-04-01      | 3.5000%  | 0.0000% | $1122240.00        | $737648.61         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-06-01      | 5.0000%  | 0.0000% | $200000.00         | $146565.62         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-06-01      | 6.0000%  | 0.0000% | $33693220.00       | $26664118.20       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-05-01      | 3.0000%  | 0.0000% | $120030.00         | $83348.69          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-06-01      | 3.0000%  | 0.0000% | $10000.00          | $6503.73           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-07-01      | 6.5000%  | 0.0000% | $2608560.00        | $1826456.22        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-01-01      | 3.5000%  | 0.0000% | $10025880.00       | $6595255.32        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-04-01      | 4.0000%  | 0.0000% | $100000.00         | $58215.43          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2041-01-01      | 4.5000%  | 0.0000% | $1000.00           | $967.53            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-07-01      | 6.5000%  | 0.0000% | $2702750.00        | $1854870.05        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-08-01      | 6.0000%  | 0.0000% | $28195050.00       | $23257046.08       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-09-01      | 7.0000%  | 0.0000% | $4932110.00        | $3605722.73        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-11-01      | 5.5000%  | 0.0000% | $5245664.00        | $5348890.76        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-08-01      | 4.5000%  | 0.0000% | $8350570.00        | $5924200.70        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-05-01      | 4.0000%  | 0.0000% | $15786240.00       | $10441328.96       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-04-01      | 3.0000%  | 0.0000% | $301000.00         | $209067.04         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-06-01      | 4.5000%  | 0.0000% | $4526010.00        | $3328083.60        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-06-01      | 3.5000%  | 0.0000% | $1360630.00        | $970368.93         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-06-01      | 2.0000%  | 0.0000% | $30060.00          | $21899.45          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2037-10-01      | 2.5000%  | 0.0000% | $128910.00         | $88792.98          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-03-01      | 5.5000%  | 0.0000% | $4955786.00        | $5059136.72        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-04-01      | 5.5000%  | 0.0000% | $6351415.00        | $6517958.98        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2041-03-01      | 5.5000%  | 0.0000% | $1264088.00        | $1297986.49        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-09-01      | 6.0000%  | 0.0000% | $4310.00           | $2850.49           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-04-01      | 6.5000%  | 0.0000% | $4984040.00        | $3155205.76        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-05-01      | 6.0000%  | 0.0000% | $1051210.00        | $720997.14         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $528.77            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-05-01      | 6.0000%  | 0.0000% | $2467350.00        | $1726697.41        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-06-01      | 5.5000%  | 0.0000% | $5223210.00        | $3743755.26        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-06-01      | 6.5000%  | 0.0000% | $115100.00         | $89921.07          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-07-01      | 5.5000%  | 0.0000% | $17097630.00       | $12768348.31       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-07-01      | 6.0000%  | 0.0000% | $4032300.00        | $3156452.39        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-06-01      | 6.5000%  | 0.0000% | $18220790.00       | $13094643.88       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2039-07-01      | 5.0000%  | 0.0000% | $6601750.00        | $4699736.53        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2040-07-01      | 5.5000%  | 0.0000% | $101670.00         | $83062.32          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2041-05-01      | 4.0000%  | 0.0000% | $1123670.00        | $1096831.39        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2028-07-07      | 3.8600%  | 0.0000% | $14700000.00       | $14771834.00       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2031-04-28      | 4.2000%  | 0.0000% | $1035000.00        | $1029181.57        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2028-01-06      | 3.8000%  | 0.0000% | $17350000.00       | $17499684.23       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2026-09-24      | 1.8750%  | 0.0000% | $1100000.00        | $1094167.80        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2039-09-01      | 5.0000%  | 0.0000% | $3000.00           | $47.62             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-03-01      | 5.5000%  | 0.0000% | $57100960.00       | $57578688.45       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2051-02-01      | 3.5000%  | 0.0000% | $8190.00           | $7629.17           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-05-01      | 5.0000%  | 0.0000% | $59746200.00       | $59097402.75       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2056-05-01      | 5.0000%  | 0.0000% | $46322090.00       | $46106774.64       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2048-07-01      | 3.5000%  | 0.0000% | $2330.00           | $406.71            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2049-09-01      | 4.5000%  | 0.0000% | $697240.00         | $131264.08         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2048-05-01      | 4.0000%  | 0.0000% | $70000.00          | $13156.66          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2050-05-01      | 3.5000%  | 0.0000% | $20000.00          | $4089.24           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2042-10-01      | 3.5000%  | 0.0000% | $56169520.00       | $21189288.42       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2045-02-01      | 3.5000%  | 0.0000% | $93300.00          | $34233.28          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2048-08-01      | 4.0000%  | 0.0000% | $420000.00         | $122563.49         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2041-07-01      | 6.0000%  | 0.0000% | $1000.00           | $425.08            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2051-03-01      | 2.5000%  | 0.0000% | $1000.00           | $513.09            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2051-01-01      | 3.5000%  | 0.0000% | $1020.00           | $324.35            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2051-08-01      | 3.0000%  | 0.0000% | $100000.00         | $52248.81          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2049-12-01      | 3.0000%  | 0.0000% | $964500.00         | $156161.35         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2035-02-01      | 2.5000%  | 0.0000% | $13344160.00       | $2206561.46        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2051-09-01      | 2.5000%  | 0.0000% | $35000000.00       | $20673637.41       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2051-12-01      | 3.0000%  | 0.0000% | $4973190.00        | $3627482.18        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2051-11-01      | 2.5000%  | 0.0000% | $1048480.00        | $703183.72         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-01-01      | 2.5000%  | 0.0000% | $4948770.00        | $3336091.26        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-02-01      | 3.0000%  | 0.0000% | $1560.00           | $992.49            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-04-01      | 3.5000%  | 0.0000% | $102000.00         | $65787.00          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-01-01      | 3.5000%  | 0.0000% | $100000.00         | $62046.29          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-04-01      | 3.0000%  | 0.0000% | $350000.00         | $224520.53         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-05-01      | 4.0000%  | 0.0000% | $155000.00         | $107885.55         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-07-01      | 3.5000%  | 0.0000% | $738010.00         | $515000.84         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-08-01      | 4.0000%  | 0.0000% | $38343870.00       | $27566586.95       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-07-01      | 3.5000%  | 0.0000% | $1240610.00        | $845480.93         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-07-01      | 3.5000%  | 0.0000% | $2716000.00        | $1850262.46        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2051-02-01      | 3.5000%  | 0.0000% | $9655210.00        | $6247613.64        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-09-01      | 2.5000%  | 0.0000% | $27990.00          | $18775.61          | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-04-20      | 5.5000%  | 0.0000% | $2876260.00        | $2928183.84        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-04-20      | 5.5000%  | 0.0000% | $1008.00           | $1032.52           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-04-20      | 6.0000%  | 0.0000% | $2846575.00        | $2949434.09        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-04-20      | 5.5000%  | 0.0000% | $1061606.00        | $1087588.34        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-04-20      | 5.5000%  | 0.0000% | $1183218.00        | $1211815.85        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-04-20      | 5.5000%  | 0.0000% | $9639798.00        | $9813820.99        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2056-04-20      | 6.0000%  | 0.0000% | $1004337.00        | $1041724.78        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2026-08-20      | 8.0000%  | 0.0000% | $400000.00         | $5.08              | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2027-03-20      | 7.5000%  | 0.0000% | $610000.00         | $74.01             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2027-11-20      | 6.5000%  | 0.0000% | $160000.00         | $50.51             | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2044-12-01      | 5.0000%  | 0.0000% | $2000.00           | $1583.83           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2040-02-01      | 5.0000%  | 0.0000% | $159200.00         | $103259.52         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-01-01      | 7.5000%  | 0.0000% | $4043890.00        | $2955169.80        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-05-01      | 7.5000%  | 0.0000% | $5994710.00        | $4228073.02        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2030-10-01      | 3.9500%  | 0.0000% | $11000000.00       | $10873081.38       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-04-01      | 6.5000%  | 0.0000% | $82090.00          | $58189.76          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-06-01      | 5.0000%  | 0.0000% | $20301230.00       | $20005983.52       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-07-01      | 6.5000%  | 0.0000% | $19341250.00       | $13648817.05       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $827.14            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-11-01      | 6.0000%  | 0.0000% | $74646230.00       | $70918568.65       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-11-01      | 6.0000%  | 0.0000% | $1100.00           | $1099.11           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-06-01      | 2.0000%  | 0.0000% | $48851460.00       | $37794595.54       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $968.87            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-09-01      | 5.0000%  | 0.0000% | $4795000.00        | $3327467.55        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-10-01      | 4.5000%  | 0.0000% | $774000.00         | $555346.63         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-10-01      | 6.0000%  | 0.0000% | $8000.00           | $5952.18           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-06-01      | 7.5000%  | 0.0000% | $11172150.00       | $8107517.64        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2035-07-01      | 4.5000%  | 0.0000% | $8000.00           | $5849.98           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2035-07-01      | 6.0000%  | 0.0000% | $2453740.00        | $1811342.40        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-09-01      | 7.5000%  | 0.0000% | $10516040.00       | $7543089.02        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-10-01      | 4.0000%  | 0.0000% | $262798110.00      | $242633342.29      | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-10-01      | 5.0000%  | 0.0000% | $11000000.00       | $10413780.92       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-06-01      | 3.5000%  | 0.0000% | $767000.00         | $536516.10         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-02-01      | 5.5000%  | 0.0000% | $65000.00          | $49460.80          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2052-01-01      | 3.5000%  | 0.0000% | $18811770.00       | $12098034.73       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-02-01      | 6.0000%  | 0.0000% | $78071120.00       | $53055357.88       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2053-08-01      | 6.0000%  | 0.0000% | $4292440.00        | $2849071.56        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2051-10-01      | 2.5000%  | 0.0000% | $1248900.00        | $848152.86         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2051-11-01      | 2.5000%  | 0.0000% | $152310.00         | $102874.69         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2051-12-01      | 2.5000%  | 0.0000% | $4994000.00        | $3195260.54        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-05-01      | 3.5000%  | 0.0000% | $216060.00         | $152688.31         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-01-01      | 3.0000%  | 0.0000% | $4400000.00        | $2766835.75        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-02-01      | 2.5000%  | 0.0000% | $1768590.00        | $1205267.72        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-03-01      | 3.0000%  | 0.0000% | $126061480.00      | $78224487.83       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-04-01      | 4.0000%  | 0.0000% | $400000.00         | $270279.92         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-04-01      | 4.0000%  | 0.0000% | $50121330.00       | $33110113.60       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-04-01      | 4.0000%  | 0.0000% | $21205280.00       | $14325203.16       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-04-01      | 3.0000%  | 0.0000% | $525000.00         | $348321.59         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-08-01      | 3.5000%  | 0.0000% | $41990.00          | $31269.20          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2052-05-01      | 4.5000%  | 0.0000% | $32433000.00       | $24851553.18       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2045-04-01      | 3.0000%  | 0.0000% | $1165000.00        | $147995.38         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2048-07-01      | 5.0000%  | 0.0000% | $65000.00          | $6365.98           | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                       | 2029-02-15      | 3.5000%  | 0.0000% | $503700.00         | $501775.71         | U.S. Treasuries (including strips) |
| FANNIE MAE POOL                       | 2048-11-01      | 4.0000%  | 0.0000% | $2617220.00        | $427474.37         | Agency Mortgage-Backed Securities  |

### Security 243: UBS Securities LLC Tri Party Repo

- **C.1 - Title:** UBS Securities LLC Tri Party Repo 3.660000%
- **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: 99VDQX000, C.3 - LEI: T6FIZBDPKLYJKFCRVK44, C.5 - Other ID: 99VDQX000_3.66_0501
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIPS                                | 2028-11-15      | NA       | 0.0000% | $20000.00          | $18104.82          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2033-07-15      | 1.3750%  | 0.0000% | $623000.00         | $662475.90         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2029-01-15      | 0.8750%  | 0.0000% | $306300.00         | $395842.95         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2029-05-15      | 2.3750%  | 0.0000% | $1000.00           | $966.80            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2027-01-15      | 0.3750%  | 0.0000% | $7674800.00        | $10426950.44       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2028-07-15      | 0.7500%  | 0.0000% | $425400.00         | $554727.34         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-12-31      | 1.7500%  | 0.0000% | $4800.00           | $4765.26           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2030-01-15      | 0.1250%  | 0.0000% | $5554900.00        | $6790950.14        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2030-02-15      | 1.5000%  | 0.0000% | $600.00            | $550.30            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $96.80             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2030-07-15      | 0.1250%  | 0.0000% | $60000.00          | $73260.32          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2030-08-15      | 0.6250%  | 0.0000% | $401900.00         | $349283.90         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-11-30      | 0.6250%  | 0.0000% | $1000.00           | $952.87            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2031-01-15      | 0.1250%  | 0.0000% | $4750900.00        | $5645227.69        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2028-02-29      | 1.1250%  | 0.0000% | $5000.00           | $4766.96           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2031-05-15      | 1.6250%  | 0.0000% | $19600.00          | $17591.33          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2031-07-15      | 0.1250%  | 0.0000% | $152800.00         | $175318.59         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2028-07-31      | 1.0000%  | 0.0000% | $300.00            | $282.12            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2031-08-15      | 1.2500%  | 0.0000% | $4200.00           | $3649.68           | U.S. Treasuries (including strips) |
| STRIPS                                | 2028-05-15      | NA       | 0.0000% | $6000.00           | $5540.68           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2028-07-31      | 4.1250%  | 0.0000% | $1100000.00        | $1116366.43        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-09-15      | 4.6250%  | 0.0000% | $2700.00           | $2724.47           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2033-11-15      | 4.5000%  | 0.0000% | $3000.00           | $3110.20           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2030-11-30      | 4.3750%  | 0.0000% | $79600.00          | $82214.62          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2028-11-30      | 4.3750%  | 0.0000% | $700.00            | $720.52            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2031-01-31      | 4.0000%  | 0.0000% | $200.00            | $201.67            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2034-01-15      | 1.7500%  | 0.0000% | $229400.00         | $245589.29         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2029-02-28      | 4.2500%  | 0.0000% | $300.00            | $304.71            | U.S. Treasuries (including strips) |
| STRIPS                                | 2027-05-15      | NA       | 0.0000% | $6791.52           | $6531.38           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2027-04-15      | 0.1250%  | 0.0000% | $825000.00         | $951518.37         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2029-05-31      | 2.7500%  | 0.0000% | $200.00            | $195.47            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2029-07-31      | 2.6250%  | 0.0000% | $400.00            | $386.59            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2033-03-31      | 4.2500%  | 0.0000% | $160900.00         | $161875.80         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2028-03-31      | 3.8750%  | 0.0000% | $107200.00         | $107506.83         | U.S. Treasuries (including strips) |
| STRIPS                                | 2031-08-15      | NA       | 0.0000% | $82736.41          | $66589.90          | U.S. Treasuries (including strips) |
| STRIPS                                | 2033-02-15      | NA       | 0.0000% | $43.14             | $32.39             | U.S. Treasuries (including strips) |
| STRIPS                                | 2033-08-15      | NA       | 0.0000% | $8000.02           | $5863.11           | U.S. Treasuries (including strips) |
| STRIPS                                | 2034-08-15      | NA       | 0.0000% | $73402.94          | $51149.88          | U.S. Treasuries (including strips) |
| STRIPS                                | 2035-08-15      | NA       | 0.0000% | $298.02            | $197.36            | U.S. Treasuries (including strips) |
| STRIPS                                | 2036-02-15      | NA       | 0.0000% | $5000.00           | $3221.54           | U.S. Treasuries (including strips) |
| STRIPS                                | 2037-02-15      | NA       | 0.0000% | $30999.97          | $18893.99          | U.S. Treasuries (including strips) |
| STRIPS                                | 2030-11-15      | NA       | 0.0000% | $331000.00         | $275480.71         | U.S. Treasuries (including strips) |
| STRIPS                                | 2031-11-15      | NA       | 0.0000% | $15000.00          | $11934.35          | U.S. Treasuries (including strips) |
| STRIPS                                | 2032-11-15      | NA       | 0.0000% | $14000.00          | $10642.44          | U.S. Treasuries (including strips) |
| STRIPS                                | 2034-11-15      | NA       | 0.0000% | $19000.00          | $13068.66          | U.S. Treasuries (including strips) |
| STRIPS                                | 2026-05-15      | NA       | 0.0000% | $144000.00         | $143795.38         | U.S. Treasuries (including strips) |
| STRIPS                                | 2035-05-15      | NA       | 0.0000% | $20000.00          | $13415.86          | U.S. Treasuries (including strips) |
| STRIPS                                | 2030-05-15      | NA       | 0.0000% | $450000.00         | $382398.75         | U.S. Treasuries (including strips) |
| STRIPS                                | 2036-11-15      | NA       | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| STRIPS                                | 2039-08-15      | NA       | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| STRIPS                                | 2039-11-15      | NA       | 0.0000% | $24999.98          | $12932.86          | U.S. Treasuries (including strips) |
| STRIPS                                | 2052-11-15      | NA       | 0.0000% | $1930.85           | $486.97            | U.S. Treasuries (including strips) |
| STRIPS                                | 2040-08-15      | NA       | 0.0000% | $40000.00          | $19743.56          | U.S. Treasuries (including strips) |
| STRIPS                                | 2045-05-15      | NA       | 0.0000% | $0.02              | $0.01              | U.S. Treasuries (including strips) |
| STRIPS                                | 2041-08-15      | NA       | 0.0000% | $0.03              | $0.01              | U.S. Treasuries (including strips) |
| STRIPS                                | 2042-08-15      | NA       | 0.0000% | $40000.00          | $17456.64          | U.S. Treasuries (including strips) |
| STRIPS                                | 2043-05-15      | NA       | 0.0000% | $10000.00          | $4169.57           | U.S. Treasuries (including strips) |
| STRIPS                                | 2043-08-15      | NA       | 0.0000% | $40000.00          | $16423.04          | U.S. Treasuries (including strips) |
| STRIPS                                | 2048-02-15      | NA       | 0.0000% | $1397.10           | $448.96            | U.S. Treasuries (including strips) |
| STRIPS                                | 2049-02-15      | NA       | 0.0000% | $351867.86         | $107267.27         | U.S. Treasuries (including strips) |
| Federal Farm Credit Bank              | 2026-08-03      | 2.6300%  | 0.0000% | $4000.00           | $4013.62           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2027-08-19      | 0.9000%  | 0.0000% | $3000.00           | $2892.56           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2040-06-18      | 2.0900%  | 0.0000% | $3000.00           | $2118.16           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2035-06-22      | 1.7900%  | 0.0000% | $2000.00           | $1593.35           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2030-07-08      | 1.0400%  | 0.0000% | $2000.00           | $1777.04           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2040-05-21      | 2.1250%  | 0.0000% | $2000.00           | $1440.90           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2035-10-26      | 1.7300%  | 0.0000% | $3000.00           | $2354.07           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2029-06-14      | 1.5900%  | 0.0000% | $4000.00           | $3739.06           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2031-01-13      | 2.1000%  | 0.0000% | $1000.00           | $920.54            | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2035-02-23      | 3.2500%  | 0.0000% | $1000.00           | $908.95            | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2029-05-03      | 3.8750%  | 0.0000% | $4000.00           | $4063.22           | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                       | 2031-03-31      | 4.1250%  | 0.0000% | $800.00            | $805.60            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2029-04-30      | 4.6250%  | 0.0000% | $6000.00           | $6117.65           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-05-15      | 4.5000%  | 0.0000% | $200.00            | $205.53            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-06-15      | 4.6250%  | 0.0000% | $500.00            | $513.09            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2031-06-30      | 4.2500%  | 0.0000% | $200.00            | $204.63            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2034-07-15      | 1.8750%  | 0.0000% | $12900.00          | $13657.65          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2034-08-15      | 3.8750%  | 0.0000% | $1000.00           | $978.04            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-08-15      | 3.7500%  | 0.0000% | $100.00            | $100.63            | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN BANK                | 2037-02-18      | 2.9000%  | 0.0000% | $500000.00         | $422262.00         | Agency Mortgage-Backed Securities  |
| RESOLUTION FUNDING STRIP              | 2026-07-15      | NA       | 0.0000% | $1000.00           | $991.93            | Agency Mortgage-Backed Securities  |
| TENN VALLEY AUTHORITY                 | 2036-04-01      | 5.8800%  | 0.0000% | $1000.00           | $1108.91           | Agency Mortgage-Backed Securities  |
| TENN VALLEY AUTHORITY                 | 2039-09-15      | 5.2500%  | 0.0000% | $2000.00           | $2091.58           | Agency Mortgage-Backed Securities  |
| TENN VALLEY AUTHORITY                 | 2027-02-01      | 2.8750%  | 0.0000% | $2000.00           | $2000.88           | Agency Mortgage-Backed Securities  |
| TENN VAL AUTH CPN STRIP               | 2026-11-01      | NA       | 0.0000% | $1000.00           | $980.53            | Agency Mortgage-Backed Securities  |
| TREASURY BILL                         | 2026-07-09      | NA       | 0.0000% | $3400.00           | $3376.57           | U.S. Treasuries (including strips) |
| TREASURY BILL                         | 2026-09-03      | NA       | 0.0000% | $94000.00          | $92831.58          | U.S. Treasuries (including strips) |
| TREASURY BILL                         | 2026-10-01      | NA       | 0.0000% | $31000.00          | $30528.68          | U.S. Treasuries (including strips) |
| TREASURY BILL                         | 2026-10-29      | NA       | 0.0000% | $16122700.00       | $15832410.79       | U.S. Treasuries (including strips) |
| TREASURY BILL                         | 2026-05-28      | NA       | 0.0000% | $3000.00           | $2991.97           | U.S. Treasuries (including strips) |
| TREASURY BILL                         | 2027-01-21      | NA       | 0.0000% | $150400.00         | $146493.51         | U.S. Treasuries (including strips) |
| TREASURY BILL                         | 2026-07-16      | NA       | 0.0000% | $1600.00           | $1587.87           | U.S. Treasuries (including strips) |
| STRIPS                                | 2026-08-15      | NA       | 0.0000% | $310.90            | $307.56            | U.S. Treasuries (including strips) |
| STRIPS                                | 2026-11-15      | NA       | 0.0000% | $302.21            | $296.19            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2029-10-15      | 1.6250%  | 0.0000% | $25000900.00       | $26505105.64       | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2034-11-15      | 4.2500%  | 0.0000% | $800.00            | $811.57            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-11-15      | 4.1250%  | 0.0000% | $1100.00           | $1124.70           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2031-11-30      | 4.1250%  | 0.0000% | $100.00            | $101.86            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2029-11-30      | 4.1250%  | 0.0000% | $100.00            | $102.26            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2031-12-31      | 4.5000%  | 0.0000% | $300.00            | $310.39            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-12-31      | 4.2500%  | 0.0000% | $1100.00           | $1119.13           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2035-01-15      | 2.1250%  | 0.0000% | $6006400.00        | $6402164.44        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2035-02-15      | 4.6250%  | 0.0000% | $34000.00          | $35036.84          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-02-28      | 4.1250%  | 0.0000% | $100.00            | $100.99            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2028-03-15      | 3.8750%  | 0.0000% | $400.00            | $401.79            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2049-11-15      | 2.3750%  | 0.0000% | $300.00            | $192.46            | U.S. Treasuries (including strips) |
| STRIPS                                | 2027-11-15      | NA       | 0.0000% | $100000.00         | $94234.90          | U.S. Treasuries (including strips) |
| FARMER MAC                            | 2027-08-18      | 3.8000%  | 0.0000% | $3000000.00        | $3024230.00        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-08-27      | 0.7000%  | 0.0000% | $1000.00           | $960.56            | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                       | 2029-08-31      | 3.6250%  | 0.0000% | $3400.00           | $3386.70           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-09-15      | 3.3750%  | 0.0000% | $700.00            | $698.45            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-10-15      | 3.8750%  | 0.0000% | $900.00            | $901.43            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-10-31      | 4.1250%  | 0.0000% | $2800.00           | $2805.11           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2032-01-31      | 4.3750%  | 0.0000% | $20000.00          | $20478.96          | U.S. Treasuries (including strips) |
| TREASURY BILL                         | 2026-07-30      | NA       | 0.0000% | $368000.00         | $364696.10         | U.S. Treasuries (including strips) |
| TREASURY BILL                         | 2026-05-26      | NA       | 0.0000% | $1000.00           | $997.51            | U.S. Treasuries (including strips) |
| TREASURY BILL                         | 2026-06-02      | NA       | 0.0000% | $300.00            | $299.04            | U.S. Treasuries (including strips) |
| TREASURY BILL                         | 2027-02-18      | NA       | 0.0000% | $340000.00         | $330173.32         | U.S. Treasuries (including strips) |
| TREASURY BILL                         | 2027-03-18      | NA       | 0.0000% | $15000.00          | $14523.87          | U.S. Treasuries (including strips) |
| TREASURY BILL                         | 2026-07-07      | NA       | 0.0000% | $1890100.00        | $1877468.46        | U.S. Treasuries (including strips) |
| TREASURY BILL                         | 2026-07-21      | NA       | 0.0000% | $10000.00          | $9919.51           | U.S. Treasuries (including strips) |
| STRIP PRINC                           | 2026-11-15      | NA       | 0.0000% | $59900.00          | $58733.99          | U.S. Treasuries (including strips) |
| STRIP PRINC                           | 2046-11-15      | NA       | 0.0000% | $100.00            | $35.01             | U.S. Treasuries (including strips) |
| STRIP PRINC                           | 2053-05-15      | NA       | 0.0000% | $100.00            | $25.24             | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-11-15      | 6.5000%  | 0.0000% | $300.00            | $313.38            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2032-01-15      | 0.1250%  | 0.0000% | $22700000.00       | $24825905.08       | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2028-11-15      | 5.2500%  | 0.0000% | $300.00            | $316.84            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2029-04-15      | 3.8750%  | 0.0000% | $2000000.00        | $4302065.23        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2029-08-15      | 6.1250%  | 0.0000% | $1000.00           | $1079.07           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2030-05-15      | 6.2500%  | 0.0000% | $200.00            | $222.39            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2027-01-15      | 2.3750%  | 0.0000% | $883300.00         | $1466153.76        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2028-01-15      | 1.7500%  | 0.0000% | $1125400.00        | $1791004.77        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2038-02-15      | 4.3750%  | 0.0000% | $3000.00           | $3002.47           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2039-05-15      | 4.2500%  | 0.0000% | $200.00            | $196.64            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2040-02-15      | 2.1250%  | 0.0000% | $45000.00          | $67188.62          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2040-05-15      | 4.3750%  | 0.0000% | $600.00            | $590.87            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2040-11-15      | 4.2500%  | 0.0000% | $3600.00           | $3477.14           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2041-02-15      | 4.7500%  | 0.0000% | $300.00            | $302.35            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2041-08-15      | 3.7500%  | 0.0000% | $400.00            | $357.26            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2042-08-15      | 2.7500%  | 0.0000% | $300.00            | $229.47            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2043-08-15      | 3.6250%  | 0.0000% | $100.00            | $85.49             | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2044-02-15      | 3.6250%  | 0.0000% | $1700.00           | $1444.84           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2044-02-15      | 1.3750%  | 0.0000% | $77700.00          | $90562.54          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2044-08-15      | 3.1250%  | 0.0000% | $6000.00           | $4703.62           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2045-02-15      | 0.7500%  | 0.0000% | $364100.00         | $364167.95         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2045-08-15      | 2.8750%  | 0.0000% | $500.00            | $371.07            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2045-11-15      | 3.0000%  | 0.0000% | $15100.00          | $11529.26          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2046-02-15      | 1.0000%  | 0.0000% | $197000.00         | $202264.62         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2046-05-15      | 2.5000%  | 0.0000% | $4600.00           | $3185.33           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2046-08-15      | 2.2500%  | 0.0000% | $800.00            | $520.72            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2047-02-15      | 3.0000%  | 0.0000% | $1000.00           | $744.89            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2047-02-15      | 0.8750%  | 0.0000% | $1535800.00        | $1480664.27        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2047-05-15      | 3.0000%  | 0.0000% | $100.00            | $75.03             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2048-02-15      | 1.0000%  | 0.0000% | $250400.00         | $239183.86         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2048-11-15      | 3.3750%  | 0.0000% | $800.00            | $633.19            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2049-02-15      | 1.0000%  | 0.0000% | $20800.00          | $19181.68          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2050-02-15      | 0.2500%  | 0.0000% | $200.00            | $144.05            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2050-05-15      | 1.2500%  | 0.0000% | $54600.00          | $25958.10          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $64.62             | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2041-08-15      | 1.7500%  | 0.0000% | $1600.00           | $1068.79           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2031-02-15      | 5.3750%  | 0.0000% | $1400.00           | $1496.75           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2027-08-15      | NA       | 0.0000% | $3000.00           | $2854.06           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2029-09-15      | 6.7500%  | 0.0000% | $3000.00           | $3286.75           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2031-03-15      | 6.7500%  | 0.0000% | $500000.00         | $562902.75         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2028-07-15      | NA       | 0.0000% | $4000.00           | $3657.01           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2027-12-30      | 1.1100%  | 0.0000% | $4000.00           | $3834.92           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2031-02-20      | 4.0600%  | 0.0000% | $150000.00         | $149782.87         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-05-15      | 6.2500%  | 0.0000% | $1000.00           | $1093.30           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-11-15      | 6.6250%  | 0.0000% | $6000.00           | $6823.44           | Agency Mortgage-Backed Securities  |
| FANNIEMAE STRIPS                      | 2026-05-15      | NA       | 0.0000% | $3000.00           | $2995.20           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-10-08      | 0.7500%  | 0.0000% | $3000.00           | $2871.22           | Agency Mortgage-Backed Securities  |
| FANNIEMAE                             | 2027-03-23      | NA       | 0.0000% | $3000.00           | $2897.05           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-09-01      | 6.0800%  | 0.0000% | $3000.00           | $3166.03           | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                       | 2052-02-15      | 2.2500%  | 0.0000% | $2102000.00        | $1262390.67        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2052-02-15      | 0.1250%  | 0.0000% | $2892000.00        | $1766951.44        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2052-08-15      | 3.0000%  | 0.0000% | $400.00            | $283.61            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2053-02-15      | 1.5000%  | 0.0000% | $1152400.00        | $973397.42         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2043-02-15      | 3.8750%  | 0.0000% | $100.00            | $88.99             | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2053-05-15      | 3.6250%  | 0.0000% | $100.00            | $80.93             | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2053-08-15      | 4.1250%  | 0.0000% | $1269300.00        | $1111808.20        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2053-11-15      | 4.7500%  | 0.0000% | $100.00            | $98.37             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2054-02-15      | 2.1250%  | 0.0000% | $3575400.00        | $3370519.08        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-03-31      | 3.8750%  | 0.0000% | $600.00            | $602.51            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2030-04-30      | 3.8750%  | 0.0000% | $94700.00          | $94320.35          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-05-31      | 3.8750%  | 0.0000% | $700.00            | $711.73            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-07-31      | 3.8750%  | 0.0000% | $10600.00          | $10704.80          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2035-07-15      | 1.8750%  | 0.0000% | $2559900.00        | $2624284.55        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2028-09-15      | 3.3750%  | 0.0000% | $400.00            | $396.88            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2032-09-30      | 3.8750%  | 0.0000% | $12700.00          | $12527.77          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-09-30      | 3.5000%  | 0.0000% | $400.00            | $399.15            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2028-10-15      | 3.5000%  | 0.0000% | $200.00            | $198.37            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2032-10-31      | 3.7500%  | 0.0000% | $217500.00         | $212208.44         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2035-11-15      | 4.0000%  | 0.0000% | $3393900.00        | $3355459.13        | U.S. Treasuries (including strips) |
| Federal Farm Credit Bank              | 2030-01-18      | 3.5000%  | 0.0000% | $3000.00           | $2966.73           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank              | 2031-12-01      | 3.5300%  | 0.0000% | $20000.00          | $19679.99          | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                       | 2026-10-31      | 1.6250%  | 0.0000% | $400.00            | $395.77            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2044-05-15      | 4.6250%  | 0.0000% | $600.00            | $590.08            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2054-08-15      | 4.2500%  | 0.0000% | $200.00            | $178.93            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2045-02-15      | 4.7500%  | 0.0000% | $181900.00         | $179070.54         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2055-08-15      | 4.7500%  | 0.0000% | $200.00            | $194.62            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2045-08-15      | 4.8750%  | 0.0000% | $3026000.00        | $3022122.09        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2055-11-15      | 4.6250%  | 0.0000% | $363400.00         | $350896.34         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2046-02-15      | 4.6250%  | 0.0000% | $1703800.00        | $1644545.96        | U.S. Treasuries (including strips) |
| STRIP PRINC                           | 2026-05-15      | NA       | 0.0000% | $26000.00          | $25963.26          | U.S. Treasuries (including strips) |
| STRIP PRINC                           | 2032-02-15      | NA       | 0.0000% | $1000.00           | $787.84            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-08-15      | 1.5000%  | 0.0000% | $3700.00           | $3687.32           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2027-07-15      | 0.3750%  | 0.0000% | $500.00            | $669.30            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2028-01-15      | 0.5000%  | 0.0000% | $36000.00          | $47487.29          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-12-31      | 3.3750%  | 0.0000% | $100.00            | $100.30            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2036-01-15      | 1.8750%  | 0.0000% | $372000.00         | $374202.77         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2033-01-31      | 4.0000%  | 0.0000% | $500000.00         | $499183.63         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2036-02-15      | 4.1250%  | 0.0000% | $2625000.00        | $2591356.22        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2029-02-15      | 3.5000%  | 0.0000% | $1698600.00        | $1692110.83        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2032-08-15      | 2.7500%  | 0.0000% | $700.00            | $649.42            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-09-30      | 4.1250%  | 0.0000% | $200.00            | $201.36            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2027-10-15      | 1.6250%  | 0.0000% | $1920600.00        | $2154010.33        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2030-01-31      | 3.5000%  | 0.0000% | $300.00            | $297.68            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2033-01-15      | 1.1250%  | 0.0000% | $800.00            | $854.21            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2033-02-15      | 3.5000%  | 0.0000% | $5803800.00        | $5606225.28        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2030-03-31      | 3.6250%  | 0.0000% | $100.00            | $99.02             | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2030-04-30      | 3.5000%  | 0.0000% | $300.00            | $294.66            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2030-05-31      | 3.7500%  | 0.0000% | $500.00            | $503.22            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2030-06-30      | 3.7500%  | 0.0000% | $700.00            | $702.11            | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** STATE STREET MASTER FUNDS

**Date:** 2026-05-07

**By:** /s/ Chad Hallett

**Name of Signing Officer:** Chad Hallett

**Title of Signing Officer:** Deputy Treasurer