# EDGAR Filing Document

**Accession Number:** 0001131013
**File Stem:** 0001145549-25-050573
**Filing Date:** 2025-8
**Character Count:** 288631
**Document Hash:** c221fbdbe8d97e5ac3a209f66b24c292
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-050573.hdr.sgml**: 20250806

**ACCESSION NUMBER**: 0001145549-25-050573

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250806

**DATE AS OF CHANGE**: 20250806

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GuideStone Funds
- **CENTRAL INDEX KEY:** 0001131013

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-10263
- **FILM NUMBER:** 251188602

**BUSINESS ADDRESS:**
- **STREET 1:** 5005 LYNDON B. JOHNSON FREEWAY
- **STREET 2:** SUITE 2200
- **CITY:** DALLAS
- **STATE:** TX
- **ZIP:** 75244-6152
- **BUSINESS PHONE:** 214-720-2148

**MAIL ADDRESS:**
- **STREET 1:** 5005 LYNDON B. JOHNSON FREEWAY
- **STREET 2:** SUITE 2200
- **CITY:** DALLAS
- **STATE:** TX
- **ZIP:** 75244-6152

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AB FUNDS TRUST/DE
- **DATE OF NAME CHANGE:** 20010405

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ANNUITY BOARD FUNDS TRUST
- **DATE OF NAME CHANGE:** 20010102

## Series and Classes Contracts Data

### MONEY MARKET FUND (Series ID: S000001169)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000003124 | Institutional | GMYXX           |
| C000003125 | Investor      | GMZXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0001131013

### General Information

**Report for (YYYY-MM-DD):** 2025-07-31

**Registrant Full Name:** GuideStone Funds

**CIK Number of Registrant:** 0001131013

**LEI of Registrant:** 5493004CCGXMXJDWX424

**Name of Series:** MONEY MARKET FUND

**LEI of Series:** 549300CKGRMHAYHCX903

**EDGAR Series Identifier:** S000001169

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

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

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

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

### Service Providers
| Role                          | Details                                                      | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | Guidestone Capital Management, LLC                           | 801-60303         |
| Independent Public Accountant | PricewaterhouseCoopers LLP<br>City: Chicago<br>State: IL     |  |
| Administrator                 | The Northern Trust Company                                   |  |
| Transfer Agent                | BNY Mellon Investment Servicing (US) Inc.<br>CIK: 0000849542 | 084-01761         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 333-53432

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 44 days

- **WAL:** 117 days

- **Total Value of Portfolio Securities:** $2023466529.89

- **Amortized Cost of Portfolio Securities:** $2023428965.57

- **Cash:** $3047573.52

- **Total Other Assets:** $2931001.95

- **Total Liabilities:** $28486897.22

- **Net Assets of Series:** $2000920643.82

- **Number of Shares Outstanding (Series):** 2000809420.4800

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

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

- **Is cash management vehicle an affiliated fund?:** Yes

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-07-01 | $1680990524.54            | $1779432755.51             | 79.3900%                  | 84.0400%                   |
| 2025-07-02 | $1753182144.04            | $1814509865.38             | 81.4500%                  | 84.3000%                   |
| 2025-07-03 | $1830272720.97            | $1891607548.66             | 82.0900%                  | 84.8400%                   |
| 2025-07-07 | $1906253750.08            | $1967614914.46             | 82.3100%                  | 84.9600%                   |
| 2025-07-08 | $1994853946.17            | $2051369379.41             | 83.1300%                  | 85.4800%                   |
| 2025-07-09 | $2006447903.30            | $2062970223.27             | 81.6400%                  | 83.9400%                   |
| 2025-07-10 | $2047069336.95            | $2076241527.50             | 81.8200%                  | 82.9800%                   |
| 2025-07-11 | $1834441439.60            | $1863616686.93             | 80.1300%                  | 81.4000%                   |
| 2025-07-14 | $1724333414.97            | $1770191641.12             | 79.1200%                  | 81.2200%                   |
| 2025-07-15 | $1672151571.97            | $1747314195.49             | 77.5400%                  | 81.0300%                   |
| 2025-07-16 | $1647556530.02            | $1722728108.92             | 76.8800%                  | 80.3900%                   |
| 2025-07-17 | $1638943715.16            | $1714123341.15             | 76.7900%                  | 80.3100%                   |
| 2025-07-18 | $1664710654.32            | $1723222960.37             | 77.6600%                  | 80.3900%                   |
| 2025-07-21 | $1664710053.74            | $1723244777.76             | 77.6500%                  | 80.3900%                   |
| 2025-07-22 | $1662540221.38            | $1740489672.78             | 76.9400%                  | 80.5400%                   |
| 2025-07-23 | $1644473372.46            | $1722433764.27             | 76.7400%                  | 80.3800%                   |
| 2025-07-24 | $1639483240.77            | $1717451297.57             | 76.6800%                  | 80.3300%                   |
| 2025-07-25 | $1609945704.07            | $1687924482.05             | 75.1200%                  | 78.7600%                   |
| 2025-07-28 | $1844129328.90            | $1933641177.73             | 77.5700%                  | 81.3300%                   |
| 2025-07-29 | $1797514006.79            | $1913862072.59             | 77.1200%                  | 82.1100%                   |
| 2025-07-30 | $1660263984.82            | $1776625906.50             | 75.6800%                  | 80.9900%                   |
| 2025-07-31 | $1493236690.03            | $1609612354.06             | 73.6800%                  | 79.4200%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-07-01 | 4.3900%             |
| 2025-07-02 | 4.3900%             |
| 2025-07-03 | 4.3900%             |
| 2025-07-07 | 4.3700%             |
| 2025-07-08 | 4.3600%             |
| 2025-07-09 | 4.3600%             |
| 2025-07-10 | 4.3600%             |
| 2025-07-11 | 4.3600%             |
| 2025-07-14 | 4.3500%             |
| 2025-07-15 | 4.3500%             |
| 2025-07-16 | 4.3500%             |
| 2025-07-17 | 4.3600%             |
| 2025-07-18 | 4.3600%             |
| 2025-07-21 | 4.3500%             |
| 2025-07-22 | 4.3500%             |
| 2025-07-23 | 4.3400%             |
| 2025-07-24 | 4.3400%             |
| 2025-07-25 | 4.3500%             |
| 2025-07-28 | 4.3600%             |
| 2025-07-29 | 4.3700%             |
| 2025-07-30 | 4.3700%             |
| 2025-07-31 | 4.3700%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-07-01 | 1.0001                      |
|  |  |
| 2025-07-02 | 1.0001                      |
|  |  |
| 2025-07-03 | 1.0001                      |
|  |  |
| 2025-07-07 | 1.0000                      |
|  |  |
| 2025-07-08 | 1.0000                      |
|  |  |
| 2025-07-09 | 1.0001                      |
|  |  |
| 2025-07-10 | 1.0001                      |
|  |  |
| 2025-07-11 | 1.0001                      |
|  |  |
| 2025-07-14 | 1.0001                      |
|  |  |
| 2025-07-15 | 1.0000                      |
|  |  |
| 2025-07-16 | 1.0001                      |
|  |  |
| 2025-07-17 | 1.0000                      |
|  |  |
| 2025-07-18 | 1.0001                      |
|  |  |
| 2025-07-21 | 1.0001                      |
|  |  |
| 2025-07-22 | 1.0001                      |
|  |  |
| 2025-07-23 | 1.0000                      |
|  |  |
| 2025-07-24 | 1.0001                      |
|  |  |
| 2025-07-25 | 1.0001                      |
|  |  |
| 2025-07-28 | 1.0001                      |
|  |  |
| 2025-07-29 | 1.0001                      |
|  |  |
| 2025-07-30 | 1.0000                      |
|  |  |
| 2025-07-31 | 1.0001                      |
|  |  |

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

### Class: Institutional Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $1414284015.40

- **Number of Shares Outstanding:** 1414237018.4500

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0001          |
|  |  |
| 2025-07-02 | 1.0001          |
|  |  |
| 2025-07-03 | 1.0001          |
|  |  |
| 2025-07-07 | 1.0000          |
|  |  |
| 2025-07-08 | 1.0000          |
|  |  |
| 2025-07-09 | 1.0000          |
|  |  |
| 2025-07-10 | 1.0000          |
|  |  |
| 2025-07-11 | 1.0001          |
|  |  |
| 2025-07-14 | 1.0000          |
|  |  |
| 2025-07-15 | 1.0000          |
|  |  |
| 2025-07-16 | 1.0000          |
|  |  |
| 2025-07-17 | 1.0000          |
|  |  |
| 2025-07-18 | 1.0001          |
|  |  |
| 2025-07-21 | 1.0000          |
|  |  |
| 2025-07-22 | 1.0001          |
|  |  |
| 2025-07-23 | 1.0000          |
|  |  |
| 2025-07-24 | 1.0000          |
|  |  |
| 2025-07-25 | 1.0001          |
|  |  |
| 2025-07-28 | 1.0000          |
|  |  |
| 2025-07-29 | 1.0000          |
|  |  |
| 2025-07-30 | 1.0000          |
|  |  |
| 2025-07-31 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $9128431.38               | $36260703.06            |
| 2025-07-02 | $44954596.89              | $19060169.12            |
| 2025-07-03 | $106599407.23             | $8038254.39             |
| 2025-07-07 | $108111437.77             | $32532782.49            |
| 2025-07-08 | $114385766.70             | $7007908.43             |
| 2025-07-09 | $24910955.79              | $26037755.81            |
| 2025-07-10 | $60760319.01              | $47605175.64            |
| 2025-07-11 | $22007681.21              | $174165425.60           |
| 2025-07-14 | $15637340.53              | $131825865.87           |
| 2025-07-15 | $20684648.61              | $39235294.45            |
| 2025-07-16 | $23611800.86              | $22081427.27            |
| 2025-07-17 | $19397128.26              | $13599537.19            |
| 2025-07-18 | $17983871.21              | $9929424.88             |
| 2025-07-21 | $9276048.67               | $24816289.39            |
| 2025-07-22 | $9720597.77               | $14195302.46            |
| 2025-07-23 | $9788980.69               | $28734359.40            |
| 2025-07-24 | $22242297.75              | $11557158.00            |
| 2025-07-25 | $92685815.03              | $124458176.44           |
| 2025-07-28 | $271438399.97             | $5753467.79             |
| 2025-07-29 | $202912709.24             | $249234654.79           |
| 2025-07-30 | $39546531.29              | $197910863.97           |
| 2025-07-31 | $13651613.53              | $150669077.47           |

**Total Gross Subscriptions (Month):** $1259436379.39

**Total Gross Redemptions (Month):** $1374709073.91

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.2600%           |
| 2025-07-02 | 4.2600%           |
| 2025-07-03 | 4.2400%           |
| 2025-07-07 | 4.2300%           |
| 2025-07-08 | 4.2300%           |
| 2025-07-09 | 4.2200%           |
| 2025-07-10 | 4.2200%           |
| 2025-07-11 | 4.2200%           |
| 2025-07-14 | 4.2100%           |
| 2025-07-15 | 4.2200%           |
| 2025-07-16 | 4.2200%           |
| 2025-07-17 | 4.2200%           |
| 2025-07-18 | 4.2200%           |
| 2025-07-21 | 4.2200%           |
| 2025-07-22 | 4.2100%           |
| 2025-07-23 | 4.2000%           |
| 2025-07-24 | 4.2000%           |
| 2025-07-25 | 4.2100%           |
| 2025-07-28 | 4.2200%           |
| 2025-07-29 | 4.2200%           |
| 2025-07-30 | 4.2200%           |
| 2025-07-31 | 4.2300%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 6.5100%          | 0.0000%              |
| Retail investor |  | 15.2200%         | 0.0000%              |
| Retail investor |  | 12.9000%         | 0.0000%              |
| Retail investor |  | 7.4000%          | 0.0000%              |

### Class: Investor Class

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $586636628.42

- **Number of Shares Outstanding:** 586572402.0300

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0001          |
|  |  |
| 2025-07-02 | 1.0002          |
|  |  |
| 2025-07-03 | 1.0002          |
|  |  |
| 2025-07-07 | 1.0001          |
|  |  |
| 2025-07-08 | 1.0001          |
|  |  |
| 2025-07-09 | 1.0001          |
|  |  |
| 2025-07-10 | 1.0001          |
|  |  |
| 2025-07-11 | 1.0002          |
|  |  |
| 2025-07-14 | 1.0001          |
|  |  |
| 2025-07-15 | 1.0001          |
|  |  |
| 2025-07-16 | 1.0001          |
|  |  |
| 2025-07-17 | 1.0001          |
|  |  |
| 2025-07-18 | 1.0002          |
|  |  |
| 2025-07-21 | 1.0001          |
|  |  |
| 2025-07-22 | 1.0001          |
|  |  |
| 2025-07-23 | 1.0001          |
|  |  |
| 2025-07-24 | 1.0001          |
|  |  |
| 2025-07-25 | 1.0002          |
|  |  |
| 2025-07-28 | 1.0001          |
|  |  |
| 2025-07-29 | 1.0001          |
|  |  |
| 2025-07-30 | 1.0001          |
|  |  |
| 2025-07-31 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $2042448.77               | $2002986.87             |
| 2025-07-02 | $562747.74                | $2951056.36             |
| 2025-07-03 | $220594.47                | $1298567.85             |
| 2025-07-07 | $256024.82                | $769958.94              |
| 2025-07-08 | $631671.51                | $2857735.94             |
| 2025-07-09 | $413619.32                | $580141.89              |
| 2025-07-10 | $443628.88                | $611844.11              |
| 2025-07-11 | $83441.83                 | $449052.25              |
| 2025-07-14 | $181961.76                | $162210.09              |
| 2025-07-15 | $98488.69                 | $606515.47              |
| 2025-07-16 | $125471.92                | $480150.36              |
| 2025-07-17 | $240858.97                | $31514.31               |
| 2025-07-18 | $1002095.64               | $596237.28              |
| 2025-07-21 | $2738202.36               | $272521.08              |
| 2025-07-22 | $161704.83                | $1045029.54             |
| 2025-07-23 | $719831.27                | $2360211.93             |
| 2025-07-24 | $28509.86                 | $902332.53              |
| 2025-07-25 | $2144473.54               | $355852.28              |
| 2025-07-28 | $364112.36                | $1274369.13             |
| 2025-07-29 | $1355113.14               | $673836.02              |
| 2025-07-30 | $683221.29                | $1364789.38             |
| 2025-07-31 | $231605.79                | $476825.11              |

**Total Gross Subscriptions (Month):** $14729828.76

**Total Gross Redemptions (Month):** $22123738.72

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 3.9800%           |
| 2025-07-02 | 3.9900%           |
| 2025-07-03 | 3.9700%           |
| 2025-07-07 | 3.9600%           |
| 2025-07-08 | 3.9600%           |
| 2025-07-09 | 3.9500%           |
| 2025-07-10 | 3.9500%           |
| 2025-07-11 | 3.9400%           |
| 2025-07-14 | 3.9400%           |
| 2025-07-15 | 3.9400%           |
| 2025-07-16 | 3.9400%           |
| 2025-07-17 | 3.9500%           |
| 2025-07-18 | 3.9500%           |
| 2025-07-21 | 3.9400%           |
| 2025-07-22 | 3.9400%           |
| 2025-07-23 | 3.9300%           |
| 2025-07-24 | 3.9300%           |
| 2025-07-25 | 3.9300%           |
| 2025-07-28 | 3.9400%           |
| 2025-07-29 | 3.9500%           |
| 2025-07-30 | 3.9500%           |
| 2025-07-31 | 3.9500%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 56.1100%         | 0.0000%              |
| Retail investor |  | 15.3600%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.419997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1TL1, C.4 - ISIN: US3130B1TL16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $7040187.12
- **C.18.a - Value (excl. sponsor support):** $7040187.12
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.325000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4UR0, C.4 - ISIN: US3130B4UR06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $11389997.32
- **C.18.a - Value (excl. sponsor support):** $11389997.32
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 3: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.325000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4VH1, C.4 - ISIN: US3130B4VH15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $26550000.40
- **C.18.a - Value (excl. sponsor support):** $26550000.40
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 4: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B52Y3, C.4 - ISIN: US3130B52Y37, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $12589951.02
- **C.18.a - Value (excl. sponsor support):** $12589951.02
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-14
- **C.13 - Final Legal Maturity Date:** 2025-08-14
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.325000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B52Z0, C.4 - ISIN: US3130B52Z02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $10489976.82
- **C.18.a - Value (excl. sponsor support):** $10489976.82
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-12
- **C.13 - Final Legal Maturity Date:** 2025-09-12
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5B72, C.4 - ISIN: US3130B5B721, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9090725.83
- **C.18.a - Value (excl. sponsor support):** $9090725.83
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2026-03-23
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5C97, C.4 - ISIN: US3130B5C976, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2554990.24
- **C.18.a - Value (excl. sponsor support):** $2554990.24
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-21
- **C.13 - Final Legal Maturity Date:** 2025-08-21
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5DQ8, C.4 - ISIN: US3130B5DQ80, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $18569897.12
- **C.18.a - Value (excl. sponsor support):** $18569897.12
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5MG0, C.4 - ISIN: US3130B5MG08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $18540435.04
- **C.18.a - Value (excl. sponsor support):** $18540435.04
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.335000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5MS4, C.4 - ISIN: US3130B5MS46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $5177371.67
- **C.18.a - Value (excl. sponsor support):** $5177371.67
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 5.5400%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5N87, C.4 - ISIN: US3130B5N874, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $16176164.74
- **C.18.a - Value (excl. sponsor support):** $16176164.74
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.385001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Q84, C.4 - ISIN: US3130B5Q844, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4135548.86
- **C.18.a - Value (excl. sponsor support):** $4135548.86
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 6.5400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.329998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Y51, C.4 - ISIN: US3130B5Y517, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $3100016.28
- **C.18.a - Value (excl. sponsor support):** $3100016.28
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-12
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5YA0, C.4 - ISIN: US3130B5YA00, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2100006.31
- **C.18.a - Value (excl. sponsor support):** $2100006.31
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-11
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B62T2, C.4 - ISIN: US3130B62T24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $13994134.98
- **C.18.a - Value (excl. sponsor support):** $13994134.98
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 7.5400%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B62Z8, C.4 - ISIN: US3130B62Z83, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $5199985.75
- **C.18.a - Value (excl. sponsor support):** $5199985.75
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B63F1, C.4 - ISIN: US3130B63F11, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $3599989.49
- **C.18.a - Value (excl. sponsor support):** $3599989.49
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.325000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6AK2, C.4 - ISIN: US3130B6AK21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2599998.73
- **C.18.a - Value (excl. sponsor support):** $2599998.73
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6BV7, C.4 - ISIN: US3130B6BV76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $7796351.98
- **C.18.a - Value (excl. sponsor support):** $7796351.98
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6DC7, C.4 - ISIN: US3130B6DC77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4997600.95
- **C.18.a - Value (excl. sponsor support):** $4997600.95
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.335001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6E69, C.4 - ISIN: US3130B6E699, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $5100446.07
- **C.18.a - Value (excl. sponsor support):** $5100446.07
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.314999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6MX1, C.4 - ISIN: US3130B6MX14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2400032.70
- **C.18.a - Value (excl. sponsor support):** $2400032.70
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6SM9, C.4 - ISIN: US3130B6SM94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $3270072.12
- **C.18.a - Value (excl. sponsor support):** $3270072.12
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6SX5, C.4 - ISIN: US3130B6SX59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1035023.46
- **C.18.a - Value (excl. sponsor support):** $1035023.46
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-22
- **C.13 - Final Legal Maturity Date:** 2025-12-22
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6T71, C.4 - ISIN: US3130B6T713, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2590056.54
- **C.18.a - Value (excl. sponsor support):** $2590056.54
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6TK2, C.4 - ISIN: US3130B6TK20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $7635161.94
- **C.18.a - Value (excl. sponsor support):** $7635161.94
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6TL0, C.4 - ISIN: US3130B6TL03, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2725164.78
- **C.18.a - Value (excl. sponsor support):** $2725164.78
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6UT1, C.4 - ISIN: US3130B6UT10, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $5390116.96
- **C.18.a - Value (excl. sponsor support):** $5390116.96
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-24
- **C.13 - Final Legal Maturity Date:** 2025-12-24
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.320001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6VB9, C.4 - ISIN: US3130B6VB92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $7800174.95
- **C.18.a - Value (excl. sponsor support):** $7800174.95
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YX8, C.4 - ISIN: US3130B6YX85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $10290298.92
- **C.18.a - Value (excl. sponsor support):** $10290298.92
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B72C7, C.4 - ISIN: US3130B72C70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $27546662.48
- **C.18.a - Value (excl. sponsor support):** $27546662.48
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73A0, C.4 - ISIN: US3130B73A06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $31110238.61
- **C.18.a - Value (excl. sponsor support):** $31110238.61
- **C.19 - Percentage of Net Assets:** 1.5500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B75R1, C.4 - ISIN: US3130B75R13, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $6200388.74
- **C.18.a - Value (excl. sponsor support):** $6200388.74
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-19
- **C.13 - Final Legal Maturity Date:** 2025-11-19
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.335001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B75U4, C.4 - ISIN: US3130B75U42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4900277.34
- **C.18.a - Value (excl. sponsor support):** $4900277.34
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-23
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.325000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7BY9, C.4 - ISIN: US3130B7BY98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $26871146.01
- **C.18.a - Value (excl. sponsor support):** $26871146.01
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7C44, C.4 - ISIN: US3130B7C444, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $7800512.97
- **C.18.a - Value (excl. sponsor support):** $7800512.97
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385KR6, C.4 - ISIN: US313385KR66, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $6135547.50
- **C.18.a - Value (excl. sponsor support):** $6135547.50
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-20
- **C.12 - Maturity Date (WAL):** 2025-08-20
- **C.13 - Final Legal Maturity Date:** 2025-08-20
- **C.10 - Ratings:** Fitch, Inc.: Agency; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 38: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385LA2, C.4 - ISIN: US313385LA23, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $29245006.91
- **C.18.a - Value (excl. sponsor support):** $29245006.91
- **C.19 - Percentage of Net Assets:** 1.4600%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-08-29
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 39: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385LL8, C.4 - ISIN: US313385LL87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2115285.21
- **C.18.a - Value (excl. sponsor support):** $2115285.21
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-08
- **C.12 - Maturity Date (WAL):** 2025-09-08
- **C.13 - Final Legal Maturity Date:** 2025-09-08
- **C.10 - Ratings:** Fitch, Inc.: Agency; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 40: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385LN4, C.4 - ISIN: US313385LN44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $27243432.74
- **C.18.a - Value (excl. sponsor support):** $27243432.74
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-09-10
- **C.12 - Maturity Date (WAL):** 2025-09-10
- **C.13 - Final Legal Maturity Date:** 2025-09-10
- **C.10 - Ratings:** Fitch, Inc.: Agency; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 41: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385LV6, C.4 - ISIN: US313385LV69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $13294771.49
- **C.18.a - Value (excl. sponsor support):** $13294771.49
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-09-17
- **C.12 - Maturity Date (WAL):** 2025-09-17
- **C.13 - Final Legal Maturity Date:** 2025-09-17
- **C.10 - Ratings:** Fitch, Inc.: Agency; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 42: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PV2, C.4 - ISIN: US313385PV24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $8701891.25
- **C.18.a - Value (excl. sponsor support):** $8701891.25
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Fitch, Inc.: Agency; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PY6, C.4 - ISIN: US313385PY62, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $15428096.07
- **C.18.a - Value (excl. sponsor support):** $15428096.07
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.389998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERES6, C.4 - ISIN: US3133ERES68, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2400645.10
- **C.18.a - Value (excl. sponsor support):** $2400645.10
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.419997%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHZ7, C.4 - ISIN: US3133ERHZ74, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1000550.21
- **C.18.a - Value (excl. sponsor support):** $1000550.21
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJN2, C.4 - ISIN: US3133ERJN27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2551428.29
- **C.18.a - Value (excl. sponsor support):** $2551428.29
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERP21, C.4 - ISIN: US3133ERP211, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1401501.68
- **C.18.a - Value (excl. sponsor support):** $1401501.68
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.459996%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ46, C.4 - ISIN: US3133ERQ466, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1201311.64
- **C.18.a - Value (excl. sponsor support):** $1201311.64
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXN6, C.4 - ISIN: US3133ERXN60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $14013123.46
- **C.18.a - Value (excl. sponsor support):** $14013123.46
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.545831%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXT3, C.4 - ISIN: US3133ERXT31, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $7714463.87
- **C.18.a - Value (excl. sponsor support):** $7714463.87
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.385001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAU1, C.4 - ISIN: US3133ETAU17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2000259.40
- **C.18.a - Value (excl. sponsor support):** $2000259.40
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-03-26
- **C.13 - Final Legal Maturity Date:** 2027-03-26
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.395001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNT0, C.4 - ISIN: US3133ETNT07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5199182.98
- **C.18.a - Value (excl. sponsor support):** $5199182.98
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-02-01
- **C.13 - Final Legal Maturity Date:** 2027-02-01
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FREDDIE MAC MTN 4.460000%
- **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):** $4404631.00
- **C.18.a - Value (excl. sponsor support):** $4404631.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FREDDIE MAC MTN 4.459996%
- **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):** $3503052.40
- **C.18.a - Value (excl. sponsor support):** $3503052.40
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORA 4.434998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBPD7, C.4 - ISIN: US3134HBPD74, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $3300531.48
- **C.18.a - Value (excl. sponsor support):** $3300531.48
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 4.439998%
- **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):** $13329743.18
- **C.18.a - Value (excl. sponsor support):** $13329743.18
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIAT 4.455000%
- **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):** $4103929.85
- **C.18.a - Value (excl. sponsor support):** $4103929.85
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 4.459996%
- **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):** $5580559.33
- **C.18.a - Value (excl. sponsor support):** $5580559.33
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 4.459996%
- **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):** $6410461.34
- **C.18.a - Value (excl. sponsor support):** $6410461.34
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FNMA 4.459996%
- **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):** $5907161.98
- **C.18.a - Value (excl. sponsor support):** $5907161.98
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FHLMC MTN 0.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3137EAEX3, C.4 - ISIN: US3137EAEX33, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $6461768.56
- **C.18.a - Value (excl. sponsor support):** $6461768.56
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-23
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MH7, C.4 - ISIN: US912797MH75, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $40834665.86
- **C.18.a - Value (excl. sponsor support):** $40834665.86
- **C.19 - Percentage of Net Assets:** 2.0400%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 63: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4607574.09
- **C.18.a - Value (excl. sponsor support):** $4607574.09
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 64: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $19441980.19
- **C.18.a - Value (excl. sponsor support):** $19441980.19
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 65: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $14002496.82
- **C.18.a - Value (excl. sponsor support):** $14002496.82
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 66: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $32413316.22
- **C.18.a - Value (excl. sponsor support):** $32413316.22
- **C.19 - Percentage of Net Assets:** 1.6200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 67: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1960049.28
- **C.18.a - Value (excl. sponsor support):** $1960049.28
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 68: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PQ4, C.4 - ISIN: US912797PQ48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3987152.48
- **C.18.a - Value (excl. sponsor support):** $3987152.48
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-08-28
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 69: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PX9, C.4 - ISIN: US912797PX98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $8377212.47
- **C.18.a - Value (excl. sponsor support):** $8377212.47
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 70: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PY7, C.4 - ISIN: US912797PY71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $11805730.57
- **C.18.a - Value (excl. sponsor support):** $11805730.57
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-25
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 71: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QG5, C.4 - ISIN: US912797QG56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $15665487.48
- **C.18.a - Value (excl. sponsor support):** $15665487.48
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-10-23
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 72: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QH3, C.4 - ISIN: US912797QH30, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $71865554.51
- **C.18.a - Value (excl. sponsor support):** $71865554.51
- **C.19 - Percentage of Net Assets:** 3.5900%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 73: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QJ9, C.4 - ISIN: US912797QJ95, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $35518597.63
- **C.18.a - Value (excl. sponsor support):** $35518597.63
- **C.19 - Percentage of Net Assets:** 1.7800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-12
- **C.12 - Maturity Date (WAL):** 2025-08-12
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 74: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QL4, C.4 - ISIN: US912797QL42, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $21387049.21
- **C.18.a - Value (excl. sponsor support):** $21387049.21
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 75: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QM2, C.4 - ISIN: US912797QM25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $40545737.84
- **C.18.a - Value (excl. sponsor support):** $40545737.84
- **C.19 - Percentage of Net Assets:** 2.0300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 76: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL
- **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):** $16588542.96
- **C.18.a - Value (excl. sponsor support):** $16588542.96
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 77: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QP5, C.4 - ISIN: US912797QP55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $6452236.36
- **C.18.a - Value (excl. sponsor support):** $6452236.36
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 78: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QR1, C.4 - ISIN: US912797QR12, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $25007785.68
- **C.18.a - Value (excl. sponsor support):** $25007785.68
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-11-20
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 79: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $13044801.00
- **C.18.a - Value (excl. sponsor support):** $13044801.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 80: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QT7, C.4 - ISIN: US912797QT77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $64265999.49
- **C.18.a - Value (excl. sponsor support):** $64265999.49
- **C.19 - Percentage of Net Assets:** 3.2100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-09
- **C.12 - Maturity Date (WAL):** 2025-09-09
- **C.13 - Final Legal Maturity Date:** 2025-09-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 81: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QU4, C.4 - ISIN: US912797QU41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $11835224.31
- **C.18.a - Value (excl. sponsor support):** $11835224.31
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-09-16
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 82: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QV2, C.4 - ISIN: US912797QV24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $26332923.07
- **C.18.a - Value (excl. sponsor support):** $26332923.07
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-23
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 83: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL
- **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):** $14982430.19
- **C.18.a - Value (excl. sponsor support):** $14982430.19
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 84: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $15584138.20
- **C.18.a - Value (excl. sponsor support):** $15584138.20
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 85: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QZ3, C.4 - ISIN: US912797QZ38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $21941252.76
- **C.18.a - Value (excl. sponsor support):** $21941252.76
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 86: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $20275313.18
- **C.18.a - Value (excl. sponsor support):** $20275313.18
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 87: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RE9, C.4 - ISIN: US912797RE99, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $17417951.50
- **C.18.a - Value (excl. sponsor support):** $17417951.50
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3825051.65
- **C.18.a - Value (excl. sponsor support):** $3825051.65
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.4 - ISIN: US912797RK59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3917041.68
- **C.18.a - Value (excl. sponsor support):** $3917041.68
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 90: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RM1, C.4 - ISIN: US912797RM16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $11372173.71
- **C.18.a - Value (excl. sponsor support):** $11372173.71
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 91: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RN9, C.4 - ISIN: US912797RN98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $38923255.47
- **C.18.a - Value (excl. sponsor support):** $38923255.47
- **C.19 - Percentage of Net Assets:** 1.9500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 92: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RP4, C.4 - ISIN: US912797RP47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3163939.83
- **C.18.a - Value (excl. sponsor support):** $3163939.83
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 93: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RQ2, C.4 - ISIN: US912797RQ20, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $23874687.78
- **C.18.a - Value (excl. sponsor support):** $23874687.78
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 94: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RR0, C.4 - ISIN: US912797RR03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $20542391.21
- **C.18.a - Value (excl. sponsor support):** $20542391.21
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 95: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 1.625000%
- **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):** $3137132.37
- **C.18.a - Value (excl. sponsor support):** $3137132.37
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 96: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAZ4, C.4 - ISIN: US91282CAZ41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $789558.12
- **C.18.a - Value (excl. sponsor support):** $789558.12
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 97: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBC4, C.4 - ISIN: US91282CBC47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4235473.52
- **C.18.a - Value (excl. sponsor support):** $4235473.52
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 98: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBH3, C.4 - ISIN: US91282CBH34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $402034.18
- **C.18.a - Value (excl. sponsor support):** $402034.18
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 99: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 0.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBQ3, C.4 - ISIN: US91282CBQ33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1271645.03
- **C.18.a - Value (excl. sponsor support):** $1271645.03
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 100: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $19934725.27
- **C.18.a - Value (excl. sponsor support):** $19934725.27
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 101: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 0.875000%
- **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):** $960818.91
- **C.18.a - Value (excl. sponsor support):** $960818.91
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 102: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 4.450831%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $21873692.43
- **C.18.a - Value (excl. sponsor support):** $21873692.43
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 103: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJS1, C.4 - ISIN: US91282CJS17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1814468.70
- **C.18.a - Value (excl. sponsor support):** $1814468.70
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 104: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 4.525830%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $18373610.23
- **C.18.a - Value (excl. sponsor support):** $18373610.23
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 105: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKB6, C.4 - ISIN: US91282CKB62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1602628.68
- **C.18.a - Value (excl. sponsor support):** $1602628.68
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 106: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 4.430829%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $23619072.93
- **C.18.a - Value (excl. sponsor support):** $23619072.93
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 107: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY NOTE 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $7246363.79
- **C.18.a - Value (excl. sponsor support):** $7246363.79
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 108: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 4.462830%
- **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):** $14766336.88
- **C.18.a - Value (excl. sponsor support):** $14766336.88
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 109: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 4.485830%
- **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):** $57180819.61
- **C.18.a - Value (excl. sponsor support):** $57180819.61
- **C.19 - Percentage of Net Assets:** 2.8600%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 110: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 4.378831%
- **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):** $42459782.33
- **C.18.a - Value (excl. sponsor support):** $42459782.33
- **C.19 - Percentage of Net Assets:** 2.1200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 111: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 4.439829%
- **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):** $23031180.07
- **C.18.a - Value (excl. sponsor support):** $23031180.07
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 112: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS INC 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYDNR9ZJ3
- **C.18 - Value (incl. sponsor support):** $85000000.00
- **C.18.a - Value (excl. sponsor support):** $85000000.00
- **C.19 - Percentage of Net Assets:** 4.2500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FREDDIE MAC GOLD                       | 2031-02-01      | 7.0000%  | 0.0000% | $19449.00          | $3.84              | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2031-09-01      | 7.0000%  | 0.0000% | $60000.00          | $33.67             | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2033-11-01      | 6.5000%  | 0.0000% | $1369621.00        | $5237.40           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2037-04-01      | 5.7500%  | 0.0000% | $779851.00         | $39430.07          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2037-09-01      | 5.4400%  | 0.0000% | $550000.00         | $35381.61          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2038-04-01      | 6.0500%  | 0.0000% | $1243250.00        | $38051.87          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2027-10-01      | 2.5000%  | 0.0000% | $752901.00         | $28993.40          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2032-06-01      | 7.0000%  | 0.0000% | $14000.00          | $15.11             | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2028-11-01      | 5.0000%  | 0.0000% | $825600.00         | $2768.23           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2031-07-01      | 5.0000%  | 0.0000% | $514346.00         | $3671.15           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2029-07-01      | 4.5000%  | 0.0000% | $2664681.00        | $48343.04          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2035-08-01      | 4.5000%  | 0.0000% | $55619.00          | $251.73            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2036-11-01      | 7.0000%  | 0.0000% | $3845767.00        | $27505.16          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2038-12-01      | 5.5000%  | 0.0000% | $1000.00           | $6.85              | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2039-11-01      | 4.0000%  | 0.0000% | $426000.00         | $24186.95          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2040-08-01      | 5.5000%  | 0.0000% | $1425000.00        | $25426.98          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2041-06-01      | 5.0000%  | 0.0000% | $200000.00         | $11203.48          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2044-08-01      | 4.0000%  | 0.0000% | $50000.00          | $8069.54           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2041-06-01      | 5.5000%  | 0.0000% | $2000.00           | $160.33            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2036-10-01      | 6.0000%  | 0.0000% | $1000000.00        | $46893.95          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2045-02-01      | 4.0000%  | 0.0000% | $101000.00         | $17659.74          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2045-03-01      | 3.5000%  | 0.0000% | $50000.00          | $6413.69           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2027-09-01      | 4.0000%  | 0.0000% | $11000.00          | $68.06             | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2026-12-01      | 4.0000%  | 0.0000% | $80381.00          | $138.10            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2026-12-01      | 4.0000%  | 0.0000% | $146000.00         | $6.73              | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2026-06-01      | 4.5000%  | 0.0000% | $352139.00         | $51.64             | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2030-07-01      | 3.5000%  | 0.0000% | $2000.00           | $139.43            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2032-02-01      | 3.0000%  | 0.0000% | $592000.00         | $101560.18         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2029-12-01      | 3.5000%  | 0.0000% | $3000.00           | $176.08            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2027-05-01      | 4.0000%  | 0.0000% | $89000.00          | $282.62            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2032-02-01      | 3.0000%  | 0.0000% | $400000.00         | $71899.10          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2031-04-01      | 2.5000%  | 0.0000% | $183000.00         | $29620.18          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2028-10-01      | 4.5000%  | 0.0000% | $160859.00         | $1091.32           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2032-09-01      | 3.5000%  | 0.0000% | $5000.00           | $640.88            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2032-09-01      | 3.5000%  | 0.0000% | $775000.00         | $64593.29          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2034-02-01      | 4.0000%  | 0.0000% | $742000.00         | $152350.19         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2034-03-01      | 4.0000%  | 0.0000% | $731000.00         | $150072.54         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-07-01      | 4.5000%  | 0.0000% | $5000.00           | $586.44            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-08-01      | 4.0000%  | 0.0000% | $7000.00           | $787.90            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-10-01      | 3.5000%  | 0.0000% | $12000.00          | $1498.14           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $121.57            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-12-01      | 3.0000%  | 0.0000% | $26000.00          | $3846.89           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-02-01      | 4.0000%  | 0.0000% | $2696.00           | $336.04            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-03-01      | 3.0000%  | 0.0000% | $204859.00         | $30521.67          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-04-01      | 3.0000%  | 0.0000% | $2000.00           | $301.65            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-04-01      | 3.0000%  | 0.0000% | $202898.00         | $37317.27          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-06-01      | 4.0000%  | 0.0000% | $1000.00           | $81.49             | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-08-01      | 4.0000%  | 0.0000% | $62000.00          | $4600.22           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-07-01      | 5.0000%  | 0.0000% | $380000.00         | $39990.08          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-09-01      | 4.5000%  | 0.0000% | $21000.00          | $1765.27           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-09-01      | 5.0000%  | 0.0000% | $75000.00          | $7898.32           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-10-01      | 4.0000%  | 0.0000% | $688799.00         | $49678.03          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $92.55             | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-11-01      | 4.0000%  | 0.0000% | $24000.00          | $1735.14           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-12-01      | 3.5000%  | 0.0000% | $2442.00           | $215.50            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-12-01      | 4.5000%  | 0.0000% | $12000.00          | $860.34            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2049-01-01      | 4.0000%  | 0.0000% | $4000.00           | $259.49            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2049-01-01      | 4.5000%  | 0.0000% | $18000.00          | $1102.75           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2049-04-01      | 4.0000%  | 0.0000% | $6000.00           | $443.03            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2049-05-01      | 3.5000%  | 0.0000% | $65000.00          | $5126.29           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2049-05-01      | 3.0000%  | 0.0000% | $19000.00          | $1759.24           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2049-06-01      | 3.0000%  | 0.0000% | $2000.00           | $207.15            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2035-09-01      | 6.0000%  | 0.0000% | $40000.00          | $615.74            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2039-11-01      | 4.5000%  | 0.0000% | $1828000.00        | $38385.29          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2041-11-01      | 3.5000%  | 0.0000% | $575000.00         | $35766.98          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2043-08-01      | 4.0000%  | 0.0000% | $1000.00           | $67.51             | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2043-10-01      | 4.0000%  | 0.0000% | $410000.00         | $24875.98          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2043-10-01      | 4.5000%  | 0.0000% | $564000.00         | $35364.82          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2044-12-01      | 3.5000%  | 0.0000% | $10000.00          | $835.31            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2045-01-01      | 3.5000%  | 0.0000% | $34000.00          | $2953.05           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2045-01-01      | 4.0000%  | 0.0000% | $47000.00          | $3651.48           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2045-09-01      | 3.5000%  | 0.0000% | $30000.00          | $2795.91           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2045-09-01      | 4.0000%  | 0.0000% | $16000.00          | $1318.21           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2045-07-01      | 3.5000%  | 0.0000% | $19000.00          | $1957.30           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2045-07-01      | 4.0000%  | 0.0000% | $344256.00         | $31610.57          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2046-03-01      | 4.0000%  | 0.0000% | $11000.00          | $1176.48           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2046-03-01      | 4.5000%  | 0.0000% | $4000.00           | $349.42            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2046-04-01      | 3.5000%  | 0.0000% | $3000.00           | $317.68            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2045-10-01      | 4.0000%  | 0.0000% | $432000.00         | $36785.50          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2045-10-01      | 4.5000%  | 0.0000% | $6000.00           | $810.80            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2045-12-01      | 4.0000%  | 0.0000% | $12000.00          | $1214.86           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2046-01-01      | 3.5000%  | 0.0000% | $3000.00           | $315.06            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2046-02-01      | 3.0000%  | 0.0000% | $5000.00           | $710.17            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2046-02-01      | 4.0000%  | 0.0000% | $7000.00           | $678.96            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2046-10-01      | 4.0000%  | 0.0000% | $185000.00         | $24583.12          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2046-11-01      | 3.0000%  | 0.0000% | $5000.00           | $827.19            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2046-05-01      | 4.5000%  | 0.0000% | $2000.00           | $224.78            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2046-06-01      | 4.5000%  | 0.0000% | $5000.00           | $389.23            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2046-09-01      | 3.0000%  | 0.0000% | $2000.00           | $311.10            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-05-01      | 3.5000%  | 0.0000% | $21000.00          | $2192.25           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2046-12-01      | 3.0000%  | 0.0000% | $31000.00          | $5529.54           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-01-01      | 3.0000%  | 0.0000% | $34776.00          | $6535.46           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-02-01      | 3.0000%  | 0.0000% | $9000.00           | $1859.39           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-02-01      | 3.5000%  | 0.0000% | $12000.00          | $1651.27           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-04-01      | 4.5000%  | 0.0000% | $333995.00         | $29165.13          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2030-01-01      | 2.5000%  | 0.0000% | $1000.00           | $72.86             | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2029-12-01      | 3.0000%  | 0.0000% | $120000.00         | $7658.21           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2031-03-01      | 3.0000%  | 0.0000% | $15000.00          | $1542.64           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2032-02-01      | 3.0000%  | 0.0000% | $16000.00          | $1955.74           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2031-10-01      | 2.5000%  | 0.0000% | $684000.00         | $95639.40          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2032-11-01      | 3.0000%  | 0.0000% | $1204387.00        | $167617.14         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2032-12-01      | 2.5000%  | 0.0000% | $22000.00          | $3363.13           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2032-04-01      | 3.5000%  | 0.0000% | $4000.00           | $421.48            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2033-07-01      | 3.5000%  | 0.0000% | $21000.00          | $1866.88           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2033-04-01      | 3.0000%  | 0.0000% | $370000.00         | $43967.14          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2033-05-01      | 3.5000%  | 0.0000% | $324122.00         | $32352.82          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2034-04-01      | 3.5000%  | 0.0000% | $17000.00          | $1444.97           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2033-10-01      | 3.5000%  | 0.0000% | $5000.00           | $415.32            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2033-11-01      | 3.5000%  | 0.0000% | $42000.00          | $3969.66           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2037-06-01      | 5.5000%  | 0.0000% | $180000.00         | $323.67            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2025-08-01      | 5.0000%  | 0.0000% | $6307307.00        | $274.79            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2026-01-01      | 5.0000%  | 0.0000% | $620000.00         | $256.46            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2028-03-01      | 5.0000%  | 0.0000% | $3585598.00        | $10229.97          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2028-04-01      | 5.0000%  | 0.0000% | $5678267.00        | $16307.03          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2028-05-01      | 5.0000%  | 0.0000% | $4509915.00        | $12128.75          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2030-03-01      | 4.5000%  | 0.0000% | $125748.00         | $1644.16           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2032-03-01      | 3.5000%  | 0.0000% | $1000000.00        | $51928.36          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2032-05-01      | 3.5000%  | 0.0000% | $1000000.00        | $75114.19          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2037-02-01      | 4.0000%  | 0.0000% | $26000.00          | $4413.79           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2038-04-01      | 3.0000%  | 0.0000% | $200000.00         | $30305.97          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2038-05-01      | 4.5000%  | 0.0000% | $216955.00         | $30596.21          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2025-11-01      | 3.5000%  | 0.0000% | $4647375.00        | $4445.25           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2025-10-01      | 3.5000%  | 0.0000% | $30000000.00       | $21633.12          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2026-06-01      | 4.0000%  | 0.0000% | $10000.00          | $57.95             | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2026-11-01      | 3.5000%  | 0.0000% | $12000000.00       | $153491.59         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2026-09-01      | 3.5000%  | 0.0000% | $6000.00           | $21.30             | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2026-11-01      | 3.0000%  | 0.0000% | $6060606.00        | $69107.81          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2026-12-01      | 4.0000%  | 0.0000% | $27988.00          | $246.20            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2026-12-01      | 3.0000%  | 0.0000% | $2938372.00        | $30718.38          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2027-01-01      | 3.0000%  | 0.0000% | $4484436.00        | $64905.13          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2027-01-01      | 3.0000%  | 0.0000% | $41000.00          | $444.18            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2027-01-01      | 3.0000%  | 0.0000% | $3479746.00        | $63104.75          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2027-01-01      | 3.0000%  | 0.0000% | $7209197.00        | $81830.07          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2027-01-01      | 3.0000%  | 0.0000% | $3337960.00        | $33038.21          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2027-02-01      | 3.5000%  | 0.0000% | $25994.00          | $142.32            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2037-09-01      | 6.5000%  | 0.0000% | $181770.00         | $477.69            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2037-10-01      | 6.5000%  | 0.0000% | $284955.00         | $633.59            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2029-06-01      | 6.5000%  | 0.0000% | $5553.00           | $3.59              | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2027-06-01      | 7.5000%  | 0.0000% | $41226.00          | $4.57              | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2042-06-01      | 3.5000%  | 0.0000% | $255000.00         | $31314.52          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2044-10-01      | 4.0000%  | 0.0000% | $450000.00         | $32113.76          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2043-07-01      | 3.5000%  | 0.0000% | $338744.00         | $39960.23          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2039-02-01      | 4.5000%  | 0.0000% | $2241109.00        | $24679.42          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2039-05-01      | 4.0000%  | 0.0000% | $32000.00          | $309.48            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2039-09-01      | 4.5000%  | 0.0000% | $120000.00         | $9317.48           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2039-10-01      | 4.5000%  | 0.0000% | $27000.00          | $640.19            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2041-01-01      | 4.0000%  | 0.0000% | $40000.00          | $2218.59           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2041-01-01      | 4.5000%  | 0.0000% | $15000.00          | $875.34            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2041-02-01      | 4.5000%  | 0.0000% | $2000.00           | $32.21             | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2041-02-01      | 4.0000%  | 0.0000% | $86000.00          | $3830.78           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2041-02-01      | 4.5000%  | 0.0000% | $17000.00          | $501.02            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2041-02-01      | 4.5000%  | 0.0000% | $80000.00          | $2868.02           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2026-05-01      | 3.5000%  | 0.0000% | $10000.00          | $34.70             | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2027-01-01      | 3.0000%  | 0.0000% | $16362195.00       | $140706.42         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2030-05-01      | 8.0000%  | 0.0000% | $1007472.00        | $44543.68          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2027-09-01      | 2.5000%  | 0.0000% | $852754.00         | $21493.52          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2029-08-01      | 2.5000%  | 0.0000% | $765972.00         | $39435.76          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2029-08-01      | 2.5000%  | 0.0000% | $560083.00         | $47926.30          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2030-05-01      | 3.0000%  | 0.0000% | $750000.00         | $74531.80          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2030-06-01      | 3.0000%  | 0.0000% | $942641.00         | $93937.06          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2030-07-01      | 2.5000%  | 0.0000% | $68000.00          | $7427.96           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2029-05-01      | 3.0000%  | 0.0000% | $747000.00         | $41532.59          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2030-07-01      | 2.5000%  | 0.0000% | $13146.00          | $1195.02           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2031-02-01      | 3.0000%  | 0.0000% | $1000000.00        | $117993.64         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2032-01-01      | 3.0000%  | 0.0000% | $363000.00         | $50248.57          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2033-11-01      | 3.5000%  | 0.0000% | $9000.00           | $2157.19           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2034-03-01      | 3.5000%  | 0.0000% | $19000.00          | $1769.67           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2034-04-01      | 3.5000%  | 0.0000% | $22000.00          | $3023.23           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-09-01      | 7.0000%  | 0.0000% | $1675000.00        | $33434.08          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-11-01      | 6.0000%  | 0.0000% | $9181558.00        | $65474.38          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-01-01      | 5.5000%  | 0.0000% | $2186496.00        | $29598.08          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-07-01      | 5.0000%  | 0.0000% | $606664.00         | $24718.59          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-12-01      | 5.5000%  | 0.0000% | $4264577.00        | $12081.63          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-09-01      | 7.0000%  | 0.0000% | $255000.00         | $25613.78          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-02-01      | 8.0000%  | 0.0000% | $1449798.00        | $44190.67          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-04-01      | 5.5000%  | 0.0000% | $8747459.00        | $43542.47          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-07-01      | 5.5000%  | 0.0000% | $598000.00         | $40343.89          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-06-01      | 4.5000%  | 0.0000% | $137000.00         | $36430.58          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-07-01      | 4.5000%  | 0.0000% | $130000.00         | $42340.82          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-01-01      | 8.5000%  | 0.0000% | $8318067.00        | $27987.10          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-01-01      | 7.0000%  | 0.0000% | $17152000.00       | $35075.36          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-02-01      | 7.5000%  | 0.0000% | $20000000.00       | $58506.32          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-05-01      | 7.0000%  | 0.0000% | $5000060.00        | $37495.58          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-07-01      | 6.0000%  | 0.0000% | $8675000.00        | $40927.67          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-09-01      | 6.0000%  | 0.0000% | $22000000.00       | $41487.76          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2026-09-01      | 3.0000%  | 0.0000% | $4000000.00        | $34044.07          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2026-03-01      | 5.0000%  | 0.0000% | $791077.00         | $972.76            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2026-04-01      | 3.5000%  | 0.0000% | $32620000.00       | $148816.69         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2026-12-01      | 3.0000%  | 0.0000% | $5440125.00        | $39489.52          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2026-12-01      | 3.0000%  | 0.0000% | $3000000.00        | $38419.32          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2027-03-01      | 3.0000%  | 0.0000% | $1966629.00        | $23511.90          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-03-01      | 2.0000%  | 0.0000% | $1000000.00        | $55136.09          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-05-01      | 2.0000%  | 0.0000% | $1600000.00        | $92063.12          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-01-01      | 3.0000%  | 0.0000% | $1100000.00        | $89666.05          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2029-01-01      | 3.5000%  | 0.0000% | $500000.00         | $31932.80          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-06-01      | 3.0000%  | 0.0000% | $2444200.00        | $204936.43         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-06-01      | 2.5000%  | 0.0000% | $106272.00         | $25842.62          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-11-01      | 3.0000%  | 0.0000% | $252000.00         | $47362.22          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-11-01      | 3.0000%  | 0.0000% | $1012000.00        | $215091.94         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-11-01      | 3.0000%  | 0.0000% | $800000.00         | $189748.28         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-12-01      | 3.0000%  | 0.0000% | $800000.00         | $125766.24         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-05-01      | 3.5000%  | 0.0000% | $500000.00         | $56780.70          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-12-01      | 4.5000%  | 0.0000% | $1660229.00        | $238152.39         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-09-01      | 3.5000%  | 0.0000% | $431000.00         | $58619.42          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-08-01      | 5.0000%  | 0.0000% | $10024858.00       | $39650.37          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-01-01      | 5.5000%  | 0.0000% | $650000.00         | $70787.49          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-11-01      | 6.0000%  | 0.0000% | $3276062.00        | $44327.06          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-03-01      | 3.5000%  | 0.0000% | $320000.00         | $22706.68          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-10-01      | 3.5000%  | 0.0000% | $10152.00          | $584.95            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-11-01      | 3.5000%  | 0.0000% | $100000.00         | $7149.41           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-11-01      | 3.5000%  | 0.0000% | $100000.00         | $11314.14          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-11-01      | 4.5000%  | 0.0000% | $175000.00         | $25121.65          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-03-01      | 4.5000%  | 0.0000% | $125000.00         | $30513.51          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-01-01      | 3.5000%  | 0.0000% | $240000.00         | $30817.48          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-07-01      | 3.5000%  | 0.0000% | $352000.00         | $27067.66          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-05-01      | 3.5000%  | 0.0000% | $395000.00         | $44680.78          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-04-01      | 4.0000%  | 0.0000% | $172000.00         | $30035.09          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-06-01      | 3.5000%  | 0.0000% | $350000.00         | $44987.06          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-01-01      | 2.5000%  | 0.0000% | $76655.00          | $35584.02          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-04-01      | 4.5000%  | 0.0000% | $333013.00         | $41237.54          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-10-01      | 3.5000%  | 0.0000% | $139000.00         | $41204.77          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-07-01      | 3.5000%  | 0.0000% | $18000.00          | $2099.29           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-07-01      | 3.5000%  | 0.0000% | $250000.00         | $40993.60          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-01-01      | 3.5000%  | 0.0000% | $119000.00         | $35159.34          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-05-01      | 4.0000%  | 0.0000% | $409000.00         | $46192.96          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-06-01      | 5.0000%  | 0.0000% | $546523.00         | $35314.84          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-01-01      | 5.8600%  | 0.0000% | $2930609.00        | $40976.68          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-06-01      | 5.5500%  | 0.0000% | $1643584.00        | $41727.94          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-10-01      | 5.0000%  | 0.0000% | $220000.00         | $26480.35          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-10-01      | 3.5000%  | 0.0000% | $150000.00         | $10338.97          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-01-01      | 3.5000%  | 0.0000% | $1500000.00        | $151583.21         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-11-01      | 4.0000%  | 0.0000% | $109000.00         | $18402.12          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-11-01      | 4.5000%  | 0.0000% | $28000.00          | $969.85            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-02-01      | 3.5000%  | 0.0000% | $302000.00         | $27009.32          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-12-01      | 3.5000%  | 0.0000% | $1000.00           | $116.31            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2049-04-01      | 3.5000%  | 0.0000% | $1000000.00        | $41090.19          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-11-01      | 7.0000%  | 0.0000% | $8337979.00        | $10487.71          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-11-01      | 5.5000%  | 0.0000% | $4051000.00        | $32452.71          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-02-01      | 6.0000%  | 0.0000% | $3616736.00        | $46205.43          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-06-01      | 3.0000%  | 0.0000% | $400000.00         | $45785.89          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-11-01      | 3.5000%  | 0.0000% | $4050.00           | $387.98            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-02-01      | 3.5000%  | 0.0000% | $6000.00           | $793.90            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2027-02-01      | 3.0000%  | 0.0000% | $7853215.00        | $78381.05          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-04-01      | 4.5000%  | 0.0000% | $1293000.00        | $44845.55          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-02-01      | 3.5000%  | 0.0000% | $500000.00         | $29997.07          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-09-01      | 3.5000%  | 0.0000% | $2065582.00        | $163414.89         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-04-01      | 3.0000%  | 0.0000% | $1162000.00        | $147486.32         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-06-01      | 3.0000%  | 0.0000% | $1000000.00        | $124243.84         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-11-01      | 3.0000%  | 0.0000% | $1694003.00        | $235482.59         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-02-01      | 3.0000%  | 0.0000% | $2343204.00        | $181382.41         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-08-01      | 3.5000%  | 0.0000% | $62000.00          | $5365.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-01-01      | 3.5000%  | 0.0000% | $39000.00          | $5372.47           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-06-01      | 3.5000%  | 0.0000% | $50000.00          | $6597.26           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-10-01      | 3.5000%  | 0.0000% | $203000.00         | $26211.90          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-04-01      | 3.5000%  | 0.0000% | $325000.00         | $43119.67          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-05-01      | 3.5000%  | 0.0000% | $16000.00          | $2162.97           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-03-01      | 3.5000%  | 0.0000% | $32332.00          | $5288.11           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-11-01      | 3.5000%  | 0.0000% | $269000.00         | $47368.93          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-01-01      | 3.0000%  | 0.0000% | $257081.00         | $40472.03          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-02-01      | 2.5000%  | 0.0000% | $4250000.00        | $165925.28         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-08-01      | 2.5000%  | 0.0000% | $1059304.00        | $118278.59         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-08-01      | 2.5000%  | 0.0000% | $508665.00         | $186878.70         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2029-05-01      | 2.5000%  | 0.0000% | $2057520.00        | $6881.20           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2029-12-01      | 2.5000%  | 0.0000% | $7529794.00        | $53301.22          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-10-01      | 3.0000%  | 0.0000% | $258644.00         | $24098.91          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-12-01      | 3.0000%  | 0.0000% | $600000.00         | $30822.20          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-02-01      | 3.0000%  | 0.0000% | $2020430.00        | $155660.28         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-08-01      | 3.0000%  | 0.0000% | $733162.00         | $52027.07          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-01-01      | 2.0000%  | 0.0000% | $101390.00         | $26943.39          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-05-01      | 4.0000%  | 0.0000% | $433000.00         | $47647.34          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-10-01      | 4.0000%  | 0.0000% | $250000.00         | $29099.65          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-03-01      | 5.0000%  | 0.0000% | $553799.00         | $32231.24          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-05-01      | 4.0000%  | 0.0000% | $450000.00         | $33968.10          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-06-01      | 3.5000%  | 0.0000% | $151020.00         | $12881.89          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-10-01      | 4.5000%  | 0.0000% | $51000.00          | $4520.12           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2029-04-01      | 4.5000%  | 0.0000% | $1053972.00        | $113875.09         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-05-01      | 4.0000%  | 0.0000% | $49001.00          | $4105.13           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-08-01      | 5.5000%  | 0.0000% | $6200000.00        | $47359.76          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-03-01      | 7.0000%  | 0.0000% | $28640722.00       | $37408.75          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-04-01      | 7.0000%  | 0.0000% | $68285536.00       | $80092.52          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-05-01      | 7.0000%  | 0.0000% | $6200000.00        | $25678.04          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-12-01      | 5.5000%  | 0.0000% | $36717943.00       | $60238.55          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-09-01      | 7.0000%  | 0.0000% | $9000000.00        | $16767.51          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-11-01      | 7.0000%  | 0.0000% | $6641000.00        | $30993.78          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-08-01      | 6.0000%  | 0.0000% | $12422000.00       | $64786.52          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-03-01      | 6.0000%  | 0.0000% | $110586.00         | $934.40            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-01-01      | 5.5000%  | 0.0000% | $1770290.00        | $40934.33          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-04-01      | 5.5000%  | 0.0000% | $4096711.00        | $26534.87          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-06-01      | 5.5000%  | 0.0000% | $5247066.00        | $48487.41          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-08-01      | 5.5000%  | 0.0000% | $2517190.00        | $26491.46          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-07-01      | 5.5000%  | 0.0000% | $4263424.00        | $34268.81          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-01-01      | 5.5000%  | 0.0000% | $2502000.00        | $28328.66          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-11-01      | 5.5000%  | 0.0000% | $5544643.00        | $34415.02          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-08-01      | 8.5000%  | 0.0000% | $1100000.00        | $48686.90          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-11-01      | 5.5000%  | 0.0000% | $1601000.00        | $34671.25          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-04-01      | 4.5000%  | 0.0000% | $750000.00         | $49322.66          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-01-01      | 5.5000%  | 0.0000% | $1800382.00        | $24984.95          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-05-01      | 4.5000%  | 0.0000% | $500000.00         | $34547.80          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-01-01      | 4.0000%  | 0.0000% | $1125000.00        | $28888.72          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-10-01      | 5.0000%  | 0.0000% | $3250.00           | $74.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-05-01      | 5.5000%  | 0.0000% | $380000.00         | $31018.69          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-04-01      | 5.5000%  | 0.0000% | $406228.00         | $26336.40          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-06-01      | 5.5000%  | 0.0000% | $132189.00         | $10544.14          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-02-01      | 3.5000%  | 0.0000% | $14000.00          | $1116.76           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-11-01      | 3.5000%  | 0.0000% | $24000.00          | $1829.08           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-12-01      | 3.5000%  | 0.0000% | $17000.00          | $1418.20           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-02-01      | 3.5000%  | 0.0000% | $61000.00          | $5546.64           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-03-01      | 3.5000%  | 0.0000% | $28000.00          | $2962.33           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-11-01      | 3.5000%  | 0.0000% | $124844.00         | $16736.29          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-11-01      | 4.0000%  | 0.0000% | $261964.00         | $35361.87          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-08-01      | 3.5000%  | 0.0000% | $204284.00         | $24416.53          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-09-01      | 3.5000%  | 0.0000% | $54000.00          | $6551.51           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-05-01      | 3.5000%  | 0.0000% | $80755.00          | $8419.30           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-06-01      | 4.5000%  | 0.0000% | $389000.00         | $40363.93          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-02-01      | 3.5000%  | 0.0000% | $224109.00         | $30798.43          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-07-01      | 4.0000%  | 0.0000% | $300000.00         | $31514.75          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-12-01      | 3.0000%  | 0.0000% | $143865.00         | $21257.62          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-07-01      | 4.5000%  | 0.0000% | $5000.00           | $449.75            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-06-01      | 3.5000%  | 0.0000% | $82000.00          | $7284.23           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-07-01      | 3.5000%  | 0.0000% | $20000.00          | $1455.98           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2026-05-01      | 4.5000%  | 0.0000% | $10200000.00       | $32501.22          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2026-12-01      | 3.5000%  | 0.0000% | $2018000.00        | $17982.06          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2027-04-01      | 3.0000%  | 0.0000% | $1300000.00        | $23889.43          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-09-01      | 3.5000%  | 0.0000% | $492000.00         | $36049.29          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-05-01      | 3.5000%  | 0.0000% | $1010000.00        | $139965.43         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-05-01      | 3.5000%  | 0.0000% | $940000.00         | $166597.35         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-07-01      | 3.0000%  | 0.0000% | $870508.00         | $91887.03          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-07-01      | 3.0000%  | 0.0000% | $2397161.00        | $226579.22         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-05-01      | 3.5000%  | 0.0000% | $317571.00         | $35010.20          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-02-01      | 2.5000%  | 0.0000% | $630000.00         | $109609.69         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-06-01      | 3.5000%  | 0.0000% | $270000.00         | $50622.08          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-11-01      | 3.0000%  | 0.0000% | $900000.00         | $186147.36         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-07-01      | 6.0000%  | 0.0000% | $13626865.00       | $75877.23          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2029-07-01      | 3.0000%  | 0.0000% | $700000.00         | $38458.08          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-05-01      | 2.5000%  | 0.0000% | $2000.00           | $238.54            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-12-01      | 3.0000%  | 0.0000% | $1000000.00        | $101970.91         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-03-01      | 3.0000%  | 0.0000% | $403000.00         | $41399.40          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-02-01      | 2.5000%  | 0.0000% | $20000.00          | $3467.70           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-08-01      | 2.0000%  | 0.0000% | $225000.00         | $32454.99          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-12-01      | 3.0000%  | 0.0000% | $445000.00         | $63661.26          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-09-01      | 3.5000%  | 0.0000% | $674005.00         | $88508.19          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-04-01      | 3.5000%  | 0.0000% | $1260000.00        | $133832.82         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2026-02-01      | 6.0000%  | 0.0000% | $15365000.00       | $5518.36           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2027-09-01      | 6.0000%  | 0.0000% | $9585278.00        | $33980.28          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2027-09-01      | 6.0000%  | 0.0000% | $9418892.00        | $30965.47          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-01-01      | 3.5000%  | 0.0000% | $296280.00         | $45509.68          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-11-01      | 5.5000%  | 0.0000% | $369076.00         | $3864.97           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-04-01      | 3.5000%  | 0.0000% | $50000.00          | $9287.26           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-12-01      | 3.5000%  | 0.0000% | $67000.00          | $12400.77          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-03-01      | 5.0000%  | 0.0000% | $100000.00         | $27116.50          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-06-01      | 5.5000%  | 0.0000% | $92000.00          | $24955.05          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-01-01      | 4.0000%  | 0.0000% | $30000.00          | $5404.17           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-01-01      | 3.5000%  | 0.0000% | $465000.00         | $60788.83          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-03-01      | 3.5000%  | 0.0000% | $40000.00          | $3500.01           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-03-01      | 4.0000%  | 0.0000% | $786634.00         | $74815.39          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-12-01      | 3.0000%  | 0.0000% | $773957.00         | $167312.92         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-02-01      | 2.5000%  | 0.0000% | $755000.00         | $35646.48          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-03-01      | 3.5000%  | 0.0000% | $300000.00         | $44733.65          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-06-01      | 4.0000%  | 0.0000% | $295597.00         | $41234.38          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-03-01      | 3.5000%  | 0.0000% | $147000.00         | $34433.34          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2026-05-01      | 6.0000%  | 0.0000% | $4595968.00        | $95703.64          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-11-01      | 3.5000%  | 0.0000% | $577742.00         | $54545.15          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-07-01      | 2.5000%  | 0.0000% | $175000.00         | $34795.29          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-01-01      | 3.5000%  | 0.0000% | $105000.00         | $19885.89          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-01-01      | 5.0000%  | 0.0000% | $1021.00           | $91.63             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-11-01      | 4.5000%  | 0.0000% | $31000.00          | $4040.21           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-04-01      | 4.0000%  | 0.0000% | $17000.00          | $1253.61           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-02-01      | 4.0000%  | 0.0000% | $366790.00         | $69516.75          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-03-01      | 4.0000%  | 0.0000% | $280000.00         | $57417.14          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-05-01      | 4.5000%  | 0.0000% | $10000.00          | $961.47            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-03-01      | 5.0000%  | 0.0000% | $102000.00         | $19668.53          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-05-01      | 4.0000%  | 0.0000% | $14000.00          | $1167.13           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-06-01      | 4.0000%  | 0.0000% | $64000.00          | $6233.14           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-08-01      | 4.0000%  | 0.0000% | $34000.00          | $14756.85          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-05-01      | 4.5000%  | 0.0000% | $58722.00          | $35337.62          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-12-01      | 5.0000%  | 0.0000% | $5000.00           | $3352.95           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-05-01      | 3.0000%  | 0.0000% | $40000.00          | $25967.02          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-09-01      | 3.5000%  | 0.0000% | $2291000.00        | $69802.44          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-06-01      | 3.5000%  | 0.0000% | $1162929.00        | $177193.76         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-04-01      | 3.0000%  | 0.0000% | $230000.00         | $39443.27          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-05-01      | 3.5000%  | 0.0000% | $275000.00         | $37856.59          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-02-01      | 3.0000%  | 0.0000% | $219349.00         | $36393.85          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-04-01      | 3.5000%  | 0.0000% | $16000.00          | $3610.71           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-04-01      | 3.5000%  | 0.0000% | $18000.00          | $5768.83           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-07-01      | 3.0000%  | 0.0000% | $58000.00          | $17050.03          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-03-01      | 4.0000%  | 0.0000% | $800000.00         | $231783.93         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-01-01      | 4.0000%  | 0.0000% | $190107.00         | $48696.44          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-03-01      | 2.5000%  | 0.0000% | $27000.00          | $17083.31          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-12-01      | 3.5000%  | 0.0000% | $77815.00          | $46095.44          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-07-01      | 3.5000%  | 0.0000% | $5000.00           | $3670.79           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-02-01      | 2.0000%  | 0.0000% | $11000.00          | $7842.56           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-07-01      | 3.0000%  | 0.0000% | $48112.00          | $37317.94          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-05-01      | 6.0000%  | 0.0000% | $1000.00           | $790.48            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-07-01      | 6.0000%  | 0.0000% | $14000.00          | $9850.93           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-09-01      | 3.0000%  | 0.0000% | $30000.00          | $3990.63           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-02-01      | 3.0000%  | 0.0000% | $178753.00         | $30326.39          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-03-01      | 3.5000%  | 0.0000% | $31000.00          | $6625.59           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-05-01      | 2.0000%  | 0.0000% | $60000.00          | $31463.02          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-07-01      | 3.5000%  | 0.0000% | $13000.00          | $8123.68           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-12-01      | 2.5000%  | 0.0000% | $1000.00           | $573.10            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-03-01      | 2.0000%  | 0.0000% | $48000.00          | $29813.23          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-04-01      | 2.5000%  | 0.0000% | $9000.00           | $5524.09           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-10-01      | 4.5000%  | 0.0000% | $3000.00           | $1821.96           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-12-01      | 3.5000%  | 0.0000% | $18000.00          | $11735.86          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-05-01      | 3.5000%  | 0.0000% | $30000.00          | $17738.61          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-06-01      | 3.5000%  | 0.0000% | $19000.00          | $11437.66          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-08-01      | 3.5000%  | 0.0000% | $2000.00           | $1269.35           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-08-01      | 4.0000%  | 0.0000% | $10000.00          | $6098.81           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-09-01      | 2.5000%  | 0.0000% | $12000.00          | $8233.26           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-09-01      | 3.5000%  | 0.0000% | $4000.00           | $2562.81           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-09-01      | 4.0000%  | 0.0000% | $57000.00          | $34889.56          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-10-01      | 3.5000%  | 0.0000% | $47334.00          | $30406.79          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-10-01      | 4.0000%  | 0.0000% | $60000.00          | $36848.45          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-04-01      | 4.5000%  | 0.0000% | $6000.00           | $3909.20           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-01-01      | 3.5000%  | 0.0000% | $17000.00          | $11621.05          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-03-01      | 4.5000%  | 0.0000% | $15000.00          | $9669.87           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-10-01      | 4.0000%  | 0.0000% | $27657.00          | $21601.93          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1357.23           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-05-01      | 4.5000%  | 0.0000% | $61000.00          | $41309.26          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-06-01      | 5.5000%  | 0.0000% | $50000.00          | $30669.17          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-04-01      | 3.5000%  | 0.0000% | $35134.00          | $19555.44          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-02-01      | 4.5000%  | 0.0000% | $60000.00          | $48608.47          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-10-01      | 5.5000%  | 0.0000% | $8000.00           | $5266.41           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-10-01      | 5.5000%  | 0.0000% | $9000.00           | $5684.92           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-11-01      | 5.5000%  | 0.0000% | $3000.00           | $1807.24           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-02-01      | 5.0000%  | 0.0000% | $27000.00          | $18325.77          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-06-01      | 5.5000%  | 0.0000% | $1000.00           | $717.74            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-09-01      | 5.5000%  | 0.0000% | $3000.00           | $2191.09           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-10-01      | 4.5000%  | 0.0000% | $8653.00           | $7441.98           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-03-01      | 6.0000%  | 0.0000% | $2000.00           | $1674.55           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-09-01      | 3.0000%  | 0.0000% | $50000.00          | $36184.17          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-08-01      | 2.0000%  | 0.0000% | $56000.00          | $42832.73          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-04-01      | 6.0000%  | 0.0000% | $5000.00           | $2840.70           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-07-01      | 4.5000%  | 0.0000% | $1000.00           | $846.40            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-08-01      | 3.5000%  | 0.0000% | $125000.00         | $44282.14          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-12-01      | 3.0000%  | 0.0000% | $100000.00         | $34981.07          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-07-01      | 2.5000%  | 0.0000% | $63690.00          | $38552.20          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 4.5000%  | 0.0000% | $50000.00          | $39194.51          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 3.5000%  | 0.0000% | $40439.00          | $25359.16          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.5000%  | 0.0000% | $2661.00           | $1969.98           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 3.5000%  | 0.0000% | $61000.00          | $43730.78          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 3.5000%  | 0.0000% | $26500.00          | $19053.67          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 2.5000%  | 0.0000% | $47000.00          | $32142.21          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 3.0000%  | 0.0000% | $50000.00          | $33905.95          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 3.0000%  | 0.0000% | $6000.00           | $4198.96           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 3.0000%  | 0.0000% | $30000.00          | $21934.46          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 2.0000%  | 0.0000% | $53130.00          | $36634.87          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 4.0000%  | 0.0000% | $39000.00          | $28656.38          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 3.5000%  | 0.0000% | $38000.00          | $26044.86          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.0000%  | 0.0000% | $14000.00          | $10634.88          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 4.0000%  | 0.0000% | $4000.00           | $3226.24           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 3.0000%  | 0.0000% | $22000.00          | $15456.69          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 4.5000%  | 0.0000% | $4100.00           | $3233.22           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 6.0000%  | 0.0000% | $32034.00          | $25526.24          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 3.0000%  | 0.0000% | $9000.00           | $6380.40           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 4.5000%  | 0.0000% | $9000.00           | $7720.73           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 3.0000%  | 0.0000% | $31000.00          | $21775.56          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-04-01      | 4.0000%  | 0.0000% | $31111.00          | $23565.05          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 6.0000%  | 0.0000% | $50810.00          | $40951.64          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 2.5000%  | 0.0000% | $50000.00          | $35944.91          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.5000%  | 0.0000% | $30000.00          | $25062.60          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 3.5000%  | 0.0000% | $21000.00          | $17356.56          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 3.5000%  | 0.0000% | $48876.00          | $39406.74          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 6.0000%  | 0.0000% | $30000.00          | $26558.31          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 3.5000%  | 0.0000% | $7100.00           | $5660.83           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 6.5000%  | 0.0000% | $10000.00          | $8006.94           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-02-01      | 2.0000%  | 0.0000% | $21000.00          | $15518.62          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.0000%  | 0.0000% | $35000.00          | $28609.25          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.0000%  | 0.0000% | $27585.00          | $26707.14          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 5.5000%  | 0.0000% | $40000.00          | $37566.12          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $852.21            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 3.5000%  | 0.0000% | $50000.00          | $43168.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 5.5000%  | 0.0000% | $50000.00          | $47140.83          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 6.0000%  | 0.0000% | $20000.00          | $18026.51          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 4.5000%  | 0.0000% | $46592.00          | $42867.82          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 4.5000%  | 0.0000% | $10000.00          | $1101.49           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 4.0000%  | 0.0000% | $25000.00          | $2558.93           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-08-01      | 3.0000%  | 0.0000% | $7000.00           | $751.71            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-09-01      | 3.0000%  | 0.0000% | $50000.00          | $6702.98           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-10-01      | 3.0000%  | 0.0000% | $100218.00         | $14860.88          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-10-01      | 4.5000%  | 0.0000% | $30000.00          | $3861.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-11-01      | 3.0000%  | 0.0000% | $10000.00          | $1603.80           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-12-01      | 3.0000%  | 0.0000% | $43000.00          | $7469.10           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-12-01      | 4.0000%  | 0.0000% | $12000.00          | $1758.22           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-02-01      | 3.0000%  | 0.0000% | $24000.00          | $4388.88           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-04-01      | 3.5000%  | 0.0000% | $188001.00         | $37729.29          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-05-01      | 3.0000%  | 0.0000% | $19000.00          | $4719.03           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-05-01      | 4.5000%  | 0.0000% | $4000.00           | $932.80            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-06-01      | 3.0000%  | 0.0000% | $6000.00           | $1488.13           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-07-01      | 3.0000%  | 0.0000% | $4000.00           | $1092.16           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-06-01      | 2.0000%  | 0.0000% | $100000.00         | $42298.87          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $289.71            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-08-01      | 4.0000%  | 0.0000% | $24996.00          | $5177.15           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-09-01      | 2.0000%  | 0.0000% | $22000.00          | $10446.83          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-09-01      | 2.5000%  | 0.0000% | $40000.00          | $16160.30          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 4.5000%  | 0.0000% | $21000.00          | $19702.34          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-05-01      | 4.0000%  | 0.0000% | $200000.00         | $51596.78          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-02-01      | 2.5000%  | 0.0000% | $19000.00          | $8934.23           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-11-01      | 2.5000%  | 0.0000% | $112000.00         | $48209.73          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-01-01      | 2.0000%  | 0.0000% | $53000.00          | $28548.44          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $521.32            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-08-01      | 2.0000%  | 0.0000% | $4000.00           | $2445.40           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-08-01      | 3.5000%  | 0.0000% | $2000.00           | $833.81            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-07-01      | 3.5000%  | 0.0000% | $37795.00          | $13781.78          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-04-01      | 3.5000%  | 0.0000% | $94000.00          | $41626.07          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 2.5000%  | 0.0000% | $86143.00          | $46874.34          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 3.0000%  | 0.0000% | $8999.00           | $4082.14           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-06-01      | 2.5000%  | 0.0000% | $8000.00           | $4599.95           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-02-01      | 3.0000%  | 0.0000% | $34000.00          | $22182.45          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-10-01      | 3.5000%  | 0.0000% | $4000.00           | $2094.25           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $629.58            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 3.0000%  | 0.0000% | $46000.00          | $27245.94          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 2.0000%  | 0.0000% | $12000.00          | $7617.24           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-10-01      | 4.0000%  | 0.0000% | $56462.00          | $28462.08          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 2.0000%  | 0.0000% | $2000.00           | $1277.84           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.0000%  | 0.0000% | $33000.00          | $25279.89          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $709.20            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 3.5000%  | 0.0000% | $65000.00          | $47013.27          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 3.0000%  | 0.0000% | $24000.00          | $17799.65          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 5.0000%  | 0.0000% | $56000.00          | $41238.64          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 3.0000%  | 0.0000% | $20000.00          | $14601.61          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 3.5000%  | 0.0000% | $3000.00           | $2328.06           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 6.0000%  | 0.0000% | $50000.00          | $34424.84          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 3.0000%  | 0.0000% | $18000.00          | $13500.12          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 3.0000%  | 0.0000% | $59000.00          | $44980.11          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 4.0000%  | 0.0000% | $57000.00          | $46426.81          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 3.5000%  | 0.0000% | $13000.00          | $10023.36          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 4.0000%  | 0.0000% | $7000.00           | $5595.82           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 4.0000%  | 0.0000% | $43000.00          | $36575.25          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 4.5000%  | 0.0000% | $35268.00          | $30679.50          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 4.0000%  | 0.0000% | $48000.00          | $42203.53          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 4.0000%  | 0.0000% | $10000.00          | $8755.80           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 4.0000%  | 0.0000% | $6000.00           | $5410.51           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 5.5000%  | 0.0000% | $9129.00           | $8801.48           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 4.0000%  | 0.0000% | $13000.00          | $11776.09          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 4.5000%  | 0.0000% | $2000.00           | $1864.75           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.5000%  | 0.0000% | $41989.00          | $40563.22          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 4.0000%  | 0.0000% | $39476.00          | $35935.20          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.5000%  | 0.0000% | $16000.00          | $15592.77          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 3.5000%  | 0.0000% | $29000.00          | $25802.16          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 3.0000%  | 0.0000% | $1079.00           | $805.03            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | 0.0000% | $28000.00          | $22387.65          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 4.5000%  | 0.0000% | $34000.00          | $27805.23          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.0000%  | 0.0000% | $50000.00          | $46222.98          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.0000%  | 0.0000% | $43000.00          | $37121.81          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2041-08-01      | 4.5000%  | 0.0000% | $8000.00           | $235.78            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2041-07-01      | 4.5000%  | 0.0000% | $1000.00           | $45.88             | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2042-01-01      | 4.0000%  | 0.0000% | $270000.00         | $38205.42          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2042-04-01      | 3.5000%  | 0.0000% | $82964.00          | $10079.00          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2043-01-01      | 4.0000%  | 0.0000% | $395000.00         | $42241.97          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2043-03-01      | 3.5000%  | 0.0000% | $200000.00         | $29860.98          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2042-11-01      | 3.0000%  | 0.0000% | $175000.00         | $29944.99          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2042-12-01      | 3.5000%  | 0.0000% | $401000.00         | $42039.26          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2043-01-01      | 3.0000%  | 0.0000% | $350000.00         | $43791.40          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2037-07-01      | 4.0000%  | 0.0000% | $8000.00           | $1395.71           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2043-03-01      | 3.0000%  | 0.0000% | $338393.00         | $39802.57          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2043-04-01      | 3.5000%  | 0.0000% | $225000.00         | $25399.08          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2043-05-01      | 4.0000%  | 0.0000% | $200000.00         | $33301.23          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2043-06-01      | 4.0000%  | 0.0000% | $100000.00         | $10001.14          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2043-10-01      | 3.5000%  | 0.0000% | $48146.00          | $12606.70          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2030-03-01      | 2.5000%  | 0.0000% | $172189.00         | $17718.57          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2030-05-01      | 2.5000%  | 0.0000% | $254545.00         | $27577.87          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2030-06-01      | 3.0000%  | 0.0000% | $731162.00         | $66723.74          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2030-01-01      | 3.0000%  | 0.0000% | $313871.00         | $26751.22          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2030-01-01      | 3.0000%  | 0.0000% | $439315.00         | $34457.83          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2030-09-01      | 2.5000%  | 0.0000% | $202543.00         | $24261.41          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2030-09-01      | 2.5000%  | 0.0000% | $413152.00         | $45873.46          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2030-07-01      | 2.5000%  | 0.0000% | $17989.00          | $1655.77           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2030-08-01      | 3.0000%  | 0.0000% | $61722.00          | $6980.41           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2043-10-01      | 4.5000%  | 0.0000% | $3000.00           | $461.67            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2045-12-01      | 4.5000%  | 0.0000% | $92728.00          | $7876.55           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-12-01      | 3.5000%  | 0.0000% | $300000.00         | $31246.62          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-04-01      | 4.5000%  | 0.0000% | $1000.00           | $107.85            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-12-01      | 3.5000%  | 0.0000% | $102588.00         | $41696.59          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2043-12-01      | 4.5000%  | 0.0000% | $313104.00         | $27622.43          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2044-03-01      | 4.5000%  | 0.0000% | $19000.00          | $1290.57           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2044-04-01      | 4.5000%  | 0.0000% | $200000.00         | $31854.77          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2045-02-01      | 4.0000%  | 0.0000% | $5000.00           | $438.26            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2045-03-01      | 4.0000%  | 0.0000% | $1190082.00        | $36492.80          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2046-03-01      | 4.5000%  | 0.0000% | $100000.00         | $20679.72          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2046-03-01      | 3.5000%  | 0.0000% | $370000.00         | $36814.46          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2049-01-01      | 3.0000%  | 0.0000% | $3000.00           | $345.69            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2046-04-01      | 3.5000%  | 0.0000% | $195949.00         | $30548.77          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2046-12-01      | 4.5000%  | 0.0000% | $1000.00           | $515.38            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2046-12-01      | 3.0000%  | 0.0000% | $89770.00          | $25961.60          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2046-12-01      | 3.0000%  | 0.0000% | $103978.00         | $27592.45          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2046-12-01      | 3.0000%  | 0.0000% | $54374.00          | $14171.92          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-01-01      | 3.0000%  | 0.0000% | $100000.00         | $28796.84          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-01-01      | 3.0000%  | 0.0000% | $100000.00         | $32251.04          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-03-01      | 4.0000%  | 0.0000% | $545000.00         | $36741.73          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-04-01      | 4.0000%  | 0.0000% | $235000.00         | $25118.55          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-07-01      | 3.5000%  | 0.0000% | $1000.00           | $118.13            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-12-01      | 3.5000%  | 0.0000% | $140000.00         | $34529.58          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-03-01      | 4.0000%  | 0.0000% | $150000.00         | $35536.18          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2049-01-01      | 4.0000%  | 0.0000% | $225000.00         | $40584.16          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-04-01      | 4.0000%  | 0.0000% | $7000.00           | $1140.93           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-07-01      | 4.5000%  | 0.0000% | $20000.00          | $1592.86           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-07-01      | 4.0000%  | 0.0000% | $3000.00           | $260.52            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-10-01      | 4.0000%  | 0.0000% | $7000.00           | $498.35            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 3.5000%  | 0.0000% | $120074.00         | $36861.20          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 3.0000%  | 0.0000% | $47000.00          | $6563.47           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 4.0000%  | 0.0000% | $9000.00           | $1134.96           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2045-12-01      | 4.5000%  | 0.0000% | $2000.00           | $300.89            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2043-10-01      | 4.0000%  | 0.0000% | $225000.00         | $24822.90          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2044-12-01      | 4.5000%  | 0.0000% | $8000.00           | $612.18            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2046-03-01      | 3.5000%  | 0.0000% | $68000.00          | $13200.23          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2046-09-01      | 3.5000%  | 0.0000% | $151000.00         | $25308.90          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2046-12-01      | 3.0000%  | 0.0000% | $19000.00          | $4463.38           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-04-01      | 4.5000%  | 0.0000% | $200000.00         | $27879.84          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-11-01      | 5.0000%  | 0.0000% | $270000.00         | $34498.50          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2025-09-01      | 7.0000%  | 0.0000% | $620000.00         | $1.97              | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2025-10-01      | 6.5000%  | 0.0000% | $8000.00           | $0.08              | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2038-02-01      | 5.6250%  | 0.0000% | $443760.00         | $25966.03          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2038-01-01      | 5.4600%  | 0.0000% | $50000.00          | $32118.87          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2037-11-01      | 5.6000%  | 0.0000% | $435345.00         | $28391.36          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-09-01      | 5.0000%  | 0.0000% | $380000.00         | $37609.82          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-10-01      | 4.0000%  | 0.0000% | $3000.00           | $432.63            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-02-01      | 3.0000%  | 0.0000% | $38500.00          | $20677.10          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-05-01      | 3.0000%  | 0.0000% | $100000.00         | $43492.10          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-07-01      | 2.5000%  | 0.0000% | $59574.00          | $34875.61          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-11-01      | 2.0000%  | 0.0000% | $45612.00          | $28885.31          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-02-01      | 2.0000%  | 0.0000% | $86168.00          | $45736.19          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-04-01      | 2.0000%  | 0.0000% | $51794.00          | $32678.45          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-04-01      | 3.0000%  | 0.0000% | $19000.00          | $10387.33          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-04-01      | 4.0000%  | 0.0000% | $136000.00         | $47822.26          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-06-01      | 1.5000%  | 0.0000% | $27905.00          | $16195.88          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-08-01      | 3.5000%  | 0.0000% | $60000.00          | $27443.76          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-09-01      | 2.5000%  | 0.0000% | $32023.00          | $22031.46          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-10-01      | 4.0000%  | 0.0000% | $34000.00          | $22831.01          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-02-01      | 3.0000%  | 0.0000% | $72638.00          | $41557.35          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-02-01      | 2.0000%  | 0.0000% | $62162.00          | $39830.62          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-02-01      | 2.5000%  | 0.0000% | $44049.00          | $26292.81          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 3.0000%  | 0.0000% | $34287.00          | $27524.75          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-02-01      | 2.0000%  | 0.0000% | $57159.00          | $41904.09          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.0000%  | 0.0000% | $48278.00          | $35001.85          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.0000%  | 0.0000% | $29310.00          | $23551.63          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.5000%  | 0.0000% | $63000.00          | $45539.41          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 4.0000%  | 0.0000% | $52000.00          | $41409.03          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 2.0000%  | 0.0000% | $1062.00           | $741.34            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 3.0000%  | 0.0000% | $35611.00          | $23216.66          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 3.5000%  | 0.0000% | $30667.00          | $23830.64          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.0000%  | 0.0000% | $19000.00          | $14736.04          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 3.5000%  | 0.0000% | $28537.00          | $20925.17          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.5000%  | 0.0000% | $38890.00          | $36258.76          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 2.0000%  | 0.0000% | $31304.00          | $20940.31          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.0000%  | 0.0000% | $66951.00          | $47867.53          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | 0.0000% | $50000.00          | $36193.55          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 2.0000%  | 0.0000% | $25886.00          | $17065.11          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | 0.0000% | $14000.00          | $11129.82          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 2.0000%  | 0.0000% | $34123.00          | $25043.87          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 4.0000%  | 0.0000% | $30414.00          | $22420.69          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.0000%  | 0.0000% | $61469.00          | $49857.05          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 2.5000%  | 0.0000% | $68460.00          | $34172.33          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.0000%  | 0.0000% | $49174.00          | $38747.62          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 3.0000%  | 0.0000% | $61160.00          | $48505.57          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 3.0000%  | 0.0000% | $35313.00          | $27657.85          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.0000%  | 0.0000% | $42000.00          | $34892.98          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 5.5000%  | 0.0000% | $27968.00          | $21277.11          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 5.5000%  | 0.0000% | $28708.00          | $28198.43          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 5.5000%  | 0.0000% | $35736.00          | $35026.22          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | 0.0000% | $32077.00          | $31380.80          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 5.0000%  | 0.0000% | $53529.00          | $38908.64          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 5.5000%  | 0.0000% | $35178.00          | $34909.46          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 5.5000%  | 0.0000% | $2452.00           | $2431.13           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 5.5000%  | 0.0000% | $65127.00          | $48454.09          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 4.0000%  | 0.0000% | $39000.00          | $35500.88          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 4.5000%  | 0.0000% | $34947.00          | $30887.23          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-10-01      | 1.5000%  | 0.0000% | $90000.00          | $41127.38          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-02-01      | 2.0000%  | 0.0000% | $77270.00          | $40127.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-01-01      | 2.5000%  | 0.0000% | $50000.00          | $19575.49          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-12-01      | 2.0000%  | 0.0000% | $85001.00          | $45641.56          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-09-01      | 5.0000%  | 0.0000% | $233045.00         | $58914.17          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-02-01      | 3.5000%  | 0.0000% | $185000.00         | $42524.32          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 4.0000%  | 0.0000% | $35000.00          | $6535.73           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 4.5000%  | 0.0000% | $40000.00          | $7213.98           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-05-01      | 2.5000%  | 0.0000% | $50000.00          | $23671.63          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-12-01      | 3.0000%  | 0.0000% | $49000.00          | $9082.50           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-11-01      | 5.0000%  | 0.0000% | $200000.00         | $45378.45          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-07-01      | 3.0000%  | 0.0000% | $82101.00          | $38100.14          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-07-01      | 3.0000%  | 0.0000% | $63000.00          | $27090.53          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-10-01      | 2.0000%  | 0.0000% | $91000.00          | $43623.51          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-10-01      | 2.0000%  | 0.0000% | $29491.00          | $17160.22          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-12-01      | 2.5000%  | 0.0000% | $49000.00          | $27797.82          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 2.5000%  | 0.0000% | $36963.00          | $20174.43          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 2.5000%  | 0.0000% | $16000.00          | $9299.53           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-03-01      | 3.0000%  | 0.0000% | $77200.00          | $34453.02          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-03-01      | 3.0000%  | 0.0000% | $29000.00          | $16588.85          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-08-01      | 2.0000%  | 0.0000% | $19342.00          | $11503.22          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-10-01      | 2.5000%  | 0.0000% | $30000.00          | $18655.58          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-10-01      | 2.5000%  | 0.0000% | $66404.00          | $41223.39          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.5000%  | 0.0000% | $15000.00          | $10335.64          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.5000%  | 0.0000% | $61751.00          | $42658.26          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 4.0000%  | 0.0000% | $40000.00          | $28184.71          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 2.5000%  | 0.0000% | $3000.00           | $1838.17           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 3.0000%  | 0.0000% | $30000.00          | $20362.25          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-02-01      | 3.0000%  | 0.0000% | $47000.00          | $32956.77          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-02-01      | 3.0000%  | 0.0000% | $51750.00          | $33205.36          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 3.5000%  | 0.0000% | $8568.00           | $6147.67           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 3.5000%  | 0.0000% | $29303.00          | $21646.54          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 4.0000%  | 0.0000% | $40169.00          | $30684.82          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 4.0000%  | 0.0000% | $40000.00          | $27781.98          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 4.5000%  | 0.0000% | $45000.00          | $34965.45          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.5000%  | 0.0000% | $150000.00         | $117986.94         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.5000%  | 0.0000% | $56200.00          | $41340.57          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.0000%  | 0.0000% | $27000.00          | $21301.63          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | 0.0000% | $50000.00          | $39662.67          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 6.0000%  | 0.0000% | $60124.00          | $47411.81          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.5000%  | 0.0000% | $6000.00           | $4650.44           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 5.5000%  | 0.0000% | $50000.00          | $45946.01          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 6.5000%  | 0.0000% | $60000.00          | $46431.72          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-12-01      | 4.0000%  | 0.0000% | $49963.00          | $46526.16          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-09-01      | 2.0000%  | 0.0000% | $100000.00         | $45196.34          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-02-01      | 2.5000%  | 0.0000% | $53000.00          | $33930.04          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-12-01      | 3.5000%  | 0.0000% | $95671.00          | $48868.48          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-02-01      | 2.0000%  | 0.0000% | $79000.00          | $39012.81          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-03-01      | 1.5000%  | 0.0000% | $62109.00          | $30291.25          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-06-01      | 2.0000%  | 0.0000% | $60691.00          | $31766.11          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-11-01      | 2.0000%  | 0.0000% | $63194.00          | $36667.80          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-11-01      | 2.0000%  | 0.0000% | $50000.00          | $30091.55          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-10-01      | 2.0000%  | 0.0000% | $94452.00          | $41503.85          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-05-01      | 1.5000%  | 0.0000% | $410000.00         | $165206.16         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-06-01      | 1.5000%  | 0.0000% | $60000.00          | $25025.58          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-07-01      | 3.0000%  | 0.0000% | $58000.00          | $30357.89          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-08-01      | 4.0000%  | 0.0000% | $129057.00         | $62768.32          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-12-01      | 5.0000%  | 0.0000% | $363419.00         | $163774.55         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-04-01      | 5.0000%  | 0.0000% | $317669.00         | $168050.09         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-05-01      | 5.0000%  | 0.0000% | $346581.00         | $188812.64         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-07-01      | 5.0000%  | 0.0000% | $51000.00          | $29962.39          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-09-01      | 4.5000%  | 0.0000% | $135000.00         | $74786.19          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-02-01      | 6.0000%  | 0.0000% | $92157.00          | $54609.42          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-03-01      | 5.0000%  | 0.0000% | $76000.00          | $45019.45          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 2.0000%  | 0.0000% | $45000.00          | $26486.69          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-09-01      | 2.0000%  | 0.0000% | $45000.00          | $24281.11          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-10-01      | 2.0000%  | 0.0000% | $53000.00          | $24561.46          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-04-01      | 2.0000%  | 0.0000% | $300000.00         | $168953.71         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-09-01      | 2.5000%  | 0.0000% | $200000.00         | $27793.80          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-03-01      | 2.0000%  | 0.0000% | $1055727.00        | $141948.68         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-05-01      | 2.0000%  | 0.0000% | $1029272.00        | $77762.73          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-02-01      | 2.5000%  | 0.0000% | $43000.00          | $31131.77          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.5000%  | 0.0000% | $33594.00          | $27586.67          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 6.5000%  | 0.0000% | $55000.00          | $41605.35          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.0000%  | 0.0000% | $25092.00          | $24733.40          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 5.5000%  | 0.0000% | $26655.00          | $25039.28          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | 0.0000% | $28393.00          | $27935.58          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-09-01      | 4.0000%  | 0.0000% | $47454.00          | $31122.97          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-03-01      | 4.0000%  | 0.0000% | $55807.00          | $46512.65          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-12-01      | 3.0000%  | 0.0000% | $17000.00          | $3323.32           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 5.5000%  | 0.0000% | $20642505.00       | $20231778.46       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 2.0000%  | 0.0000% | $28367891.00       | $19569289.82       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 3.0000%  | 0.0000% | $7357057.00        | $5439587.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 3.0000%  | 0.0000% | $29822625.00       | $18587551.26       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 4.0000%  | 0.0000% | $4000.00           | $3656.04           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 4.5000%  | 0.0000% | $33338.00          | $31148.45          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 6.0000%  | 0.0000% | $43919.00          | $44502.36          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.0000%  | 0.0000% | $51993.00          | $48821.55          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.0000%  | 0.0000% | $52611.00          | $49380.34          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 4.5000%  | 0.0000% | $40009.00          | $37116.84          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.0000%  | 0.0000% | $31863.00          | $32425.20          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.5000%  | 0.0000% | $13038.00          | $13485.93          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 4.5000%  | 0.0000% | $48244.00          | $45879.05          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 4.5000%  | 0.0000% | $36153.00          | $34368.29          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1000.51           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $1902.00           | $1909.19           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.26           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.47           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | 0.0000% | $1670.00           | $1748.10           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $1039.74           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.5000%  | 0.0000% | $1920.00           | $1860.42           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 4.0000%  | 0.0000% | $14000.00          | $12833.47          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1005.30           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 4.5000%  | 0.0000% | $1000.00           | $952.15            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.5000%  | 0.0000% | $40651.00          | $36770.59          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 5.5000%  | 0.0000% | $24260.00          | $22776.74          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 4.5000%  | 0.0000% | $1000.00           | $941.65            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-05-01      | 4.0000%  | 0.0000% | $49766.00          | $47931.72          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-06-01      | 5.0000%  | 0.0000% | $20000.00          | $19545.54          | Agency Mortgage-Backed Securities |

### Security 113: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS SA 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYDNR9ZN4
- **C.18 - Value (incl. sponsor support):** $3000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2040-08-15      | 0.0000%  | 0.0000% | $5207900.00        | $2535132.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 0.0000%  | 0.0000% | $853420.39         | $524867.19         | U.S. Treasuries (including strips) |

### Security 114: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS SA 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYDNRA025
- **C.18 - Value (incl. sponsor support):** $55000000.00
- **C.18.a - Value (excl. sponsor support):** $55000000.00
- **C.19 - Percentage of Net Assets:** 2.7500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-01-01      | 4.2820%  | 0.0000% | $1283.00           | $1148.80           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2045-11-01      | 6.8700%  | 0.0000% | $2010.00           | $1671.93           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2050-08-01      | 5.6840%  | 0.0000% | $1001.00           | $155.14            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2051-01-01      | 6.7230%  | 0.0000% | $2881178.00        | $2925014.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2043-11-01      | 5.9220%  | 0.0000% | $2057.00           | $250.53            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2048-10-01      | 5.6440%  | 0.0000% | $8727.00           | $1583.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2029-05-01      | 3.2500%  | 0.0000% | $3000.00           | $2700.16           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2039-11-01      | 2.8000%  | 0.0000% | $1000.00           | $784.44            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2048-05-01      | 5.9360%  | 0.0000% | $1019.00           | $260.50            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-01-01      | 4.1840%  | 0.0000% | $1000.00           | $918.12            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2038-07-01      | 4.2400%  | 0.0000% | $2948.00           | $2721.65           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2033-01-01      | 4.6900%  | 0.0000% | $4788.00           | $4649.92           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2039-01-01      | 4.8900%  | 0.0000% | $628142.00         | $620882.05         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2032-04-01      | 4.4000%  | 0.0000% | $6650090.00        | $6623520.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2035-02-01      | 4.9300%  | 0.0000% | $6312.00           | $6412.23           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2030-07-01      | 4.3200%  | 0.0000% | $33260.00          | $33189.76          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-08-01      | 3.0000%  | 0.0000% | $11277.00          | $7008.58           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-03-01      | 3.0000%  | 0.0000% | $34001.00          | $24068.15          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2037-12-01      | 7.0000%  | 0.0000% | $1016809.00        | $9468.08           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2049-02-01      | 4.0000%  | 0.0000% | $229999.00         | $13186.32          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $578.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-10-01      | 5.0000%  | 0.0000% | $271000.00         | $204210.33         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-04-01      | 6.0000%  | 0.0000% | $1100716.00        | $1129251.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-05-15      | 4.7500%  | 0.0000% | $17205829.00       | $237316.81         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-10-15      | 3.5000%  | 0.0000% | $267000.00         | $5030.58           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2042-06-15      | 3.5000%  | 0.0000% | $1155000.00        | $59291.56          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2035-10-20      | 5.5000%  | 0.0000% | $894953.00         | $79461.42          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-08-20      | 3.0000%  | 0.0000% | $442000.00         | $44099.91          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-02-20      | 6.5000%  | 0.0000% | $250000.00         | $20439.78          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-12-20      | 6.0000%  | 0.0000% | $190000.00         | $25683.40          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-02-20      | 4.5000%  | 0.0000% | $6509640.00        | $627502.04         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-06-20      | 6.5000%  | 0.0000% | $210000.00         | $24529.16          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-07-20      | 5.0000%  | 0.0000% | $723587.00         | $51157.65          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-06-20      | 5.5000%  | 0.0000% | $524999.00         | $47062.78          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-10-20      | 5.0000%  | 0.0000% | $154138.00         | $14480.44          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-11-20      | 6.5000%  | 0.0000% | $40103.00          | $6839.48           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-01-20      | 3.0000%  | 0.0000% | $765099.00         | $108990.20         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-03-20      | 5.5000%  | 0.0000% | $818957.00         | $99034.40          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-05-20      | 6.0000%  | 0.0000% | $854205.00         | $119686.61         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-06-20      | 4.5000%  | 0.0000% | $1098000.00        | $80047.87          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-10-20      | 6.5000%  | 0.0000% | $50000.00          | $6000.46           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-02-20      | 6.5000%  | 0.0000% | $43980.00          | $8829.70           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-05-20      | 6.0000%  | 0.0000% | $44010.00          | $5496.72           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-07-20      | 5.0000%  | 0.0000% | $10004722.00       | $923922.22         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-08-20      | 6.0000%  | 0.0000% | $166488.00         | $25408.37          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-02-20      | 1.5000%  | 0.0000% | $349129.00         | $183031.80         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-01-20      | 6.0000%  | 0.0000% | $228000.00         | $75790.09          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-01-20      | 3.0000%  | 0.0000% | $1721320.00        | $307979.36         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-01-20      | 6.0000%  | 0.0000% | $868854.00         | $147545.06         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-02-20      | 5.0000%  | 0.0000% | $322601.00         | $48410.47          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-03-20      | 3.0000%  | 0.0000% | $8185825.00        | $1307884.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-06-20      | 3.0000%  | 0.0000% | $1722696.00        | $436746.38         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-08-20      | 5.5000%  | 0.0000% | $235999.00         | $66406.10          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-09-20      | 5.0000%  | 0.0000% | $69000.00          | $16412.77          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-12-20      | 3.0000%  | 0.0000% | $347155.00         | $120696.14         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-06-20      | 2.5000%  | 0.0000% | $1232.00           | $794.48            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-06-20      | 3.0000%  | 0.0000% | $19584.00          | $13380.42          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2032-09-20      | 6.5000%  | 0.0000% | $175366.00         | $103691.64         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-05-20      | 6.0000%  | 0.0000% | $98005.00          | $35280.73          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-07-20      | 3.0000%  | 0.0000% | $22731.00          | $12212.76          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-09-20      | 2.0000%  | 0.0000% | $1627428.00        | $947002.94         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-01-20      | 2.5000%  | 0.0000% | $167658.00         | $106428.68         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-05-20      | 6.0000%  | 0.0000% | $117000.00         | $77363.37          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-08-20      | 5.5000%  | 0.0000% | $50000.00          | $33804.36          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2037-10-20      | 6.5000%  | 0.0000% | $412619.00         | $370210.17         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-01-20      | 4.5000%  | 0.0000% | $998000.00         | $799714.26         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-02-20      | 5.0000%  | 0.0000% | $497167.00         | $392490.82         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-03-20      | 6.0000%  | 0.0000% | $40000.00          | $24062.46          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-07-20      | 6.0000%  | 0.0000% | $73000.00          | $49997.17          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-01-20      | 6.0000%  | 0.0000% | $37000.00          | $24633.03          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-02-20      | 6.0000%  | 0.0000% | $380000.00         | $260967.42         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-03-20      | 6.0000%  | 0.0000% | $15000.00          | $10763.98          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 6.0000%  | 0.0000% | $2765591.00        | $2731448.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.5000%  | 0.0000% | $115381.00         | $119593.50         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.5000%  | 0.0000% | $1153606.00        | $1201520.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.5000%  | 0.0000% | $1200039.00        | $1212393.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 5.5000%  | 0.0000% | $2511146.00        | $2521140.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 7.0000%  | 0.0000% | $1442909.00        | $1534173.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-06-20      | 6.5000%  | 0.0000% | $13902.00          | $14537.23          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.5000%  | 0.0000% | $3006215.00        | $3031810.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.5000%  | 0.0000% | $4205344.00        | $4396792.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | 0.0000% | $1081877.00        | $1137182.19        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | 0.0000% | $1534982.00        | $1624170.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 5.5000%  | 0.0000% | $9440483.00        | $9223399.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2055-04-20      | 7.0000%  | 0.0000% | $8000.00           | $8249.03           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 4.5000%  | 0.0000% | $5173700.00        | $4914503.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 3.5000%  | 0.0000% | $57100.00          | $54482.02          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 4.5000%  | 0.0000% | $2154404.00        | $2133898.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-06-20      | 6.5580%  | 0.0000% | $15616.00          | $1612.49           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-09-20      | 6.5160%  | 0.0000% | $854173.00         | $144141.81         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-12-15      | 4.0000%  | 0.0000% | $1000.00           | $55.45             | Agency Mortgage-Backed Securities |

### Security 115: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** TRI-PARTY GOLDMAN SACHS & CO LLC 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BYDNRA0Q2
- **C.18 - Value (incl. sponsor support):** $82000000.00
- **C.18.a - Value (excl. sponsor support):** $82000000.00
- **C.19 - Percentage of Net Assets:** 4.1000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2043-03-15      | 2.5000%  | 0.0000% | $144774.00         | $34446.90          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2045-12-15      | 3.0000%  | 0.0000% | $465797.00         | $208365.39         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2028-04-20      | 3.0000%  | 0.0000% | $190000.00         | $5409.38           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-02-20      | 3.0000%  | 0.0000% | $4284840.00        | $602936.85         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-11-20      | 5.0000%  | 0.0000% | $4751000.00        | $290946.32         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-12-20      | 3.5000%  | 0.0000% | $224651261.00      | $77301505.05       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-05-20      | 6.0000%  | 0.0000% | $20000.00          | $7199.78           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2044-06-15      | 4.0000%  | 0.0000% | $3000000.00        | $178562.18         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-09-20      | 6.5000%  | 0.0000% | $83634.00          | $57250.42          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.0000%  | 0.0000% | $1598034.00        | $1640273.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.5000%  | 0.0000% | $700694.00         | $733726.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.5000%  | 0.0000% | $2435308.00        | $2539572.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2037-12-20      | 6.0000%  | 0.0000% | $690965.00         | $7532.47           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-02-20      | 4.0000%  | 0.0000% | $109000.00         | $16126.76          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-02-15      | 5.0000%  | 0.0000% | $141093.00         | $9103.97           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-03-15      | 5.5000%  | 0.0000% | $922000.00         | $7041.45           | Agency Mortgage-Backed Securities |

### Security 116: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** TRI-PARTY MUFG SECURITIES AMERICAS INC 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BYDNRA108
- **C.18 - Value (incl. sponsor support):** $85000000.00
- **C.18.a - Value (excl. sponsor support):** $85000000.00
- **C.19 - Percentage of Net Assets:** 4.2500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2026-06-01      | 4.0000%  | 0.0000% | $22000.00          | $66.69             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-03-01      | 4.0000%  | 0.0000% | $15000.00          | $1009.93           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2025-09-01      | 5.0000%  | 0.0000% | $262119.00         | $26.30             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-12-01      | 4.0000%  | 0.0000% | $25000.00          | $2853.40           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-03-01      | 5.5000%  | 0.0000% | $174274.00         | $1832.69           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-10-01      | 4.5000%  | 0.0000% | $1369000.00        | $78024.09          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-09-01      | 3.5000%  | 0.0000% | $102999.00         | $12496.28          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-04-01      | 4.5000%  | 0.0000% | $1000.00           | $99.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-11-01      | 3.5000%  | 0.0000% | $38999.00          | $11212.15          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-04-01      | 6.0000%  | 0.0000% | $590000.00         | $457634.45         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-02-01      | 5.5000%  | 0.0000% | $20000.00          | $11952.03          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-04-01      | 6.0000%  | 0.0000% | $17000.00          | $11431.07          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-10-01      | 4.5000%  | 0.0000% | $4731.00           | $4068.87           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-11-01      | 4.0000%  | 0.0000% | $1999.00           | $1729.16           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-03-01      | 3.0000%  | 0.0000% | $116395392.00      | $19864180.14       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 3.0000%  | 0.0000% | $13660928.00       | $9497621.91        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 3.0000%  | 0.0000% | $3010304.00        | $2077055.97        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 4.0000%  | 0.0000% | $13514288.00       | $10441858.19       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 6.0000%  | 0.0000% | $52221056.00       | $45058847.73       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-01-01      | 4.5000%  | 0.0000% | $90000.00          | $15999.94          | Agency Mortgage-Backed Securities |

### Security 117: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** TRI-PARTY MIZUHO SECURITIES USA LLC 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BYDNRA116
- **C.18 - Value (incl. sponsor support):** $85000000.00
- **C.18.a - Value (excl. sponsor support):** $85000000.00
- **C.19 - Percentage of Net Assets:** 4.2500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $86879900.00       | $86700018.73       | U.S. Treasuries (including strips) |

### Security 118: NATIXIS SA

- **C.1 - Title:** TRI-PARTY NATIXIS SA 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: BYDNRA173
- **C.18 - Value (incl. sponsor support):** $85000000.00
- **C.18.a - Value (excl. sponsor support):** $85000000.00
- **C.19 - Percentage of Net Assets:** 4.2500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-01-15      | 2.3750%  | 0.0000% | $200.00            | $324.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $13503100.00       | $13221460.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | 0.0000% | $900.00            | $882.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $622100.00         | $612105.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $12520200.00       | $11566594.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $100.00            | $110.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $10938500.00       | $10138572.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $800.00            | $805.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $200.00            | $201.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | 0.0000% | $1000.00           | $1024.86           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $26098300.00       | $25847468.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $25471000.00       | $25310477.67       | U.S. Treasuries (including strips) |

### Security 119: TD SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BYDNRA1F5
- **C.18 - Value (incl. sponsor support):** $85000000.00
- **C.18.a - Value (excl. sponsor support):** $85000000.00
- **C.19 - Percentage of Net Assets:** 4.2500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FREDDIE MAC GOLD                      | 2048-10-01      | 4.0000%  | 0.0000% | $457176878.00      | $59413592.44       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-11-01      | 6.5000%  | 0.0000% | $33495799.00       | $28136407.60       | Agency Mortgage-Backed Securities |

### Security 120: BANK OF NOVA SCOTIA

- **C.1 - Title:** TRI-PARTY BANK OF NOVA SCOTIA 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: BYDNSGG99
- **C.18 - Value (incl. sponsor support):** $3000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $2963400.00        | $3060418.10        | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** GuideStone Funds

**Date:** 2025-08-06

**By:** Erin Wynne

**Name of Signing Officer:** Erin Wynne

**Title of Signing Officer:** Treasurer of GuideStone Funds