# EDGAR Filing Document

**Accession Number:** 0001094885
**File Stem:** 0001145549-25-057952
**Filing Date:** 2025-9
**Character Count:** 712131
**Document Hash:** 7c532e7d7e00ccc66fda6f47e76bd17b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-057952.hdr.sgml**: 20250908

**ACCESSION NUMBER**: 0001145549-25-057952

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20250908

**DATE AS OF CHANGE**: 20250908

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09599
- **FILM NUMBER:** 251299048

**BUSINESS ADDRESS:**
- **STREET 1:** ONE IRON STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 6176643920

**MAIL ADDRESS:**
- **STREET 1:** ONE IRON STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-08-31

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

**CIK Number of Registrant:** 0001094885

**LEI of Registrant:** 549300NPC2XKLU7VNS49

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

**LEI of Series:** 549300EG2J8MKJKUK458

**EDGAR Series Identifier:** S000010686

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

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

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

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

### Service Providers
| Role                          | Details                                         | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | SSGA Funds Management, Inc.                     | 801-60103         |
| Independent Public Accountant | Ernst & Young  LLP<br>City: Boston<br>State: MA |  |
| Administrator                 | SSGA Funds Management, Inc.                     |  |
| Transfer Agent                | None<br>CIK: —                                  |  |

### Fund Characteristics & Assets

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 52 days

- **WAL:** 112 days

- **Total Value of Portfolio Securities:** $158762062608.35

- **Amortized Cost of Portfolio Securities:** $158726179704.31

- **Cash:** $15478366158.24

- **Total Other Assets:** $273414312.15

- **Total Liabilities:** $5940268081.75

- **Net Assets of Series:** $168537692092.95

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

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-08-01 | $143734315584.46          | $143912531683.61           | 84.5900%                  | 84.6900%                   |
| 2025-08-04 | $145200857095.04          | $145200857095.04           | 84.8200%                  | 84.8200%                   |
| 2025-08-05 | $150143830664.23          | $150143830664.23           | 85.2400%                  | 85.2400%                   |
| 2025-08-06 | $153080116599.04          | $153080116599.04           | 85.2000%                  | 85.2000%                   |
| 2025-08-07 | $149172265370.95          | $149172265370.95           | 85.0500%                  | 85.0500%                   |
| 2025-08-08 | $146834816565.79          | $147316849525.45           | 84.8400%                  | 85.1200%                   |
| 2025-08-11 | $151223702103.63          | $151705734918.69           | 85.2200%                  | 85.4900%                   |
| 2025-08-12 | $151185386256.96          | $151667418006.73           | 85.0500%                  | 85.3200%                   |
| 2025-08-13 | $151566812414.66          | $152048843624.56           | 85.0800%                  | 85.3500%                   |
| 2025-08-14 | $154567617796.47          | $154567617796.47           | 85.5500%                  | 85.5500%                   |
| 2025-08-15 | $148766095918.97          | $148766095918.97           | 84.8600%                  | 84.8600%                   |
| 2025-08-18 | $147002838452.86          | $147002838452.86           | 84.1800%                  | 84.1800%                   |
| 2025-08-19 | $146071096534.42          | $146071096534.42           | 84.0900%                  | 84.0900%                   |
| 2025-08-20 | $149267290399.16          | $149267290399.16           | 84.3800%                  | 84.3800%                   |
| 2025-08-21 | $144230940079.10          | $144230940079.10           | 83.8100%                  | 83.8100%                   |
| 2025-08-22 | $140077794476.33          | $140077794476.33           | 83.3500%                  | 83.3500%                   |
| 2025-08-25 | $140645954843.44          | $141145954843.44           | 82.9800%                  | 83.2700%                   |
| 2025-08-26 | $140898829111.32          | $141398829111.32           | 83.0000%                  | 83.3000%                   |
| 2025-08-27 | $141398086981.46          | $141898086981.46           | 82.9800%                  | 83.2700%                   |
| 2025-08-28 | $144233175584.72          | $144733175584.72           | 83.2500%                  | 83.5400%                   |
| 2025-08-29 | $145961618073.51          | $146326618073.51           | 83.6400%                  | 83.8500%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-08-01 | 0.0000%             |
| 2025-08-04 | 0.0000%             |
| 2025-08-05 | 0.0000%             |
| 2025-08-06 | 0.0000%             |
| 2025-08-07 | 0.0000%             |
| 2025-08-08 | 0.0000%             |
| 2025-08-11 | 0.0000%             |
| 2025-08-12 | 0.0000%             |
| 2025-08-13 | 0.0000%             |
| 2025-08-14 | 0.0000%             |
| 2025-08-15 | 0.0000%             |
| 2025-08-18 | 0.0000%             |
| 2025-08-19 | 0.0000%             |
| 2025-08-20 | 0.0000%             |
| 2025-08-21 | 0.0000%             |
| 2025-08-22 | 0.0000%             |
| 2025-08-25 | 0.0000%             |
| 2025-08-26 | 0.0000%             |
| 2025-08-27 | 0.0000%             |
| 2025-08-28 | 0.0000%             |
| 2025-08-29 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-08-01 | 0.0000                      |
|  |  |
| 2025-08-04 | 0.0000                      |
|  |  |
| 2025-08-05 | 0.0000                      |
|  |  |
| 2025-08-06 | 0.0000                      |
|  |  |
| 2025-08-07 | 0.0000                      |
|  |  |
| 2025-08-08 | 0.0000                      |
|  |  |
| 2025-08-11 | 0.0000                      |
|  |  |
| 2025-08-12 | 0.0000                      |
|  |  |
| 2025-08-13 | 0.0000                      |
|  |  |
| 2025-08-14 | 0.0000                      |
|  |  |
| 2025-08-15 | 0.0000                      |
|  |  |
| 2025-08-18 | 0.0000                      |
|  |  |
| 2025-08-19 | 0.0000                      |
|  |  |
| 2025-08-20 | 0.0000                      |
|  |  |
| 2025-08-21 | 0.0000                      |
|  |  |
| 2025-08-22 | 0.0000                      |
|  |  |
| 2025-08-25 | 0.0000                      |
|  |  |
| 2025-08-26 | 0.0000                      |
|  |  |
| 2025-08-27 | 0.0000                      |
|  |  |
| 2025-08-28 | 0.0000                      |
|  |  |
| 2025-08-29 | 0.0000                      |
|  |  |

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

### Class: Single Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $168537692092.95

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.0000          |
|  |  |
| 2025-08-04 | 0.0000          |
|  |  |
| 2025-08-05 | 0.0000          |
|  |  |
| 2025-08-06 | 0.0000          |
|  |  |
| 2025-08-07 | 0.0000          |
|  |  |
| 2025-08-08 | 0.0000          |
|  |  |
| 2025-08-11 | 0.0000          |
|  |  |
| 2025-08-12 | 0.0000          |
|  |  |
| 2025-08-13 | 0.0000          |
|  |  |
| 2025-08-14 | 0.0000          |
|  |  |
| 2025-08-15 | 0.0000          |
|  |  |
| 2025-08-18 | 0.0000          |
|  |  |
| 2025-08-19 | 0.0000          |
|  |  |
| 2025-08-20 | 0.0000          |
|  |  |
| 2025-08-21 | 0.0000          |
|  |  |
| 2025-08-22 | 0.0000          |
|  |  |
| 2025-08-25 | 0.0000          |
|  |  |
| 2025-08-26 | 0.0000          |
|  |  |
| 2025-08-27 | 0.0000          |
|  |  |
| 2025-08-28 | 0.0000          |
|  |  |
| 2025-08-29 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $0.00                     | $0.00                   |
| 2025-08-04 | $0.00                     | $0.00                   |
| 2025-08-05 | $0.00                     | $0.00                   |
| 2025-08-06 | $0.00                     | $0.00                   |
| 2025-08-07 | $0.00                     | $0.00                   |
| 2025-08-08 | $0.00                     | $0.00                   |
| 2025-08-11 | $0.00                     | $0.00                   |
| 2025-08-12 | $0.00                     | $0.00                   |
| 2025-08-13 | $0.00                     | $0.00                   |
| 2025-08-14 | $0.00                     | $0.00                   |
| 2025-08-15 | $0.00                     | $0.00                   |
| 2025-08-18 | $0.00                     | $0.00                   |
| 2025-08-19 | $0.00                     | $0.00                   |
| 2025-08-20 | $0.00                     | $0.00                   |
| 2025-08-21 | $0.00                     | $0.00                   |
| 2025-08-22 | $0.00                     | $0.00                   |
| 2025-08-25 | $0.00                     | $0.00                   |
| 2025-08-26 | $0.00                     | $0.00                   |
| 2025-08-27 | $0.00                     | $0.00                   |
| 2025-08-28 | $0.00                     | $0.00                   |
| 2025-08-29 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 0.0000%           |
| 2025-08-04 | 0.0000%           |
| 2025-08-05 | 0.0000%           |
| 2025-08-06 | 0.0000%           |
| 2025-08-07 | 0.0000%           |
| 2025-08-08 | 0.0000%           |
| 2025-08-11 | 0.0000%           |
| 2025-08-12 | 0.0000%           |
| 2025-08-13 | 0.0000%           |
| 2025-08-14 | 0.0000%           |
| 2025-08-15 | 0.0000%           |
| 2025-08-18 | 0.0000%           |
| 2025-08-19 | 0.0000%           |
| 2025-08-20 | 0.0000%           |
| 2025-08-21 | 0.0000%           |
| 2025-08-22 | 0.0000%           |
| 2025-08-25 | 0.0000%           |
| 2025-08-26 | 0.0000%           |
| 2025-08-27 | 0.0000%           |
| 2025-08-28 | 0.0000%           |
| 2025-08-29 | 0.0000%           |

**Beneficial/Record Owner Categories**
| Category                      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Registered investment company |  | 99.1500%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: RBC Capital Markets LLC Tri Party Repo

- **C.1 - Title:** RBC Capital Markets LLC Tri Party Repo 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 15499Q009, C.3 - LEI: 549300LCO2FLSSVFFR64, C.5 - Other ID: 15499Q009_4.35_0902
- **C.18 - Value (incl. sponsor support):** $1355000000.00
- **C.18.a - Value (excl. sponsor support):** $1355000000.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2032-10-01      | 3.0000%  | 0.0000% | $1010000.00        | $98006.47          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2028-04-01      | 2.5000%  | 0.0000% | $5690840.00        | $239363.24         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2029-12-01      | 3.5000%  | 0.0000% | $3700000.00        | $209459.66         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2032-03-01      | 3.0000%  | 0.0000% | $5750000.00        | $854818.54         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2032-02-01      | 1.5000%  | 0.0000% | $1100000.00        | $719563.37         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2032-06-01      | 2.0000%  | 0.0000% | $7262358.00        | $5087836.49        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-01-01      | 3.5000%  | 0.0000% | $1143060.00        | $745018.14         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $58919182.00       | $56543972.27       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2034-02-01      | 3.5000%  | 0.0000% | $955000.00         | $499694.98         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2032-12-01      | 2.5000%  | 0.0000% | $700000.00         | $523267.06         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2036-04-01      | 2.5000%  | 0.0000% | $3197197.00        | $2871260.25        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $121863508.00      | $115863273.85      | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-02-01      | 5.0000%  | 0.0000% | $40345788.00       | $39748322.93       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-02-01      | 5.0000%  | 0.0000% | $55120538.00       | $53625600.83       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-02-01      | 5.0000%  | 0.0000% | $55796786.00       | $53280350.54       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2033-03-01      | 2.0000%  | 0.0000% | $24684723.00       | $17491529.57       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2032-06-01      | 3.0000%  | 0.0000% | $8926705.00        | $6045715.32        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2033-07-01      | 3.5000%  | 0.0000% | $13451561.00       | $11209644.00       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2032-01-01      | 1.5000%  | 0.0000% | $27781469.00       | $22702126.09       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 5.0000%  | 0.0000% | $44235404.00       | $41057302.53       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2033-11-01      | 3.0000%  | 0.0000% | $15817989.00       | $14009371.22       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2035-09-01      | 3.5000%  | 0.0000% | $12932811.00       | $11632822.30       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2038-11-01      | 4.5000%  | 0.0000% | $12678300.00       | $11597309.04       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-03-01      | 3.0000%  | 0.0000% | $4500914.00        | $4164959.03        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2032-07-01      | 2.0000%  | 0.0000% | $4847532.00        | $4385249.22        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2032-03-01      | 1.5000%  | 0.0000% | $8505059.00        | $7541479.81        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2050-02-01      | 3.0000%  | 0.0000% | $50441152.00       | $45843065.11       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $13294003.00       | $11211086.29       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-04-01      | 2.5000%  | 0.0000% | $2011838.00        | $458550.48         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-07-01      | 3.0000%  | 0.0000% | $5000000.00        | $982832.94         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-06-01      | 2.5000%  | 0.0000% | $9380000.00        | $1045232.70        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-03-01      | 4.0000%  | 0.0000% | $6500000.00        | $1780562.42        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-05-01      | 3.5000%  | 0.0000% | $750000.00         | $213896.60         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-06-01      | 4.0000%  | 0.0000% | $1723000.00        | $499302.54         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-11-01      | 3.0000%  | 0.0000% | $9380000.00        | $1351733.62        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-12-01      | 3.5000%  | 0.0000% | $285000.00         | $133156.08         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-04-01      | 2.5000%  | 0.0000% | $2000000.00        | $169773.75         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-05-01      | 3.0000%  | 0.0000% | $1800000.00        | $127623.30         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-10-01      | 3.0000%  | 0.0000% | $9220000.00        | $602405.11         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-09-01      | 2.5000%  | 0.0000% | $4250000.00        | $630757.10         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-03-01      | 2.0000%  | 0.0000% | $3000000.00        | $137330.17         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-01-01      | 2.5000%  | 0.0000% | $9749000.00        | $1666781.42        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-01-01      | 2.5000%  | 0.0000% | $2525000.00        | $469193.36         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-01-01      | 2.0000%  | 0.0000% | $7000000.00        | $304302.39         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-02-01      | 2.0000%  | 0.0000% | $2500000.00        | $88021.51          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-02-01      | 2.0000%  | 0.0000% | $3894971.00        | $141877.64         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-09-01      | 4.0000%  | 0.0000% | $2089838.00        | $373062.83         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-05-01      | 4.5000%  | 0.0000% | $4746159.00        | $744485.52         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-09-01      | 3.5000%  | 0.0000% | $5300000.00        | $1202268.31        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-01-01      | 3.5000%  | 0.0000% | $1000000.00        | $152909.98         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-06-01      | 3.0000%  | 0.0000% | $97446283.00       | $67702257.06       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-05-01      | 1.5000%  | 0.0000% | $15691051.00       | $6167183.88        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-05-01      | 1.5000%  | 0.0000% | $14417043.00       | $4630107.50        | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                       | 2028-01-15      | 4.2500%  | 0.0000% | $5000.00           | $5098.12           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-03-31      | 3.8750%  | 0.0000% | $600.00            | $611.20            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2028-08-15      | 3.6250%  | 0.0000% | $3200.00           | $3208.03           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2052-07-01      | 3.0000%  | 0.0000% | $1626543.00        | $1168389.05        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $21597289.00       | $15733417.10       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-06-20      | 6.5000%  | 0.0000% | $100000.00         | $101693.02         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-07-20      | 7.0000%  | 0.0000% | $105000.00         | $108653.87         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-06-20      | 6.5000%  | 0.0000% | $93137.00          | $94281.19          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-04-01      | 5.5000%  | 0.0000% | $1073817.00        | $983110.45         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-04-01      | 5.5000%  | 0.0000% | $1714831.00        | $1721064.80        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-04-01      | 6.0000%  | 0.0000% | $19695123.00       | $20160854.54       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-04-01      | 6.0000%  | 0.0000% | $15903865.00       | $16085824.13       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-04-01      | 6.0000%  | 0.0000% | $17118215.00       | $17404209.24       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-04-01      | 6.0000%  | 0.0000% | $6506156.00        | $6662300.43        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-04-01      | 6.0000%  | 0.0000% | $15681006.00       | $16055012.78       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-04-01      | 6.0000%  | 0.0000% | $17389924.00       | $17843626.88       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-04-01      | 6.0000%  | 0.0000% | $8214844.00        | $8421412.20        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-04-01      | 6.0000%  | 0.0000% | $9877904.00        | $9992228.11        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-04-01      | 6.0000%  | 0.0000% | $8091365.00        | $8288882.10        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-04-01      | 6.0000%  | 0.0000% | $6992562.00        | $7157400.74        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-05-01      | 3.5000%  | 0.0000% | $7135000.00        | $5967048.64        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-06-01      | 4.0000%  | 0.0000% | $10003683.00       | $476695.56         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-07-01      | 2.0000%  | 0.0000% | $4390000.00        | $326521.31         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2026-07-01      | 2.0000%  | 0.0000% | $5792013.00        | $57009.28          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-07-01      | 3.9800%  | 0.0000% | $2585000.00        | $82859.10          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-02-01      | 3.0000%  | 0.0000% | $25000000.00       | $275704.52         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2026-10-01      | 3.0000%  | 0.0000% | $3560786.00        | $19323.57          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2026-12-01      | 2.5000%  | 0.0000% | $19364333.00       | $231360.57         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-06-01      | 2.5000%  | 0.0000% | $17750000.00       | $424672.18         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-07-01      | 2.5000%  | 0.0000% | $31011778.00       | $634036.18         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 3.0000%  | 0.0000% | $26690.00          | $21719.82          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2032-05-01      | 1.5000%  | 0.0000% | $500000.00         | $272590.53         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 3.0000%  | 0.0000% | $8169469.00        | $6219476.15        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2035-05-01      | 3.5000%  | 0.0000% | $9046697.00        | $7921101.34        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2034-01-01      | 4.5000%  | 0.0000% | $2130325.00        | $1797921.41        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2038-06-01      | 3.0000%  | 0.0000% | $5097997.00        | $4382576.20        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2035-10-01      | 3.5000%  | 0.0000% | $40106993.00       | $36114349.66       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-04-01      | 2.5000%  | 0.0000% | $1000000.00        | $478864.79         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1468.71           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-11-01      | 4.0000%  | 0.0000% | $1000000.00        | $460761.10         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 3.0000%  | 0.0000% | $202263.00         | $157286.13         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-01-01      | 3.0000%  | 0.0000% | $2775000.00        | $1397882.63        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $367725.00         | $264683.01         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-11-01      | 3.5000%  | 0.0000% | $2180405.00        | $200696.32         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-12-01      | 3.5000%  | 0.0000% | $817035.00         | $282348.16         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-06-01      | 2.5000%  | 0.0000% | $1000000.00        | $531474.06         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-10-01      | 5.0000%  | 0.0000% | $13020812.00       | $909641.52         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-02-01      | 2.5000%  | 0.0000% | $600737.00         | $299797.37         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-02-01      | 3.0000%  | 0.0000% | $629662.00         | $214328.05         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $344092.00         | $261670.59         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 2.5000%  | 0.0000% | $69408.00          | $51861.98          | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                       | 2025-10-31      | 5.0000%  | 0.0000% | $3000.00           | $3052.95           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-11-15      | 4.6250%  | 0.0000% | $2700.00           | $2761.26           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2028-11-30      | 4.3750%  | 0.0000% | $100.00            | $103.40            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-12-15      | 4.3750%  | 0.0000% | $200.00            | $203.25            | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2026-11-01      | 3.0000%  | 0.0000% | $25000000.00       | $241227.34         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-01-01      | 3.5000%  | 0.0000% | $630000.00         | $5891.58           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-02-01      | 3.0000%  | 0.0000% | $3000000.00        | $36669.83          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-04-01      | 3.5000%  | 0.0000% | $5314065.00        | $36297.55          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-04-01      | 3.2200%  | 0.0000% | $671257.00         | $249838.63         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-03-01      | 3.5000%  | 0.0000% | $2336000.00        | $28729.07          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-02-01      | 2.5000%  | 0.0000% | $1990000.00        | $68652.67          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-03-01      | 2.5000%  | 0.0000% | $12093371.00       | $538624.53         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-03-01      | 3.0000%  | 0.0000% | $15000000.00       | $1480126.78        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-05-01      | 3.5000%  | 0.0000% | $10000000.00       | $198196.68         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-04-01      | 3.5000%  | 0.0000% | $9500000.00        | $87762.14          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-08-01      | 3.5000%  | 0.0000% | $3610000.00        | $475626.62         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-03-01      | 4.0000%  | 0.0000% | $103205701.00      | $11665969.84       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-02-01      | 2.5000%  | 0.0000% | $33917000.00       | $1230880.96        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-10-01      | 2.5000%  | 0.0000% | $7400000.00        | $516757.36         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-08-01      | 3.5000%  | 0.0000% | $614933.00         | $53182.78          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-11-01      | 4.0000%  | 0.0000% | $1175000.00        | $185394.00         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-05-01      | 2.5000%  | 0.0000% | $17942605.00       | $1506489.15        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-05-01      | 2.8030%  | 0.0000% | $2117000.00        | $903080.24         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-02-01      | 3.5000%  | 0.0000% | $1338000.00        | $169996.17         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.0000%  | 0.0000% | $28759108.00       | $26823299.30       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.0000%  | 0.0000% | $27118659.00       | $26756042.02       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2032-07-01      | 3.0000%  | 0.0000% | $1543253.00        | $147249.50         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2032-10-01      | 3.0000%  | 0.0000% | $11394853.00       | $1015306.96        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2032-10-01      | 3.0000%  | 0.0000% | $7670287.00        | $789806.42         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2032-10-01      | 3.0000%  | 0.0000% | $7497692.00        | $670284.12         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2029-01-01      | 2.0000%  | 0.0000% | $12100000.00       | $798269.80         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2028-04-01      | 2.5000%  | 0.0000% | $46900000.00       | $1486846.73        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2031-11-01      | 3.0000%  | 0.0000% | $4100000.00        | $166646.43         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2029-01-01      | 2.5000%  | 0.0000% | $46900000.00       | $2621033.78        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2031-01-01      | 3.5000%  | 0.0000% | $3351616.00        | $290818.91         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2027-05-01      | 3.0000%  | 0.0000% | $4100000.00        | $154134.16         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2028-11-01      | 2.5000%  | 0.0000% | $9433000.00        | $576711.56         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2028-05-01      | 2.5000%  | 0.0000% | $4000000.00        | $313573.68         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2027-09-01      | 3.0000%  | 0.0000% | $1100000.00        | $76280.35          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2033-07-01      | 3.0000%  | 0.0000% | $7075000.00        | $1318236.19        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2028-11-01      | 3.5000%  | 0.0000% | $4100000.00        | $285963.18         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2028-05-01      | 2.0000%  | 0.0000% | $1000000.00        | $54389.20          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2029-08-01      | 3.0000%  | 0.0000% | $2723864.00        | $156220.33         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2029-09-01      | 3.0000%  | 0.0000% | $2350000.00        | $127307.68         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2029-10-01      | 3.0000%  | 0.0000% | $2250000.00        | $134202.85         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2030-11-01      | 3.0000%  | 0.0000% | $1000000.00        | $92401.40          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2030-04-01      | 2.5000%  | 0.0000% | $1200000.00        | $107508.10         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2030-05-01      | 2.5000%  | 0.0000% | $1075000.00        | $98120.99          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2031-01-01      | 3.0000%  | 0.0000% | $2733000.00        | $256201.40         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2033-06-01      | 3.0000%  | 0.0000% | $5000000.00        | $616783.33         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2034-04-01      | 4.0000%  | 0.0000% | $3800000.00        | $363982.45         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2031-02-01      | 4.5000%  | 0.0000% | $3410000.00        | $124249.88         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2032-02-01      | 3.0000%  | 0.0000% | $4000000.00        | $283042.84         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2032-03-01      | 3.0000%  | 0.0000% | $3050000.00        | $241106.73         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2032-08-01      | 3.0000%  | 0.0000% | $30000000.00       | $2758504.72        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2032-10-01      | 3.0000%  | 0.0000% | $10100000.00       | $981162.94         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2032-09-01      | 3.0000%  | 0.0000% | $4000000.00        | $382444.83         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2032-11-01      | 3.0000%  | 0.0000% | $10000000.00       | $1005195.63        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2026-01-01      | 3.5000%  | 0.0000% | $12237000.00       | $22497.30          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2027-05-01      | 3.0000%  | 0.0000% | $9700000.00        | $149790.42         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2027-10-01      | 2.5000%  | 0.0000% | $4950000.00        | $151638.31         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2027-09-01      | 3.0000%  | 0.0000% | $23200000.00       | $518158.12         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2028-03-01      | 2.5000%  | 0.0000% | $23325000.00       | $681632.48         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2028-04-01      | 2.5000%  | 0.0000% | $2000000.00        | $96976.43          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2029-06-01      | 2.5000%  | 0.0000% | $3500000.00        | $171833.35         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2028-12-01      | 3.0000%  | 0.0000% | $4397981.00        | $253640.43         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2027-01-01      | 3.0000%  | 0.0000% | $1274.00           | $13.84             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2032-05-01      | 3.5000%  | 0.0000% | $5056267.00        | $1078487.45        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-08-01      | 3.0000%  | 0.0000% | $25500000.00       | $2035139.47        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-09-01      | 2.5000%  | 0.0000% | $11696569.00       | $287071.98         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-04-01      | 2.5000%  | 0.0000% | $16000000.00       | $782598.82         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-07-01      | 3.5000%  | 0.0000% | $5410825.00        | $673546.20         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-10-01      | 5.0000%  | 0.0000% | $21300000.00       | $297827.80         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-03-01      | 4.0000%  | 0.0000% | $4900000.00        | $189747.37         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-06-01      | 4.0000%  | 0.0000% | $141263417.00      | $5311872.51        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-01-01      | 4.0000%  | 0.0000% | $1950000.00        | $97835.92          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-02-01      | 4.0000%  | 0.0000% | $1775000.00        | $105455.35         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-04-01      | 3.5000%  | 0.0000% | $4500000.00        | $276842.24         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-06-01      | 3.0000%  | 0.0000% | $1400000.00        | $98510.07          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-07-01      | 3.0000%  | 0.0000% | $4775000.00        | $384223.89         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-11-01      | 3.0000%  | 0.0000% | $2464000.00        | $237024.85         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-01-01      | 2.5000%  | 0.0000% | $2000000.00        | $221157.50         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-12-01      | 2.5000%  | 0.0000% | $3000000.00        | $280119.43         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-05-01      | 3.0000%  | 0.0000% | $3235842.00        | $366300.36         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-06-01      | 2.5000%  | 0.0000% | $24298651.00       | $3094065.13        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-05-01      | 2.5000%  | 0.0000% | $6000000.00        | $652528.17         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-04-01      | 2.5000%  | 0.0000% | $9783322.00        | $481100.33         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-05-01      | 2.5000%  | 0.0000% | $14152508.00       | $603362.66         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-07-01      | 3.0000%  | 0.0000% | $2200000.00        | $258703.37         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2026-06-01      | 2.5000%  | 0.0000% | $3000000.00        | $34690.95          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-02-01      | 3.5000%  | 0.0000% | $3476733.00        | $206924.91         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-06-01      | 4.0000%  | 0.0000% | $8877000.00        | $932235.44         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-09-01      | 4.0000%  | 0.0000% | $9154311.00        | $1081855.61        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-10-01      | 4.0000%  | 0.0000% | $2857061.00        | $269068.03         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-11-01      | 4.0000%  | 0.0000% | $5652350.00        | $540241.88         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2026-02-01      | 2.5000%  | 0.0000% | $4000000.00        | $17215.76          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-08-01      | 3.0000%  | 0.0000% | $1525000.00        | $66641.93          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2026-08-01      | 2.5000%  | 0.0000% | $2000000.00        | $35636.43          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2026-09-01      | 2.0000%  | 0.0000% | $13093313.00       | $382337.79         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2026-10-01      | 2.5000%  | 0.0000% | $4904962.00        | $111424.80         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-10-01      | 2.5000%  | 0.0000% | $10000000.00       | $1294061.73        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2026-11-01      | 2.5000%  | 0.0000% | $4500000.00        | $120286.70         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-11-01      | 2.0000%  | 0.0000% | $5000000.00        | $847555.67         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2026-12-01      | 2.0000%  | 0.0000% | $2500000.00        | $78214.39          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2026-12-01      | 2.5000%  | 0.0000% | $3000000.00        | $80139.58          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2026-12-01      | 3.0000%  | 0.0000% | $3000000.00        | $83031.86          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-01-01      | 2.0000%  | 0.0000% | $14376982.00       | $601589.11         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-01-01      | 2.5000%  | 0.0000% | $4000000.00        | $616180.08         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-02-01      | 2.5000%  | 0.0000% | $2000000.00        | $334710.93         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-03-01      | 3.0000%  | 0.0000% | $4000000.00        | $130810.60         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-04-01      | 3.0000%  | 0.0000% | $1600000.00        | $53765.11          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-08-01      | 3.0000%  | 0.0000% | $2450000.00        | $99429.42          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-09-01      | 3.0000%  | 0.0000% | $6207027.00        | $286707.58         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-10-01      | 2.0000%  | 0.0000% | $1505655.00        | $53136.02          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-04-01      | 3.0000%  | 0.0000% | $10301395.00       | $676052.84         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-04-01      | 3.5000%  | 0.0000% | $3100000.00        | $191896.19         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-06-01      | 3.5000%  | 0.0000% | $3500000.00        | $217680.60         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-07-01      | 3.5000%  | 0.0000% | $1598109.00        | $97809.60          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-09-01      | 3.5000%  | 0.0000% | $1500000.00        | $78902.98          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-08-01      | 3.5000%  | 0.0000% | $1000000.00        | $68744.14          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-07-01      | 3.0000%  | 0.0000% | $1800000.00        | $183075.76         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-06-01      | 3.0000%  | 0.0000% | $3000000.00        | $300018.91         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-09-01      | 3.0000%  | 0.0000% | $1425000.00        | $161207.14         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-11-01      | 2.5000%  | 0.0000% | $1285100.00        | $164381.49         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-04-01      | 2.0000%  | 0.0000% | $5000000.00        | $777794.17         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-08-01      | 2.0000%  | 0.0000% | $1000000.00        | $236968.28         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-09-01      | 2.0000%  | 0.0000% | $1000000.00        | $236412.09         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-11-01      | 2.0000%  | 0.0000% | $1075000.00        | $319349.65         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-10-01      | 2.5000%  | 0.0000% | $500000.00         | $140528.52         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-12-01      | 2.0000%  | 0.0000% | $1000000.00        | $313727.23         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-01-01      | 1.5000%  | 0.0000% | $5000000.00        | $1629615.75        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-10-20      | 5.0000%  | 0.0000% | $80000.00          | $10428.37          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-06-20      | 5.5000%  | 0.0000% | $20000.00          | $2144.94           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-08-20      | 5.5000%  | 0.0000% | $30000.00          | $9840.03           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-02-01      | 2.5000%  | 0.0000% | $5000000.00        | $713845.87         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-09-01      | 2.7920%  | 0.0000% | $3735000.00        | $2256455.65        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-12-01      | 3.5000%  | 0.0000% | $9065000.00        | $683417.11         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-07-01      | 2.5000%  | 0.0000% | $16100000.00       | $883228.18         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-08-01      | 3.5000%  | 0.0000% | $1150000.00        | $109143.19         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-10-01      | 2.5000%  | 0.0000% | $20500000.00       | $1361000.16        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-02-01      | 4.0000%  | 0.0000% | $10049000.00       | $1560732.79        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-03-01      | 3.1900%  | 0.0000% | $7448340.00        | $2829027.14        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-05-01      | 3.0500%  | 0.0000% | $946226.00         | $677174.53         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2026-11-01      | 3.4000%  | 0.0000% | $1372000.00        | $1092936.40        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2026-08-01      | 3.5700%  | 0.0000% | $850000.00         | $612482.29         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-02-01      | 2.8900%  | 0.0000% | $1045000.00        | $884408.60         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2026-11-01      | 3.1200%  | 0.0000% | $2000000.00        | $1691512.07        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-02-01      | 3.3400%  | 0.0000% | $25500000.00       | $25265088.34       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2025-09-25      | 2.9000%  | 0.0000% | $3000000.00        | $2997976.67        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-05-01      | 2.7100%  | 0.0000% | $7420000.00        | $5723774.68        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2026-01-01      | 3.1700%  | 0.0000% | $1775690.00        | $1484379.13        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-10-01      | 3.2000%  | 0.0000% | $1000000.00        | $809316.86         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-03-01      | 3.1000%  | 0.0000% | $2000000.00        | $1741776.26        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-06-01      | 2.6800%  | 0.0000% | $2500000.00        | $2419433.61        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2026-07-01      | 2.7000%  | 0.0000% | $1276000.00        | $1120712.44        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-07-01      | 2.8000%  | 0.0000% | $23000000.00       | $19815143.92       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2026-08-01      | 2.3400%  | 0.0000% | $2000000.00        | $1966700.00        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2026-09-01      | 2.5900%  | 0.0000% | $500000.00         | $492160.72         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2026-11-01      | 2.3550%  | 0.0000% | $43148000.00       | $42312165.72       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-02-01      | 2.9900%  | 0.0000% | $173664.00         | $168361.27         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2026-11-01      | 2.5100%  | 0.0000% | $10000000.00       | $8304920.10        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2026-12-01      | 2.9600%  | 0.0000% | $1448023.00        | $1336513.68        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-03-01      | 3.1500%  | 0.0000% | $2500000.00        | $2183885.20        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-06-01      | 2.8500%  | 0.0000% | $2185000.00        | $1799243.56        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-06-01      | 4.8850%  | 0.0000% | $3000000.00        | $3001648.33        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-10-01      | 2.8300%  | 0.0000% | $6350000.00        | $5926304.85        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-11-01      | 2.8600%  | 0.0000% | $2000000.00        | $1861459.59        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-11-01      | 3.0600%  | 0.0000% | $2000000.00        | $1969830.00        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-11-01      | 4.8100%  | 0.0000% | $1300000.00        | $1297301.34        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-12-01      | 2.8800%  | 0.0000% | $2000000.00        | $1899250.26        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-05-01      | 3.5800%  | 0.0000% | $2500000.00        | $2152077.45        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-03-01      | 4.7550%  | 0.0000% | $10000000.00       | $9722971.87        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-10-01      | 2.5000%  | 0.0000% | $2810000.00        | $79367.06          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-12-01      | 3.0000%  | 0.0000% | $3431410.00        | $238910.52         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-11-01      | 3.0000%  | 0.0000% | $4619073.00        | $302792.63         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-12-01      | 3.0000%  | 0.0000% | $1764419.00        | $214880.59         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-12-01      | 3.0000%  | 0.0000% | $2118325.00        | $247572.85         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-01-01      | 3.0000%  | 0.0000% | $4086599.00        | $343037.41         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-01-01      | 3.0000%  | 0.0000% | $5274068.00        | $483022.72         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-01-01      | 2.0000%  | 0.0000% | $3896751.00        | $143014.46         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-04-01      | 3.0000%  | 0.0000% | $6504540.00        | $760548.25         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-08-01      | 2.5000%  | 0.0000% | $5200000.00        | $254842.64         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-10-01      | 3.5000%  | 0.0000% | $3299526.00        | $252275.57         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-10-01      | 3.5000%  | 0.0000% | $2500000.00        | $149972.51         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-02-01      | 2.5000%  | 0.0000% | $2400000.00        | $198141.23         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-12-01      | 4.0000%  | 0.0000% | $7003186.00        | $976767.11         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-12-01      | 4.0000%  | 0.0000% | $7506726.00        | $1380564.39        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2033-04-01      | 3.0000%  | 0.0000% | $1500000.00        | $860454.53         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2032-09-01      | 3.0000%  | 0.0000% | $2064706.00        | $52167.17          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2033-02-01      | 3.0000%  | 0.0000% | $10000000.00       | $1096560.68        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2030-01-01      | 3.0000%  | 0.0000% | $4200000.00        | $342868.26         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2034-01-01      | 4.0000%  | 0.0000% | $5000000.00        | $551714.56         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2035-05-01      | 3.0000%  | 0.0000% | $21000000.00       | $2188147.12        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2035-02-01      | 3.0000%  | 0.0000% | $9908824.00        | $994163.32         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-04-01      | 2.5000%  | 0.0000% | $1300000.00        | $51463.52          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-04-01      | 2.5000%  | 0.0000% | $2150000.00        | $93285.96          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-04-01      | 1.5000%  | 0.0000% | $5453030.00        | $155911.82         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-05-01      | 2.0000%  | 0.0000% | $6596774.00        | $221107.41         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-08-01      | 3.5000%  | 0.0000% | $2703321.00        | $484055.92         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-02-01      | 1.5000%  | 0.0000% | $1250000.00        | $448859.41         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-04-01      | 2.0000%  | 0.0000% | $1000000.00        | $357206.64         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-02-01      | 1.5000%  | 0.0000% | $1000000.00        | $500598.05         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-12-01      | 1.5000%  | 0.0000% | $1250000.00        | $596655.37         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-04-01      | 6.0000%  | 0.0000% | $5716231.00        | $5298641.02        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-04-01      | 6.0000%  | 0.0000% | $6424978.00        | $6540150.91        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-04-01      | 6.0000%  | 0.0000% | $3305099.00        | $3375708.35        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-04-01      | 6.0000%  | 0.0000% | $6590359.00        | $6759558.28        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-05-01      | 5.5000%  | 0.0000% | $1910207.00        | $1928447.93        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-05-01      | 5.5000%  | 0.0000% | $1893599.00        | $1906153.21        | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                       | 2027-06-15      | 4.6250%  | 0.0000% | $4000.00           | $4103.06           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2029-07-31      | 4.0000%  | 0.0000% | $300.00            | $304.82            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2029-10-31      | 4.1250%  | 0.0000% | $4000.00           | $4125.74           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2034-11-01      | 3.0000%  | 0.0000% | $3150000.00        | $1606090.03        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 3.0000%  | 0.0000% | $63591474.00       | $48398056.09       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-10-01      | 3.5000%  | 0.0000% | $11241261.00       | $8279984.64        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-02-01      | 2.5000%  | 0.0000% | $800000.00         | $580793.48         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $52536598.00       | $49257752.58       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-06-20      | 5.5000%  | 0.0000% | $15000.00          | $9592.40           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-08-20      | 7.0000%  | 0.0000% | $57000.00          | $32864.09          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-10-20      | 6.0000%  | 0.0000% | $11000.00          | $5724.08           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-03-20      | 5.0000%  | 0.0000% | $6000.00           | $5421.04           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-04-20      | 5.5000%  | 0.0000% | $15000.00          | $11407.91          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-09-20      | 5.0000%  | 0.0000% | $6000.00           | $4791.29           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2033-11-20      | 5.5000%  | 0.0000% | $50000.00          | $14117.59          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-09-20      | 7.0000%  | 0.0000% | $233000.00         | $144765.04         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2031-07-01      | 3.0000%  | 0.0000% | $4000000.00        | $1972085.82        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-08-01      | 3.5000%  | 0.0000% | $506850.00         | $35680.77          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-05-01      | 3.5000%  | 0.0000% | $3201974.00        | $143082.79         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-05-01      | 3.0000%  | 0.0000% | $2100000.00        | $105380.73         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2025-11-01      | 2.0000%  | 0.0000% | $4000000.00        | $7103.68           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-01-01      | 2.0000%  | 0.0000% | $3000000.00        | $365956.40         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-11-01      | 3.5000%  | 0.0000% | $10735024.00       | $1024245.84        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-07-01      | 2.0000%  | 0.0000% | $3300000.00        | $474914.96         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-09-01      | 2.5000%  | 0.0000% | $895000.00         | $126471.33         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-03-01      | 2.0000%  | 0.0000% | $1000000.00        | $201683.78         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-05-01      | 3.5000%  | 0.0000% | $2750000.00        | $603219.41         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-07-01      | 3.5000%  | 0.0000% | $523000.00         | $59277.55          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2030-09-01      | 1.5000%  | 0.0000% | $2000000.00        | $557932.14         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2030-10-01      | 1.5000%  | 0.0000% | $1000000.00        | $302177.29         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2030-12-01      | 2.0000%  | 0.0000% | $1000000.00        | $326328.07         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2030-11-01      | 1.5000%  | 0.0000% | $810000.00         | $248253.05         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2030-07-01      | 2.0000%  | 0.0000% | $1625443.00        | $392639.93         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2030-08-01      | 2.0000%  | 0.0000% | $1000000.00        | $240897.21         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2030-09-01      | 2.0000%  | 0.0000% | $1000000.00        | $254389.43         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2031-10-01      | 1.5000%  | 0.0000% | $1720000.00        | $795079.99         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2031-11-01      | 1.5000%  | 0.0000% | $2000000.00        | $924765.24         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2030-11-01      | 2.0000%  | 0.0000% | $1000000.00        | $308930.55         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2031-01-01      | 1.5000%  | 0.0000% | $6635000.00        | $2313243.39        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2031-03-01      | 1.5000%  | 0.0000% | $1250000.00        | $465323.94         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2031-04-01      | 1.5000%  | 0.0000% | $1000000.00        | $376459.03         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2031-04-01      | 2.0000%  | 0.0000% | $1000000.00        | $366273.43         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2031-05-01      | 1.5000%  | 0.0000% | $3500000.00        | $1387870.72        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2031-08-01      | 1.5000%  | 0.0000% | $3500000.00        | $1520599.33        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2031-09-01      | 1.5000%  | 0.0000% | $1089477.00        | $484560.84         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2032-03-01      | 2.5000%  | 0.0000% | $1000000.00        | $488822.74         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-04-01      | 6.0000%  | 0.0000% | $12902704.00       | $13090646.35       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-04-01      | 6.0000%  | 0.0000% | $13167094.00       | $13497106.86       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-04-01      | 6.0000%  | 0.0000% | $20183494.00       | $20671120.83       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-04-01      | 6.0000%  | 0.0000% | $17063817.00       | $17290873.96       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL                      | 2055-05-01      | 6.0000%  | 0.0000% | $7774259.00        | $7871897.25        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-09-01      | 2.5000%  | 0.0000% | $14835967.00       | $3502966.59        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-07-01      | 3.5000%  | 0.0000% | $1031072.00        | $37208.40          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-11-20      | 5.0000%  | 0.0000% | $30000.00          | $28334.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-05-20      | 5.5000%  | 0.0000% | $50000.00          | $50333.70          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-08-20      | 5.0000%  | 0.0000% | $294000.00         | $290791.55         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-07-20      | 7.0000%  | 0.0000% | $460000.00         | $478760.84         | Agency Mortgage-Backed Securities  |

### Security 2: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.540000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AQEQ2, C.4 - ISIN: US3130AQEQ27, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $47080668.92
- **C.18.a - Value (excl. sponsor support):** $47080668.92
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYT30, C.4 - ISIN: US3130AYT304, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $120579075.29
- **C.18.a - Value (excl. sponsor support):** $120579075.29
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYVT0, C.4 - ISIN: US3130AYVT07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $384954238.39
- **C.18.a - Value (excl. sponsor support):** $384954238.39
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1XA0, C.4 - ISIN: US3130B1XA05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $10005.57
- **C.18.a - Value (excl. sponsor support):** $10005.57
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1XV4, C.4 - ISIN: US3130B1XV42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100056.79
- **C.18.a - Value (excl. sponsor support):** $100056.79
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2SE6, C.4 - ISIN: US3130B2SE64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $185160343.20
- **C.18.a - Value (excl. sponsor support):** $185160343.20
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3EC3, C.4 - ISIN: US3130B3EC38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $473650723.00
- **C.18.a - Value (excl. sponsor support):** $473650723.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.435000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3Q30, C.4 - ISIN: US3130B3Q302, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $189789978.50
- **C.18.a - Value (excl. sponsor support):** $189789978.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.520000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3RU9, C.4 - ISIN: US3130B3RU98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $750215610.00
- **C.18.a - Value (excl. sponsor support):** $750215610.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4L74, C.4 - ISIN: US3130B4L749, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $192648770.17
- **C.18.a - Value (excl. sponsor support):** $192648770.17
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2027-01-19
- **C.13 - Final Legal Maturity Date:** 2027-01-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4Q20, C.4 - ISIN: US3130B4Q201, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $163741512.68
- **C.18.a - Value (excl. sponsor support):** $163741512.68
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5AF5, C.4 - ISIN: US3130B5AF52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $53407399.10
- **C.18.a - Value (excl. sponsor support):** $53407399.10
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5JE9, C.4 - ISIN: US3130B5JE96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $143020737.86
- **C.18.a - Value (excl. sponsor support):** $143020737.86
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.268100%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6FG6, C.4 - ISIN: US3130B6FG63, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $970733964.79
- **C.18.a - Value (excl. sponsor support):** $970733964.79
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7H23, C.4 - ISIN: US3130B7H237, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145926186.13
- **C.18.a - Value (excl. sponsor support):** $145926186.13
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2027-08-18
- **C.13 - Final Legal Maturity Date:** 2027-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7LP7, C.4 - ISIN: US3130B7LP71, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $449674497.51
- **C.18.a - Value (excl. sponsor support):** $449674497.51
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.060000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313NQ7, C.4 - ISIN: US313313NQ79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24823472.25
- **C.18.a - Value (excl. sponsor support):** $24823472.25
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313PT9, C.4 - ISIN: US313313PT90, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $39600983.20
- **C.18.a - Value (excl. sponsor support):** $39600983.20
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-26
- **C.12 - Maturity Date (WAL):** 2025-11-26
- **C.13 - Final Legal Maturity Date:** 2025-11-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.940000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313TP3, C.4 - ISIN: US313313TP33, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $95301400.18
- **C.18.a - Value (excl. sponsor support):** $95301400.18
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.110000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PN0, C.4 - ISIN: US313385PN08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $443782080.00
- **C.18.a - Value (excl. sponsor support):** $443782080.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-21
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.163000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PT7, C.4 - ISIN: US313385PT77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $44947115.93
- **C.18.a - Value (excl. sponsor support):** $44947115.93
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-26
- **C.12 - Maturity Date (WAL):** 2025-11-26
- **C.13 - Final Legal Maturity Date:** 2025-11-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.110000%
- **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):** $620703843.38
- **C.18.a - Value (excl. sponsor support):** $620703843.38
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.030000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RG3, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $443112015.75
- **C.18.a - Value (excl. sponsor support):** $443112015.75
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.960000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TG1, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $663895143.50
- **C.18.a - Value (excl. sponsor support):** $663895143.50
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.955000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TH9, C.4 - ISIN: US313385TH93, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $442482675.58
- **C.18.a - Value (excl. sponsor support):** $442482675.58
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.940000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TM8, C.4 - ISIN: US313385TM88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $440915040.83
- **C.18.a - Value (excl. sponsor support):** $440915040.83
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.930000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TX4, C.4 - ISIN: US313385TX44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $238316240.00
- **C.18.a - Value (excl. sponsor support):** $238316240.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EN2Z2, C.4 - ISIN: US3133EN2Z20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $14111579.91
- **C.18.a - Value (excl. sponsor support):** $14111579.91
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP3F0, C.4 - ISIN: US3133EP3F02, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $65037397.75
- **C.18.a - Value (excl. sponsor support):** $65037397.75
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP3T0, C.4 - ISIN: US3133EP3T06, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $418134496.76
- **C.18.a - Value (excl. sponsor support):** $418134496.76
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP4H5, C.4 - ISIN: US3133EP4H58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $259301532.46
- **C.18.a - Value (excl. sponsor support):** $259301532.46
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.333000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP4V4, C.4 - ISIN: US3133EP4V43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $250154410.00
- **C.18.a - Value (excl. sponsor support):** $250154410.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.445000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP5N1, C.4 - ISIN: US3133EP5N18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $450639211.94
- **C.18.a - Value (excl. sponsor support):** $450639211.94
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6U4, C.4 - ISIN: US3133EP6U42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $613827547.65
- **C.18.a - Value (excl. sponsor support):** $613827547.65
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.540000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP7F6, C.4 - ISIN: US3133EP7F65, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $46664919.86
- **C.18.a - Value (excl. sponsor support):** $46664919.86
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2027-03-29
- **C.13 - Final Legal Maturity Date:** 2027-03-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.610000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPN76, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $28575729.06
- **C.18.a - Value (excl. sponsor support):** $28575729.06
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.263000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2A8, C.4 - ISIN: US3133ER2A87, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99997093.00
- **C.18.a - Value (excl. sponsor support):** $99997093.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2027-01-27
- **C.13 - Final Legal Maturity Date:** 2027-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $106163272.74
- **C.18.a - Value (excl. sponsor support):** $106163272.74
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.415000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3Y5, C.4 - ISIN: US3133ER3Y54, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $133198961.04
- **C.18.a - Value (excl. sponsor support):** $133198961.04
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-11-16
- **C.13 - Final Legal Maturity Date:** 2026-11-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.435000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3Z2, C.4 - ISIN: US3133ER3Z20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $225298321.52
- **C.18.a - Value (excl. sponsor support):** $225298321.52
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6F3, C.4 - ISIN: US3133ER6F39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $119084170.42
- **C.18.a - Value (excl. sponsor support):** $119084170.42
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.445000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERB59, C.4 - ISIN: US3133ERB591, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $33218520.95
- **C.18.a - Value (excl. sponsor support):** $33218520.95
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD32, C.4 - ISIN: US3133ERD324, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $243917112.33
- **C.18.a - Value (excl. sponsor support):** $243917112.33
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.535000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDR9, C.4 - ISIN: US3133ERDR94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $56483644.02
- **C.18.a - Value (excl. sponsor support):** $56483644.02
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2027-05-03
- **C.13 - Final Legal Maturity Date:** 2027-05-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERE64, C.4 - ISIN: US3133ERE645, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $57328740.61
- **C.18.a - Value (excl. sponsor support):** $57328740.61
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.510000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERF97, C.4 - ISIN: US3133ERF972, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $189890456.90
- **C.18.a - Value (excl. sponsor support):** $189890456.90
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $62256963.38
- **C.18.a - Value (excl. sponsor support):** $62256963.38
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH38, C.4 - ISIN: US3133ERH382, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $66442085.65
- **C.18.a - Value (excl. sponsor support):** $66442085.65
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47427374.45
- **C.18.a - Value (excl. sponsor support):** $47427374.45
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERL66, C.4 - ISIN: US3133ERL665, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $247567185.50
- **C.18.a - Value (excl. sponsor support):** $247567185.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLB5, C.4 - ISIN: US3133ERLB50, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $270886699.33
- **C.18.a - Value (excl. sponsor support):** $270886699.33
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPE5, C.4 - ISIN: US3133ERPE53, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30018997.20
- **C.18.a - Value (excl. sponsor support):** $30018997.20
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ95, C.4 - ISIN: US3133ERQ953, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $175110230.75
- **C.18.a - Value (excl. sponsor support):** $175110230.75
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR86, C.4 - ISIN: US3133ERR860, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50028165.50
- **C.18.a - Value (excl. sponsor support):** $50028165.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR94, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $339964171.19
- **C.18.a - Value (excl. sponsor support):** $339964171.19
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRZ6, C.4 - ISIN: US3133ERRZ64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $129428596.47
- **C.18.a - Value (excl. sponsor support):** $129428596.47
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERT68, C.4 - ISIN: US3133ERT684, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70056795.20
- **C.18.a - Value (excl. sponsor support):** $70056795.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2027-01-14
- **C.13 - Final Legal Maturity Date:** 2027-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.425000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERT76, C.4 - ISIN: US3133ERT767, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $301322416.72
- **C.18.a - Value (excl. sponsor support):** $301322416.72
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.263000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERU82, C.4 - ISIN: US3133ERU823, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99996978.00
- **C.18.a - Value (excl. sponsor support):** $99996978.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWF4, C.4 - ISIN: US3133ERWF46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $591092359.60
- **C.18.a - Value (excl. sponsor support):** $591092359.60
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWN7, C.4 - ISIN: US3133ERWN79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $28563181.54
- **C.18.a - Value (excl. sponsor support):** $28563181.54
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWZ0, C.4 - ISIN: US3133ERWZ00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $95054661.10
- **C.18.a - Value (excl. sponsor support):** $95054661.10
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.263000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERX63, C.4 - ISIN: US3133ERX637, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $250118075.00
- **C.18.a - Value (excl. sponsor support):** $250118075.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXK2, C.4 - ISIN: US3133ERXK22, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $94742329.01
- **C.18.a - Value (excl. sponsor support):** $94742329.01
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXV8, C.4 - ISIN: US3133ERXV86, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $247099939.62
- **C.18.a - Value (excl. sponsor support):** $247099939.62
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYD7, C.4 - ISIN: US3133ERYD79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $94956675.23
- **C.18.a - Value (excl. sponsor support):** $94956675.23
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYG0, C.4 - ISIN: US3133ERYG01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100082779.00
- **C.18.a - Value (excl. sponsor support):** $100082779.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYK1, C.4 - ISIN: US3133ERYK13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $405310740.30
- **C.18.a - Value (excl. sponsor support):** $405310740.30
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYR6, C.4 - ISIN: US3133ERYR65, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $156237850.38
- **C.18.a - Value (excl. sponsor support):** $156237850.38
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYS4, C.4 - ISIN: US3133ERYS49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $33124195.77
- **C.18.a - Value (excl. sponsor support):** $33124195.77
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAB3, C.4 - ISIN: US3133ETAB36, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $85563376.90
- **C.18.a - Value (excl. sponsor support):** $85563376.90
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBP1, C.4 - ISIN: US3133ETBP13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $287678874.02
- **C.18.a - Value (excl. sponsor support):** $287678874.02
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2027-04-01
- **C.13 - Final Legal Maturity Date:** 2027-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMJ3, C.4 - ISIN: US3133ETMJ34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $76091931.12
- **C.18.a - Value (excl. sponsor support):** $76091931.12
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTA5, C.4 - ISIN: US3133ETTA51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $119498324.61
- **C.18.a - Value (excl. sponsor support):** $119498324.61
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTP2, C.4 - ISIN: US3133ETTP21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $198397531.90
- **C.18.a - Value (excl. sponsor support):** $198397531.90
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2027-08-18
- **C.13 - Final Legal Maturity Date:** 2027-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HABP7, C.4 - ISIN: US3134HABP77, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $26108408.90
- **C.18.a - Value (excl. sponsor support):** $26108408.90
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJM6, C.4 - ISIN: US3134HAJM64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $591612537.53
- **C.18.a - Value (excl. sponsor support):** $591612537.53
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJN4, C.4 - ISIN: US3134HAJN48, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $599804215.06
- **C.18.a - Value (excl. sponsor support):** $599804215.06
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.480000%
- **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):** $578505380.08
- **C.18.a - Value (excl. sponsor support):** $578505380.08
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAPV9, C.4 - ISIN: US3134HAPV99, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $706040456.68
- **C.18.a - Value (excl. sponsor support):** $706040456.68
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.480000%
- **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):** $416607816.38
- **C.18.a - Value (excl. sponsor support):** $416607816.38
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6, C.4 - ISIN: US3134HAVY64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $177511705.23
- **C.18.a - Value (excl. sponsor support):** $177511705.23
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBF55, C.4 - ISIN: US3134HBF555, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $95598659.69
- **C.18.a - Value (excl. sponsor support):** $95598659.69
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBK59, C.4 - ISIN: US3134HBK597, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $143199389.97
- **C.18.a - Value (excl. sponsor support):** $143199389.97
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.460000%
- **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):** $537054675.41
- **C.18.a - Value (excl. sponsor support):** $537054675.41
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.475000%
- **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):** $589666175.04
- **C.18.a - Value (excl. sponsor support):** $589666175.04
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3, C.4 - ISIN: US3135G07K39, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $531218514.57
- **C.18.a - Value (excl. sponsor support):** $531218514.57
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.480000%
- **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):** $91774055.09
- **C.18.a - Value (excl. sponsor support):** $91774055.09
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.480000%
- **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):** $714159196.45
- **C.18.a - Value (excl. sponsor support):** $714159196.45
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.480000%
- **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):** $126229125.14
- **C.18.a - Value (excl. sponsor support):** $126229125.14
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: ING Financial Markets LLC Tri Party Repo

- **C.1 - Title:** ING Financial Markets LLC Tri Party Repo 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 46599J009, C.3 - LEI: N/A, C.5 - Other ID: 46599J009_4.34_0902
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2046-08-01      | 3.5000%  | 0.0000% | $56000000.00       | $14671208.68       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.5000%  | 0.0000% | $31856471.00       | $14817776.19       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.0000%  | 0.0000% | $20000000.00       | $16754639.74       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.0000%  | 0.0000% | $17441868.00       | $15275218.19       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.0000%  | 0.0000% | $16864000.00       | $16217598.36       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 4.5000%  | 0.0000% | $19673036.00       | $14785647.01       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-11-01      | 4.0000%  | 0.0000% | $20563373.00       | $14538015.77       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 4.0000%  | 0.0000% | $22143286.00       | $14702198.28       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 6.0000%  | 0.0000% | $20548841.00       | $15869366.46       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.0000%  | 0.0000% | $14725028.00       | $12457936.06       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.0000%  | 0.0000% | $25253560.00       | $16331855.20       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.0000%  | 0.0000% | $15218000.00       | $13052725.13       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.5000%  | 0.0000% | $15900000.00       | $13462659.26       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 5.5000%  | 0.0000% | $16625052.00       | $14559787.07       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-06-01      | 3.5000%  | 0.0000% | $99909219.00       | $13253523.31       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 4.0000%  | 0.0000% | $65000000.00       | $16293061.37       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-10-15      | 4.0000%  | 0.0000% | $16432224.00       | $13291898.39       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.5000%  | 0.0000% | $67780402.00       | $14888295.22       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 4.0000%  | 0.0000% | $58000000.00       | $13566444.97       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 3.0000%  | 0.0000% | $22417952.00       | $15236457.36       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.0000%  | 0.0000% | $14180000.00       | $12478716.85       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.0000%  | 0.0000% | $18569000.00       | $14383118.70       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $6600295.00        | $4983790.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $20000000.00       | $15773236.42       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $26818118.00       | $15354826.23       | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** U.S. Treasury Bill 4.135000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MH7, C.4 - ISIN: US912797MH75, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1979144237.36
- **C.18.a - Value (excl. sponsor support):** $1979144237.36
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.795000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $798113265.34
- **C.18.a - Value (excl. sponsor support):** $798113265.34
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.060000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1798614485.76
- **C.18.a - Value (excl. sponsor support):** $1798614485.76
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.152500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2796344033.41
- **C.18.a - Value (excl. sponsor support):** $2796344033.41
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.105000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1847689623.34
- **C.18.a - Value (excl. sponsor support):** $1847689623.34
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.117500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1369277573.49
- **C.18.a - Value (excl. sponsor support):** $1369277573.49
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.945000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2393111391.58
- **C.18.a - Value (excl. sponsor support):** $2393111391.58
- **C.19 - Percentage of Net Assets:** 1.4200%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PW1, C.4 - ISIN: US912797PW16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $84899946.30
- **C.18.a - Value (excl. sponsor support):** $84899946.30
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-09-11
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PX9, C.4 - ISIN: US912797PX98, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2585341571.22
- **C.18.a - Value (excl. sponsor support):** $2585341571.22
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.096000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PY7, C.4 - ISIN: US912797PY71, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1902370480.47
- **C.18.a - Value (excl. sponsor support):** $1902370480.47
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QE0, C.4 - ISIN: US912797QE09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1187448112.44
- **C.18.a - Value (excl. sponsor support):** $1187448112.44
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.190000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QM2, C.4 - ISIN: US912797QM25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2130920000.00
- **C.18.a - Value (excl. sponsor support):** $2130920000.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 0.0100%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.085000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QP5, C.4 - ISIN: US912797QP55, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4886542924.71
- **C.18.a - Value (excl. sponsor support):** $4886542924.71
- **C.19 - Percentage of Net Assets:** 2.9000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.105000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QQ3, C.4 - ISIN: US912797QQ39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3084545758.43
- **C.18.a - Value (excl. sponsor support):** $3084545758.43
- **C.19 - Percentage of Net Assets:** 1.8300%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-13
- **C.12 - Maturity Date (WAL):** 2025-11-13
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QR1, C.4 - ISIN: US912797QR12, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1467446775.80
- **C.18.a - Value (excl. sponsor support):** $1467446775.80
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.152500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3103041484.98
- **C.18.a - Value (excl. sponsor support):** $3103041484.98
- **C.19 - Percentage of Net Assets:** 1.8400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.247500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QU4, C.4 - ISIN: US912797QU41, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1866868075.07
- **C.18.a - Value (excl. sponsor support):** $1866868075.07
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.237500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QW0, C.4 - ISIN: US912797QW07, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1694596467.65
- **C.18.a - Value (excl. sponsor support):** $1694596467.65
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2532941561.36
- **C.18.a - Value (excl. sponsor support):** $2532941561.36
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.155000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QZ3, C.4 - ISIN: US912797QZ38, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2890494617.31
- **C.18.a - Value (excl. sponsor support):** $2890494617.31
- **C.19 - Percentage of Net Assets:** 1.7200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.095000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5464093195.22
- **C.18.a - Value (excl. sponsor support):** $5464093195.22
- **C.19 - Percentage of Net Assets:** 3.2400%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.230000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RB5, C.4 - ISIN: US912797RB50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99591667.00
- **C.18.a - Value (excl. sponsor support):** $99591667.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.220000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RC3, C.4 - ISIN: US912797RC34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2239086770.32
- **C.18.a - Value (excl. sponsor support):** $2239086770.32
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.235000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RD1, C.4 - ISIN: US912797RD17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $906944801.68
- **C.18.a - Value (excl. sponsor support):** $906944801.68
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-21
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.207500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RE9, C.4 - ISIN: US912797RE99, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2599639804.40
- **C.18.a - Value (excl. sponsor support):** $2599639804.40
- **C.19 - Percentage of Net Assets:** 1.5400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1971899730.66
- **C.18.a - Value (excl. sponsor support):** $1971899730.66
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2134894289.44
- **C.18.a - Value (excl. sponsor support):** $2134894289.44
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.120000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.4 - ISIN: US912797RK59, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2797754163.75
- **C.18.a - Value (excl. sponsor support):** $2797754163.75
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.185000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RM1, C.4 - ISIN: US912797RM16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $642813199.53
- **C.18.a - Value (excl. sponsor support):** $642813199.53
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.230000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RP4, C.4 - ISIN: US912797RP47, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $850437707.22
- **C.18.a - Value (excl. sponsor support):** $850437707.22
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.225000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RQ2, C.4 - ISIN: US912797RQ20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $952984662.70
- **C.18.a - Value (excl. sponsor support):** $952984662.70
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.210000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RR0, C.4 - ISIN: US912797RR03, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $494917270.00
- **C.18.a - Value (excl. sponsor support):** $494917270.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.122000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RW9, C.4 - ISIN: US912797RW97, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2963393524.49
- **C.18.a - Value (excl. sponsor support):** $2963393524.49
- **C.19 - Percentage of Net Assets:** 1.7600%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-09
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.050000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RX7, C.4 - ISIN: US912797RX70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $310363869.53
- **C.18.a - Value (excl. sponsor support):** $310363869.53
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.020000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RZ2, C.4 - ISIN: US912797RZ29, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1586546975.45
- **C.18.a - Value (excl. sponsor support):** $1586546975.45
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-30
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.206100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828R36, C.4 - ISIN: US912828R366, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $96717118.02
- **C.18.a - Value (excl. sponsor support):** $96717118.02
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.297800%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAM3, C.4 - ISIN: US91282CAM38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $735610423.20
- **C.18.a - Value (excl. sponsor support):** $735610423.20
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.313100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAT8, C.4 - ISIN: US91282CAT80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $133898733.51
- **C.18.a - Value (excl. sponsor support):** $133898733.51
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.197100%
- **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):** $65335210.46
- **C.18.a - Value (excl. sponsor support):** $65335210.46
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.294200%
- **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):** $166871734.38
- **C.18.a - Value (excl. sponsor support):** $166871734.38
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.100000%
- **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):** $1236384484.77
- **C.18.a - Value (excl. sponsor support):** $1236384484.77
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.016100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2487908078.58
- **C.18.a - Value (excl. sponsor support):** $2487908078.58
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.178900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHB0, C.4 - ISIN: US91282CHB00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $425001610.01
- **C.18.a - Value (excl. sponsor support):** $425001610.01
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.297400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJB8, C.4 - ISIN: US91282CJB81, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $135909863.16
- **C.18.a - Value (excl. sponsor support):** $135909863.16
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.313000%
- **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):** $731747619.92
- **C.18.a - Value (excl. sponsor support):** $731747619.92
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.332300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJE2, C.4 - ISIN: US91282CJE21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $134060372.27
- **C.18.a - Value (excl. sponsor support):** $134060372.27
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.341900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJL6, C.4 - ISIN: US91282CJL63, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $139220891.76
- **C.18.a - Value (excl. sponsor support):** $139220891.76
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 140: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.191500%
- **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):** $511779892.24
- **C.18.a - Value (excl. sponsor support):** $511779892.24
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 141: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.388000%
- **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):** $530564936.86
- **C.18.a - Value (excl. sponsor support):** $530564936.86
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 142: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.254100%
- **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):** $492255567.01
- **C.18.a - Value (excl. sponsor support):** $492255567.01
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 143: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.098900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.4 - ISIN: US91282CKH33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $651536690.75
- **C.18.a - Value (excl. sponsor support):** $651536690.75
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 144: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.016000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $715659892.23
- **C.18.a - Value (excl. sponsor support):** $715659892.23
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 145: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.293000%
- **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):** $712331489.84
- **C.18.a - Value (excl. sponsor support):** $712331489.84
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.136800%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $613451973.99
- **C.18.a - Value (excl. sponsor support):** $613451973.99
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.325000%
- **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):** $2086186519.36
- **C.18.a - Value (excl. sponsor support):** $2086186519.36
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.348000%
- **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):** $1635610924.00
- **C.18.a - Value (excl. sponsor support):** $1635610924.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.241000%
- **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):** $1798327523.08
- **C.18.a - Value (excl. sponsor support):** $1798327523.08
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 150: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.303000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $610995608.34
- **C.18.a - Value (excl. sponsor support):** $610995608.34
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 151: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.302000%
- **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):** $841770490.12
- **C.18.a - Value (excl. sponsor support):** $841770490.12
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-08-30
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 152: Barclays Bank PLC Tri Party Repo

- **C.1 - Title:** Barclays Bank PLC Tri Party Repo 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 926SGH006, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: 926SGH006_4.33_0902
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2026-10-31      | 4.1250%  | 0.0000% | $885000.00         | $899969.05         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2045-02-15      | 0.7500%  | 0.0000% | $2375900.00        | $2356197.85        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2046-02-15      | 1.0000%  | 0.0000% | $2500.00           | $2548.24           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2055-02-15      | 2.3750%  | 0.0000% | $4786700.00        | $4630062.35        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-05-15      | 5.0000%  | 0.0000% | $200.00            | $205.99            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-08-15      | 4.7500%  | 0.0000% | $54628000.00       | $53237393.18       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-07-15      | 0.3750%  | 0.0000% | $87100000.00       | $114281017.52      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 2.8750%  | 0.0000% | $15805200.00       | $15640355.72       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-07-15      | 0.1250%  | 0.0000% | $563588000.00      | $755013842.10      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-01-15      | 0.3750%  | 0.0000% | $637000.00         | $844608.14         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 1.1250%  | 0.0000% | $10100.00          | $9778.84           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 0.5000%  | 0.0000% | $300.00            | $283.65            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2030-07-15      | 0.1250%  | 0.0000% | $61877000.00       | $74348363.03       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-01-31      | 0.3750%  | 0.0000% | $200.00            | $197.00            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-15      | 1.1250%  | 0.0000% | $100.00            | $87.33             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 4.2500%  | 0.0000% | $300.00            | $303.89            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-01-31      | 4.3750%  | 0.0000% | $1500.00           | $1546.54           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-02-15      | 4.6250%  | 0.0000% | $200.00            | $207.08            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-03-31      | 4.1250%  | 0.0000% | $200.00            | $206.03            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-03-31      | 4.0000%  | 0.0000% | $100.00            | $102.98            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-15      | 3.7500%  | 0.0000% | $200.00            | $203.53            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 3.7500%  | 0.0000% | $300.00            | $304.01            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.8750%  | 0.0000% | $100.00            | $102.09            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-05-15      | 4.2500%  | 0.0000% | $32375200.00       | $32862506.59       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 3.8750%  | 0.0000% | $600.00            | $607.72            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-05-31      | 4.1250%  | 0.0000% | $400.00            | $408.93            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $400.00            | $409.33            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-15      | 3.8750%  | 0.0000% | $101448600.00      | $103031662.19      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-06-30      | 4.0000%  | 0.0000% | $200.00            | $202.22            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-06-30      | 3.8750%  | 0.0000% | $100.00            | $101.41            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 3.7500%  | 0.0000% | $200.00            | $201.56            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-15      | 3.8750%  | 0.0000% | $200.00            | $202.48            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 3.8750%  | 0.0000% | $500.00            | $503.62            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 1.2500%  | 0.0000% | $5299900.00        | $5022864.18        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-04-15      | 0.1250%  | 0.0000% | $300.00            | $366.51            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-15      | 1.6250%  | 0.0000% | $64868800.00       | $58000602.19       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2031-07-15      | 0.1250%  | 0.0000% | $50000000.00       | $56408469.73       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-15      | 1.3750%  | 0.0000% | $100.00            | $86.75             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2032-01-15      | 0.1250%  | 0.0000% | $15000000.00       | $16118607.46       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 2.5000%  | 0.0000% | $16310100.00       | $16177469.66       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-07-31      | 2.6250%  | 0.0000% | $49423600.00       | $47708927.97       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-31      | 3.1250%  | 0.0000% | $600.00            | $597.84            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-01-31      | 3.5000%  | 0.0000% | $209400.00         | $208487.68         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-05-15      | 3.3750%  | 0.0000% | $17029400.00       | $16483411.33       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 4.0000%  | 0.0000% | $69502900.00       | $70604880.57       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-09-30      | 5.0000%  | 0.0000% | $100.00            | $102.11            | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2025-10-31      | 4.3134%  | 0.0000% | $200.00            | $200.72            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-30      | 4.3750%  | 0.0000% | $1551900.00        | $1614514.82        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-12-31      | 4.2500%  | 0.0000% | $1997700.00        | $2012158.05        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 4.0000%  | 0.0000% | $100.00            | $101.54            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 4.2500%  | 0.0000% | $300.00            | $312.49            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-15      | 4.5000%  | 0.0000% | $5514000.00        | $5674707.24        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-30      | 4.6250%  | 0.0000% | $100.00            | $104.92            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-05-15      | 4.3750%  | 0.0000% | $100.00            | $103.16            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-12-26      | NA       | 0.0000% | $100.00            | $98.72             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-04-15      | 3.8750%  | 0.0000% | $9214700.00        | $20151701.58       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-06-30      | 4.2500%  | 0.0000% | $200.00            | $205.92            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-06-30      | 4.2500%  | 0.0000% | $300.00            | $308.58            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-31      | 3.6250%  | 0.0000% | $300.00            | $305.16            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-15      | 3.3750%  | 0.0000% | $400.00            | $404.27            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-09-30      | 3.5000%  | 0.0000% | $300.00            | $302.65            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-31      | 4.1250%  | 0.0000% | $100.00            | $103.14            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-11-15      | 2.7500%  | 0.0000% | $300.00            | $212.71            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-08-15      | 2.2500%  | 0.0000% | $200.00            | $123.48            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-02-15      | 2.0000%  | 0.0000% | $700.00            | $404.18            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2050-02-15      | 0.2500%  | 0.0000% | $5730600.00        | $4082535.53        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-02-15      | 1.8750%  | 0.0000% | $7086300.00        | $3899819.88        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-05-15      | 2.2500%  | 0.0000% | $300.00            | $218.89            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-05-15      | 2.8750%  | 0.0000% | $100.00            | $69.75             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-05-15      | 3.2500%  | 0.0000% | $800.00            | $664.31            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-11-15      | 4.0000%  | 0.0000% | $100.00            | $86.93             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2053-02-15      | 1.5000%  | 0.0000% | $12226600.00       | $10258334.51       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-05-15      | 3.6250%  | 0.0000% | $300.00            | $242.90            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2040-02-15      | 2.1250%  | 0.0000% | $19900.00          | $29572.61          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-05-15      | 4.3750%  | 0.0000% | $900.00            | $885.96            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-02-15      | 4.7500%  | 0.0000% | $1800.00           | $1814.84           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-11-15      | 3.1250%  | 0.0000% | $200.00            | $164.49            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-15      | 3.1250%  | 0.0000% | $100.00            | $81.07             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2043-02-15      | 0.6250%  | 0.0000% | $100.00            | $104.14            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-15      | 3.7500%  | 0.0000% | $600.00            | $525.18            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-02-15      | 3.6250%  | 0.0000% | $26900000.00       | $22814537.64       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-05-15      | 3.3750%  | 0.0000% | $200.00            | $164.63            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 3.8750%  | 0.0000% | $2000.00           | $1793.10           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-15      | 4.7500%  | 0.0000% | $100.00            | $100.31            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2054-02-15      | 2.1250%  | 0.0000% | $16547200.00       | $15552412.92       | U.S. Treasuries (including strips) |

### Security 153: BNP Paribas Tri Party Repo

- **C.1 - Title:** BNP Paribas Tri Party Repo 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 927NEF002, C.3 - LEI: N/A, C.5 - Other ID: 927NEF002_4.34_0902
- **C.18 - Value (incl. sponsor support):** $105000000.00
- **C.18.a - Value (excl. sponsor support):** $105000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FREDDIE MAC POOL                      | 2055-07-01      | 6.0000%  | 0.0000% | $2698608.00        | $2762226.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $1513576.00        | $1542072.76        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-03-20      | 1.7250%  | 0.0000% | $3430330.00        | $271735.50         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-03-20      | 1.7150%  | 0.0000% | $100010.00         | $6668.65           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-04-20      | 1.0750%  | 0.0000% | $9724288.00        | $642411.94         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2065-05-20      | 0.6050%  | 0.0000% | $22680504.00       | $494139.70         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-05-20      | 0.0050%  | 0.0000% | $50000000.00       | $153500.82         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-08-20      | NA       | 0.0000% | $68727122.00       | $871516.23         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-08-20      | 1.8451%  | 0.0000% | $10974976.00       | $1094263.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2041-01-20      | 1.5451%  | 0.0000% | $40025792.00       | $308399.80         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2046-02-20      | 1.6451%  | 0.0000% | $13555539.00       | $216948.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2028-08-15      | 4.2928%  | 0.0000% | $12718.00          | $0.99              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-03-20      | 1.2850%  | 0.0000% | $83400000.00       | $1976742.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-04-20      | 1.2050%  | 0.0000% | $77619700.00       | $1635469.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-05-20      | 1.8050%  | 0.0000% | $5000000.00        | $299996.22         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-06-20      | 1.7550%  | 0.0000% | $34478208.00       | $2970061.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-10-20      | 1.3550%  | 0.0000% | $24756520.00       | $1032711.35        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-11-20      | 2.7550%  | 0.0000% | $32327296.00       | $2677581.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-10-20      | 2.0550%  | 0.0000% | $74871168.00       | $3266271.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-10-20      | 2.6550%  | 0.0000% | $4077752.00        | $299375.10         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-07-20      | 0.1000%  | 0.0000% | $30421600.00       | $52195.57          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-02-20      | 1.4550%  | 0.0000% | $60308672.00       | $1682275.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-03-20      | 1.0550%  | 0.0000% | $12655520.00       | $766779.19         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-04-20      | 1.1050%  | 0.0000% | $185226.00         | $7946.75           | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-10-20      | NA       | 0.0000% | $192845.00         | $0.48              | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-09-20      | 0.0500%  | 0.0000% | $49899968.00       | $64017.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-25      | 2.5000%  | 0.0000% | $6273360.00        | $7314260.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-25      | 2.6516%  | 0.0000% | $101913511.00      | $6869448.90        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2053-12-25      | 17.5709% | 0.0000% | $3299664.00        | $4308492.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-25      | 3.7516%  | 0.0000% | $276795.00         | $22127.67          | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2054-05-25      | 21.4709% | 0.0000% | $541016.00         | $497267.11         | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2054-10-25      | 1.7016%  | 0.0000% | $201068.00         | $14863.26          | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2054-09-25      | 0.1000%  | 0.0000% | $51799555.00       | $142013.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-25      | 2.7516%  | 0.0000% | $3115332.00        | $263269.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-25      | 1.4916%  | 0.0000% | $12189776.00       | $759371.20         | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2055-05-25      | 1.6016%  | 0.0000% | $839891.00         | $63974.32          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2027-01-15      | 2.1928%  | 0.0000% | $322571.00         | $59.85             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-07-15      | 1.8826%  | 0.0000% | $33816211.00       | $100055.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-08-15      | 1.6428%  | 0.0000% | $292000000.00      | $5052031.33        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-09-20      | 2.3550%  | 0.0000% | $98772352.00       | $7605821.46        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-10-20      | 1.1550%  | 0.0000% | $93281661.00       | $4787341.33        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2053-02-20      | 0.0500%  | 0.0000% | $67800448.00       | $123897.28         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2052-11-20      | 0.0700%  | 0.0000% | $26106687.00       | $63555.84          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-09-25      | 1.6216%  | 0.0000% | $49900000.00       | $2097318.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-12-25      | 1.2016%  | 0.0000% | $23124303.00       | $745864.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-02-25      | 1.4516%  | 0.0000% | $39799947.00       | $1287249.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-02-25      | 2.0116%  | 0.0000% | $25830522.00       | $1581046.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-02-25      | 1.6516%  | 0.0000% | $50000000.00       | $1602737.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-25      | 1.6016%  | 0.0000% | $284030.00         | $17437.49          | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-11-25      | 2.8516%  | 0.0000% | $20405198.00       | $2290833.31        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-02-25      | 0.7516%  | 0.0000% | $78723331.00       | $2322499.16        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2053-11-25      | 2.8016%  | 0.0000% | $18444289.00       | $1466844.66        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-04-25      | 1.0016%  | 0.0000% | $160670630.00      | $9395856.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-25      | 2.6516%  | 0.0000% | $8704000.00        | $863529.61         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-08-25      | 1.4516%  | 0.0000% | $56931167.00       | $4127184.53        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-02-20      | 1.5450%  | 0.0000% | $97428736.00       | $5822386.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.1940%  | 0.0000% | $7018917.00        | $7107344.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-03-15      | 2.0633%  | 0.0000% | $127840972.00      | $1093630.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-25      | 0.8516%  | 0.0000% | $10502000.00       | $482505.78         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2043-12-16      | 1.5256%  | 0.0000% | $20927811.00       | $1291126.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-06-20      | 1.7350%  | 0.0000% | $8000000.00        | $599236.13         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-02-20      | 1.9350%  | 0.0000% | $100000.00         | $9425.02           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $739215.00         | $743614.37         | Agency Mortgage-Backed Securities |

### Security 154: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930PNG000, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 930PNG000_4.34_0902
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2032-03-01      | 3.5000%  | 0.0000% | $11200000.00       | $688636.50         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2043-11-01      | 5.0000%  | 0.0000% | $11914030.00       | $2439280.31        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-08-01      | 6.0000%  | 0.0000% | $17737778.00       | $18227104.18       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-08-01      | 5.5000%  | 0.0000% | $16498741.00       | $16729373.24       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-08-01      | 6.5000%  | 0.0000% | $48500397.00       | $50493256.78       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-08-01      | 7.0000%  | 0.0000% | $12707869.00       | $13454017.17       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-08-01      | 5.5000%  | 0.0000% | $3133214.00        | $3186882.13        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-08-01      | 6.0000%  | 0.0000% | $2459750.00        | $2537715.88        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-09-01      | 5.5000%  | 0.0000% | $31473042.00       | $31825060.99       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-08-01      | 6.0000%  | 0.0000% | $2601404.00        | $2691671.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 3.5000%  | 0.0000% | $8665745.00        | $7579256.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $18118733.00       | $17951176.25       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 3.0000%  | 0.0000% | $25328380.00       | $21542136.73       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 3.5000%  | 0.0000% | $18020269.00       | $16042369.97       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-11-01      | 5.5000%  | 0.0000% | $5255000.00        | $3995046.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-02-01      | 4.5000%  | 0.0000% | $9723886.00        | $9586186.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-11-01      | 2.5000%  | 0.0000% | $185000.00         | $97533.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $11919216.00       | $11181498.02       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 4.5000%  | 0.0000% | $14111526.00       | $13261019.83       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $67985401.00       | $64852233.36       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 3.0000%  | 0.0000% | $4115674.00        | $1286148.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-02-01      | 1.5000%  | 0.0000% | $2500000.00        | $1217009.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-10-01      | 2.5000%  | 0.0000% | $4920000.00        | $2394527.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 4.0000%  | 0.0000% | $27569813.00       | $5477529.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 2.0000%  | 0.0000% | $350000.00         | $139538.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 1.5000%  | 0.0000% | $609253.00         | $295928.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 3.0000%  | 0.0000% | $641765.00         | $225204.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-08-01      | 3.5000%  | 0.0000% | $300000.00         | $111272.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-10-01      | 2.0000%  | 0.0000% | $500000.00         | $312226.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-10-01      | 2.0000%  | 0.0000% | $1000000.00        | $618700.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-02-01      | 3.5000%  | 0.0000% | $314000.00         | $32841.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-10-01      | 2.5000%  | 0.0000% | $775511.00         | $125427.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-07-01      | 2.5000%  | 0.0000% | $812379.00         | $117928.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.5000%  | 0.0000% | $50033802.00       | $13262687.01       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-10-01      | 2.5000%  | 0.0000% | $974434.00         | $156872.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-11-01      | 2.5000%  | 0.0000% | $536711.00         | $78966.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 3.5000%  | 0.0000% | $900000.00         | $142183.81         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-06-01      | 5.5000%  | 0.0000% | $10166171.00       | $9725905.25        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-06-01      | 3.5000%  | 0.0000% | $1136971.00        | $1028465.53        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-06-01      | 5.5000%  | 0.0000% | $3769544.00        | $3851035.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.0000%  | 0.0000% | $2323576.00        | $2298195.79        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-07-01      | 7.0000%  | 0.0000% | $1135596.00        | $1210002.59        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-07-01      | 6.5000%  | 0.0000% | $50529303.00       | $52646442.30       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-07-01      | 5.5000%  | 0.0000% | $3793192.00        | $3834224.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $16762181.00       | $16912876.26       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-07-01      | 5.5000%  | 0.0000% | $2098175.00        | $2132358.43        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-07-01      | 6.5000%  | 0.0000% | $4224584.00        | $4401184.28        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-06-01      | 5.5000%  | 0.0000% | $3154176.00        | $3187584.03        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-07-01      | 6.0000%  | 0.0000% | $3481325.00        | $3574841.90        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-07-01      | 5.5000%  | 0.0000% | $3589407.00        | $3569921.36        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-07-01      | 7.0000%  | 0.0000% | $1485167.00        | $1580370.77        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-07-01      | 5.5000%  | 0.0000% | $2426650.00        | $2467874.15        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-08-01      | 5.5000%  | 0.0000% | $5005720.00        | $5071190.46        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-08-01      | 6.0000%  | 0.0000% | $2545250.00        | $2617345.90        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-08-01      | 6.0000%  | 0.0000% | $52225749.00       | $53870720.80       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 4.5000%  | 0.0000% | $47928.00          | $32745.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.5000%  | 0.0000% | $1013865.00        | $1039800.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $70000.00          | $67662.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $2457582.00        | $2351329.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 4.5000%  | 0.0000% | $3887484.00        | $3361033.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $1180984.00        | $960960.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $3278063.00        | $2466868.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $2228726.00        | $1302973.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-04-01      | 4.9300%  | 0.0000% | $6400000.00        | $6583906.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-01-01      | 4.4000%  | 0.0000% | $38950000.00       | $39279720.40       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-04-01      | 4.6400%  | 0.0000% | $44200000.00       | $44489902.89       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 4.4700%  | 0.0000% | $22594000.00       | $22444939.86       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2030-07-01      | 4.3500%  | 0.0000% | $25846000.00       | $26119019.90       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-12-01      | 4.0000%  | 0.0000% | $1396216.00        | $77646.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 4.0000%  | 0.0000% | $475000.00         | $49060.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.0000%  | 0.0000% | $3900961.00        | $301230.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-04-01      | 4.0000%  | 0.0000% | $56000.00          | $11815.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-10-01      | 3.5000%  | 0.0000% | $5616799.00        | $1036286.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 3.0000%  | 0.0000% | $74000.00          | $17387.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 3.5000%  | 0.0000% | $550000.00         | $110727.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 3.5000%  | 0.0000% | $1370386.00        | $692787.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 3.0000%  | 0.0000% | $377000.00         | $91216.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-04-01      | 2.5000%  | 0.0000% | $101000.00         | $35579.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $174200000.00      | $90701795.73       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-03-01      | 2.5000%  | 0.0000% | $5542312.00        | $2970863.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-04-01      | 1.5000%  | 0.0000% | $7577000.00        | $4054479.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.0000%  | 0.0000% | $1255000.00        | $810392.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $15000.00          | $9953.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-12-01      | 6.5000%  | 0.0000% | $1909000.00        | $26597.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-08-01      | 4.5860%  | 0.0000% | $6999949.00        | $129119.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-04-01      | 6.5000%  | 0.0000% | $9762171.00        | $59761.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-10-01      | 5.5000%  | 0.0000% | $6270882.00        | $190068.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-08-01      | 7.5000%  | 0.0000% | $1070773.00        | $33319.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 5.0000%  | 0.0000% | $1908736.00        | $927084.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $2944211.00        | $2220252.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.5000%  | 0.0000% | $1014826.00        | $1052024.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 5.5000%  | 0.0000% | $28147.00          | $25053.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 5.5000%  | 0.0000% | $2097476.00        | $1549042.13        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-03-01      | 4.5000%  | 0.0000% | $1349567.00        | $1043835.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 6.5000%  | 0.0000% | $45576.00          | $32509.69          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-07-01      | 6.0000%  | 0.0000% | $1499896.00        | $1537072.26        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-07-01      | 6.5000%  | 0.0000% | $1276880.00        | $1312377.18        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-08-01      | 6.5000%  | 0.0000% | $1401535.00        | $1422977.26        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-08-01      | 5.0000%  | 0.0000% | $2371940.00        | $2323838.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-12-01      | 3.0000%  | 0.0000% | $351372.00         | $242135.70         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-03-01      | 3.5000%  | 0.0000% | $1022341.00        | $728638.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 4.0000%  | 0.0000% | $183000.00         | $132543.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 3.5000%  | 0.0000% | $800000.00         | $509837.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $280000.00         | $205837.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $5208100.00        | $3892320.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-09-01      | 3.0000%  | 0.0000% | $386354.00         | $238787.22         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-09-01      | 5.5000%  | 0.0000% | $3605539.00        | $3368373.91        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-09-01      | 5.5000%  | 0.0000% | $5103090.00        | $4712612.98        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-10-01      | 4.5000%  | 0.0000% | $1091550.00        | $1043166.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 4.5000%  | 0.0000% | $4569894.00        | $4364709.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $3228388.00        | $3226969.50        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-11-01      | 5.5000%  | 0.0000% | $2263598.00        | $2289521.96        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-12-01      | 6.0000%  | 0.0000% | $2132886.00        | $2189895.58        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-12-01      | 5.0000%  | 0.0000% | $5039551.00        | $4733872.63        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-12-01      | 5.0000%  | 0.0000% | $8501013.00        | $8173452.15        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-01-01      | 6.0000%  | 0.0000% | $14885269.00       | $14397853.83       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-04-01      | 6.0000%  | 0.0000% | $2014082.00        | $2072378.64        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-05-01      | 5.5000%  | 0.0000% | $8493857.00        | $8557943.59        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-03-01      | 5.0000%  | 0.0000% | $3394677.00        | $3375951.22        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2040-02-01      | 6.5000%  | 0.0000% | $39400.00          | $37327.09          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-03-01      | 5.5000%  | 0.0000% | $3352061.00        | $3410199.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $2632500.00        | $2742554.74        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-03-01      | 6.5000%  | 0.0000% | $3800119.00        | $3666610.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $54273.00          | $54663.27          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-04-01      | 5.0000%  | 0.0000% | $4233553.00        | $4178524.35        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-04-01      | 5.5000%  | 0.0000% | $2126470.00        | $2168263.32        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-05-01      | 5.5000%  | 0.0000% | $7511377.00        | $7606295.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-08-01      | 3.5000%  | 0.0000% | $5529253.00        | $3032673.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-02-01      | 4.5000%  | 0.0000% | $1212628.00        | $857706.25         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-09-01      | 2.5000%  | 0.0000% | $5510000.00        | $3200015.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 2.0000%  | 0.0000% | $1221283.00        | $894848.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 5.0000%  | 0.0000% | $1325050.00        | $935165.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 7.0000%  | 0.0000% | $9830000.00        | $72808.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 5.5000%  | 0.0000% | $400000.00         | $15315.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-07-01      | 5.5000%  | 0.0000% | $32089786.00       | $277782.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 3.0000%  | 0.0000% | $4814170.00        | $3615938.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $12438453.00       | $8793020.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.0000%  | 0.0000% | $11417455.00       | $7661003.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.5000%  | 0.0000% | $2319160.00        | $1751351.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $700000.00         | $486774.44         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-05-01      | 2.0000%  | 0.0000% | $11065000.00       | $6559263.79        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-07-01      | 7.0000%  | 0.0000% | $2297860.00        | $1972004.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-05-01      | 4.5000%  | 0.0000% | $1018434.00        | $742662.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.0000%  | 0.0000% | $1818216.00        | $1614818.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $1000000.00        | $754655.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 5.9130%  | 0.0000% | $1364234.00        | $1043734.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.0000%  | 0.0000% | $329930.00         | $270410.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $25486.00          | $18588.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 4.5000%  | 0.0000% | $177930.00         | $165109.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-03-01      | 4.0000%  | 0.0000% | $3045225.00        | $2073802.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 7.0000%  | 0.0000% | $3204940.00        | $1677601.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-04-01      | 4.0000%  | 0.0000% | $69470.00          | $49117.88          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-08-01      | 4.0000%  | 0.0000% | $2979044.00        | $1144482.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $535000.00         | $444157.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-03-01      | 3.5000%  | 0.0000% | $9515954.00        | $7221874.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 4.5000%  | 0.0000% | $52439977.00       | $40828767.08       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1035000.00        | $819268.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.0000%  | 0.0000% | $4100000.00        | $3557756.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-12-01      | 3.0000%  | 0.0000% | $500000.00         | $363297.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-03-01      | 3.5000%  | 0.0000% | $18975225.00       | $14950392.51       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 3.0000%  | 0.0000% | $100000.00         | $66465.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $800000.00         | $650222.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 4.0000%  | 0.0000% | $2852298.00        | $2290032.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 4.5000%  | 0.0000% | $1505200.00        | $1244771.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-03-01      | 5.0000%  | 0.0000% | $8000.00           | $5884.19           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-06-01      | 5.5000%  | 0.0000% | $862982.00         | $564432.68         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2040-02-01      | 6.0000%  | 0.0000% | $1236190.00        | $1235811.93        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2040-06-01      | 5.0000%  | 0.0000% | $3256191.00        | $3277701.52        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2040-06-01      | 5.5000%  | 0.0000% | $2635415.00        | $2672803.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-08-01      | 3.7500%  | 0.0000% | $49467250.00       | $49111910.27       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-09-01      | 3.7800%  | 0.0000% | $14640000.00       | $13774702.80       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-09-01      | 3.6900%  | 0.0000% | $17138000.00       | $16813749.04       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-09-01      | 4.5000%  | 0.0000% | $200000.00         | $38450.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 2.0000%  | 0.0000% | $2430550.00        | $1472695.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.5000%  | 0.0000% | $100000.00         | $69706.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-01-01      | 3.0000%  | 0.0000% | $1000000.00        | $556365.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-03-01      | 2.5000%  | 0.0000% | $800000.00         | $523602.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 2.0000%  | 0.0000% | $112085.00         | $68093.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.5000%  | 0.0000% | $100000.00         | $74571.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.5000%  | 0.0000% | $5618000.00        | $3756554.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $300000.00         | $211721.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $159750.00         | $108780.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $2130000.00        | $1611531.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $773000.00         | $553595.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $1273458.00        | $970136.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $95000.00          | $73609.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $740000.00         | $511507.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $150000.00         | $114280.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 3.5000%  | 0.0000% | $2150000.00        | $1528586.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $70000.00          | $50043.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 6.5000%  | 0.0000% | $72188.00          | $54877.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 6.5000%  | 0.0000% | $10000000.00       | $7172060.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-07-01      | 2.5000%  | 0.0000% | $2275000.00        | $1590815.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-10-01      | 3.0000%  | 0.0000% | $122722.00         | $85216.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-05-01      | 4.0000%  | 0.0000% | $1270000.00        | $754499.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 4.5000%  | 0.0000% | $444000.00         | $361249.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 3.5000%  | 0.0000% | $515000.00         | $378153.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $200000.00         | $172907.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 4.5000%  | 0.0000% | $682166.00         | $534247.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.5000%  | 0.0000% | $850000.00         | $595282.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $69833.00          | $62069.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 7.0000%  | 0.0000% | $1051983.00        | $777320.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-01-01      | 7.0000%  | 0.0000% | $1423246.00        | $776719.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 5.5000%  | 0.0000% | $10000.00          | $8967.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-03-01      | 7.0000%  | 0.0000% | $1057308.00        | $903280.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-07-01      | 6.5000%  | 0.0000% | $4570000.00        | $38163.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 5.5000%  | 0.0000% | $400000.00         | $30869.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-11-01      | 6.0000%  | 0.0000% | $3000000.00        | $235711.74         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 5.5000%  | 0.0000% | $22721963.00       | $22857313.16       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 3.0000%  | 0.0000% | $20687309.00       | $17875005.26       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.5000%  | 0.0000% | $44629156.00       | $46134358.77       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 6.5000%  | 0.0000% | $30386968.00       | $31586229.02       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 7.0000%  | 0.0000% | $8289000.00        | $8767370.33        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-07-01      | 4.5000%  | 0.0000% | $16106167.00       | $15675359.25       | Agency Mortgage-Backed Securities |
| FREDDIE MAC NON GOLD POOL             | 2055-05-01      | 5.8950%  | 0.0000% | $101063289.00      | $95515090.11       | Agency Mortgage-Backed Securities |
| FREDDIE MAC NON GOLD POOL             | 2055-09-01      | 5.4620%  | 0.0000% | $52356470.00       | $53238688.14       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-06-01      | 6.4070%  | 0.0000% | $25037124.00       | $228960.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-10-01      | 4.0000%  | 0.0000% | $11576208.00       | $838838.14         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2046-10-01      | 3.0000%  | 0.0000% | $4650073.00        | $1528209.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.5000%  | 0.0000% | $900000.00         | $741194.92         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 6.0000%  | 0.0000% | $1000000.00        | $937549.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 3.5000%  | 0.0000% | $48223.00          | $38205.74          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 3.0000%  | 0.0000% | $16630149.00       | $12867934.81       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-01-01      | 2.5000%  | 0.0000% | $455339.00         | $63670.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 3.0000%  | 0.0000% | $272561.00         | $55508.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-12-01      | 5.0000%  | 0.0000% | $1500000.00        | $72518.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-12-01      | 3.5000%  | 0.0000% | $12000000.00       | $586246.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-11-01      | 4.0000%  | 0.0000% | $1956443.00        | $97710.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-08-01      | 3.5000%  | 0.0000% | $5914294.00        | $1011169.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-05-01      | 3.5000%  | 0.0000% | $190000.00         | $11158.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-01-01      | 3.0000%  | 0.0000% | $1500000.00        | $250897.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-10-01      | 3.5000%  | 0.0000% | $250000.00         | $31236.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-09-01      | 3.5000%  | 0.0000% | $497759.00         | $119251.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-11-01      | 2.5000%  | 0.0000% | $436000.00         | $231168.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 4.5000%  | 0.0000% | $440000.00         | $40231.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 4.5000%  | 0.0000% | $77000.00          | $8267.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-11-01      | 2.0000%  | 0.0000% | $1934000.00        | $471914.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-09-01      | 5.0000%  | 0.0000% | $1126991.00        | $234861.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-01-01      | 3.0000%  | 0.0000% | $48647.00          | $7881.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-02-01      | 2.5000%  | 0.0000% | $9416533.00        | $1692670.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-01      | 1.5000%  | 0.0000% | $12186079.00       | $5850822.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-03-01      | 3.4000%  | 0.0000% | $1500000.00        | $1420908.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-12-01      | 3.5000%  | 0.0000% | $1300000.00        | $124618.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-01-01      | 2.5000%  | 0.0000% | $167200.00         | $31194.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-06-01      | 4.0000%  | 0.0000% | $8800000.00        | $1005306.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.0000%  | 0.0000% | $20003637.00       | $16404104.24       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 4.5000%  | 0.0000% | $13348424.00       | $12300663.98       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-01-01      | 5.0000%  | 0.0000% | $2093608.00        | $1870668.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $4124100.00        | $3985987.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $3584070.00        | $3179154.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-04-01      | 3.5000%  | 0.0000% | $59000.00          | $11924.59          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.5000%  | 0.0000% | $24776242.00       | $23576297.67       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.5000%  | 0.0000% | $1868000.00        | $1653715.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 4.5000%  | 0.0000% | $5906490.00        | $4938598.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 5.5000%  | 0.0000% | $1265000.00        | $1107941.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 6.0000%  | 0.0000% | $21687211.00       | $17172908.91       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.0000%  | 0.0000% | $340000.00         | $314322.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 4.5000%  | 0.0000% | $1800000.00        | $1557915.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-03-01      | 2.5000%  | 0.0000% | $278143.00         | $45561.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 4.5000%  | 0.0000% | $50034371.00       | $13509199.55       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-07-01      | 2.0000%  | 0.0000% | $703581.00         | $19743.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 2.5000%  | 0.0000% | $10401598.00       | $6058428.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 5.5000%  | 0.0000% | $28000.00          | $24200.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 5.5000%  | 0.0000% | $1534662.00        | $1348503.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-05-01      | 6.5000%  | 0.0000% | $5796131.00        | $3160594.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $24000.00          | $15444.25          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-06-01      | 5.5000%  | 0.0000% | $2651352.00        | $2687378.76        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-05-01      | 4.5000%  | 0.0000% | $4622690.00        | $4451697.26        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-07-01      | 6.0000%  | 0.0000% | $10561263.00       | $10860821.11       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-07-01      | 5.6690%  | 0.0000% | $22716735.00       | $23128998.23       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-08-01      | 6.5000%  | 0.0000% | $5475676.00        | $5725201.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-03-01      | 3.5000%  | 0.0000% | $1723552.00        | $1071621.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 3.5000%  | 0.0000% | $1322919.00        | $881937.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 5.0000%  | 0.0000% | $62028620.00       | $50759416.86       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 4.0000%  | 0.0000% | $14732512.00       | $10167574.62       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $8643872.00        | $6837133.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.5000%  | 0.0000% | $1768780.00        | $1484070.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.0000%  | 0.0000% | $1072052.00        | $750753.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.0000%  | 0.0000% | $150829.00         | $114953.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.5000%  | 0.0000% | $6267564.00        | $5162171.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 4.5000%  | 0.0000% | $1260000.00        | $1012864.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $34373.00          | $27507.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $12797835.00       | $11246019.77       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.5000%  | 0.0000% | $137000.00         | $105062.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 5.5000%  | 0.0000% | $200000.00         | $187230.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 4.5000%  | 0.0000% | $99400.00          | $88926.08          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-11-01      | 1.5000%  | 0.0000% | $1671965.00        | $1059770.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 3.0000%  | 0.0000% | $3407694.00        | $148773.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-04-01      | 6.5000%  | 0.0000% | $1057153.00        | $6205.41           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-07-01      | 6.0000%  | 0.0000% | $6461648.00        | $6677427.22        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-07-01      | 6.0000%  | 0.0000% | $5770850.00        | $5930701.67        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2040-07-01      | 5.5000%  | 0.0000% | $2386695.00        | $2439518.34        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-08-01      | 7.0000%  | 0.0000% | $1815753.00        | $1924815.19        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2040-08-01      | 6.0000%  | 0.0000% | $1060460.00        | $1101330.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-01-01      | 4.0000%  | 0.0000% | $185000.00         | $33145.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 3.0000%  | 0.0000% | $350000.00         | $90172.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-06-01      | 3.5000%  | 0.0000% | $1519000.00        | $438914.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $456000.00         | $184055.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 3.0000%  | 0.0000% | $800000.00         | $245479.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2060-03-01      | 3.0000%  | 0.0000% | $300000.00         | $123155.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-03-01      | 3.5000%  | 0.0000% | $140000.00         | $24173.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 3.5000%  | 0.0000% | $194976.00         | $67157.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 4.0000%  | 0.0000% | $201530.00         | $43509.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 3.5000%  | 0.0000% | $1688000.00        | $498342.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-01      | 3.5000%  | 0.0000% | $972627.00         | $163700.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 4.0000%  | 0.0000% | $637143.00         | $147188.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 4.0000%  | 0.0000% | $2310000.00        | $318449.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 5.5000%  | 0.0000% | $1120904.00        | $279865.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.0000%  | 0.0000% | $226966.00         | $20536.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 3.8300%  | 0.0000% | $4070000.00        | $3415191.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-02-01      | 1.9800%  | 0.0000% | $2399233.00        | $1630252.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 4.0000%  | 0.0000% | $132929.00         | $39373.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-08-01      | 3.0000%  | 0.0000% | $1000000.00        | $46018.97          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 6.0000%  | 0.0000% | $7823860.00        | $6894723.19        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-04-01      | 5.0000%  | 0.0000% | $28689948.00       | $26842294.57       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.0000%  | 0.0000% | $20132563.00       | $16970495.09       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.5000%  | 0.0000% | $2544933.00        | $1779083.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $1148200.00        | $944581.69         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 6.0000%  | 0.0000% | $44808.00          | $45275.42          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $2000000.00        | $1794524.69        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-08-01      | 6.5000%  | 0.0000% | $4682600.00        | $4537168.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.5000%  | 0.0000% | $916786.00         | $903757.53         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-08-01      | 6.5000%  | 0.0000% | $1601690.00        | $1488094.07        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-08-01      | 7.5000%  | 0.0000% | $1056175.00        | $396635.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $351587.00         | $351656.96         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-09-01      | 7.5000%  | 0.0000% | $1137630.00        | $1011327.09        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-09-01      | 5.5000%  | 0.0000% | $2346003.00        | $2374599.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $150000.00         | $137209.48         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-10-01      | 5.5000%  | 0.0000% | $23596096.00       | $23044908.02       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $619000.00         | $591366.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $1616060.00        | $1553026.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $26218395.00       | $25467638.07       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-10-01      | 2.0000%  | 0.0000% | $21871943.00       | $12098750.17       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-08-01      | 4.0000%  | 0.0000% | $3600000.00        | $491401.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-07-01      | 2.5000%  | 0.0000% | $2499152.00        | $578218.72         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 3.0000%  | 0.0000% | $592582.00         | $418474.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 4.0000%  | 0.0000% | $113371.00         | $94117.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 4.0000%  | 0.0000% | $546879.00         | $450157.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 4.5000%  | 0.0000% | $427993.00         | $407121.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-05-01      | 6.5000%  | 0.0000% | $274500.00         | $272551.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-05-01      | 5.0000%  | 0.0000% | $986875.00         | $25484.88          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-12-01      | 6.0000%  | 0.0000% | $4281980.00        | $4360755.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $849116.00         | $853234.91         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $10000000.00       | $9764205.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $325289.00         | $326401.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $500489.00         | $502409.55         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $1276277.00        | $1277129.70        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-01-01      | 5.5000%  | 0.0000% | $285228.00         | $256270.69         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-02-01      | 5.5000%  | 0.0000% | $6047418.00        | $6075409.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.0000%  | 0.0000% | $11457362.00       | $11276113.27       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-04-01      | 5.0000%  | 0.0000% | $3843382.00        | $3800181.68        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-03-01      | 6.5000%  | 0.0000% | $3770720.00        | $3797330.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 5.5000%  | 0.0000% | $252270.00         | $253983.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 5.5000%  | 0.0000% | $378622.00         | $381239.46         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $13915117.00       | $13374203.41       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-05-01      | 5.5000%  | 0.0000% | $3137481.00        | $3180618.48        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-06-01      | 6.0000%  | 0.0000% | $34674868.00       | $35591351.42       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-06-01      | 6.5000%  | 0.0000% | $5063268.00        | $5272957.54        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-05-01      | 5.5000%  | 0.0000% | $5000480.00        | $5075027.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $209428.00         | $206050.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 3.5000%  | 0.0000% | $6300423.00        | $1546825.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 2.5000%  | 0.0000% | $300000.00         | $66760.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $4695000.00        | $1347639.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-02-01      | 4.0000%  | 0.0000% | $27801901.00       | $6217825.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $10000.00          | $5262.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-02-01      | 1.5000%  | 0.0000% | $1000000.00        | $459049.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-10-01      | 2.3100%  | 0.0000% | $4854000.00        | $3396948.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-10-01      | 2.3100%  | 0.0000% | $2530000.00        | $1770556.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-09-01      | 3.9100%  | 0.0000% | $73380000.00       | $70013920.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.0000%  | 0.0000% | $285000.00         | $179495.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.0000%  | 0.0000% | $37204.00          | $24549.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.5000%  | 0.0000% | $177933.00         | $139674.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.0000%  | 0.0000% | $1197575.00        | $893387.66         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-02-01      | 1.5000%  | 0.0000% | $1090749.00        | $672781.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-04-01      | 2.5000%  | 0.0000% | $212000.00         | $129711.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-11-01      | 4.5000%  | 0.0000% | $116848.00         | $70632.70          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-01-01      | 5.0000%  | 0.0000% | $25949.00          | $19173.43          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-12-01      | 5.5000%  | 0.0000% | $10000000.00       | $8384350.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-10-01      | 2.5000%  | 0.0000% | $1093000.00        | $531147.94         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-12-01      | 4.5000%  | 0.0000% | $3533886.00        | $3267579.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 1.5000%  | 0.0000% | $128577.00         | $75548.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 3.0000%  | 0.0000% | $1035343.00        | $753888.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $367305.00         | $266380.30         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-06-01      | 7.5000%  | 0.0000% | $30714.00          | $33129.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.5000%  | 0.0000% | $2597805.00        | $1374144.93        | Agency Mortgage-Backed Securities |

### Security 155: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 930PNJ004, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 930PNJ004_4.33_0902
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIPS          | 2027-11-15      | NA       | 0.0000% | $296587000.80      | $273647775.81      | U.S. Treasuries (including strips) |
| STRIPS          | 2029-02-15      | NA       | 0.0000% | $375571660.80      | $330663430.60      | U.S. Treasuries (including strips) |
| STRIPS          | 2030-05-15      | NA       | 0.0000% | $182098176.00      | $152294895.93      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-15      | 3.3750%  | 0.0000% | $8305200.00        | $8393898.68        | U.S. Treasuries (including strips) |

### Security 156: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 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: 930PNJ004, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 930PNJ004_4.35_0908
- **C.18 - Value (incl. sponsor support):** $365000000.00
- **C.18.a - Value (excl. sponsor support):** $365000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIPS          | 2030-02-15      | NA       | 0.0000% | $409744809.51      | $346391296.30      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-15      | 3.6250%  | 0.0000% | $25697100.00       | $25908704.72       | U.S. Treasuries (including strips) |

### Security 157: Wells Fargo Bank Tri Party Repo

- **C.1 - Title:** Wells Fargo Bank Tri Party Repo 4.260000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930RFC004, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 930RFC004_4.26_1128
- **C.18 - Value (incl. sponsor support):** $360000000.00
- **C.18.a - Value (excl. sponsor support):** $360000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Farm Credit Banks             | 2026-08-25      | 3.8750%  | 0.0000% | $2437000.00        | $2436024.32        | Agency Mortgage-Backed Securities |
| RESOLUTION FUNDING STRIP              | 2027-10-15      | NA       | 0.0000% | $435000.00         | $400117.35         | Agency Mortgage-Backed Securities |
| RESOLUTION FUNDING STRIP              | 2028-07-15      | NA       | 0.0000% | $53812000.00       | $48340557.28       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2025-09-23      | 0.3750%  | 0.0000% | $490000.00         | $489469.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-03-17      | NA       | 0.0000% | $432000.00         | $345539.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2028-04-14      | 4.2500%  | 0.0000% | $10780000.00       | $10841181.89       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2027-06-16      | 4.4550%  | 0.0000% | $34704000.00       | $35014764.68       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-05-23      | 4.5000%  | 0.0000% | $51580000.00       | $52428026.78       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-05-22      | 4.0000%  | 0.0000% | $7500000.00        | $7497442.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2027-08-27      | 4.0000%  | 0.0000% | $18500000.00       | $18485496.00       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2028-08-21      | 4.4500%  | 0.0000% | $64655000.00       | $64682406.54       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-03-20      | 4.4000%  | 0.0000% | $1715000.00        | $1750142.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2028-07-28      | 4.0000%  | 0.0000% | $1500000.00        | $1503261.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-12-18      | 4.7500%  | 0.0000% | $59521000.00       | $60332155.49       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-10-16      | 4.5000%  | 0.0000% | $32000.00          | $32199.24          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-02-19      | 4.8000%  | 0.0000% | $10000.00          | $10069.29          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2028-07-28      | 4.7000%  | 0.0000% | $6575000.00        | $6606706.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-09-24      | 1.5000%  | 0.0000% | $150000.00         | $113128.10         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-12-28      | 2.7000%  | 0.0000% | $16525000.00       | $13347655.63       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-01-15      | NA       | 0.0000% | $4370000.00        | $4299905.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-07-15      | 6.2500%  | 0.0000% | $92000.00          | $105236.77         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-03-15      | NA       | 0.0000% | $10059000.00       | $8072045.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-03-15      | 6.7500%  | 0.0000% | $1129000.00        | $1329386.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Banks               | 2026-12-21      | 2.2500%  | 0.0000% | $29600000.00       | $29141614.40       | Agency Mortgage-Backed Securities |
| Federal Home Loan Banks               | 2026-04-28      | 1.2500%  | 0.0000% | $1000000.00        | $986143.39         | Agency Mortgage-Backed Securities |

### Security 158: Wells Fargo Bank Tri Party Repo

- **C.1 - Title:** Wells Fargo Bank Tri Party Repo 4.300000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930RFC004, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 930RFC004_4.30_1030
- **C.18 - Value (incl. sponsor support):** $360000000.00
- **C.18.a - Value (excl. sponsor support):** $360000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Farm Credit Banks | 2027-06-17      | 4.4550%  | 0.0000% | $216465000.00      | $218381406.74      | Agency Mortgage-Backed Securities |
| Federal Farm Credit Banks | 2027-04-09      | 4.4400%  | 0.0000% | $145744000.00      | $146596359.48      | Agency Mortgage-Backed Securities |
| Federal Farm Credit Banks | 2026-10-16      | 4.4084%  | 0.0000% | $825000.00         | $826353.00         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Banks | 2025-09-26      | 4.4800%  | 0.0000% | $56000.00          | $56449.93          | Agency Mortgage-Backed Securities |
| FARMER MAC                | 2027-01-06      | 5.1216%  | 0.0000% | $2700000.00        | $2743684.27        | Agency Mortgage-Backed Securities |

### Security 159: Wells Fargo Bank Tri Party Repo

- **C.1 - Title:** Wells Fargo Bank Tri Party Repo 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930RFC004, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 930RFC004_4.34_0902
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2048-09-01      | 4.0000%  | 0.0000% | $1400000.00        | $97296.61          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-10-01      | 4.5000%  | 0.0000% | $73696.00          | $1894.34           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-12-01      | 6.5000%  | 0.0000% | $241723.00         | $5952.83           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-06-01      | 5.5000%  | 0.0000% | $210633.00         | $5991.24           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-11-01      | 3.5000%  | 0.0000% | $7000.00           | $534.53            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-10-01      | 2.5000%  | 0.0000% | $5724404.00        | $1134212.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-12-01      | 3.5000%  | 0.0000% | $150000.00         | $21192.03          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-02-01      | 3.5000%  | 0.0000% | $1288467.00        | $153191.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2033-07-01      | 3.0000%  | 0.0000% | $110000.00         | $10387.84          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2028-11-01      | 5.5000%  | 0.0000% | $158686.00         | $1556.81           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-12-01      | 4.5000%  | 0.0000% | $7000.00           | $538.90            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-05-01      | 4.5000%  | 0.0000% | $38415.00          | $7818.75           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-12-01      | 4.5000%  | 0.0000% | $33640.00          | $2398.68           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-03-01      | 4.5000%  | 0.0000% | $11999900.00       | $3280648.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-05-01      | 4.5000%  | 0.0000% | $3739178.00        | $363378.72         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-05-01      | 5.0000%  | 0.0000% | $13490481.00       | $12622005.15       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-09-01      | 5.0000%  | 0.0000% | $2358235.00        | $2345726.66        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-09-01      | 5.5000%  | 0.0000% | $9513162.00        | $9663629.57        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-09-01      | 5.0000%  | 0.0000% | $1701845.00        | $1688687.85        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2051-11-01      | 3.0000%  | 0.0000% | $47707626.00       | $40673237.10       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-01      | 6.0000%  | 0.0000% | $100000.00         | $99402.80          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-03-01      | 5.5000%  | 0.0000% | $60817.00          | $59589.56          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 5.0000%  | 0.0000% | $125141201.00      | $123936446.83      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-10-01      | 2.0000%  | 0.0000% | $370000.00         | $161553.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-09-01      | 3.0000%  | 0.0000% | $500000.00         | $266193.46         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2034-09-01      | 4.5000%  | 0.0000% | $150000.00         | $81792.61          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-05-01      | 3.0000%  | 0.0000% | $2510989.00        | $1849904.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-04-01      | 5.5000%  | 0.0000% | $33736027.00       | $33548737.55       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-05-01      | 2.5000%  | 0.0000% | $1315000.00        | $318016.19         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-06-01      | 2.5000%  | 0.0000% | $3000.00           | $797.86            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-07-01      | 3.0000%  | 0.0000% | $1514012.00        | $621918.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-12-01      | 2.0000%  | 0.0000% | $13871280.00       | $8132521.28        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-06-01      | 5.5000%  | 0.0000% | $1125864.00        | $1066454.08        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-06-01      | 5.5000%  | 0.0000% | $3236275.00        | $3300817.14        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-06-01      | 6.5000%  | 0.0000% | $1029877.00        | $1076018.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 5.5000%  | 0.0000% | $18333000.00       | $18188888.39       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-06-01      | 6.0000%  | 0.0000% | $1035530.00        | $1070051.96        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-06-01      | 5.5000%  | 0.0000% | $1043231.00        | $1061539.22        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-07-01      | 5.0000%  | 0.0000% | $1703726.00        | $1697584.43        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-07-01      | 5.5000%  | 0.0000% | $3083906.00        | $3138221.83        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-08-01      | 5.5000%  | 0.0000% | $1820750.00        | $1859295.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 6.0000%  | 0.0000% | $24796889.00       | $25423774.04       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-07-01      | 5.5000%  | 0.0000% | $1009233.00        | $1027708.62        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-07-01      | 6.0000%  | 0.0000% | $1238200.00        | $1269195.51        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-08-01      | 6.0000%  | 0.0000% | $1048798.00        | $1078512.20        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-07-01      | 5.5000%  | 0.0000% | $1347425.00        | $1370941.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-11-01      | 5.0000%  | 0.0000% | $299000.00         | $243043.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-07-01      | 5.0000%  | 0.0000% | $450000.00         | $356785.33         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-07-01      | 6.0000%  | 0.0000% | $11971919.00       | $11688952.00       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-10-01      | 3.5000%  | 0.0000% | $11403000.00       | $2877975.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-02-01      | 3.0000%  | 0.0000% | $115500.00         | $62662.45          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-06-01      | 4.0000%  | 0.0000% | $198070.00         | $95610.85          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-08-01      | 2.5000%  | 0.0000% | $135000.00         | $56570.61          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-09-01      | 2.5000%  | 0.0000% | $475000.00         | $254027.44         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-01-01      | 1.5000%  | 0.0000% | $5000000.00        | $2650063.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-02-01      | 1.5000%  | 0.0000% | $1500000.00        | $874728.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-08-01      | 2.5000%  | 0.0000% | $100000.00         | $62561.35          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-10-01      | 2.5000%  | 0.0000% | $38331896.00       | $27067005.08       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-11-01      | 2.0000%  | 0.0000% | $1929913.00        | $944738.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-03-01      | 6.5000%  | 0.0000% | $200000.00         | $177550.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-04-01      | 6.5000%  | 0.0000% | $200000.00         | $176733.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-04-01      | 6.5000%  | 0.0000% | $800000.00         | $729982.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-05-01      | 5.5000%  | 0.0000% | $5937561.00        | $5472633.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-05-01      | 5.5000%  | 0.0000% | $579710.00         | $534304.78         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-05-01      | 2.0000%  | 0.0000% | $2120351.00        | $1313458.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-07-01      | 4.0000%  | 0.0000% | $2950000.00        | $2141367.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-02-01      | 2.0000%  | 0.0000% | $300000.00         | $199877.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-09-01      | 4.0000%  | 0.0000% | $27125000.00       | $21215403.42       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-02-01      | 2.5000%  | 0.0000% | $1575000.00        | $1074059.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-01-01      | 5.5000%  | 0.0000% | $300000.00         | $248204.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-02-01      | 5.0000%  | 0.0000% | $325000.00         | $263165.45         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-03-01      | 5.0000%  | 0.0000% | $144000.00         | $105219.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-04-01      | 5.5000%  | 0.0000% | $440000.00         | $344903.05         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-03-01      | 5.5000%  | 0.0000% | $140000.00         | $122489.59         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-01-01      | 6.5000%  | 0.0000% | $2238169.00        | $1599078.72        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2039-07-01      | 5.5000%  | 0.0000% | $1005258.00        | $808444.20         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2039-07-01      | 6.0000%  | 0.0000% | $1296726.00        | $1032073.98        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2040-05-01      | 5.0000%  | 0.0000% | $1036100.00        | $999935.03         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2040-01-01      | 5.0000%  | 0.0000% | $1438903.00        | $1263632.63        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2040-01-01      | 6.0000%  | 0.0000% | $1525489.00        | $1532681.54        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2040-02-01      | 5.0000%  | 0.0000% | $1494850.00        | $1477074.33        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2040-02-01      | 5.0000%  | 0.0000% | $1612355.00        | $1563348.27        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2040-03-01      | 5.5000%  | 0.0000% | $1310101.00        | $1320054.94        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2040-06-01      | 5.5000%  | 0.0000% | $1012922.00        | $980421.72         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2040-06-01      | 5.5000%  | 0.0000% | $2622994.00        | $2657269.93        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2040-06-01      | 6.0000%  | 0.0000% | $2571318.00        | $2646306.34        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2040-07-01      | 5.5000%  | 0.0000% | $1046294.00        | $1070719.43        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2040-08-01      | 4.5000%  | 0.0000% | $3822948.00        | $3827585.24        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2040-08-01      | 5.0000%  | 0.0000% | $1326710.00        | $1346518.96        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2052-06-01      | 3.0000%  | 0.0000% | $38444752.00       | $33156706.49       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 6.0000%  | 0.0000% | $7049239.00        | $7292700.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 6.0000%  | 0.0000% | $65485846.00       | $67236653.75       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-10-01      | 5.5000%  | 0.0000% | $1013977.00        | $875226.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-08-01      | 6.5000%  | 0.0000% | $1000000.00        | $909198.70         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-01      | 4.5000%  | 0.0000% | $75000.00          | $71738.41          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-01      | 5.5000%  | 0.0000% | $5789318.00        | $5450495.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-07-01      | 5.0000%  | 0.0000% | $46942865.00       | $46075956.34       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-08-01      | 6.0000%  | 0.0000% | $3893050.00        | $4035974.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-08-01      | 5.0000%  | 0.0000% | $414342.00         | $413567.70         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2030-01-01      | 7.0000%  | 0.0000% | $44680.00          | $771.64            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-12-01      | 5.5000%  | 0.0000% | $464504.00         | $14247.22          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-06-01      | 6.0000%  | 0.0000% | $427275.00         | $4476.18           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2039-06-01      | 4.5000%  | 0.0000% | $194117.00         | $10296.84          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2029-06-01      | 6.5000%  | 0.0000% | $1000100.00        | $2535.04           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2029-05-01      | 4.0000%  | 0.0000% | $1208385.00        | $58876.48          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2029-05-01      | 4.0000%  | 0.0000% | $1086549.00        | $90594.32          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-11-01      | 3.5000%  | 0.0000% | $10356429.00       | $1484870.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-01-01      | 3.5000%  | 0.0000% | $15929766.00       | $2914939.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-05-01      | 5.0000%  | 0.0000% | $277000.00         | $237920.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-03-01      | 4.5000%  | 0.0000% | $13483390.00       | $10959354.59       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-07-01      | 5.5000%  | 0.0000% | $200000.00         | $181124.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-01-01      | 4.5000%  | 0.0000% | $430236.00         | $383510.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-03-01      | 5.5000%  | 0.0000% | $9000.00           | $8123.63           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-05-01      | 6.5000%  | 0.0000% | $30000000.00       | $26334419.39       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-07-01      | 5.5000%  | 0.0000% | $480000.00         | $423653.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-04-01      | 6.5000%  | 0.0000% | $100000.00         | $80762.23          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-01      | 6.5000%  | 0.0000% | $42497081.00       | $38923213.53       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-01      | 6.5000%  | 0.0000% | $5216446.00        | $5186528.19        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2053-03-01      | 5.5000%  | 0.0000% | $81165771.00       | $76231000.86       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-01      | 6.5000%  | 0.0000% | $39239115.00       | $35419885.01       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-01      | 5.5000%  | 0.0000% | $7549262.00        | $7223995.95        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2051-11-01      | 3.0000%  | 0.0000% | $26943044.00       | $22233395.26       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-07-01      | 4.0000%  | 0.0000% | $12000.00          | $1235.16           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-06-01      | 6.5000%  | 0.0000% | $5590600.00        | $4949284.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-02-01      | 1.5000%  | 0.0000% | $3155630.00        | $1783711.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-07-01      | 2.5000%  | 0.0000% | $90000.00          | $53122.50          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-09-01      | 3.0000%  | 0.0000% | $74000.00          | $54273.98          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-12-01      | 4.0000%  | 0.0000% | $12000.00          | $9633.91           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-04-01      | 4.0000%  | 0.0000% | $6460533.00        | $5215870.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-09-01      | 5.5000%  | 0.0000% | $15492034.00       | $13310373.11       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-11-01      | 6.5000%  | 0.0000% | $185251.00         | $125138.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-02-01      | 5.0000%  | 0.0000% | $75381.00          | $68636.73          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-03-01      | 6.0000%  | 0.0000% | $819970.00         | $782112.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-01      | 4.0000%  | 0.0000% | $2000.00           | $1809.68           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 6.0000%  | 0.0000% | $31546643.00       | $30727704.65       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 4.5000%  | 0.0000% | $4000.00           | $3788.40           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-08-01      | 6.0000%  | 0.0000% | $4418000.00        | $3818464.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-09-01      | 6.0000%  | 0.0000% | $600000.00         | $508836.92         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-10-01      | 3.0000%  | 0.0000% | $5000.00           | $3964.42           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-08-01      | 3.5000%  | 0.0000% | $1850000.00        | $1416215.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-10-01      | 6.0000%  | 0.0000% | $2000000.00        | $1664574.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-12-01      | 2.5000%  | 0.0000% | $2119435.00        | $1375431.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-12-01      | 2.0000%  | 0.0000% | $1850000.00        | $1131764.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-06-01      | 4.0000%  | 0.0000% | $315000.00         | $241116.13         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-08-01      | 4.5000%  | 0.0000% | $80000.00          | $60670.04          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-10-01      | 4.5000%  | 0.0000% | $1267633.00        | $906191.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-02-01      | 5.5000%  | 0.0000% | $784536.00         | $767540.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-10-01      | 1.5000%  | 0.0000% | $280000.00         | $172424.24         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-11-01      | 3.5000%  | 0.0000% | $2800000.00        | $1208413.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-04-01      | 2.0000%  | 0.0000% | $1000000.00        | $529844.66         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-03-01      | 4.5000%  | 0.0000% | $3156470.00        | $2637106.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-03-01      | 4.5000%  | 0.0000% | $45497.00          | $35035.96          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2053-04-01      | 5.0000%  | 0.0000% | $2874010.00        | $2498092.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-08-01      | 4.5000%  | 0.0000% | $311788.00         | $256760.13         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-09-01      | 5.5000%  | 0.0000% | $32000.00          | $31617.70          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-09-01      | 6.0000%  | 0.0000% | $5032318.00        | $4618300.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-09-01      | 6.5000%  | 0.0000% | $7737476.00        | $5837469.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-10-01      | 6.5000%  | 0.0000% | $2100312.00        | $1867366.41        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2053-10-01      | 5.5000%  | 0.0000% | $1377384.00        | $1038774.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-10-01      | 6.0000%  | 0.0000% | $8766654.00        | $6844918.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-01      | 6.5000%  | 0.0000% | $619000.00         | $588534.87         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2054-08-01      | 6.0000%  | 0.0000% | $1387135.00        | $1373777.19        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2054-08-01      | 6.5000%  | 0.0000% | $1442026.00        | $1488954.59        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2054-09-01      | 6.0000%  | 0.0000% | $2205012.00        | $2028555.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-09-01      | 6.5000%  | 0.0000% | $1336960.00        | $1160945.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-10-01      | 5.5000%  | 0.0000% | $4500000.00        | $4363830.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-01      | 5.0000%  | 0.0000% | $58613.00          | $57498.25          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2054-11-01      | 5.0000%  | 0.0000% | $1377000.00        | $1357811.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-01      | 4.5000%  | 0.0000% | $3539351.00        | $3370295.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2034-07-01      | 3.0000%  | 0.0000% | $400000.00         | $73262.54          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-04-01      | 3.5000%  | 0.0000% | $1212486.00        | $583387.93         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-09-01      | 2.0000%  | 0.0000% | $2226268.00        | $1218804.54        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2035-03-01      | 6.0000%  | 0.0000% | $1047698.00        | $1006206.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-01-01      | 1.5000%  | 0.0000% | $520614.00         | $285885.32         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-12-01      | 3.0000%  | 0.0000% | $17223145.00       | $8950262.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-04-01      | 2.0000%  | 0.0000% | $172000.00         | $100340.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-11-01      | 2.5000%  | 0.0000% | $650000.00         | $387658.60         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-03-01      | 2.5000%  | 0.0000% | $816636.00         | $566547.62         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-01      | 4.5000%  | 0.0000% | $1048927.00        | $876818.19         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-01      | 6.0000%  | 0.0000% | $100000.00         | $95527.94          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-01      | 5.0000%  | 0.0000% | $1438205.00        | $1421921.50        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2054-11-01      | 4.5000%  | 0.0000% | $2021382.00        | $1932018.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-01      | 5.0000%  | 0.0000% | $1200000.00        | $1180772.28        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2054-12-01      | 4.5000%  | 0.0000% | $1271320.00        | $1217183.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-01      | 5.5000%  | 0.0000% | $4614229.00        | $4401616.20        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2054-12-01      | 5.0000%  | 0.0000% | $2203382.00        | $2158101.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-01-01      | 5.5000%  | 0.0000% | $1241219.00        | $1246232.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-01-01      | 5.5000%  | 0.0000% | $12182312.00       | $12280027.79       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-02-01      | 6.0000%  | 0.0000% | $1715542.00        | $1528697.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-01-01      | 5.5000%  | 0.0000% | $1073052.00        | $1078071.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-01      | 6.5000%  | 0.0000% | $3524976.00        | $3620017.40        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-02-01      | 5.5000%  | 0.0000% | $3514815.00        | $3534432.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-03-01      | 6.5000%  | 0.0000% | $100000.00         | $103878.61         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-02-01      | 6.5000%  | 0.0000% | $1064214.00        | $1109924.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-03-01      | 6.0000%  | 0.0000% | $9381988.00        | $9582970.55        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-03-01      | 6.5000%  | 0.0000% | $1148670.00        | $1201413.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-01-01      | 4.5000%  | 0.0000% | $186358.00         | $178260.05         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-01      | 4.5000%  | 0.0000% | $1272800.00        | $1220197.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-03-01      | 5.5000%  | 0.0000% | $873387.00         | $878405.44         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-03-01      | 7.5000%  | 0.0000% | $2553780.00        | $1604452.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 5.0000%  | 0.0000% | $7823381.00        | $7701042.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-03-01      | 6.0000%  | 0.0000% | $1265963.00        | $1083286.08        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-04-01      | 5.5000%  | 0.0000% | $1103990.00        | $966725.63         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-03-01      | 5.5000%  | 0.0000% | $1638130.00        | $1649257.87        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-04-01      | 6.5000%  | 0.0000% | $2831458.00        | $2780844.26        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-04-01      | 6.5000%  | 0.0000% | $1019899.00        | $1073250.68        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-04-01      | 6.0000%  | 0.0000% | $1275437.00        | $1303740.95        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-04-01      | 6.5000%  | 0.0000% | $3414000.00        | $3568151.41        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-05-01      | 6.5000%  | 0.0000% | $1052460.00        | $1000211.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 6.5000%  | 0.0000% | $8234460.00        | $8535762.26        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-06-01      | 5.5000%  | 0.0000% | $2845655.00        | $2885038.97        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-05-01      | 6.5000%  | 0.0000% | $1580450.00        | $1651589.25        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-06-01      | 6.5000%  | 0.0000% | $1125396.00        | $1173678.34        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-06-01      | 5.5000%  | 0.0000% | $2581355.00        | $2608912.11        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                 | 2055-06-01      | 5.5000%  | 0.0000% | $1032065.00        | $1057090.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-10-01      | 5.0000%  | 0.0000% | $700000.00         | $85225.69          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-09-01      | 3.5000%  | 0.0000% | $1635000.00        | $16561.66          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2027-01-01      | 6.0000%  | 0.0000% | $357675.00         | $787.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-06-01      | 4.0000%  | 0.0000% | $65000.00          | $37610.53          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-08-01      | 5.0000%  | 0.0000% | $65000.00          | $43233.85          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-12-01      | 5.5000%  | 0.0000% | $3000.00           | $1769.73           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-07-01      | 2.5000%  | 0.0000% | $6000.00           | $2249.86           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-10-01      | 2.0000%  | 0.0000% | $200000.00         | $102658.54         | Agency Mortgage-Backed Securities |

### Security 160: MUFG Securities Repo

- **C.1 - Title:** MUFG Securities Repo 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 931NXA006, C.3 - LEI: N/A, C.5 - Other ID: 931NXA006_4.33_0902
- **C.18 - Value (incl. sponsor support):** $1090000000.00
- **C.18.a - Value (excl. sponsor support):** $1090000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2054-02-15      | 4.2500%  | 0.0000% | $115199900.00      | $104046170.55      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 4.6250%  | 0.0000% | $299900.00         | $296397.77         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-02-15      | 4.6250%  | 0.0000% | $12470900.00       | $11997903.84       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-02-15      | 4.7500%  | 0.0000% | $991900.00         | $983773.43         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-08-15      | 4.7500%  | 0.0000% | $529900.00         | $520425.16         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-15      | 1.7500%  | 0.0000% | $998900.00         | $933153.79         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 1.2500%  | 0.0000% | $4999900.00        | $4849155.73        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-12-15      | 4.0000%  | 0.0000% | $3999900.00        | $4033779.79        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 3.8750%  | 0.0000% | $199999900.00      | $202607235.65      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-31      | 3.5000%  | 0.0000% | $9999900.00        | $10011075.16       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-05-15      | 3.3750%  | 0.0000% | $500900.00         | $485811.75         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-30      | 4.3750%  | 0.0000% | $33290300.00       | $34683563.86       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-01-31      | 4.2500%  | 0.0000% | $1999900.00        | $2008472.94        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-02-15      | 4.0000%  | 0.0000% | $20700900.00       | $20641834.93       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 4.1250%  | 0.0000% | $18999900.00       | $19658715.69       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-11-15      | 4.2500%  | 0.0000% | $157099900.00      | $160299529.76      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-30      | 4.1250%  | 0.0000% | $20000900.00       | $20522542.33       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 4.3750%  | 0.0000% | $173952900.00      | $180194878.38      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-05-31      | 4.1250%  | 0.0000% | $998900.00         | $1022611.08        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $11851900.00       | $12136995.27       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-06-30      | 4.0000%  | 0.0000% | $998900.00         | $1011501.61        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 3.8750%  | 0.0000% | $751900.00         | $759482.85         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 3.8750%  | 0.0000% | $309900.00         | $311996.35         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-07-31      | 4.0000%  | 0.0000% | $666900.00         | $671294.65         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-08-15      | 4.2500%  | 0.0000% | $546900.00         | $548382.43         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-15      | 3.6250%  | 0.0000% | $2158900.00        | $2162889.27        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-12-02      | NA       | 0.0000% | $499900.00         | $494554.02         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 6.6250%  | 0.0000% | $965900.00         | $1013912.84        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-05-15      | 3.3750%  | 0.0000% | $19676900.00       | $16335569.89       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-02-15      | 3.0000%  | 0.0000% | $99999800.00       | $73317108.80       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-08-15      | 1.3750%  | 0.0000% | $52002900.00       | $25419243.62       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-02-15      | 1.8750%  | 0.0000% | $49999900.00       | $27809047.64       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-02-15      | 1.8750%  | 0.0000% | $50000000.00       | $34637228.26       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-05-15      | 2.8750%  | 0.0000% | $144999900.00      | $102088992.09      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-05-15      | 3.2500%  | 0.0000% | $4384900.00        | $3669553.61        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 3.8750%  | 0.0000% | $35569900.00       | $32098693.39       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-15      | 4.7500%  | 0.0000% | $519900.00         | $524819.98         | U.S. Treasuries (including strips) |

### Security 161: Prudential Legacy Insurance Company of New Jersey Repo

- **C.1 - Title:** Prudential Legacy Insurance Company of New Jersey Repo 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: 932HJC000, C.3 - LEI: 5493005NCNV4ZW27HH91, C.5 - Other ID: 932HJC000_4.35_0902
- **C.18 - Value (incl. sponsor support):** $183327500.00
- **C.18.a - Value (excl. sponsor support):** $183327500.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2053-11-15      | 4.7500%  | 0.0000% | $50000000.00       | $49668478.26       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-05-15      | 4.6250%  | 0.0000% | $24000000.00       | $23359728.26       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-11-15      | 4.5000%  | 0.0000% | $25000000.00       | $23835767.66       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-02-15      | 4.6250%  | 0.0000% | $15000000.00       | $14433423.91       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 4.1250%  | 0.0000% | $25000000.00       | $25853195.44       | U.S. Treasuries (including strips) |
| STRIPS          | 2040-02-15      | NA       | 0.0000% | $20000000.00       | $9999700.00        | U.S. Treasuries (including strips) |
| STRIPS          | 2042-02-15      | NA       | 0.0000% | $50000000.00       | $22173200.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2045-11-15      | NA       | 0.0000% | $50000000.00       | $17972000.00       | U.S. Treasuries (including strips) |

### Security 162: Fixed Income Clearing Corp. Tri Party Repo - JPM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - JPM 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 932KXR004, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 932KXR004_4.34_0902
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp. Tri Party Repo - JPM

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 3.0000%  | 0.0000% | $18154304.00       | $4808455.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-07-01      | 6.0000%  | 0.0000% | $8000.00           | $5500.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.0000%  | 0.0000% | $275000.00         | $267369.27         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2039-09-01      | 6.5000%  | 0.0000% | $2041864.00        | $1495973.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $1311852.00        | $1263279.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 4.5000%  | 0.0000% | $43478.00          | $41052.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $32893120.00       | $31248002.51       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $11364944.00       | $10943169.83       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $195000.00         | $184728.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $50794368.00       | $51183778.57       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $28087320.00       | $27737361.59       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 3.5000%  | 0.0000% | $92626048.00       | $81206973.51       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 1.5000%  | 0.0000% | $31577568.00       | $28330688.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-07-01      | 5.5000%  | 0.0000% | $500000.00         | $503783.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $89327232.00       | $91289686.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $137329408.00      | $143630447.50      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 5.0000%  | 0.0000% | $2628000.00        | $408964.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 3.5000%  | 0.0000% | $4531424.00        | $1862260.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-11-01      | 4.5000%  | 0.0000% | $300000.00         | $61481.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $43344.00          | $26665.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-01      | 2.0000%  | 0.0000% | $1788000.00        | $817737.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 1.5000%  | 0.0000% | $322802.00         | $180945.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.0000%  | 0.0000% | $1847172.00        | $1195231.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $235000.00         | $148169.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-04-01      | 2.5000%  | 0.0000% | $312000.00         | $28250.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 3.5000%  | 0.0000% | $2810000.00        | $480280.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-07-01      | 2.5000%  | 0.0000% | $185000.00         | $19552.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-08-01      | 2.5000%  | 0.0000% | $279681.00         | $31107.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-11-01      | 2.5000%  | 0.0000% | $395000.00         | $43391.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-10-01      | 2.5000%  | 0.0000% | $1666508.00        | $236384.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-10-01      | 2.5000%  | 0.0000% | $1232934.00        | $205906.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 3.0000%  | 0.0000% | $1041242.00        | $661040.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $1674566.00        | $1647918.64        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-06-01      | 6.5000%  | 0.0000% | $1583364.00        | $1075735.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-12-01      | 5.2000%  | 0.0000% | $6851400.00        | $7125911.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 6.0000%  | 0.0000% | $332008.00         | $43514.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-11-01      | 3.5000%  | 0.0000% | $100000.00         | $31385.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-05-01      | 6.0000%  | 0.0000% | $1657924.00        | $163931.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 3.0000%  | 0.0000% | $115661.00         | $55916.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 3.5000%  | 0.0000% | $70038272.00       | $3864925.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 3.5000%  | 0.0000% | $996990.00         | $428950.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 3.0000%  | 0.0000% | $100000.00         | $58066.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 3.5000%  | 0.0000% | $2171760.00        | $1246856.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-10-01      | 6.5000%  | 0.0000% | $2863000.00        | $58722.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-01      | 6.0000%  | 0.0000% | $11220944.00       | $1382212.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $2140056.00        | $1693897.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $1046246.00        | $795299.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 5.5000%  | 0.0000% | $1196690.00        | $876934.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 5.5000%  | 0.0000% | $960222.00         | $926894.83         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-09-01      | 6.0000%  | 0.0000% | $3661384.00        | $3719230.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $1984742.00        | $1806541.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 4.5000%  | 0.0000% | $30953.00          | $29588.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 5.5000%  | 0.0000% | $1008266.00        | $973928.17         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2039-08-01      | 6.5000%  | 0.0000% | $1359246.00        | $1040762.00        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2039-06-01      | 6.5000%  | 0.0000% | $1282180.00        | $1034636.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $1308358.00        | $1006846.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $1137048.00        | $974477.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $1628482.00        | $1128039.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $3375000.00        | $2685274.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 3.5000%  | 0.0000% | $55000.00          | $40024.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $639000.00         | $496877.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $72652288.00       | $65521905.16       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-09-01      | 5.5000%  | 0.0000% | $1172268.00        | $1053712.59        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-10-01      | 5.0000%  | 0.0000% | $107291.00         | $98967.05          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-10-01      | 6.5000%  | 0.0000% | $1949250.00        | $2008182.09        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-08-01      | 5.5000%  | 0.0000% | $3133920.00        | $3167326.89        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-08-01      | 5.5000%  | 0.0000% | $5895904.00        | $5958753.03        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-01-01      | 6.0000%  | 0.0000% | $596178.00         | $603220.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $2982344.00        | $2463021.10        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-01-01      | 6.0000%  | 0.0000% | $9276576.00        | $9031348.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 5.0000%  | 0.0000% | $102482.00         | $85606.92          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-02-01      | 5.0000%  | 0.0000% | $2605308.00        | $2423407.71        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-06-01      | 5.5000%  | 0.0000% | $1747198.00        | $1771726.21        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-05-01      | 5.5000%  | 0.0000% | $3778420.00        | $3460325.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 4.5000%  | 0.0000% | $35386048.00       | $32657581.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1332000.00        | $1308329.09        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2040-07-01      | 6.0000%  | 0.0000% | $3675676.00        | $3801603.43        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2040-07-01      | 6.5000%  | 0.0000% | $1632912.00        | $1706167.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-02-01      | 6.5000%  | 0.0000% | $1921506.00        | $985974.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-06-01      | 4.0000%  | 0.0000% | $674000.00         | $32117.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-12-01      | 3.5000%  | 0.0000% | $100000.00         | $28400.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-01-01      | 5.5000%  | 0.0000% | $306351099.00      | $1860619.80        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-07-01      | 6.0000%  | 0.0000% | $3173500.00        | $3261822.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $2715000.00        | $2063075.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $2430000.00        | $1778375.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 2.0000%  | 0.0000% | $41431.00          | $29961.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 4.0000%  | 0.0000% | $12700000.00       | $10558779.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 3.5000%  | 0.0000% | $5578720.00        | $4518604.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.0000%  | 0.0000% | $1004128.00        | $692506.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 4.0000%  | 0.0000% | $195522.00         | $155653.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $20006912.00       | $16724270.56       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $372229.00         | $305611.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-12-01      | 2.0000%  | 0.0000% | $999993.00         | $718996.45         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 3.5000%  | 0.0000% | $434000.00         | $310363.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 4.5000%  | 0.0000% | $189297.00         | $148538.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.0000%  | 0.0000% | $65000.00          | $47378.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $12398912.00       | $9158470.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $10623160.00       | $7928209.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 3.0000%  | 0.0000% | $322198.00         | $208693.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $750000.00         | $572163.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 4.0000%  | 0.0000% | $203000.00         | $70331.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 4.0000%  | 0.0000% | $37850000.00       | $26289536.45       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-11-01      | 3.0000%  | 0.0000% | $1117500.00        | $794792.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-10-01      | 5.0000%  | 0.0000% | $70000.00          | $39266.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 4.5000%  | 0.0000% | $77000.00          | $62757.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-01-01      | 5.0000%  | 0.0000% | $1300000.00        | $812378.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 4.5000%  | 0.0000% | $918720.00         | $753704.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-02-01      | 2.0000%  | 0.0000% | $510614.00         | $379889.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 3.5000%  | 0.0000% | $3925504.00        | $3102148.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $3006444.00        | $2430098.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 6.0000%  | 0.0000% | $3106576.00        | $46803.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.5000%  | 0.0000% | $380000.00         | $241386.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 3.5000%  | 0.0000% | $600000.00         | $390933.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $6547048.00        | $5054496.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 3.0000%  | 0.0000% | $75000.00          | $48716.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 2.5000%  | 0.0000% | $2485000.00        | $1729068.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $200000.00         | $149591.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 2.0000%  | 0.0000% | $400000.00         | $271375.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $1880170.00        | $1309433.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $600000.00         | $500729.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 4.5000%  | 0.0000% | $740000.00         | $559890.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $3800000.00        | $2665586.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-06-01      | 2.5000%  | 0.0000% | $60000.00          | $42791.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $100000.00         | $84136.42          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2039-02-01      | 6.0000%  | 0.0000% | $438459.00         | $413341.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 4.5000%  | 0.0000% | $123728.00         | $111516.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $49000.00          | $46099.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.5000%  | 0.0000% | $190000.00         | $176798.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-02-01      | 3.5000%  | 0.0000% | $74754640.00       | $6275903.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 7.0000%  | 0.0000% | $15310704.00       | $3125527.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-09-01      | 4.5000%  | 0.0000% | $1549000.00        | $167153.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-06-01      | 5.0000%  | 0.0000% | $6361250.00        | $770790.88         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-08-01      | 5.5000%  | 0.0000% | $29900064.00       | $30551161.16       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-12-01      | 3.0000%  | 0.0000% | $705641.00         | $205318.66         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 3.0000%  | 0.0000% | $75660416.00       | $57984064.05       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 4.5000%  | 0.0000% | $38972000.00       | $33568417.49       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-09-01      | 4.5000%  | 0.0000% | $3200000.00        | $473894.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-10-01      | 3.5000%  | 0.0000% | $1000000.00        | $90798.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-10-01      | 3.5000%  | 0.0000% | $2488191.00        | $273952.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-12-01      | 3.5000%  | 0.0000% | $102000.00         | $8758.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.0000%  | 0.0000% | $174000.00         | $58055.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.0000%  | 0.0000% | $1255174.00        | $105594.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.0000%  | 0.0000% | $180217600.00      | $113363117.20      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-11-01      | 2.0000%  | 0.0000% | $1400000.00        | $862228.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-05-01      | 3.5000%  | 0.0000% | $178000.00         | $12000.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-08-01      | 3.5000%  | 0.0000% | $1089080.00        | $217686.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-04-01      | 3.5000%  | 0.0000% | $471993.00         | $71115.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 2.0000%  | 0.0000% | $26334000.00       | $9601843.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-11-01      | 1.5000%  | 0.0000% | $410000.00         | $122446.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 1.5000%  | 0.0000% | $1021000.00        | $572801.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-01-01      | 2.0000%  | 0.0000% | $375000.00         | $121106.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-11-01      | 3.5000%  | 0.0000% | $500000.00         | $38578.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-08-01      | 3.0000%  | 0.0000% | $176000.00         | $45200.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-04-01      | 3.0000%  | 0.0000% | $2000000.00        | $64225.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-07-01      | 2.5000%  | 0.0000% | $3000000.00        | $84165.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-01-01      | 2.5000%  | 0.0000% | $1300000.00        | $52217.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-01-01      | 2.0000%  | 0.0000% | $3000000.00        | $126762.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-11-01      | 4.0000%  | 0.0000% | $1658352.00        | $258523.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 5.5000%  | 0.0000% | $48954176.00       | $44234573.08       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 5.5000%  | 0.0000% | $9892000.00        | $8824017.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.5000%  | 0.0000% | $43442624.00       | $43927862.78       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 3.5000%  | 0.0000% | $42134208.00       | $36755062.89       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $208694272.00      | $204576027.15      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 4.0000%  | 0.0000% | $125000.00         | $29139.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-05-01      | 4.0000%  | 0.0000% | $1015364.00        | $45465.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-06-01      | 2.0000%  | 0.0000% | $400000.00         | $237620.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 5.5000%  | 0.0000% | $1993592.00        | $1743924.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 6.0000%  | 0.0000% | $1550000.00        | $1267816.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-01-01      | 2.0000%  | 0.0000% | $29898336.00       | $17860295.89       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-05-01      | 6.0000%  | 0.0000% | $5409704.00        | $5565803.76        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-06-01      | 5.5000%  | 0.0000% | $2022796.00        | $2054693.43        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-05-01      | 6.0000%  | 0.0000% | $7198640.00        | $7232744.09        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2040-05-01      | 6.0000%  | 0.0000% | $1740370.00        | $1776037.36        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2040-05-01      | 6.5000%  | 0.0000% | $381727.00         | $392018.24         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-06-01      | 6.0000%  | 0.0000% | $28980480.00       | $29417703.01       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-06-01      | 6.0000%  | 0.0000% | $1997634.00        | $2035767.05        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-06-01      | 6.5000%  | 0.0000% | $11647300.00       | $11264707.99       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-06-01      | 5.0000%  | 0.0000% | $2138992.00        | $2089309.04        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-07-01      | 6.0000%  | 0.0000% | $3296040.00        | $3420434.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $1946206.00        | $2038890.76        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-06-01      | 5.5000%  | 0.0000% | $1956424.00        | $1987087.86        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2040-07-01      | 5.5000%  | 0.0000% | $1212992.00        | $1238435.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $31568992.00       | $25673539.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $46298.00          | $38585.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 4.0000%  | 0.0000% | $1625000.00        | $1296045.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $6000000.00        | $4653249.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $500000.00         | $386530.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 3.5000%  | 0.0000% | $2000000.00        | $1507303.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 4.5000%  | 0.0000% | $493244.00         | $420197.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.0000%  | 0.0000% | $95756000.00       | $82451693.37       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 5.0000%  | 0.0000% | $534000.00         | $475117.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-04-01      | 5.0000%  | 0.0000% | $92647.00          | $69337.50          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-06-01      | 7.0000%  | 0.0000% | $24002520.00       | $21094034.34       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 2.5000%  | 0.0000% | $2071270.00        | $1711817.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 6.5000%  | 0.0000% | $2466608.00        | $2237717.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-08-01      | 3.5000%  | 0.0000% | $25192512.00       | $2284873.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-05-01      | 2.5000%  | 0.0000% | $192102.00         | $14597.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.0000%  | 0.0000% | $445034.00         | $440343.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 7.0000%  | 0.0000% | $1564100.00        | $1662510.35        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-08-01      | 6.0000%  | 0.0000% | $14689536.00       | $15174491.45       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-08-01      | 5.0000%  | 0.0000% | $8528368.00        | $8449044.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 4.0000%  | 0.0000% | $947559.00         | $886651.92         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-06-01      | 6.0000%  | 0.0000% | $1194740.00        | $1233696.79        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-08-01      | 6.0000%  | 0.0000% | $25740800.00       | $26921830.81       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.0000%  | 0.0000% | $227470.00         | $225072.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $6004152.00        | $6061362.07        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-07-01      | 7.0000%  | 0.0000% | $1163766.00        | $1238119.35        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-07-01      | 6.5000%  | 0.0000% | $1105870.00        | $1165661.86        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-07-01      | 6.5000%  | 0.0000% | $1136500.00        | $1191560.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-07-01      | 5.5000%  | 0.0000% | $1021400.00        | $1044223.92        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-08-01      | 6.5000%  | 0.0000% | $1158990.00        | $1224721.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 4.0000%  | 0.0000% | $377381.00         | $353555.47         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-08-01      | 5.0000%  | 0.0000% | $2869408.00        | $2849493.99        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-09-01      | 6.0000%  | 0.0000% | $14369120.00       | $14788463.61       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-09-01      | 5.5000%  | 0.0000% | $5462504.00        | $5519886.39        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-08-01      | 6.0000%  | 0.0000% | $40134848.00       | $41205271.17       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2040-08-01      | 6.0000%  | 0.0000% | $2091944.00        | $2170941.38        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2040-08-01      | 5.0000%  | 0.0000% | $1758738.00        | $1784190.26        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-09-01      | 6.5000%  | 0.0000% | $20285056.00       | $21118559.94       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-08-01      | 6.5000%  | 0.0000% | $1281328.00        | $1345168.32        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-08-01      | 6.5000%  | 0.0000% | $1354000.00        | $1423850.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-11-01      | 3.0000%  | 0.0000% | $4050000.00        | $571111.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 4.0000%  | 0.0000% | $128000.00         | $27599.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-06-01      | 4.0000%  | 0.0000% | $825000.00         | $193439.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2061-01-01      | 2.5000%  | 0.0000% | $119070336.00      | $56026668.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 4.0000%  | 0.0000% | $428091.00         | $45408.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 3.5000%  | 0.0000% | $1517422.00        | $664116.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-12-01      | 3.9550%  | 0.0000% | $1366000.00        | $1368595.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 3.0000%  | 0.0000% | $500000.00         | $55900.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 3.5000%  | 0.0000% | $1760000.00        | $184610.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $56413440.00       | $46159314.81       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-05-01      | 5.5000%  | 0.0000% | $2200000.00        | $1147302.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 3.5000%  | 0.0000% | $13055600.00       | $10730359.59       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 4.5000%  | 0.0000% | $5889064.00        | $5141411.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 5.5000%  | 0.0000% | $14642960.00       | $12756755.45       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $4274512.00        | $3646209.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 3.5000%  | 0.0000% | $2800000.00        | $2433622.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-10-01      | 4.0000%  | 0.0000% | $5190752.00        | $4653842.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 6.0000%  | 0.0000% | $5569000.00        | $4955379.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 4.0000%  | 0.0000% | $1702958.00        | $1548891.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-12-01      | 4.5000%  | 0.0000% | $662660.00         | $610876.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-10-01      | 6.0000%  | 0.0000% | $169011.00         | $135352.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 4.0000%  | 0.0000% | $3320364.00        | $3042127.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 4.0000%  | 0.0000% | $63687168.00       | $57901397.91       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-03-01      | 5.5000%  | 0.0000% | $145000.00         | $142661.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $1068478.00        | $1094296.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-04-01      | 3.5000%  | 0.0000% | $346720.00         | $327213.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 6.5000%  | 0.0000% | $57206.00          | $55300.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-04-01      | 3.0000%  | 0.0000% | $1478298.00        | $1391322.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 4.5000%  | 0.0000% | $2728180.00        | $2624577.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-08-01      | 4.5000%  | 0.0000% | $5483950.00        | $5459293.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-08-01      | 4.0000%  | 0.0000% | $645249.00         | $635490.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-08-01      | 6.0000%  | 0.0000% | $1027000.00        | $1064705.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-09-01      | 3.0000%  | 0.0000% | $431463.00         | $323145.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 2.5000%  | 0.0000% | $450000.00         | $107490.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 3.0000%  | 0.0000% | $10960256.00       | $6632978.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-06-01      | 4.8110%  | 0.0000% | $6000000.00        | $5446394.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $5126808.00        | $5202945.21        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-11-01      | 4.5000%  | 0.0000% | $2742704.00        | $2625421.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 2.5000%  | 0.0000% | $94554.00          | $63029.86          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-05-01      | 1.5000%  | 0.0000% | $8550496.00        | $5435795.82        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-09-01      | 7.5000%  | 0.0000% | $6654608.00        | $6588827.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $4441720.00        | $3388735.00        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-04-01      | 6.0000%  | 0.0000% | $6086856.00        | $6272756.64        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2040-06-01      | 5.5000%  | 0.0000% | $3721924.00        | $3566183.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1014122.00        | $1038809.05        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-07-01      | 5.5000%  | 0.0000% | $7759540.00        | $7916397.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.5000%  | 0.0000% | $1167954.00        | $765480.65         | Agency Mortgage-Backed Securities |

### Security 163: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 932KXR004, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 932KXR004_4.49_1219
- **C.18 - Value (incl. sponsor support):** $3250000000.00
- **C.18.a - Value (excl. sponsor support):** $3250000000.00
- **C.19 - Percentage of Net Assets:** 1.9300%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-03-20      | 3.0000%  | 0.0000% | $103979264.00      | $94555626.13       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2053-02-20      | 5.0000%  | 0.0000% | $1500000.00        | $1484991.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-09-20      | 3.5000%  | 0.0000% | $18466880.00       | $16763242.05       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-07-20      | 5.0000%  | 0.0000% | $9024000.00        | $8882402.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-03-20      | 6.2809%  | 0.0000% | $100000.00         | $99827.54          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-09-20      | 3.5000%  | 0.0000% | $18987000.00       | $18088326.75       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-03-20      | 5.3950%  | 0.0000% | $5220432.00        | $5144638.58        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2052-04-20      | 5.0000%  | 0.0000% | $21200032.00       | $21083005.47       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-04-20      | 5.0000%  | 0.0000% | $7520256.00        | $7535085.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-04-20      | 5.6450%  | 0.0000% | $20000000.00       | $19843292.89       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-03-20      | 5.0000%  | 0.0000% | $16545280.00       | $15971802.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-03-25      | 5.5000%  | 0.0000% | $1000000.00        | $166042.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-05-25      | 6.4786%  | 0.0000% | $51100000.00       | $756558.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-03-25      | 8.5485%  | 0.0000% | $1000000.00        | $951771.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-03-25      | NA       | 0.0000% | $190000.00         | $5137.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-02-25      | 6.0000%  | 0.0000% | $4192000.00        | $1003566.97        | Agency Mortgage-Backed Securities |
| FHLMC STRUCTURED PASS THROUGH         | 2044-03-25      | 6.5000%  | 0.0000% | $14249936.00       | $740014.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-07-15      | 6.5713%  | 0.0000% | $1899718.00        | $39259.95          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-08-15      | 5.7321%  | 0.0000% | $2150000.00        | $23500.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-25      | 2.1371%  | 0.0000% | $142570240.00      | $275934.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-25      | NA       | 0.0000% | $3424936.00        | $59720.78          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-07-15      | 6.0000%  | 0.0000% | $12085000.00       | $2610978.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-09-15      | 6.0000%  | 0.0000% | $13262000.00       | $710297.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-09-15      | 6.0000%  | 0.0000% | $14400000.00       | $1857914.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-11-15      | 5.7500%  | 0.0000% | $8261664.00        | $3307413.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-05-15      | 3.8571%  | 0.0000% | $12990240.00       | $52124.87          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-06-15      | 7.8570%  | 0.0000% | $9681000.00        | $163315.45         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-11-15      | 6.4572%  | 0.0000% | $3887036.00        | $45704.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-07-25      | 4.0000%  | 0.0000% | $5000000.00        | $533497.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-04-25      | 2.7904%  | 0.0000% | $600000.00         | $75601.52          | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2051-08-20      | 4.5000%  | 0.0000% | $24358912.00       | $24162725.96       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-07-20      | 5.6450%  | 0.0000% | $10000000.00       | $10011676.91       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2051-06-20      | 4.5000%  | 0.0000% | $40913152.00       | $40569841.31       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-08-20      | 0.1527%  | 0.0000% | $327260000.00      | $5225743.31        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-08-20      | 0.1527%  | 0.0000% | $307000000.00      | $7589399.19        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-08-20      | 2.2643%  | 0.0000% | $187249664.00      | $12978663.69       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-08-20      | 5.2864%  | 0.0000% | $36648384.00       | $36986853.36       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-05-20      | 1.0637%  | 0.0000% | $30000000.00       | $1085997.38        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-08-20      | 5.0000%  | 0.0000% | $25000000.00       | $25168797.22       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-08-20      | 2.1862%  | 0.0000% | $31375392.00       | $3171285.08        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2044-11-20      | 4.5000%  | 0.0000% | $27377632.00       | $27880093.68       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-08-20      | 5.7343%  | 0.0000% | $42806976.00       | $43724439.40       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-08-20      | 0.9142%  | 0.0000% | $139000000.00      | $7589337.45        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2052-04-20      | 3.0000%  | 0.0000% | $183322112.00      | $166681475.03      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-07-20      | 4.0000%  | 0.0000% | $121690624.00      | $119620193.24      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-03-20      | 3.5000%  | 0.0000% | $17265000.00       | $1814277.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-03-20      | 4.5000%  | 0.0000% | $100000000.00      | $22464758.30       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-06-20      | 4.0000%  | 0.0000% | $150000000.00      | $29876578.28       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-07-20      | 3.5000%  | 0.0000% | $150000000.00      | $39922827.46       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-09-20      | 4.8549%  | 0.0000% | $45211648.00       | $12216356.82       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-02-20      | 0.0726%  | 0.0000% | $247781624.00      | $251051.38         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-07-20      | 1.2500%  | 0.0000% | $24377440.00       | $10339395.96       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-11-20      | 0.7500%  | 0.0000% | $10000000.00       | $2909184.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-05-20      | 1.2500%  | 0.0000% | $12000000.00       | $4786327.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-04-20      | 2.0000%  | 0.0000% | $4000000.00        | $2205476.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-05-20      | 1.2500%  | 0.0000% | $15000000.00       | $5922433.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-08-20      | 2.0000%  | 0.0000% | $6794632.00        | $3626441.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2033-11-16      | 5.5000%  | 0.0000% | $25374000.00       | $3425748.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2034-05-17      | 6.8763%  | 0.0000% | $4785968.00        | $920154.53         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-03-16      | NA       | 0.0000% | $130072576.00      | $39202.25          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2045-07-20      | 3.0000%  | 0.0000% | $15000000.00       | $1827216.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2047-05-20      | 3.5000%  | 0.0000% | $3434000.00        | $1222214.49        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2043-02-16      | 2.5000%  | 0.0000% | $1700000.00        | $1498462.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-12-16      | 3.4094%  | 0.0000% | $7000000.00        | $4428085.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2056-10-16      | 2.6000%  | 0.0000% | $2000000.00        | $441000.28         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2057-01-16      | 0.5985%  | 0.0000% | $21924000.00       | $105432.39         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2046-11-16      | 5.0000%  | 0.0000% | $26428840.00       | $680218.33         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2047-10-20      | 4.7049%  | 0.0000% | $4000000.00        | $1210678.31        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-09-16      | 3.0000%  | 0.0000% | $10650000.00       | $4051996.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2062-01-16      | 0.8751%  | 0.0000% | $17000000.00       | $493272.67         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-02-20      | 3.5000%  | 0.0000% | $1055000.00        | $938411.13         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-02-20      | 5.0000%  | 0.0000% | $1015530.00        | $1018752.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2062-10-16      | 0.9901%  | 0.0000% | $9350000.00        | $497182.87         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2063-01-16      | 0.9697%  | 0.0000% | $6800000.00        | $443362.77         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-04-20      | 5.1450%  | 0.0000% | $20000000.00       | $14298995.40       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-04-20      | 5.1250%  | 0.0000% | $26000000.00       | $21188181.36       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-10-20      | 5.3950%  | 0.0000% | $30000000.00       | $17601254.71       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-09-20      | 5.2950%  | 0.0000% | $30000000.00       | $23476892.97       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-05-20      | 5.1950%  | 0.0000% | $30000000.00       | $18833564.02       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-11-20      | 6.1950%  | 0.0000% | $100000000.00      | $40902012.55       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-06-20      | 6.0000%  | 0.0000% | $7495592.00        | $7722863.35        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-09-20      | 9.3382%  | 0.0000% | $3698076.00        | $2122820.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-12-20      | 5.6450%  | 0.0000% | $40000000.00       | $16360886.04       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-12-20      | 5.5000%  | 0.0000% | $4054664.00        | $4124975.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2048-09-20      | 3.0000%  | 0.0000% | $24021000.00       | $14813166.52       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-01-20      | 5.4950%  | 0.0000% | $100000000.00      | $49827786.82       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-01-20      | 5.4950%  | 0.0000% | $32413100.00       | $16150730.37       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-01-20      | 5.4950%  | 0.0000% | $100000000.00      | $49827786.82       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-01-20      | 5.4950%  | 0.0000% | $30000000.00       | $22716347.26       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-03-20      | 0.1250%  | 0.0000% | $100000000.00      | $69792030.50       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-04-20      | 0.1250%  | 0.0000% | $32339000.00       | $20533749.53       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-06-20      | 5.0000%  | 0.0000% | $1856824.00        | $1820485.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-06-20      | 5.6450%  | 0.0000% | $100000000.00      | $41506391.61       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-06-20      | 5.5250%  | 0.0000% | $100000000.00      | $58877752.03       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2045-06-20      | 2.5000%  | 0.0000% | $21225088.00       | $17167214.71       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-05-20      | 5.4950%  | 0.0000% | $30000000.00       | $25743193.08       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-06-20      | 5.5650%  | 0.0000% | $30000000.00       | $16808303.17       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-08-20      | 5.4450%  | 0.0000% | $30000000.00       | $27258046.34       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-08-20      | 5.5450%  | 0.0000% | $18292400.00       | $11973662.52       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-09-20      | 5.5150%  | 0.0000% | $30000000.00       | $27244560.82       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-09-20      | 5.0000%  | 0.0000% | $20000000.00       | $18875859.91       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-11-20      | 5.5450%  | 0.0000% | $5000000.00        | $4101403.69        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-11-20      | 5.7450%  | 0.0000% | $30000000.00       | $26906870.38       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-08-25      | 1.9124%  | 0.0000% | $191234047.00      | $10993.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-09-25      | NA       | 0.0000% | $100000.00         | $75215.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-25      | 3.5000%  | 0.0000% | $6900000.00        | $1582443.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-06-25      | NA       | 0.0000% | $4113936.00        | $13659.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-06-25      | 1.5000%  | 0.0000% | $24492400.00       | $1411529.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-25      | 1.7500%  | 0.0000% | $29743296.00       | $3335359.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-02-25      | 5.0000%  | 0.0000% | $2000000.00        | $344091.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-25      | 5.0000%  | 0.0000% | $2000000.00        | $272465.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-25      | 3.0000%  | 0.0000% | $11000000.00       | $1370732.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-01-25      | 3.0000%  | 0.0000% | $849950.00         | $9926.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-09-25      | 3.5000%  | 0.0000% | $24500000.00       | $2054357.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-01-25      | 4.8629%  | 0.0000% | $40964416.00       | $4155653.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-25      | 3.0000%  | 0.0000% | $8448000.00        | $2425586.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-10-25      | 3.0000%  | 0.0000% | $7622000.00        | $1529716.34        | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                        | 2026-02-25      | 2.7020%  | 0.0000% | $200000.00         | $84740.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-04-25      | 2.5000%  | 0.0000% | $25000000.00       | $2502605.52        | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                        | 2026-03-25      | 2.5760%  | 0.0000% | $125000.00         | $71477.75          | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                        | 2026-09-25      | 2.4994%  | 0.0000% | $240000.00         | $122170.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-07-25      | 4.9629%  | 0.0000% | $9950000.00        | $2634392.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-25      | 3.5000%  | 0.0000% | $3801000.00        | $1122865.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-25      | 4.8129%  | 0.0000% | $3500000.00        | $1083586.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-25      | 3.0000%  | 0.0000% | $6700000.00        | $5863366.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-25      | 3.0000%  | 0.0000% | $8832000.00        | $7760663.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-25      | 3.0000%  | 0.0000% | $20000000.00       | $2642550.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-25      | 1.2500%  | 0.0000% | $22338592.00       | $10772316.51       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-25      | 2.5000%  | 0.0000% | $494947.00         | $316468.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-25      | 2.0000%  | 0.0000% | $5000000.00        | $3116588.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-25      | 5.5000%  | 0.0000% | $22704200.00       | $13958353.07       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-25      | 5.6484%  | 0.0000% | $30000000.00       | $25394074.82       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-25      | 5.5000%  | 0.0000% | $10138400.00       | $9848611.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-25      | 5.6484%  | 0.0000% | $30000000.00       | $22057349.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-25      | 5.0000%  | 0.0000% | $20888384.00       | $19249362.56       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2055-01-25      | 5.2484%  | 0.0000% | $41576320.00       | $41032865.51       | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                        | 2030-04-25      | 4.6200%  | 0.0000% | $145657000.00      | $148857715.57      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-25      | 5.0000%  | 0.0000% | $39292160.00       | $38110966.54       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-25      | 5.0000%  | 0.0000% | $8389680.00        | $8018813.81        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2052-06-25      | 4.5000%  | 0.0000% | $35433472.00       | $35049968.27       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-25      | 4.0000%  | 0.0000% | $16440992.00       | $15755318.84       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2053-02-25      | 5.0000%  | 0.0000% | $62303296.00       | $61371469.16       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2051-09-25      | 4.5000%  | 0.0000% | $26905184.00       | $26474514.93       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2055-08-25      | 5.5860%  | 0.0000% | $28420768.00       | $29096576.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-25      | 5.6984%  | 0.0000% | $40000000.00       | $39630043.07       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-11-15      | 2.7500%  | 0.0000% | $59494000.00       | $3430682.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-11-15      | 1.0804%  | 0.0000% | $339341.00         | $25046.51          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-05-15      | 3.0000%  | 0.0000% | $560125.00         | $18317.61          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-03-15      | 3.5000%  | 0.0000% | $4170000.00        | $2381549.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-04-15      | 3.5000%  | 0.0000% | $15000000.00       | $11111449.25       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-06-15      | NA       | 0.0000% | $12660592.00       | $1999582.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-12-15      | 4.8072%  | 0.0000% | $2448000.00        | $154615.63         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-09-15      | 3.5000%  | 0.0000% | $1000000.00        | $210949.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-09-15      | 0.0230%  | 0.0000% | $1934900.00        | $212373.25         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-07-15      | 2.0000%  | 0.0000% | $30000000.00       | $2473476.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-01-15      | 5.0000%  | 0.0000% | $3403780.00        | $40571.21          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-08-15      | 4.7572%  | 0.0000% | $1500000.00        | $131340.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2028-08-15      | 2.5000%  | 0.0000% | $2137988.00        | $609437.66         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-05-15      | 2.0000%  | 0.0000% | $2716272.00        | $1410915.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-01-15      | 4.8572%  | 0.0000% | $3000000.00        | $206054.72         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-09-15      | 4.8072%  | 0.0000% | $1760000.00        | $150862.37         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-12-15      | NA       | 0.0000% | $9503232.00        | $554784.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-07-15      | 3.0000%  | 0.0000% | $25000000.00       | $3024191.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-12-15      | 2.7500%  | 0.0000% | $20000000.00       | $1804687.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-01-15      | 2.0000%  | 0.0000% | $50000000.00       | $3364295.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-01-15      | 2.2500%  | 0.0000% | $32366000.00       | $1584755.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-09-15      | 2.5000%  | 0.0000% | $25000000.00       | $2742752.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-08-15      | 3.0000%  | 0.0000% | $1800000.00        | $242320.44         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-08-15      | 3.0000%  | 0.0000% | $8407000.00        | $5491259.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-10-15      | NA       | 0.0000% | $753845.00         | $210836.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-05-15      | 3.5000%  | 0.0000% | $1000000.00        | $229865.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-04-25      | 0.1250%  | 0.0000% | $7712700.00        | $4981442.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-25      | 5.7284%  | 0.0000% | $1193600.00        | $1016726.87        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-11-25      | 5.5984%  | 0.0000% | $66055552.00       | $60760654.89       | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2032-01-25      | 4.7580%  | 0.0000% | $3900000.00        | $3988528.70        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2050-06-25      | 6.0000%  | 0.0000% | $12722048.00       | $1532855.19        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-09-25      | 5.4953%  | 0.0000% | $69139100.00       | $70478918.41       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2055-09-25      | 5.6953%  | 0.0000% | $12591616.00       | $12942579.78       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-07-15      | 3.5000%  | 0.0000% | $2300000.00        | $239376.13         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-04-20      | 5.3950%  | 0.0000% | $110993000.00      | $109316447.07      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-04-20      | 5.3950%  | 0.0000% | $32904700.00       | $32520535.10       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-04-20      | 5.3950%  | 0.0000% | $34794000.00       | $34286080.39       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-03-20      | 5.0000%  | 0.0000% | $7855224.00        | $7379809.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-06-20      | 5.7450%  | 0.0000% | $20000000.00       | $20045001.45       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-05-20      | 5.8450%  | 0.0000% | $36000000.00       | $35354171.37       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2051-06-20      | 5.0000%  | 0.0000% | $7049208.00        | $7027312.38        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-04-20      | 6.0000%  | 0.0000% | $100000000.00      | $99858634.92       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2050-01-20      | 5.0000%  | 0.0000% | $1733252.00        | $1727816.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-12-20      | 5.0000%  | 0.0000% | $61565568.00       | $60588268.47       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2051-04-20      | 4.5000%  | 0.0000% | $1796000.00        | $1767950.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-05-20      | 5.0000%  | 0.0000% | $63984128.00       | $63482896.53       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2050-01-20      | 5.0000%  | 0.0000% | $18000000.00       | $18010950.63       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-10-20      | 5.5450%  | 0.0000% | $30000000.00       | $29071557.58       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2048-10-20      | 3.5000%  | 0.0000% | $15830912.00       | $14286769.15       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-01-20      | 5.3850%  | 0.0000% | $29765728.00       | $28452358.90       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-01-20      | 5.5950%  | 0.0000% | $30000000.00       | $26964231.05       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-02-20      | 6.0000%  | 0.0000% | $100000000.00      | $83565591.89       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-07-20      | 5.0000%  | 0.0000% | $7884168.00        | $7529458.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-02-20      | 5.6150%  | 0.0000% | $40000000.00       | $38119993.05       | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP                      | 2039-04-25      | 5.0000%  | 0.0000% | $10308688.00       | $980869.34         | Agency Mortgage-Backed Securities |
| MULTIFAMILY STRUCTURED CREDIT         | 2051-01-25      | 8.0984%  | 0.0000% | $13640000.00       | $14088930.88       | Agency Mortgage-Backed Securities |
| MULTIFAMILY STRUCTURED CREDIT         | 2041-07-25      | 9.8484%  | 0.0000% | $882000.00         | $882959.85         | Agency Mortgage-Backed Securities |
| FREDDIE MAC - SCRT                    | 2056-01-25      | 3.0000%  | 0.0000% | $6000000.00        | $4705874.00        | Agency Mortgage-Backed Securities |
| FREDDIE MAC - SCRT                    | 2058-03-25      | 3.5000%  | 0.0000% | $8000000.00        | $6535353.78        | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST                  | 2026-06-25      | 10.4555% | 0.0000% | $57814976.00       | $26726190.55       | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST                  | 2027-01-25      | 6.6055%  | 0.0000% | $4000000.00        | $588419.91         | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST                  | 2030-01-25      | 7.2055%  | 0.0000% | $2550000.00        | $825968.49         | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST                  | 2031-03-25      | 10.5910% | 0.0000% | $23715000.00       | $6919492.41        | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST                  | 2028-12-26      | 10.7410% | 0.0000% | $61175296.00       | $36589331.66       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2067-04-16      | 4.5000%  | 0.0000% | $15731000.00       | $14185869.72       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2067-04-16      | 3.5000%  | 0.0000% | $10000000.00       | $8229062.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2066-02-16      | 4.7500%  | 0.0000% | $200000.00         | $200301.69         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2067-05-16      | 5.5957%  | 0.0000% | $215000.00         | $223281.41         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2067-02-16      | 5.0000%  | 0.0000% | $20000000.00       | $19066377.78       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-06-20      | 4.5000%  | 0.0000% | $12116060.00       | $11028146.86       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-06-20      | 6.0000%  | 0.0000% | $37009500.00       | $37122371.53       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-06-20      | 4.1523%  | 0.0000% | $3890910.00        | $4059119.35        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-05-20      | 5.0000%  | 0.0000% | $8340080.00        | $8424371.65        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2052-01-20      | 5.0000%  | 0.0000% | $581531.00         | $579310.65         | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2032-07-25      | 1.5700%  | 0.0000% | $1000000.00        | $525178.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-08-15      | 4.8072%  | 0.0000% | $16029760.00       | $3139064.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-12-15      | 3.0000%  | 0.0000% | $9916000.00        | $8552107.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-02-15      | 3.5000%  | 0.0000% | $400000.00         | $297289.56         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-02-15      | 3.5000%  | 0.0000% | $700000.00         | $544650.96         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-11-15      | 4.0000%  | 0.0000% | $5000000.00        | $513492.07         | Agency Mortgage-Backed Securities |
| FREDDIE MAC MULTICLASS CERTIFI        | 2033-07-25      | 2.4590%  | 0.0000% | $3000000.00        | $2563144.67        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2027-11-25      | 1.4090%  | 0.0000% | $50000000.00       | $36039105.09       | Agency Mortgage-Backed Securities |
| FREDDIE MAC WHOLE LOAN SECURIT        | 2047-05-25      | 3.0000%  | 0.0000% | $6500000.00        | $3546186.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-25      | 6.0000%  | 0.0000% | $28000000.00       | $881131.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-08-25      | 1.5869%  | 0.0000% | $4735000.00        | $147278.50         | Agency Mortgage-Backed Securities |
| FANNIEMAE WHOLE LOAN                  | 2043-11-25      | 5.6810%  | 0.0000% | $5000000.00        | $1218693.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-12-25      | 4.7629%  | 0.0000% | $112355000.00      | $926277.32         | Agency Mortgage-Backed Securities |
| FANNIEMAE WHOLE LOAN                  | 2043-08-25      | 5.8070%  | 0.0000% | $28500000.00       | $6844047.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-01-25      | 8.8114%  | 0.0000% | $7128000.00        | $174970.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-07-15      | 2.8505%  | 0.0000% | $1314286.00        | $125403.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-08-25      | 5.1743%  | 0.0000% | $9262430.00        | $352496.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-11-25      | 6.1485%  | 0.0000% | $2235324.00        | $307093.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-25      | 6.2857%  | 0.0000% | $13047648.00       | $1100252.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-12-20      | 5.3450%  | 0.0000% | $100000000.00      | $40813715.03       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-11-20      | 5.6050%  | 0.0000% | $30000000.00       | $22688512.50       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2063-01-16      | 2.2500%  | 0.0000% | $21000000.00       | $13420142.73       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-12-20      | 5.3450%  | 0.0000% | $100000000.00      | $40813715.03       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-11-20      | 2.5000%  | 0.0000% | $412702.00         | $244901.68         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                       | 2047-09-01      | 4.0000%  | 0.0000% | $36820928.00       | $1804527.92        | Agency Mortgage-Backed Securities |
| FANNIE MAE INTEREST STRIP             | 2052-07-01      | 3.0000%  | 0.0000% | $117710.00         | $14572.75          | Agency Mortgage-Backed Securities |
| FANNIE MAE INTEREST STRIP             | 2055-05-01      | 6.5000%  | 0.0000% | $37326976.00       | $6742312.84        | Agency Mortgage-Backed Securities |

### Security 164: Royal Bank of Canada NY Tri Party Repo

- **C.1 - Title:** Royal Bank of Canada NY Tri Party Repo 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: 933UAV007, C.3 - LEI: N/A, C.5 - Other ID: 933UAV007_4.35_0902
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-07-15      | 4.3750%  | 0.0000% | $221077100.00      | $225091830.07      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-05-15      | 4.2500%  | 0.0000% | $30458800.00       | $29908222.10       | U.S. Treasuries (including strips) |

### Security 165: Bank of Montreal Tri Party Repo

- **C.1 - Title:** Bank of Montreal Tri Party Repo 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 934EEG001, C.3 - LEI: N/A, C.5 - Other ID: 934EEG001_4.34_0902
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GINNIE MAE II POOL | 2055-06-20      | 6.0000%  | 0.0000% | $10954984.00       | $11200290.47       | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2055-08-20      | 6.0000%  | 0.0000% | $17892479.00       | $18514487.18       | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2055-08-20      | 6.0000%  | 0.0000% | $20631320.00       | $21285222.82       | Agency Mortgage-Backed Securities |

### Security 166: BMO Capital Markets Corp. Tri party Repo

- **C.1 - Title:** BMO Capital Markets Corp. Tri party Repo 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 934EFN005, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: 934EFN005_4.34_0902
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2054-11-15      | 4.5000%  | 0.0000% | $200.00            | $189.18            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-05-15      | 4.7500%  | 0.0000% | $100.00            | $98.61             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 3.7500%  | 0.0000% | $36836000.00       | $37123509.77       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-10-15      | 1.6250%  | 0.0000% | $7862700.00        | $8775332.44        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-10-21      | NA       | 0.0000% | $300.00            | $298.31            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-02-15      | 2.0000%  | 0.0000% | $800.00            | $461.92            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-11-15      | 1.8750%  | 0.0000% | $200.00            | $109.86            | U.S. Treasuries (including strips) |

### Security 167: Fixed Income Clearing Corp. Tri Party Repo - BNYM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BNYM 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 934QAM005, C.3 - LEI: N/A, C.5 - Other ID: 934QAM005_4.34_0902
- **C.18 - Value (incl. sponsor support):** $950000000.00
- **C.18.a - Value (excl. sponsor support):** $950000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp. Tri Party Repo - BNYM

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FREDDIE MAC POOL                      | 2055-09-01      | 6.0000%  | 0.0000% | $24877568.00       | $25698867.75       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-05-01      | 6.0000%  | 0.0000% | $7947656.00        | $8105204.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $29466160.00       | $29736050.95       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 3.0000%  | 0.0000% | $15272760.00       | $8496645.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 3.0000%  | 0.0000% | $41586688.00       | $24281247.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 3.0000%  | 0.0000% | $33234560.00       | $22830824.28       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-09-01      | 2.0000%  | 0.0000% | $23845472.00       | $14853361.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-07-01      | 2.0000%  | 0.0000% | $16036195.00       | $9042546.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 3.5000%  | 0.0000% | $13421920.00       | $8071620.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $1101440.00        | $669064.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $23967008.00       | $17263277.69       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $12249648.00       | $8200363.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $23861312.00       | $16282721.95       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $7482912.00        | $4790831.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.5000%  | 0.0000% | $1056.00           | $759.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $10440480.00       | $7757221.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $20593960.00       | $17129892.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $23590000.00       | $16466139.13       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.5000%  | 0.0000% | $7587760.00        | $4060198.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.0000%  | 0.0000% | $8220688.00        | $5529043.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-07-01      | 2.0000%  | 0.0000% | $41744141.00       | $24283429.70       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-12-01      | 7.0000%  | 0.0000% | $14999.00          | $58.39             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-10-01      | 2.5000%  | 0.0000% | $37200120.00       | $23385454.66       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 3.5000%  | 0.0000% | $22382176.00       | $15493839.32       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 3.0000%  | 0.0000% | $1024.00           | $732.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 3.5000%  | 0.0000% | $32516672.00       | $24594267.85       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $9706608.00        | $7994387.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $15860200.00       | $13216440.83       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $24261312.00       | $20383814.15       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 4.5000%  | 0.0000% | $10686960.00       | $8830567.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $13106208.00       | $11796195.18       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $21826848.00       | $18198285.54       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $23649376.00       | $21328898.86       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-04-01      | 6.5000%  | 0.0000% | $12054900.00       | $8594055.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $25676288.00       | $21486299.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $24964448.00       | $23124105.98       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $1180.00           | $981.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $34100672.00       | $24264544.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $32766720.00       | $27760134.47       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-06-01      | 5.0000%  | 0.0000% | $23101000.00       | $19550440.85       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $5599032.00        | $4856339.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $26583320.00       | $21395766.18       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $20345100.00       | $18264492.30       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $22135900.00       | $19594309.46       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 4.5000%  | 0.0000% | $17052352.00       | $13628705.83       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $7926728.00        | $6431057.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $29521696.00       | $24193187.80       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $12291984.00       | $9657450.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 4.5000%  | 0.0000% | $11115140.00       | $9643327.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 5.5000%  | 0.0000% | $10004384.00       | $9065283.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.0000%  | 0.0000% | $1008.00           | $844.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $681.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 5.5000%  | 0.0000% | $11164440.00       | $9999357.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 5.5000%  | 0.0000% | $26580147.00       | $24476389.36       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 6.5000%  | 0.0000% | $11610368.00       | $9113957.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 5.5000%  | 0.0000% | $13169088.00       | $12281340.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $10826560.00       | $10355912.31       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-12-01      | 6.0000%  | 0.0000% | $31794592.00       | $24197199.27       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 5.0000%  | 0.0000% | $15338876.00       | $12714153.92       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.0000%  | 0.0000% | $3539620.00        | $3096416.82        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-09-01      | 6.5000%  | 0.0000% | $2665340.00        | $2796713.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-03-01      | 4.0000%  | 0.0000% | $59974336.00       | $22738309.20       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2062-03-01      | 2.5000%  | 0.0000% | $30565520.00       | $20187274.76       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2063-06-01      | 3.5000%  | 0.0000% | $14834640.00       | $11145918.41       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2063-06-01      | 3.5000%  | 0.0000% | $23057824.00       | $17951661.33       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2063-06-01      | 4.5000%  | 0.0000% | $7387480.00        | $5975519.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $25237984.00       | $20629038.27       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $19538320.00       | $16030436.47       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $23067296.00       | $18493207.52       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $18496960.00       | $14765345.43       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 6.5000%  | 0.0000% | $15344800.00       | $11767586.94       | Agency Mortgage-Backed Securities |

### Security 168: Prudential Insurance Company of America Repo

- **C.1 - Title:** Prudential Insurance Company of America Repo 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: 934QUK007, C.3 - LEI: N/A, C.5 - Other ID: 934QUK007_4.35_0902
- **C.18 - Value (incl. sponsor support):** $491328750.00
- **C.18.a - Value (excl. sponsor support):** $491328750.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIP PRINC     | 2041-08-15      | NA       | 0.0000% | $15000000.00       | $7040685.00        | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2048-02-15      | NA       | 0.0000% | $250000000.00      | $81193500.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2049-11-15      | NA       | 0.0000% | $100000000.00      | $29773900.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2050-02-15      | NA       | 0.0000% | $100000000.00      | $29431900.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2050-08-15      | NA       | 0.0000% | $50000000.00       | $14405100.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2051-02-15      | NA       | 0.0000% | $100000000.00      | $28010400.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2051-05-15      | NA       | 0.0000% | $95000000.00       | $26292580.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-05-15      | 3.0000%  | 0.0000% | $20000000.00       | $15079076.09       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-05-15      | 2.8750%  | 0.0000% | $20000000.00       | $14415625.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-11-15      | 4.0000%  | 0.0000% | $49000000.00       | $42949565.22       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-31      | 4.3750%  | 0.0000% | $50000000.00       | $50395040.76       | U.S. Treasuries (including strips) |
| STRIPS          | 2037-02-15      | NA       | 0.0000% | $45000000.00       | $26875395.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2051-11-15      | NA       | 0.0000% | $40000000.00       | $10652160.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2052-02-15      | NA       | 0.0000% | $25000000.00       | $6567325.00        | U.S. Treasuries (including strips) |
| STRIPS          | 2052-08-15      | NA       | 0.0000% | $150000000.00      | $38735550.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2039-11-15      | NA       | 0.0000% | $50000000.00       | $25409700.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2041-11-15      | NA       | 0.0000% | $14000000.00       | $6307560.00        | U.S. Treasuries (including strips) |
| STRIPS          | 2042-05-15      | NA       | 0.0000% | $25000000.00       | $10923800.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2046-11-15      | NA       | 0.0000% | $33000000.00       | $11301675.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2050-05-15      | NA       | 0.0000% | $70000000.00       | $20097840.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2050-11-15      | NA       | 0.0000% | $25000000.00       | $6974800.00        | U.S. Treasuries (including strips) |

### Security 169: Fixed Income Clearing Corp. Tri Party Repo - BNYM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BNYM 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 934QYA005, C.3 - LEI: N/A, C.5 - Other ID: 934QYA005_4.33_0902
- **C.18 - Value (incl. sponsor support):** $1750000000.00
- **C.18.a - Value (excl. sponsor support):** $1750000000.00
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp. Tri Party Repo - BNYM

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2027-04-15      | 0.1250%  | 0.0000% | $416601500.00      | $469457482.74      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-11-15      | 4.5000%  | 0.0000% | $1258805700.00     | $1315542536.38     | U.S. Treasuries (including strips) |

### Security 170: National Australia Bank Ltd. Repo

- **C.1 - Title:** National Australia Bank Ltd. Repo 4.310000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 935EJW000, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, C.5 - Other ID: 935EJW000_4.31_0902
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-08-15      | 2.2500%  | 0.0000% | $785180000.00      | $764781055.60      | U.S. Treasuries (including strips) |

### Security 171: Banco Santander SA Tri Party Repo

- **C.1 - Title:** Banco Santander SA Tri Party Repo 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 936TGF006, C.3 - LEI: N/A, C.5 - Other ID: 936TGF006_4.34_0902
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $985.75            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-12-01      | 5.5000%  | 0.0000% | $4720050.00        | $4548253.04        | Agency Mortgage-Backed Securities  |
| TSY INFL IX N/B                       | 2029-01-15      | 0.8750%  | 0.0000% | $100.00            | $127.46            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2026-07-15      | 0.1250%  | 0.0000% | $100.00            | $133.97            | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2046-10-01      | 3.5000%  | 0.0000% | $86707074.00       | $22718473.40       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-01-20      | 5.5000%  | 0.0000% | $1000.00           | $1008.31           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-05-20      | 6.5000%  | 0.0000% | $1000.00           | $1040.11           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-05-20      | 6.5000%  | 0.0000% | $1000.00           | $1040.12           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1019.15           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-01-20      | 5.0000%  | 0.0000% | $1000.00           | $989.13            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1038.78           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-05-20      | 5.0000%  | 0.0000% | $1000.00           | $982.39            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-07-20      | 6.0000%  | 0.0000% | $1000.00           | $1032.36           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1014.39           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-08-20      | 6.0000%  | 0.0000% | $1000.00           | $1031.69           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.5000%  | 0.0000% | $3253248.00        | $3279717.81        | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                       | 2035-05-15      | 4.2500%  | 0.0000% | $400.00            | $406.02            | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $3687274.00        | $2815338.15        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $5627.00           | $4385.54           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $14485850.00       | $10503012.85       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 4.5000%  | 0.0000% | $4323952.00        | $3599203.27        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-08-20      | 6.0000%  | 0.0000% | $1000.00           | $1045.28           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-08-20      | 5.5000%  | 0.0000% | $1000.00           | $1024.52           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1050.54           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-07-20      | 7.0000%  | 0.0000% | $1000.00           | $1054.57           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2065-07-20      | 6.5000%  | 0.0000% | $1007.00           | $1037.05           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-08-20      | 6.0000%  | 0.0000% | $1000.00           | $1037.83           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1018.54           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1019.34           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1009.64           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1009.97           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-08-20      | 5.5000%  | 0.0000% | $1000.00           | $1014.04           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL                    | 2055-08-20      | 6.0000%  | 0.0000% | $1000.00           | $1047.96           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2046-11-20      | 3.0000%  | 0.0000% | $1008.00           | $253.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2039-01-20      | 6.0000%  | 0.0000% | $1000.00           | $12.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2040-06-20      | 5.0000%  | 0.0000% | $1000.00           | $36.53             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2039-10-15      | 5.0000%  | 0.0000% | $1000.00           | $56.13             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2040-12-15      | 4.0000%  | 0.0000% | $1000.00           | $89.61             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2027-07-15      | 3.5000%  | 0.0000% | $1000.00           | $11.31             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2029-08-15      | 7.0000%  | 0.0000% | $1000.00           | $68.27             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-01-20      | 5.5000%  | 0.0000% | $1000.00           | $182.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-10-20      | 3.0000%  | 0.0000% | $1032.00           | $517.31            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-12-20      | 3.0000%  | 0.0000% | $1000.00           | $468.73            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2045-12-20      | 3.5000%  | 0.0000% | $1023.00           | $349.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-01-20      | 3.5000%  | 0.0000% | $6341568.00        | $2899021.34        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2037-12-20      | 2.5000%  | 0.0000% | $1000.00           | $596.45            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2039-03-15      | 5.5000%  | 0.0000% | $1000.00           | $15.85             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2032-12-15      | 6.5000%  | 0.0000% | $1000.00           | $11.28             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-11-01      | 4.0000%  | 0.0000% | $1000.00           | $54.85             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $5951022.00        | $4354683.28        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $1083000.00        | $989409.83         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $3514844.00        | $2748349.74        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $224470.00         | $177697.45         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 6.5000%  | 0.0000% | $7246943.00        | $6322873.38        | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                       | 2027-07-31      | 2.7500%  | 0.0000% | $2600.00           | $2562.42           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2033-11-15      | 4.5000%  | 0.0000% | $100.00            | $104.38            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2034-05-15      | 4.3750%  | 0.0000% | $600.00            | $618.95            | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $911129.00         | $672741.74         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 6.5000%  | 0.0000% | $921850.00         | $857447.20         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 5.5000%  | 0.0000% | $338683.00         | $328397.57         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-04-01      | 4.0000%  | 0.0000% | $44255514.00       | $7295801.72        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2041-03-15      | 4.0000%  | 0.0000% | $44816.00          | $1878.70           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2027-06-15      | 2.5000%  | 0.0000% | $2307946.00        | $42587.14          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2041-11-15      | 3.7500%  | 0.0000% | $275050.00         | $30728.84          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2042-10-20      | 3.0000%  | 0.0000% | $57652.00          | $8480.13           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2043-03-20      | 3.0000%  | 0.0000% | $3500000.00        | $527088.44         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2043-05-15      | 3.0000%  | 0.0000% | $2047646.00        | $343121.65         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2042-11-15      | 3.0000%  | 0.0000% | $1292869.00        | $120688.23         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2043-02-15      | 3.0000%  | 0.0000% | $1912244.00        | $291304.11         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2043-02-20      | 2.5000%  | 0.0000% | $478805.00         | $65408.84          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2042-07-20      | 4.0000%  | 0.0000% | $597999.00         | $36256.70          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2042-08-20      | 3.0000%  | 0.0000% | $1301769.00        | $81106.01          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2042-09-20      | 3.5000%  | 0.0000% | $325000.00         | $28473.72          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2044-02-20      | 3.0000%  | 0.0000% | $369878.00         | $53193.93          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2043-06-20      | 3.0000%  | 0.0000% | $507122.00         | $56423.54          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2028-10-20      | 2.5000%  | 0.0000% | $1496000.00        | $83653.04          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2046-04-20      | 3.0000%  | 0.0000% | $1711588.00        | $176495.46         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2045-08-20      | 4.0000%  | 0.0000% | $430000.00         | $30219.99          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2045-12-20      | 3.0000%  | 0.0000% | $7071.00           | $807.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2047-04-20      | 4.0000%  | 0.0000% | $132881108.00      | $11935812.04       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2046-05-20      | 4.0000%  | 0.0000% | $900000.00         | $84860.13          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2046-07-20      | 3.5000%  | 0.0000% | $1000.00           | $110.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2046-11-20      | 3.0000%  | 0.0000% | $994000.00         | $138282.58         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2047-03-20      | 4.0000%  | 0.0000% | $954892.00         | $84671.30          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2047-07-20      | 3.0000%  | 0.0000% | $1000.00           | $133.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2047-07-20      | 4.0000%  | 0.0000% | $381000.00         | $37462.25          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2047-07-20      | 4.5000%  | 0.0000% | $87936253.00       | $7949158.32        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2047-10-20      | 3.0000%  | 0.0000% | $1918000.00        | $259413.19         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2047-10-20      | 3.5000%  | 0.0000% | $18305347.00       | $2236984.11        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2047-10-20      | 4.0000%  | 0.0000% | $1000.00           | $109.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2048-02-20      | 4.0000%  | 0.0000% | $30676710.00       | $3085843.46        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2048-04-20      | 3.0000%  | 0.0000% | $205000.00         | $32050.98          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2048-05-20      | 6.5000%  | 0.0000% | $88000.00          | $13177.90          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2040-04-01      | 5.0000%  | 0.0000% | $2348577.00        | $65745.43          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2040-05-01      | 5.0000%  | 0.0000% | $2382605.00        | $76168.54          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 4.5000%  | 0.0000% | $2078.00           | $527.69            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.5000%  | 0.0000% | $210191.00         | $168083.92         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $385114.00         | $324854.39         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2048-06-20      | 6.0000%  | 0.0000% | $2501273.00        | $303720.06         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-10-20      | 2.5000%  | 0.0000% | $1000.00           | $179.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2048-09-20      | 4.0000%  | 0.0000% | $2433133.00        | $230793.05         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2048-09-20      | 5.0000%  | 0.0000% | $2000.00           | $156.59            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2039-02-20      | 6.0000%  | 0.0000% | $201515.00         | $36050.32          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2048-10-20      | 4.0000%  | 0.0000% | $1000.00           | $92.59             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2048-11-20      | 4.5000%  | 0.0000% | $1031.00           | $77.96             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2037-09-20      | 6.0000%  | 0.0000% | $39000.00          | $6673.92           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2048-12-20      | 4.5000%  | 0.0000% | $1026.00           | $70.56             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2048-12-20      | 5.0000%  | 0.0000% | $1292997.00        | $80971.09          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-01-20      | 4.5000%  | 0.0000% | $1999000.00        | $131995.33         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-02-20      | 4.5000%  | 0.0000% | $5080.00           | $378.72            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-03-20      | 5.5000%  | 0.0000% | $2000.00           | $188.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-05-20      | 4.0000%  | 0.0000% | $3138002.00        | $260224.56         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-05-20      | 4.5000%  | 0.0000% | $1021.00           | $99.04             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-05-20      | 5.5000%  | 0.0000% | $73000.00          | $6398.11           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-06-20      | 5.5000%  | 0.0000% | $9013.00           | $966.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-05-20      | 5.5000%  | 0.0000% | $45000.00          | $4288.89           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-07-20      | 3.0000%  | 0.0000% | $471296.00         | $64380.00          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-09-20      | 5.0000%  | 0.0000% | $1000.00           | $128.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2036-01-20      | 2.0000%  | 0.0000% | $15000.00          | $6479.60           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2036-01-20      | 2.5000%  | 0.0000% | $1000.00           | $386.48            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-01-20      | 3.5000%  | 0.0000% | $1462285.00        | $550391.12         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2036-06-20      | 2.5000%  | 0.0000% | $1000.00           | $409.96            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-02-20      | 3.0000%  | 0.0000% | $356418.00         | $133933.08         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-02-20      | 3.0000%  | 0.0000% | $423893.00         | $67932.01          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2035-04-20      | 2.5000%  | 0.0000% | $1000.00           | $131.27            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2038-10-20      | 6.0000%  | 0.0000% | $10000.00          | $2528.19           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-05-20      | 5.5000%  | 0.0000% | $9000.00           | $2356.31           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-08-20      | 2.0000%  | 0.0000% | $1002.00           | $438.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-10-20      | 3.5000%  | 0.0000% | $1000.00           | $318.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-10-20      | 6.0000%  | 0.0000% | $24000.00          | $6442.92           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-12-20      | 2.0000%  | 0.0000% | $1024890.00        | $502014.23         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-12-20      | 3.5000%  | 0.0000% | $2097295.00        | $724136.62         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2037-05-20      | 1.5000%  | 0.0000% | $1000.00           | $615.23            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-04-20      | 1.5000%  | 0.0000% | $2897098.00        | $1960437.71        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-05-20      | 4.0000%  | 0.0000% | $11619088.00       | $8504356.40        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-05-20      | 2.5000%  | 0.0000% | $192000.00         | $124051.43         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2036-03-20      | 2.0000%  | 0.0000% | $1000.00           | $429.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2036-04-20      | 2.0000%  | 0.0000% | $1000.00           | $447.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-05-20      | 2.5000%  | 0.0000% | $1000.00           | $528.32            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2036-06-20      | 2.0000%  | 0.0000% | $1000.00           | $483.34            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-06-20      | 3.0000%  | 0.0000% | $829129.00         | $420570.30         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-07-20      | 3.0000%  | 0.0000% | $52008283.00       | $28006002.65       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-07-20      | 4.0000%  | 0.0000% | $1032.00           | $487.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-08-20      | 5.0000%  | 0.0000% | $19000.00          | $5761.82           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-09-20      | 4.0000%  | 0.0000% | $469400.00         | $257760.20         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-10-20      | 5.0000%  | 0.0000% | $31924.00          | $13122.86          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-11-20      | 3.0000%  | 0.0000% | $927110.00         | $571482.75         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-11-20      | 3.5000%  | 0.0000% | $4048378.00        | $2660096.34        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2036-12-20      | 1.5000%  | 0.0000% | $1000.00           | $541.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-12-20      | 3.5000%  | 0.0000% | $5673800.00        | $3730095.48        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-12-20      | 5.0000%  | 0.0000% | $22786.00          | $11730.98          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-01-20      | 4.0000%  | 0.0000% | $40000.00          | $25762.18          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-01-20      | 5.0000%  | 0.0000% | $31000.00          | $16165.79          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2044-07-01      | 4.0000%  | 0.0000% | $7728784.00        | $1322852.76        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 6.0000%  | 0.0000% | $8589516.00        | $7692880.32        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 6.0000%  | 0.0000% | $831552.00         | $743325.09         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $2649552.00        | $2108916.32        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.0000%  | 0.0000% | $14206326.00       | $11496630.65       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.0000%  | 0.0000% | $44044765.00       | $36040888.26       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.0000%  | 0.0000% | $2230701.00        | $1942257.99        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-06-01      | 4.5000%  | 0.0000% | $20987488.00       | $2874670.35        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-09-01      | 4.0000%  | 0.0000% | $21512134.00       | $5419547.01        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-04-01      | 4.5000%  | 0.0000% | $33132771.00       | $7011312.96        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-05-01      | 4.0000%  | 0.0000% | $99998415.00       | $22895933.13       | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                       | 2029-06-30      | 4.2500%  | 0.0000% | $1000.00           | $1028.59           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 2.0000%  | 0.0000% | $1691532.00        | $1143256.65        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 2.0000%  | 0.0000% | $25400795.00       | $17910090.86       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 2.0000%  | 0.0000% | $5002924.00        | $3385644.15        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $822389.00         | $612000.55         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 5.0000%  | 0.0000% | $43311656.00       | $38535783.68       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2037-03-20      | 3.0000%  | 0.0000% | $1000000.00        | $522682.26         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-05-20      | 6.0000%  | 0.0000% | $43554269.00       | $28377792.92       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-07-20      | 4.5000%  | 0.0000% | $1000.00           | $758.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-07-20      | 4.5000%  | 0.0000% | $109000.00         | $82564.99          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2037-07-20      | 4.0000%  | 0.0000% | $97251.00          | $64351.92          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-12-20      | 2.0000%  | 0.0000% | $2000.00           | $1489.13           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-01-20      | 5.5000%  | 0.0000% | $112183.00         | $80682.72          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-12-20      | 2.0000%  | 0.0000% | $1000.00           | $731.90            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2043-06-15      | 3.0000%  | 0.0000% | $1000.00           | $123.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-08-01      | 3.5000%  | 0.0000% | $56569586.00       | $16672227.10       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2057-01-01      | 4.0000%  | 0.0000% | $57898120.00       | $20427338.87       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2057-09-01      | 3.5000%  | 0.0000% | $1999608.00        | $724365.13         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 3.5000%  | 0.0000% | $61769088.00       | $22637363.77       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-03-01      | 4.0000%  | 0.0000% | $94520738.00       | $30379755.00       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $2150232.00        | $775341.38         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $15796440.00       | $14965059.05       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $29623436.00       | $5724001.62        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-01-20      | 6.0000%  | 0.0000% | $1000.00           | $965.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-02-20      | 5.5000%  | 0.0000% | $43965691.00       | $43624008.50       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-04-20      | 5.5000%  | 0.0000% | $5355893.00        | $5355245.23        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-05-20      | 6.0000%  | 0.0000% | $6292418.00        | $6390991.79        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-06-20      | 7.0000%  | 0.0000% | $1000.00           | $1036.14           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-07-20      | 7.0000%  | 0.0000% | $1000.00           | $1040.78           | Agency Mortgage-Backed Securities  |

### Security 172: MUFG Securities Canada Ltd. Tri Party Repo

- **C.1 - Title:** MUFG Securities Canada Ltd. Tri Party Repo 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 937KGC001, C.3 - LEI: 549300Y1PMK3RWXMWR72, C.5 - Other ID: 937KGC001_4.35_0902
- **C.18 - Value (incl. sponsor support):** $695000000.00
- **C.18.a - Value (excl. sponsor support):** $695000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $2001795.00        | $2019714.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $23942450.00       | $23135806.84       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-06-01      | 5.0000%  | 0.0000% | $39818112.00       | $39392348.49       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $19138240.00       | $18162198.32       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $8606944.00        | $7205448.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $13896000.00       | $11850723.32       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-12-01      | 4.0000%  | 0.0000% | $69999000.00       | $15809697.49       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.5000%  | 0.0000% | $20000000.00       | $11511407.04       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-05-01      | 2.5000%  | 0.0000% | $29991000.00       | $19321956.53       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.5000%  | 0.0000% | $19844160.00       | $17222779.07       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 5.0000%  | 0.0000% | $22944128.00       | $19273430.81       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.5000%  | 0.0000% | $28948864.00       | $20673598.02       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $20000000.00       | $16195580.24       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-06-01      | 2.5000%  | 0.0000% | $17688200.00       | $10316311.56       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1791773.00        | $1105802.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 4.5000%  | 0.0000% | $1487958.00        | $1273409.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 3.0000%  | 0.0000% | $98357632.00       | $16928003.43       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $585756.00         | $461791.30         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 6.0000%  | 0.0000% | $15000000.00       | $11873618.91       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 2.0000%  | 0.0000% | $7000000.00        | $4799762.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $14027400.00       | $10796604.97       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 6.0000%  | 0.0000% | $48161152.00       | $38712801.31       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $22006480.00       | $18603034.62       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $23044100.00       | $17686833.98       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $32418761.00       | $28118520.60       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 6.0000%  | 0.0000% | $30137842.00       | $25948927.29       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-09-01      | 1.9060%  | 0.0000% | $23992906.00       | $15078804.45       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.0000%  | 0.0000% | $22972500.00       | $14088549.24       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $19326900.00       | $12415331.80       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-12-01      | 3.0300%  | 0.0000% | $16281280.00       | $15236780.15       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-06-01      | 3.5000%  | 0.0000% | $3647536.00        | $369104.72         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $22201216.00       | $21001237.99       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 5.5000%  | 0.0000% | $10904928.00       | $10030942.10       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2053-01-01      | 5.5000%  | 0.0000% | $23700800.00       | $22867884.19       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 6.0000%  | 0.0000% | $28009056.00       | $24189590.73       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.0000%  | 0.0000% | $29907776.00       | $24181990.20       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-06-01      | 2.5000%  | 0.0000% | $3977840.00        | $2329971.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.0000%  | 0.0000% | $114700.00         | $87977.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $26050245.00       | $21647672.14       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-02-01      | 4.0000%  | 0.0000% | $49609643.00       | $3914415.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.0000%  | 0.0000% | $37658700.00       | $12788493.26       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-03-01      | 2.5000%  | 0.0000% | $153627.00         | $77614.08          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $19619520.00       | $18875523.18       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $37987712.00       | $28640166.56       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $34381440.00       | $27335344.72       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.5000%  | 0.0000% | $9862980.00        | $5468860.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $7761032.00        | $4657245.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $4279376.00        | $3358786.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $6454936.00        | $4754126.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-01-01      | 3.5000%  | 0.0000% | $41855168.00       | $6448442.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-02-01      | 2.0000%  | 0.0000% | $1071024.00        | $655031.67         | Agency Mortgage-Backed Securities |

### Security 173: Wells Fargo Bank Tri Party Repo

- **C.1 - Title:** Wells Fargo Bank Tri Party Repo 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 938CNS005, C.3 - LEI: N/A, C.5 - Other ID: 938CNS005_4.34_0902
- **C.18 - Value (incl. sponsor support):** $925000000.00
- **C.18.a - Value (excl. sponsor support):** $925000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2048-04-01      | 3.5000%  | 0.0000% | $50240572.00       | $16482418.63       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2046-03-01      | 3.5000%  | 0.0000% | $35000000.00       | $11330735.42       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-01-01      | 4.5000%  | 0.0000% | $24503894.00       | $4534363.58        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-04-01      | 4.5000%  | 0.0000% | $61466024.00       | $12323839.38       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 4.5000%  | 0.0000% | $25483554.00       | $20262473.46       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.0000%  | 0.0000% | $3528631.00        | $3044846.74        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $96296085.00       | $75512678.91       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-05-01      | 4.0000%  | 0.0000% | $3053142.00        | $689880.20         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-05-01      | 4.0000%  | 0.0000% | $14489356.00       | $4014700.45        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 4.5000%  | 0.0000% | $10822685.00       | $2092109.98        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-05-01      | 3.5000%  | 0.0000% | $19004276.00       | $7080357.38        | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                       | 2026-06-30      | 0.8750%  | 0.0000% | $100.00            | $97.63             | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $82086450.00       | $69376457.75       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $141822949.00      | $135687892.07      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-04-01      | 6.5000%  | 0.0000% | $6076000.00        | $5473842.44        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $89737.00          | $85520.78          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2043-01-01      | 4.0000%  | 0.0000% | $58900000.00       | $6984953.71        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2035-06-01      | 6.0000%  | 0.0000% | $48883276.00       | $900709.19         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-05-01      | 4.0000%  | 0.0000% | $10382819.00       | $1987945.66        | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                       | 2036-02-15      | 4.5000%  | 0.0000% | $178600.00         | $183594.01         | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2050-11-01      | 1.5000%  | 0.0000% | $591000.00         | $322636.80         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 1.5000%  | 0.0000% | $771299.00         | $425934.53         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-04-20      | 3.5000%  | 0.0000% | $448689.00         | $317277.70         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $8073924.00        | $1141451.85        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-07-01      | 3.5000%  | 0.0000% | $115808.00         | $10549.25          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-10-01      | 3.0000%  | 0.0000% | $300000000.00      | $44686779.44       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 5.0000%  | 0.0000% | $300000000.00      | $246356644.90      | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-09-01      | 4.0000%  | 0.0000% | $53869543.00       | $13571341.68       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2043-04-01      | 4.0000%  | 0.0000% | $2564950.00        | $286445.50         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2044-06-01      | 4.0000%  | 0.0000% | $9699146.00        | $167874.10         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-05-01      | 4.0000%  | 0.0000% | $320737899.00      | $48441418.45       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 4.5000%  | 0.0000% | $164000000.00      | $26591772.04       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2044-10-01      | 4.0000%  | 0.0000% | $1058801.00        | $84139.99          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2044-11-01      | 3.5000%  | 0.0000% | $20215285.00       | $3335258.48        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2044-11-01      | 4.0000%  | 0.0000% | $13212128.00       | $2373306.26        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-03-01      | 4.0000%  | 0.0000% | $11677293.00       | $2491541.67        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $2804413.00        | $2894083.44        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 3.5000%  | 0.0000% | $9000000.00        | $6666119.00        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $10271863.00       | $7665850.72        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 4.5000%  | 0.0000% | $9971155.00        | $8128333.41        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $23102332.00       | $17764694.08       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $63435335.00       | $47717665.13       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.0000%  | 0.0000% | $15163726.00       | $11593756.90       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 6.0000%  | 0.0000% | $28101249.00       | $23291187.81       | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                       | 2050-05-15      | 1.2500%  | 0.0000% | $17012000.00       | $8145865.20        | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2048-12-01      | 4.0000%  | 0.0000% | $102993006.00      | $22602908.83       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.0000%  | 0.0000% | $1019128.00        | $852269.06         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 6.0000%  | 0.0000% | $12954899.00       | $12530957.08       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.5000%  | 0.0000% | $8047707.00        | $2669755.19        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2055-05-01      | 6.0000%  | 0.0000% | $2710213.00        | $2777740.81        | Agency Mortgage-Backed Securities  |

### Security 174: Wells Fargo Bank Tri Party Repo

- **C.1 - Title:** Wells Fargo Bank Tri Party Repo 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: 938CNS005, C.3 - LEI: N/A, C.5 - Other ID: 938CNS005_4.37_0909
- **C.18 - Value (incl. sponsor support):** $385000000.00
- **C.18.a - Value (excl. sponsor support):** $385000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2047-12-01      | 4.0000%  | 0.0000% | $8553962.00        | $2451195.96        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $8095771.00        | $7073060.25        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $3200000.00        | $2808844.42        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $4316737.00        | $3631447.48        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $42805640.00       | $33812613.95       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                       | 2054-08-01      | 6.0000%  | 0.0000% | $21656855.00       | $20632504.72       | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                       | 2027-09-15      | 3.3750%  | 0.0000% | $10100.00          | $10202.27          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2048-08-15      | 3.0000%  | 0.0000% | $14000.00          | $10300.77          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $36239233.00       | $30628070.98       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $282900707.00      | $268011386.45      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $25749.00          | $18982.84          | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                       | 2028-01-15      | 4.2500%  | 0.0000% | $2000.00           | $2038.43           | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2054-10-01      | 6.5000%  | 0.0000% | $27981000.00       | $27565961.42       | Agency Mortgage-Backed Securities  |

### Security 175: Fixed Income Clearing Corp. Tri Party Repo - BoA

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BoA 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 942NHH006, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 942NHH006_4.33_0902
- **C.18 - Value (incl. sponsor support):** $6000000000.00
- **C.18.a - Value (excl. sponsor support):** $6000000000.00
- **C.19 - Percentage of Net Assets:** 3.5600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp. Tri Party Repo - BoA

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2026-10-31      | 4.1250%  | 0.0000% | $2340000.00        | $2379579.18        | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2026-10-31      | 4.3484%  | 0.0000% | $200000000.00      | $200758726.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-10-31      | 4.1250%  | 0.0000% | $92760000.00       | $95389577.08       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-30      | 4.2500%  | 0.0000% | $3885700.00        | $3947283.76        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 4.1250%  | 0.0000% | $120495900.00      | $123888515.44      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-08-15      | 3.1250%  | 0.0000% | $6640500.00        | $5187723.68        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 3.0000%  | 0.0000% | $53988400.00       | $41596458.96       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $69.66             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-05-15      | 3.0000%  | 0.0000% | $54137300.00       | $41445638.53       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-08-15      | 2.8750%  | 0.0000% | $24000000.00       | $17747250.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-11-15      | 3.0000%  | 0.0000% | $22410000.00       | $17060246.79       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-02-15      | 2.5000%  | 0.0000% | $12062500.00       | $8268832.74        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-05-15      | 2.5000%  | 0.0000% | $32621000.00       | $22498478.19       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-08-15      | 2.2500%  | 0.0000% | $4913000.00        | $3181570.26        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-05-15      | 4.6250%  | 0.0000% | $152243100.00      | $149966001.63      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-08-15      | 4.2500%  | 0.0000% | $2500000.00        | $2239499.62        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-08-15      | 4.1250%  | 0.0000% | $99392400.00       | $90320884.77       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 4.6250%  | 0.0000% | $76509000.00       | $75164508.18       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-05-15      | 4.7500%  | 0.0000% | $265700.00         | $262005.46         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-05-15      | 5.0000%  | 0.0000% | $59931400.00       | $61727734.28       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-15      | 1.5000%  | 0.0000% | $40500.00          | $39617.00          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-15      | 2.2500%  | 0.0000% | $327800.00         | $319515.18         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 2.2500%  | 0.0000% | $100.00            | $97.76             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-15      | 2.8750%  | 0.0000% | $69072700.00       | $67754913.76       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-03-31      | 2.2500%  | 0.0000% | $5472000.00        | $5466970.07        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-15      | 2.3750%  | 0.0000% | $16359800.00       | $15766168.84       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-15      | 2.0000%  | 0.0000% | $883200.00         | $869615.39         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-15      | 2.3750%  | 0.0000% | $1059900.00        | $1044451.99        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-31      | 1.8750%  | 0.0000% | $30000.00          | $29502.95          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-15      | 1.6250%  | 0.0000% | $97600.00          | $90651.49          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-30      | 1.6250%  | 0.0000% | $99941000.00       | $98280603.71       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 1.7500%  | 0.0000% | $16282300.00       | $15906280.81       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-31      | 1.5000%  | 0.0000% | $31500.00          | $30567.38          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-15      | 0.8750%  | 0.0000% | $4475000.00        | $3887282.05        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-11-30      | 0.3750%  | 0.0000% | $9400.00           | $9322.19           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 0.6250%  | 0.0000% | $45266100.00       | $42316833.52       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-12-31      | 0.3750%  | 0.0000% | $2000.00           | $1976.92           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-15      | 1.1250%  | 0.0000% | $22582400.00       | $19721661.32       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 4.3750%  | 0.0000% | $158892500.00      | $164478866.67      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-31      | 4.1250%  | 0.0000% | $6000000.00        | $6049660.07        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-01-31      | 4.3750%  | 0.0000% | $73474000.00       | $75753875.44       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-02-15      | 4.6250%  | 0.0000% | $141659000.00      | $146670826.15      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.8750%  | 0.0000% | $400.00            | $408.35            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-04-30      | 4.0000%  | 0.0000% | $48219000.00       | $49114531.66       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-15      | 3.8750%  | 0.0000% | $21795200.00       | $22135304.81       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-15      | 3.8750%  | 0.0000% | $23119200.00       | $23405796.03       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-29      | 1.1250%  | 0.0000% | $24969000.00       | $23647936.63       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-28      | 0.5000%  | 0.0000% | $390700.00         | $384911.32         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 1.2500%  | 0.0000% | $83084000.00       | $78741041.79       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-15      | 1.6250%  | 0.0000% | $74260000.00       | $66397477.96       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-31      | 1.2500%  | 0.0000% | $50000000.00       | $47106688.50       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-06-30      | 0.8750%  | 0.0000% | $118929100.00      | $116163835.49      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-08-15      | 1.2500%  | 0.0000% | $23569400.00       | $20367179.84       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-31      | 1.1250%  | 0.0000% | $26675000.00       | $24963261.49       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-30      | 1.2500%  | 0.0000% | $1322500.00        | $1239223.64        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-30      | 0.8750%  | 0.0000% | $10235000.00       | $9951613.04        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-31      | 1.1250%  | 0.0000% | $50735200.00       | $49369360.17       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-15      | 1.3750%  | 0.0000% | $33774000.00       | $29299708.22       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-30      | 1.2500%  | 0.0000% | $9456000.00        | $9195050.05        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 1.5000%  | 0.0000% | $149088800.00      | $140085256.55      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 1.2500%  | 0.0000% | $6734600.00        | $6529491.31        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 1.7500%  | 0.0000% | $175000.00         | $164844.59         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 1.8750%  | 0.0000% | $9100.00           | $8667.87           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 2.3750%  | 0.0000% | $31469000.00       | $30465469.23       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 2.5000%  | 0.0000% | $112494100.00      | $111579321.38      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 2.7500%  | 0.0000% | $32652000.00       | $32452141.03       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 2.6250%  | 0.0000% | $8241800.00        | $8148856.55        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-07-31      | 2.6250%  | 0.0000% | $3982700.00        | $3844526.65        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-15      | 2.7500%  | 0.0000% | $15900000.00       | $14770721.52       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 3.1250%  | 0.0000% | $125174000.00      | $125879501.07      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-09-30      | 3.8750%  | 0.0000% | $1952300.00        | $2000016.21        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-10-15      | 4.2500%  | 0.0000% | $100.00            | $101.59            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 4.1250%  | 0.0000% | $14700000.00       | $15048760.13       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-11-15      | 4.1250%  | 0.0000% | $100443200.00      | $102693307.77      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 3.8750%  | 0.0000% | $25589000.00       | $26039793.45       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-12-15      | 4.0000%  | 0.0000% | $36000.00          | $36284.43          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 3.8750%  | 0.0000% | $25560000.00       | $25930771.70       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 3.8750%  | 0.0000% | $75363600.00       | $76281071.57       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-31      | 3.5000%  | 0.0000% | $40000000.00       | $40008926.08       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-01-31      | 3.5000%  | 0.0000% | $24445100.00       | $24338596.41       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $5061000.00        | $5230283.41        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-03-15      | 4.6250%  | 0.0000% | $16981000.00       | $17396481.79       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-03-31      | 3.6250%  | 0.0000% | $11558000.00       | $11699222.59       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.5000%  | 0.0000% | $21866000.00       | $21938095.53       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-30      | 3.5000%  | 0.0000% | $12000.00          | $12106.60          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-06-30      | 3.7500%  | 0.0000% | $100.00            | $100.83            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 4.0000%  | 0.0000% | $50000000.00       | $50872736.95       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-31      | 4.1250%  | 0.0000% | $5927600.00        | $6032380.28        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-08-15      | 3.8750%  | 0.0000% | $100.00            | $99.05             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 4.1250%  | 0.0000% | $6873900.00        | $7140090.51        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-09-30      | 4.6250%  | 0.0000% | $21800000.00       | $23113717.79       | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2025-10-31      | 4.3134%  | 0.0000% | $100.00            | $100.36            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-10-31      | 4.8750%  | 0.0000% | $146948900.00      | $157092960.67      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-11-15      | 4.5000%  | 0.0000% | $18582600.00       | $19397278.97       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-11-30      | 4.8750%  | 0.0000% | $25000.00          | $25337.69          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-30      | 4.3750%  | 0.0000% | $37041300.00       | $38535812.63       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-15      | 4.3750%  | 0.0000% | $9555400.00        | $9710791.48        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-12-31      | 4.2500%  | 0.0000% | $1708000.00        | $1720361.39        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-15      | 4.0000%  | 0.0000% | $78685000.00       | $79305927.26       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-01-31      | 4.2500%  | 0.0000% | $105000.00         | $105381.69         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 4.0000%  | 0.0000% | $15893000.00       | $16137723.18       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-01-31      | 4.0000%  | 0.0000% | $8400000.00        | $8523792.26        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-03-31      | 4.1250%  | 0.0000% | $63795300.00       | $65978722.40       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 4.1250%  | 0.0000% | $137006200.00      | $141638577.32      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-03-31      | 4.5000%  | 0.0000% | $150000.00         | $153174.99         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-05-15      | 4.3750%  | 0.0000% | $100.00            | $103.16            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-15      | 4.5000%  | 0.0000% | $3919500.00        | $4022077.07        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-09-04      | NA       | 0.0000% | $533300.00         | $533174.67         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-10-02      | NA       | 0.0000% | $100.00            | $99.65             | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-10-30      | NA       | 0.0000% | $53000000.00       | $52646066.00       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-11-28      | NA       | 0.0000% | $591100.00         | $585297.17         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-12-26      | NA       | 0.0000% | $2756000.00        | $2720720.44        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-09-25      | NA       | 0.0000% | $87426000.00       | $87189862.37       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-10-09      | NA       | 0.0000% | $23271000.00       | $23170632.18       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-05-14      | NA       | 0.0000% | $84000.00          | $81790.88          | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-11-06      | NA       | 0.0000% | $809000.00         | $803025.54         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-09-30      | NA       | 0.0000% | $139700.00         | $139238.71         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-11-12      | NA       | 0.0000% | $33000.00          | $32737.42          | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-11-18      | NA       | 0.0000% | $35000.00          | $34698.96          | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-11-25      | NA       | 0.0000% | $1045900.00        | $1036103.05        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-02-26      | NA       | 0.0000% | $100.00            | $98.10             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-15      | 6.0000%  | 0.0000% | $968000.00         | $978727.97         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-15      | 5.5000%  | 0.0000% | $7000.00           | $7392.95           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-15      | 5.3750%  | 0.0000% | $50000000.00       | $54009241.85       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-15      | 4.3750%  | 0.0000% | $50939500.00       | $51864554.39       | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2026-07-31      | 4.3254%  | 0.0000% | $2868100.00        | $2879647.26        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-07-31      | 4.0000%  | 0.0000% | $113062000.00      | $114878812.95      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-08-31      | 3.7500%  | 0.0000% | $85204000.00       | $86414595.13       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-15      | 3.3750%  | 0.0000% | $1916100.00        | $1936563.75        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-30      | 3.5000%  | 0.0000% | $1409700.00        | $1424816.06        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-31      | 4.1250%  | 0.0000% | $200.00            | $206.29            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-11-15      | 2.8750%  | 0.0000% | $7004900.00        | $5149997.23        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-02-15      | 3.0000%  | 0.0000% | $60944600.00       | $45258514.55       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-05-15      | 3.0000%  | 0.0000% | $47919000.00       | $35836622.07       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-02-15      | 3.0000%  | 0.0000% | $193923200.00      | $142331542.98      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-05-15      | 3.1250%  | 0.0000% | $180896000.00      | $136974335.25      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-11-15      | 3.3750%  | 0.0000% | $44338300.00       | $35015173.35       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-08-15      | 2.2500%  | 0.0000% | $6472000.00        | $3995663.80        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-11-15      | 2.3750%  | 0.0000% | $3030800.00        | $1936375.19        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $57.74             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-05-15      | 1.2500%  | 0.0000% | $84029000.00       | $39839538.99       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-08-15      | 1.3750%  | 0.0000% | $196954000.00      | $95166222.56       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-05-15      | 1.1250%  | 0.0000% | $100.00            | $62.47             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-11-15      | 1.3750%  | 0.0000% | $333839300.00      | $213646668.78      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-05-15      | 2.3750%  | 0.0000% | $200000000.00      | $125557806.60      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-05-15      | 2.2500%  | 0.0000% | $79700000.00       | $58150712.25       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-08-15      | 2.0000%  | 0.0000% | $59638500.00       | $33685427.29       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-11-15      | 2.0000%  | 0.0000% | $203140000.00      | $140171855.23      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-02-15      | 2.2500%  | 0.0000% | $89330700.00       | $53447091.83       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-15      | 2.3750%  | 0.0000% | $2520000.00        | $1822886.18        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-05-15      | 2.8750%  | 0.0000% | $271064100.00      | $189066735.39      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-02-15      | 3.6250%  | 0.0000% | $21734300.00       | $17420673.40       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 4.5000%  | 0.0000% | $9351000.00        | $9734985.48        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-31      | 4.6250%  | 0.0000% | $50000000.00       | $52674097.55       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2037-05-15      | 5.0000%  | 0.0000% | $1503500.00        | $1616546.92        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-02-15      | 3.5000%  | 0.0000% | $1827000.00        | $1646756.44        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-05-15      | 4.2500%  | 0.0000% | $90692000.00       | $89052637.62       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-08-15      | 3.8750%  | 0.0000% | $26480200.00       | $24251975.51       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-08-15      | 3.7500%  | 0.0000% | $48328000.00       | $43064869.61       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-11-15      | 3.1250%  | 0.0000% | $8902500.00        | $7321775.30        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-08-15      | 2.7500%  | 0.0000% | $67756200.00       | $51436116.17       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 2.8750%  | 0.0000% | $74866000.00       | $57760560.17       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-08-15      | 3.6250%  | 0.0000% | $74332800.00       | $63394065.13       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-15      | 3.7500%  | 0.0000% | $10451300.00       | $9148050.38        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-05-15      | 3.3750%  | 0.0000% | $5176200.00        | $4260708.63        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 3.8750%  | 0.0000% | $17183700.00       | $15406075.19       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-11-15      | 4.7500%  | 0.0000% | $73439000.00       | $72358863.96       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-15      | 4.7500%  | 0.0000% | $284200.00         | $285074.22         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-02-15      | 4.5000%  | 0.0000% | $50091100.00       | $48038114.11       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-05-15      | 4.6250%  | 0.0000% | $41026900.00       | $39613646.83       | U.S. Treasuries (including strips) |

### Security 176: Fixed Income Clearing Corp. Tri Party Repo - BoA

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BoA 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 942NHH006, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 942NHH006_4.34_0902
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp. Tri Party Repo - BoA

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-12-15      | 4.0000%  | 0.0000% | $64992000.00       | $66092751.37       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-05-15      | 3.0000%  | 0.0000% | $300.00            | $229.67            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-08-15      | 2.8750%  | 0.0000% | $3835000.00        | $2835862.66        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 3.1250%  | 0.0000% | $16134400.00       | $16045247.10       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-15      | 2.3750%  | 0.0000% | $67800.00          | $65339.81          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-15      | 1.6250%  | 0.0000% | $100.00            | $92.88             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-01-31      | 4.3750%  | 0.0000% | $39258800.00       | $40476988.39       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 3.8750%  | 0.0000% | $74885000.00       | $76282580.40       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-15      | 3.7500%  | 0.0000% | $3543100.00        | $3605615.97        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $100.00            | $102.33            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-07-31      | 4.0000%  | 0.0000% | $122900.00         | $123794.49         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 1.2500%  | 0.0000% | $84395000.00       | $79983513.34       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-03-31      | 0.7500%  | 0.0000% | $399800.00         | $393642.78         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 1.2500%  | 0.0000% | $5678600.00        | $5505652.80        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-31      | 3.6250%  | 0.0000% | $40000000.00       | $40379557.36       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 4.0000%  | 0.0000% | $95600000.00       | $97268673.05       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-15      | 4.6250%  | 0.0000% | $6000.00           | $6154.92           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-12-31      | 3.7500%  | 0.0000% | $5780600.00        | $5815492.45        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-15      | 4.0000%  | 0.0000% | $30202100.00       | $30440433.95       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-04-30      | 4.8750%  | 0.0000% | $350200.00         | $357784.01         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-04-30      | 4.6250%  | 0.0000% | $243500.00         | $257463.31         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-10-02      | NA       | 0.0000% | $100.00            | $99.65             | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-02-19      | NA       | 0.0000% | $100.00            | $98.17             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 6.1250%  | 0.0000% | $344000.00         | $368474.11         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-02-15      | 2.0000%  | 0.0000% | $200.00            | $115.48            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-02-15      | 1.8750%  | 0.0000% | $400.00            | $220.13            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-08-15      | 2.0000%  | 0.0000% | $1581200.00        | $893104.25         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-02-15      | 3.6250%  | 0.0000% | $50000000.00       | $40076453.80       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-15      | 4.6250%  | 0.0000% | $66500.00          | $68213.40          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-11-15      | 4.3750%  | 0.0000% | $657800.00         | $649950.41         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-02-15      | 3.1250%  | 0.0000% | $100.00            | $79.71             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-08-15      | 3.6250%  | 0.0000% | $2199700.00        | $1875994.51        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 3.8750%  | 0.0000% | $145300.00         | $130268.96         | U.S. Treasuries (including strips) |

### Security 177: Australia & New Zealand Banking Group Ltd. Repo

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd. Repo 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: 943BACII1, C.3 - LEI: N/A, C.5 - Other ID: 943BACII1_4.35_0902
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2043-11-15      | 3.7500%  | 0.0000% | $113000000.00      | $99636521.74       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-11-15      | 3.3750%  | 0.0000% | $30000000.00       | $23888519.02       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-08-15      | 1.1250%  | 0.0000% | $100000000.00      | $62089673.91       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-11-15      | 2.0000%  | 0.0000% | $265000000.00      | $184418036.68      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-05-15      | 3.2500%  | 0.0000% | $95000000.00       | $79486990.49       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-08-15      | 3.0000%  | 0.0000% | $54500000.00       | $38944544.86       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-08-15      | 3.3750%  | 0.0000% | $54711000.00       | $45984744.17       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-08-15      | 4.2500%  | 0.0000% | $125000000.00      | $112897418.48      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 4.6250%  | 0.0000% | $70000000.00       | $69182540.76       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-02-15      | 4.6250%  | 0.0000% | $100000000.00      | $96207201.09       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-31      | 1.0000%  | 0.0000% | $222447000.00      | $206877221.19      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-30      | 2.8750%  | 0.0000% | $336788000.00      | $331525687.50      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 2.7500%  | 0.0000% | $95000000.00       | $93639860.73       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-02-15      | 3.5000%  | 0.0000% | $250000000.00      | $242911005.43      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-11-15      | 4.5000%  | 0.0000% | $43198000.00       | $45168615.29       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 3.7500%  | 0.0000% | $90000000.00       | $90965115.49       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-07-31      | 4.1250%  | 0.0000% | $95000000.00       | $96926783.29       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-30      | 4.1250%  | 0.0000% | $73500000.00       | $75382496.16       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-15      | 4.0000%  | 0.0000% | $300000000.00      | $305084016.39      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 3.7500%  | 0.0000% | $158000000.00      | $160348532.61      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $90000000.00       | $92164933.40       | U.S. Treasuries (including strips) |

### Security 178: Fixed Income Clearing Corp. Repo - UBS

- **C.1 - Title:** Fixed Income Clearing Corp. Repo - UBS 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 944DQXII3, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 944DQXII3_4.34_0902
- **C.18 - Value (incl. sponsor support):** $6000000000.00
- **C.18.a - Value (excl. sponsor support):** $6000000000.00
- **C.19 - Percentage of Net Assets:** 3.5600%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp. Tri Party Repo - UBS

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2027-04-15      | 0.1250%  | 0.0000% | $310000000.00      | $349632560.53      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-31      | 3.6250%  | 0.0000% | $300000000.00      | $302744492.83      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-31      | 4.1250%  | 0.0000% | $245760000.00      | $250014886.96      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 4.0000%  | 0.0000% | $320000000.00      | $324983695.65      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-11-15      | 4.5000%  | 0.0000% | $330000000.00      | $344435258.15      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-15      | 4.2500%  | 0.0000% | $470000000.00      | $482663179.35      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-05-15      | 4.3750%  | 0.0000% | $730000000.00      | $753115013.59      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-06-30      | 4.2500%  | 0.0000% | $250000000.00      | $257337805.71      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-07-31      | 4.0000%  | 0.0000% | $520000000.00      | $528139130.43      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-07-31      | 4.1250%  | 0.0000% | $470000000.00      | $478908288.04      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-31      | 3.6250%  | 0.0000% | $630000000.00      | $640605570.65      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-15      | 3.3750%  | 0.0000% | $320000000.00      | $323276086.96      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 4.1250%  | 0.0000% | $400000000.00      | $411119877.05      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-15      | 3.8750%  | 0.0000% | $320000000.00      | $327752173.91      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 3.8750%  | 0.0000% | $340000000.00      | $346259024.93      | U.S. Treasuries (including strips) |

### Security 179: Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 944JXD905, C.3 - LEI: N/A, C.5 - Other ID: 944JXD905_4.33_0902
- **C.18 - Value (incl. sponsor support):** $370000000.00
- **C.18.a - Value (excl. sponsor support):** $370000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2026-10-31      | 4.1250%  | 0.0000% | $109947100.00      | $111806764.93      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 2.8750%  | 0.0000% | $98738300.00       | $97708484.22       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 4.1250%  | 0.0000% | $106721200.00      | $110329597.77      | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-09-04      | NA       | 0.0000% | $57568700.00       | $57555171.36       | U.S. Treasuries (including strips) |

### Security 180: Fixed Income Clearing Corp. Tri Party Repo - JPM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - JPM 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 952JMUII9, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 952JMUII9_4.33_0902
- **C.18 - Value (incl. sponsor support):** $6000000000.00
- **C.18.a - Value (excl. sponsor support):** $6000000000.00
- **C.19 - Percentage of Net Assets:** 3.5600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp. Tri Party Repo - JPM

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-12-15      | 4.0000%  | 0.0000% | $323820800.00      | $329305262.54      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-03-31      | 2.2500%  | 0.0000% | $11758400.00       | $11747591.53       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-15      | 2.3750%  | 0.0000% | $100.00            | $96.37             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 2.1250%  | 0.0000% | $3990000.00        | $3956621.30        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-15      | 2.0000%  | 0.0000% | $22443700.00       | $22098490.53       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-15      | 1.5000%  | 0.0000% | $2270300.00        | $2071486.77        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 0.5000%  | 0.0000% | $404292300.00      | $381135175.29      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-12-31      | 0.3750%  | 0.0000% | $11022000.00       | $10894821.69       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-15      | 4.2500%  | 0.0000% | $319955500.00      | $325286229.95      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-15      | 3.7500%  | 0.0000% | $213743600.00      | $217514983.13      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.8750%  | 0.0000% | $888627200.00      | $907179219.34      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-06-30      | 3.8750%  | 0.0000% | $179448800.00      | $181984758.78      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-15      | 3.6250%  | 0.0000% | $1817765400.00     | $1822328129.30     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-31      | 1.2500%  | 0.0000% | $149665600.00      | $141005015.97      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 1.7500%  | 0.0000% | $50000000.00       | $47098453.80       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 2.7500%  | 0.0000% | $106898100.00      | $106243789.56      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-06-30      | 3.2500%  | 0.0000% | $9000000.00        | $8923769.22        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 3.2500%  | 0.0000% | $54000000.00       | $53899501.30       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-06-15      | 4.1250%  | 0.0000% | $45000000.00       | $45439329.11       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-30      | 4.6250%  | 0.0000% | $49444100.00       | $51849025.62       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-09-04      | NA       | 0.0000% | $42000.00          | $41990.13          | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-12-26      | NA       | 0.0000% | $9989900.00        | $9862019.29        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-05-14      | NA       | 0.0000% | $50000000.00       | $48685050.00       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-11-20      | NA       | 0.0000% | $200.00            | $198.22            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-12-04      | NA       | 0.0000% | $34000000.00       | $33646264.00       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-09-16      | NA       | 0.0000% | $863300.00         | $861868.65         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-09-30      | NA       | 0.0000% | $1078400.00        | $1074839.12        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-12-02      | NA       | 0.0000% | $307400.00         | $304280.81         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-15      | 3.7500%  | 0.0000% | $881419200.00      | $884478279.92      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-31      | 3.7500%  | 0.0000% | $57977000.00       | $58979549.65       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-31      | 3.6250%  | 0.0000% | $76338400.00       | $77652259.36       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $72.69             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-05-15      | 1.1250%  | 0.0000% | $1200.00           | $749.63            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-08-15      | 3.3750%  | 0.0000% | $400.00            | $333.65            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-15      | 4.6250%  | 0.0000% | $326049600.00      | $334450417.60      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-02-15      | 3.1250%  | 0.0000% | $100.00            | $79.71             | U.S. Treasuries (including strips) |

### Security 181: Fixed Income Clearing Corp. Tri Party Repo - Northern Trust

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Northern Trust 4.259900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 954ZEB000, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 954ZEB000_4.26_0902
- **C.18 - Value (incl. sponsor support):** $1400000000.00
- **C.18.a - Value (excl. sponsor support):** $1400000000.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp. Tri Party Repo - Northern Trust

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2033-08-15      | 3.8750%  | 0.0000% | $647252400.00      | $641500999.59      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-15      | 3.7500%  | 0.0000% | $216768000.00      | $217588979.35      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-01-31      | 4.2500%  | 0.0000% | $552802800.00      | $567865925.21      | U.S. Treasuries (including strips) |

### Security 182: Fixed Income Clearing Corp. Tri Party Repo - Northern Trust

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Northern Trust 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 954ZEB000, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 954ZEB000_4.33_0902
- **C.18 - Value (incl. sponsor support):** $1090000000.00
- **C.18.a - Value (excl. sponsor support):** $1090000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp. Tri Party Repo - Northern Trust

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2029-05-31      | 2.7500%  | 0.0000% | $482266200.00      | $470978321.46      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-06-30      | 3.2500%  | 0.0000% | $150000000.00      | $148808763.59      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-06-30      | 4.2500%  | 0.0000% | $477942700.00      | $491892977.25      | U.S. Treasuries (including strips) |

### Security 183: TD Securities USA LLC Tri Party Repo

- **C.1 - Title:** TD Securities USA LLC Tri Party Repo 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 976GZG002, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: 976GZG002_4.34_0902
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2055-06-25      | 2.6516%  | 0.0000% | $57288852.00       | $5400000.01        | Agency Mortgage-Backed Securities |

### Security 184: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 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: 985SRR000, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 985SRR000_4.36_0912
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-12
- **C.12 - Maturity Date (WAL):** 2025-09-12
- **C.13 - Final Legal Maturity Date:** 2025-09-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2029-02-15      | 2.6250%  | 0.0000% | $567731000.00      | $550191314.67      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-31      | 4.3750%  | 0.0000% | $100.00            | $104.35            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-30      | 4.6250%  | 0.0000% | $4000.00           | $4194.56           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 4.3750%  | 0.0000% | $204500.00         | $211461.63         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 3.7500%  | 0.0000% | $10483900.00       | $10592965.37       | U.S. Treasuries (including strips) |

### Security 185: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 985TJG001, C.3 - LEI: N/A, C.5 - Other ID: 985TJG001_4.34_0902
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GINNIE MAE                     | 2055-07-20      | 1.5550%  | 0.0000% | $105000000.00      | $6825056.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 5.0000%  | 0.0000% | $8206667.00        | $7541788.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 2.7550%  | 0.0000% | $43530630.00       | $4681351.43        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-03-20      | 2.7550%  | 0.0000% | $45000000.00       | $6286709.54        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-03-20      | 0.9550%  | 0.0000% | $150000000.00      | $8112338.25        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2050-04-20      | 4.0000%  | 0.0000% | $24131714.00       | $4916853.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 2.7050%  | 0.0000% | $93306057.00       | $8153408.38        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 0.8050%  | 0.0000% | $300000000.00      | $8222888.59        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-07-20      | 1.0050%  | 0.0000% | $134344606.00      | $7275958.06        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-07-20      | 1.0050%  | 0.0000% | $92951981.00       | $5921431.35        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-07-20      | 1.0050%  | 0.0000% | $72703413.00       | $5119037.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 0.1550%  | 0.0000% | $500000000.00      | $8254579.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-08-20      | 5.0000%  | 0.0000% | $4612648.00        | $4614884.62        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-08-20      | 2.1854%  | 0.0000% | $66666666.00       | $5702822.94        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-08-20      | 2.1537%  | 0.0000% | $53219918.00       | $4286247.98        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-08-20      | 2.1537%  | 0.0000% | $64665784.00       | $5207497.92        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-08-20      | 1.0600%  | 0.0000% | $100000000.00      | $5825599.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-08-20      | 1.0143%  | 0.0000% | $100000000.00      | $4762858.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-12-20      | 3.5000%  | 0.0000% | $86999066.00       | $4160361.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-04-20      | 5.0000%  | 0.0000% | $94674297.00       | $6643087.32        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-06-20      | 3.5000%  | 0.0000% | $50703921.00       | $3771388.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-10-20      | 2.5000%  | 0.0000% | $74800000.00       | $6782015.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-01-20      | 2.0000%  | 0.0000% | $75000000.00       | $5695867.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 2.5000%  | 0.0000% | $65380000.00       | $5972808.19        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 2.5000%  | 0.0000% | $71092492.00       | $7134612.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 2.5000%  | 0.0000% | $45988001.00       | $4687595.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-11-20      | 0.5599%  | 0.0000% | $123688428.00      | $6944905.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-12-20      | 0.4159%  | 0.0000% | $168075681.00      | $6629699.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-12-20      | 1.3073%  | 0.0000% | $50209180.00       | $4151895.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-12-20      | 1.4661%  | 0.0000% | $50029030.00       | $4014923.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-12-20      | 1.2075%  | 0.0000% | $50661679.00       | $3904468.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-02-20      | 1.4860%  | 0.0000% | $54701150.00       | $4417444.29        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-02-20      | 1.3118%  | 0.0000% | $66923387.00       | $5176310.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-01-20      | 0.7033%  | 0.0000% | $161049657.00      | $6189878.69        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-01-20      | 0.7531%  | 0.0000% | $117265333.00      | $6675306.14        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-08-20      | 0.5712%  | 0.0000% | $280897681.00      | $8142950.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-05-20      | 0.5504%  | 0.0000% | $149244039.00      | $7531023.57        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-02-20      | 0.6837%  | 0.0000% | $131872148.00      | $6826682.46        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2072-07-20      | 0.6163%  | 0.0000% | $98628823.00       | $5819855.87        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2072-09-20      | 0.8806%  | 0.0000% | $82279844.00       | $6194349.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-10-20      | 0.6335%  | 0.0000% | $114570222.00      | $7008540.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-10-20      | 0.6738%  | 0.0000% | $132611160.00      | $7893718.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | 3.0000%  | 0.0000% | $48359264.00       | $6056697.92        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | 4.0000%  | 0.0000% | $42188500.00       | $5485905.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | NA       | 0.0000% | $167266136.00      | $4482363.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-05-16      | 0.7635%  | 0.0000% | $130060000.00      | $6596505.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-02-20      | 1.3039%  | 0.0000% | $107475411.00      | $5124227.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-06-20      | 0.5213%  | 0.0000% | $101269253.00      | $4862890.29        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-09-20      | 0.7536%  | 0.0000% | $71306322.00       | $4425111.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-09-20      | 0.7849%  | 0.0000% | $87945705.00       | $7053202.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-12-20      | 0.7958%  | 0.0000% | $105282741.00      | $7572304.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-02-20      | 0.7010%  | 0.0000% | $90434149.00       | $6387066.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-03-20      | 0.6821%  | 0.0000% | $136122124.00      | $7515070.26        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2074-03-20      | 0.6251%  | 0.0000% | $93719813.00       | $6137007.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-05-20      | 0.8518%  | 0.0000% | $62700513.00       | $4728045.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-12-20      | 1.0902%  | 0.0000% | $28490000.00       | $8073963.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-05-16      | 1.1558%  | 0.0000% | $45714286.00       | $6253890.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2058-06-16      | 0.8829%  | 0.0000% | $369381445.00      | $4544368.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-08-16      | 0.8782%  | 0.0000% | $150000000.00      | $6936334.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-01-16      | 0.7500%  | 0.0000% | $253250845.00      | $4380097.19        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2070-08-20      | 1.4734%  | 0.0000% | $201959816.00      | $6846005.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-08-16      | 0.8260%  | 0.0000% | $123770784.00      | $4598226.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-03-16      | 0.2000%  | 0.0000% | $532854143.00      | $3912092.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-03-16      | 0.8745%  | 0.0000% | $100707738.00      | $5971307.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-07-16      | 0.8699%  | 0.0000% | $67884979.00       | $4007965.93        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-10-16      | 0.7847%  | 0.0000% | $115640000.00      | $5875643.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-01-16      | 0.8264%  | 0.0000% | $150000000.00      | $8022259.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-02-16      | 0.7471%  | 0.0000% | $130450000.00      | $7554779.04        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-03-20      | 1.7550%  | 0.0000% | $100000000.00      | $3741598.19        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-03-20      | 1.3050%  | 0.0000% | $150000000.00      | $5262728.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 1.3550%  | 0.0000% | $100000000.00      | $5735024.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 1.2550%  | 0.0000% | $200000000.00      | $6397396.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-04-16      | 0.7825%  | 0.0000% | $80000000.00       | $4786257.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-09-20      | 0.2050%  | 0.0000% | $150000000.00      | $4617872.35        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-09-20      | 0.2050%  | 0.0000% | $130000000.00      | $4637876.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-11-20      | 4.0000%  | 0.0000% | $45158236.00       | $4380071.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-10-20      | NA       | 0.0000% | $9090910.00        | $5308723.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-10-20      | 1.3550%  | 0.0000% | $50000000.00       | $3799036.94        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 1.7350%  | 0.0000% | $91300568.00       | $3779606.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-20      | 1.0050%  | 0.0000% | $115384615.00      | $4768029.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 1.0550%  | 0.0000% | $114387549.00      | $3897834.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 1.6050%  | 0.0000% | $150000000.00      | $5442651.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 1.3550%  | 0.0000% | $237020992.00      | $5850881.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 2.1050%  | 0.0000% | $156300507.00      | $3866862.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 2.0850%  | 0.0000% | $100000000.00      | $4746122.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 1.4050%  | 0.0000% | $84660210.00       | $5064653.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-11-20      | 13.6173% | 0.0000% | $7112743.00        | $4616777.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-07-20      | 4.0000%  | 0.0000% | $36677515.00       | $6255654.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 1.5950%  | 0.0000% | $150000000.00      | $3906041.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 1.0050%  | 0.0000% | $300000000.00      | $5275548.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 2.6050%  | 0.0000% | $110000000.00      | $4765138.23        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 2.0050%  | 0.0000% | $185000000.00      | $7348927.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-03-20      | 1.0050%  | 0.0000% | $110000000.00      | $6148076.79        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-02-20      | 0.7253%  | 0.0000% | $93616540.00       | $7192275.98        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-02-20      | 0.6898%  | 0.0000% | $126771974.00      | $6672583.92        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-05-20      | 0.6824%  | 0.0000% | $57485571.00       | $4333397.74        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-06-20      | 0.6044%  | 0.0000% | $126607596.00      | $8029721.13        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2073-09-20      | 1.9711%  | 0.0000% | $54379233.00       | $2270607.41        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2050-02-20      | 4.0000%  | 0.0000% | $41856841.00       | $8055165.29        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 1.0016%  | 0.0000% | $150000000.00      | $5826994.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 1.1050%  | 0.0000% | $100000000.00      | $4290299.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-05-20      | 2.9050%  | 0.0000% | $38420804.00       | $3797456.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-01-20      | 3.0000%  | 0.0000% | $53252809.00       | $7193029.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 1.0050%  | 0.0000% | $179000000.00      | $5534357.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-05-20      | 2.9050%  | 0.0000% | $50000000.00       | $3984066.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-05-20      | 0.9050%  | 0.0000% | $100000000.00      | $5204942.47        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-06-20      | 2.9550%  | 0.0000% | $50000000.00       | $5381535.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-09-16      | 0.9548%  | 0.0000% | $70144550.00       | $5805157.92        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-06-20      | 1.1550%  | 0.0000% | $126473828.00      | $6598497.93        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-07-20      | 2.3050%  | 0.0000% | $400000000.00      | $5895926.22        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-02-20      | 2.5000%  | 0.0000% | $40225643.00       | $5306761.83        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-08-20      | 2.3050%  | 0.0000% | $70929155.00       | $5511798.92        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-10-20      | 1.1550%  | 0.0000% | $100000000.00      | $5145540.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-09-20      | 0.9750%  | 0.0000% | $100000000.00      | $5157365.27        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-09-20      | 6.0000%  | 0.0000% | $27777777.00       | $4241036.34        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2047-11-20      | 1.7451%  | 0.0000% | $56866245.00       | $6980511.52        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-06-20      | 2.7550%  | 0.0000% | $44304133.00       | $5074471.00        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | 0.8050%  | 0.0000% | $74005558.00       | $4008961.08        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-07-20      | 0.6550%  | 0.0000% | $180000000.00      | $5575737.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-12-20      | 2.1550%  | 0.0000% | $65227031.00       | $5704515.54        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-11-20      | 1.5050%  | 0.0000% | $100000000.00      | $3767963.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-10-20      | 7.0000%  | 0.0000% | $22560384.00       | $4021641.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-10-20      | 1.0750%  | 0.0000% | $150000000.00      | $6617558.11        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-12-20      | 1.0550%  | 0.0000% | $118297992.00      | $5467947.49        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-12-20      | 1.6050%  | 0.0000% | $134702877.00      | $3978235.28        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-12-20      | 1.7050%  | 0.0000% | $100000000.00      | $5217511.79        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-12-20      | 1.7250%  | 0.0000% | $92307435.00       | $6187105.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 2.3050%  | 0.0000% | $63141690.00       | $4722776.57        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 2.3050%  | 0.0000% | $81347145.00       | $7056043.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-03-20      | 2.9050%  | 0.0000% | $49225156.00       | $5504767.60        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-03-16      | 0.6267%  | 0.0000% | $132503865.00      | $6791441.25        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-06-16      | 0.7006%  | 0.0000% | $100000000.00      | $4812292.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-11-16      | 0.8543%  | 0.0000% | $119993468.00      | $7918603.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-06-16      | 0.8291%  | 0.0000% | $75411759.00       | $4837173.94        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-11-16      | 0.8443%  | 0.0000% | $97781817.00       | $5978757.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-01-16      | 0.7480%  | 0.0000% | $107001558.00      | $7293195.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-06-16      | 0.7402%  | 0.0000% | $100000000.00      | $5451039.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-03-16      | 0.5543%  | 0.0000% | $102371893.00      | $5564942.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-02-16      | 0.7032%  | 0.0000% | $72841515.00       | $3803731.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-08-16      | 0.6352%  | 0.0000% | $130000000.00      | $7466599.90        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2066-10-16      | 0.8611%  | 0.0000% | $51858754.00       | $3799183.39        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2067-05-16      | 0.6043%  | 0.0000% | $128523997.00      | $7493126.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 1.8050%  | 0.0000% | $61804030.00       | $4150071.38        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-06-20      | NA       | 0.0000% | $450000000.00      | $7247490.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-07-20      | 0.8950%  | 0.0000% | $51900346.00       | $4267678.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-07-20      | 0.7830%  | 0.0000% | $77419028.00       | $5803009.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-07-20      | 3.0000%  | 0.0000% | $49310034.00       | $5855719.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | 3.0000%  | 0.0000% | $51887506.00       | $4769133.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | NA       | 0.0000% | $11538462.00       | $6889025.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-06-20      | NA       | 0.0000% | $11111111.00       | $6684642.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-06-20      | NA       | 0.0000% | $7592307.00        | $3977743.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | 1.7050%  | 0.0000% | $70000000.00       | $6288084.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 1.3550%  | 0.0000% | $150000000.00      | $6474612.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 1.4050%  | 0.0000% | $166970000.00      | $4808263.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-01-20      | 3.0000%  | 0.0000% | $28157352.00       | $3876442.71        | Agency Mortgage-Backed Securities |

### Security 186: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 4.369900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 985TJG001, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 985TJG001_4.37_1016
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2053-11-25      | 1.6016%  | 0.0000% | $299900000.00      | $9657683.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-01-25      | 2.1516%  | 0.0000% | $263623295.00      | $8034898.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-05-25      | 2.7435%  | 0.0000% | $96875000.00       | $8252441.12        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2054-10-25      | 1.0916%  | 0.0000% | $155440429.00      | $8015478.49        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2054-10-25      | 1.6516%  | 0.0000% | $100000000.00      | $6116981.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-25      | 2.3016%  | 0.0000% | $79791068.00       | $6253677.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-25      | 1.0516%  | 0.0000% | $251783339.00      | $11380524.07       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-25      | 1.0516%  | 0.0000% | $300000000.00      | $10211550.83       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2054-12-25      | 1.5016%  | 0.0000% | $132394246.00      | $6047201.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-25      | 0.7516%  | 0.0000% | $206983976.00      | $6471896.09        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2055-03-25      | 2.2016%  | 0.0000% | $79361548.00       | $6295025.36        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2054-06-25      | 2.7116%  | 0.0000% | $78311129.00       | $6470592.45        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2055-03-25      | 0.8016%  | 0.0000% | $209999994.00      | $9524856.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-25      | 0.8016%  | 0.0000% | $125000000.00      | $8529060.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-25      | NA       | 0.0000% | $459695000.00      | $9394216.34        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2055-06-25      | 0.6516%  | 0.0000% | $66318303.00       | $2598429.62        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2055-08-25      | 0.7516%  | 0.0000% | $169759558.00      | $6701836.76        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS               | 2055-08-25      | 1.4516%  | 0.0000% | $73419429.00       | $5271357.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-25      | 0.7516%  | 0.0000% | $169374207.00      | $7195833.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-25      | 0.7516%  | 0.0000% | $285643653.00      | $11602705.79       | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP                 | 2054-05-25      | 1.5016%  | 0.0000% | $250000000.00      | $7866286.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-09-25      | 2.0000%  | 0.0000% | $15993000.00       | $7977247.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-10-25      | 2.0000%  | 0.0000% | $14155463.00       | $6887673.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-10-25      | 3.0000%  | 0.0000% | $26774980.00       | $6015748.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-12-25      | 2.5000%  | 0.0000% | $12758750.00       | $7651177.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-02-25      | 2.5000%  | 0.0000% | $13153000.00       | $8839355.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-10-25      | 0.8516%  | 0.0000% | $150000000.00      | $6736262.61        | Agency Mortgage-Backed Securities |

### Security 187: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 985TJG001, C.3 - LEI: N/A, C.5 - Other ID: 985TJG001_4.43_1224
- **C.18 - Value (incl. sponsor support):** $950000000.00
- **C.18.a - Value (excl. sponsor support):** $950000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-12-24
- **C.13 - Final Legal Maturity Date:** 2025-12-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 3.0000%  | 0.0000% | $24999471.00       | $17059490.61       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-07-20      | 1.5550%  | 0.0000% | $150000000.00      | $9364381.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-08-20      | 2.8073%  | 0.0000% | $94060188.00       | $13959832.28       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-07-20      | 6.5000%  | 0.0000% | $20655164.00       | $18891687.65       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-07-20      | 1.5716%  | 0.0000% | $150000000.00      | $9814028.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 0.1550%  | 0.0000% | $830000000.00      | $13718889.69       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-03-20      | 2.7550%  | 0.0000% | $105000000.00      | $11921579.48       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-03-20      | 0.3050%  | 0.0000% | $448333333.00      | $10054218.66       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-03-20      | 1.6550%  | 0.0000% | $328750000.00      | $12218946.56       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-05-16      | 0.7685%  | 0.0000% | $150000000.00      | $11106705.93       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-08-20      | 5.0000%  | 0.0000% | $3721542.00        | $3723346.53        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-08-20      | 1.0050%  | 0.0000% | $300000000.00      | $13572975.53       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 2.8104%  | 0.0000% | $68787430.00       | $9665844.23        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 3.5000%  | 0.0000% | $72836094.00       | $8598452.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 2.5000%  | 0.0000% | $91634590.00       | $9139480.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-03-20      | 0.8929%  | 0.0000% | $129750000.00      | $9284891.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-03-20      | 0.4230%  | 0.0000% | $343149996.00      | $13691344.44       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-05-20      | 0.6122%  | 0.0000% | $297257474.00      | $17928643.23       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-06-20      | 0.6712%  | 0.0000% | $262029452.00      | $17023790.94       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-01-20      | 0.5015%  | 0.0000% | $269339702.00      | $11944959.37       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2073-02-20      | 0.9448%  | 0.0000% | $144543252.00      | $11061008.74       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-04-20      | 0.7114%  | 0.0000% | $254875473.00      | $14295225.43       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-09-20      | 0.7305%  | 0.0000% | $145915639.00      | $9267267.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2075-01-20      | 0.8319%  | 0.0000% | $190031326.00      | $14390914.40       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2074-08-20      | 0.8649%  | 0.0000% | $112355085.00      | $9230163.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-08-20      | 0.8658%  | 0.0000% | $153062227.00      | $11571976.52       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-09-20      | 0.7739%  | 0.0000% | $119230504.00      | $8709622.60        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-08-20      | 0.7595%  | 0.0000% | $252746636.00      | $19181878.20       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-10-20      | 0.7426%  | 0.0000% | $150034242.00      | $10189549.46       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-11-20      | 0.6353%  | 0.0000% | $258663185.00      | $16931326.50       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-09-20      | 0.8034%  | 0.0000% | $150943962.00      | $12114794.91       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2074-09-20      | 0.8241%  | 0.0000% | $153245629.00      | $9600610.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-01-20      | 0.8299%  | 0.0000% | $173057386.00      | $13197114.96       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-10-20      | 0.7274%  | 0.0000% | $163517817.00      | $12521342.01       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-07-20      | 0.7941%  | 0.0000% | $145141290.00      | $11389135.06       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-02-16      | 1.0259%  | 0.0000% | $230155995.00      | $8406604.62        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-09-16      | 0.5099%  | 0.0000% | $195125821.00      | $8764829.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-04-16      | 0.8571%  | 0.0000% | $155846914.00      | $9608962.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-08-16      | 0.6224%  | 0.0000% | $235934528.00      | $11169000.50       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-06-16      | 0.4936%  | 0.0000% | $192794554.00      | $8808027.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | NA       | 0.0000% | $31768000.00       | $15047003.03       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-06-20      | 4.0000%  | 0.0000% | $73700800.00       | $12122645.08       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 5.2040%  | 0.0000% | $36000000.00       | $29946448.88       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-08-20      | 4.2099%  | 0.0000% | $20000000.00       | $9847513.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 2.0050%  | 0.0000% | $161538459.00      | $9364515.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 18.5848% | 0.0000% | $9653323.00        | $11998484.52       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 3.0000%  | 0.0000% | $111719330.00      | $16016850.90       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-03-20      | 1.6953%  | 0.0000% | $119892148.00      | $8502523.30        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-04-20      | 0.5322%  | 0.0000% | $234828282.00      | $15865208.67       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-04-20      | 0.6066%  | 0.0000% | $204180986.00      | $9751975.27        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-05-20      | 0.6879%  | 0.0000% | $161775940.00      | $12209564.10       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-06-20      | 0.9844%  | 0.0000% | $137773463.00      | $10778725.23       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-08-20      | 0.5313%  | 0.0000% | $171672724.00      | $12516179.34       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 6.0000%  | 0.0000% | $99705690.00       | $12545492.71       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-04-20      | NA       | 0.0000% | $82945019.00       | $30001079.34       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-08-20      | 7.0000%  | 0.0000% | $58229187.00       | $8388788.22        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-10-20      | 3.5000%  | 0.0000% | $58573914.00       | $9773031.28        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-02-20      | 2.3050%  | 0.0000% | $132528715.00      | $10479631.83       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 1.0050%  | 0.0000% | $301072000.00      | $9407496.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2059-08-16      | 0.6820%  | 0.0000% | $300000000.00      | $9244541.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-01-16      | 0.6902%  | 0.0000% | $250000000.00      | $12223290.98       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-03-16      | 0.6405%  | 0.0000% | $163649386.00      | $10248004.92       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-03-16      | 0.6780%  | 0.0000% | $160132000.00      | $10433825.75       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-04-16      | 0.9508%  | 0.0000% | $200000000.00      | $13258924.02       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-06-16      | 0.7500%  | 0.0000% | $556790581.00      | $27290916.88       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-07-16      | 0.8273%  | 0.0000% | $129759921.00      | $9120869.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-09-16      | 0.6798%  | 0.0000% | $128321316.00      | $8497386.22        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2067-04-16      | 0.8127%  | 0.0000% | $171736842.00      | $12039071.10       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-11-16      | 0.9981%  | 0.0000% | $450000000.00      | $31971752.59       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2068-02-16      | 0.7426%  | 0.0000% | $260619192.00      | $17089217.70       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2067-02-16      | 0.8325%  | 0.0000% | $358703841.00      | $26548138.14       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-03-16      | 0.7518%  | 0.0000% | $155440894.00      | $10934881.35       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-06-20      | 1.4750%  | 0.0000% | $122670979.00      | $10526209.13       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-07-20      | 0.7419%  | 0.0000% | $245000000.00      | $17464877.84       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-05-20      | NA       | 0.0000% | $18287585.00       | $10650301.49       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | 5.6832%  | 0.0000% | $15972658.00       | $13301788.80       | Agency Mortgage-Backed Securities |

### Security 188: Credit Agricole Corporate and Investment Bank Tri Party Repo

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank Tri Party Repo 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 996JWN000, C.3 - LEI: N/A, C.5 - Other ID: 996JWN000_4.34_0902
- **C.18 - Value (incl. sponsor support):** $80000000.00
- **C.18.a - Value (excl. sponsor support):** $80000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2029-05-31      | 4.5000%  | 0.0000% | $78381400.00       | $81600020.42       | U.S. Treasuries (including strips) |

### Security 189: Deutsche Bank Securities Inc. Tri Party Repo

- **C.1 - Title:** Deutsche Bank Securities Inc. Tri Party Repo 4.270000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDGG008, C.3 - LEI: N/A, C.5 - Other ID: 99VDGG008_4.27_0902
- **C.18 - Value (incl. sponsor support):** $240000000.00
- **C.18.a - Value (excl. sponsor support):** $240000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2041-08-15      | 3.7500%  | 0.0000% | $136433600.00      | $121575384.75      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-02-15      | 3.1250%  | 0.0000% | $154589500.00      | $123224659.96      | U.S. Treasuries (including strips) |

### Security 190: Goldman Sachs & Co. LLC Tri Party Repo

- **C.1 - Title:** Goldman Sachs & Co. LLC Tri Party Repo 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99VDKE008, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 99VDKE008_4.34_0902
- **C.18 - Value (incl. sponsor support):** $1725000000.00
- **C.18.a - Value (excl. sponsor support):** $1725000000.00
- **C.19 - Percentage of Net Assets:** 1.0200%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2030-05-01      | 4.5000%  | 0.0000% | $3750000.00        | $55738.53          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-10-01      | 3.0000%  | 0.0000% | $25000000.00       | $2425902.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-05-01      | 3.5000%  | 0.0000% | $250000.00         | $22982.65          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-01-01      | 3.0000%  | 0.0000% | $966945.00         | $151331.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-07-01      | 5.0000%  | 0.0000% | $5600000.00        | $265766.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-11-01      | 4.5000%  | 0.0000% | $68000.00          | $10984.98          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-03-01      | 4.0000%  | 0.0000% | $1310000.00        | $139409.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-11-01      | 4.0000%  | 0.0000% | $2315000.00        | $217836.54         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-08-01      | 6.5000%  | 0.0000% | $8305104.00        | $8696303.93        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-08-01      | 6.5000%  | 0.0000% | $2440892.00        | $2560648.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-12-01      | 2.5000%  | 0.0000% | $553714.00         | $111450.69         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-04-01      | 2.0000%  | 0.0000% | $12718592.00       | $10764260.06       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-05-01      | 6.5000%  | 0.0000% | $380800.00         | $402287.23         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2044-09-01      | 5.5000%  | 0.0000% | $196728832.00      | $194922259.48      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-10-01      | 2.5000%  | 0.0000% | $1100000.00        | $535361.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $40000.00          | $19946.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-02-01      | 2.0000%  | 0.0000% | $7817808.00        | $4325886.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-03-01      | 2.0000%  | 0.0000% | $810000.00         | $484489.74         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2055-03-20      | 6.0000%  | 0.0000% | $134338.00         | $137898.75         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2055-04-20      | 6.5000%  | 0.0000% | $1153370.00        | $1089432.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-07-20      | 5.5000%  | 0.0000% | $21220736.00       | $21483946.60       | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2055-06-20      | 6.5000%  | 0.0000% | $1729396.00        | $1800239.59        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2055-06-20      | 6.0000%  | 0.0000% | $7760984.00        | $8016497.22        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2055-06-20      | 6.0000%  | 0.0000% | $4745832.00        | $4914646.39        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2055-08-20      | 5.5000%  | 0.0000% | $4310840.00        | $4376963.02        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2055-08-20      | 6.0000%  | 0.0000% | $2255276.00        | $2332983.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-06-20      | 6.0000%  | 0.0000% | $1209698.00        | $1246902.31        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2055-08-20      | 6.0000%  | 0.0000% | $3901512.00        | $4031310.10        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2052-01-16      | 3.0000%  | 0.0000% | $23822000.00       | $21429054.68       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $8398032.00        | $7260939.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $35025984.00       | $9270617.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 2.0000%  | 0.0000% | $88160.00          | $52400.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-02-01      | 6.0000%  | 0.0000% | $8211728.00        | $130130.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-12-01      | 6.0000%  | 0.0000% | $28880000.00       | $347553.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-03-01      | 6.0000%  | 0.0000% | $275825000.00      | $1574793.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-06-01      | 7.0000%  | 0.0000% | $3529780.00        | $45572.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $649451.00         | $632902.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $10051328.00       | $9904775.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-11-20      | 3.0000%  | 0.0000% | $5978000.00        | $273056.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $161666.00         | $123293.46         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-11-01      | 1.5000%  | 0.0000% | $700000.00         | $372876.37         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-09-01      | 2.0000%  | 0.0000% | $700000.00         | $425734.90         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-06-20      | 5.5000%  | 0.0000% | $542030.00         | $550607.84         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2055-08-20      | 6.5000%  | 0.0000% | $1303908.00        | $1367565.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-07-20      | 7.0000%  | 0.0000% | $7766728.00        | $8137898.22        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2055-08-20      | 6.0000%  | 0.0000% | $1877232.00        | $1945947.45        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2055-08-20      | 6.0000%  | 0.0000% | $3030756.00        | $3126814.80        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2055-08-20      | 5.5000%  | 0.0000% | $3036136.00        | $3082169.22        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2055-08-20      | 5.5000%  | 0.0000% | $5168352.00        | $5245080.21        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2055-08-20      | 5.5000%  | 0.0000% | $6762136.00        | $6857108.70        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2055-08-20      | 7.0000%  | 0.0000% | $3555592.00        | $3760118.34        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2055-08-20      | 5.5000%  | 0.0000% | $5376864.00        | $5459005.16        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2055-08-20      | 5.5000%  | 0.0000% | $4719456.00        | $4788359.01        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2055-08-20      | 6.0000%  | 0.0000% | $4437856.00        | $4609564.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-02-01      | 2.5000%  | 0.0000% | $5340780.00        | $3798769.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $557190.00         | $389559.74         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2037-11-15      | 5.5000%  | 0.0000% | $10000000.00       | $89689.10          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2039-06-15      | 5.0000%  | 0.0000% | $8450000.00        | $456643.08         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2037-11-20      | 5.5000%  | 0.0000% | $4893344.00        | $624740.35         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2039-02-20      | 5.4149%  | 0.0000% | $50000000.00       | $585551.47         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2039-12-20      | 5.0000%  | 0.0000% | $16866496.00       | $13881673.21       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-02-16      | 2.9000%  | 0.0000% | $300000.00         | $265892.57         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-06-16      | 0.2581%  | 0.0000% | $60000000.00       | $212102.42         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-09-16      | 0.2239%  | 0.0000% | $50999296.00       | $25760.20          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2043-03-20      | 2.5000%  | 0.0000% | $150000000.00      | $9200589.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2044-03-20      | 3.5000%  | 0.0000% | $8122.00           | $6742.64           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2059-11-16      | 0.5844%  | 0.0000% | $75000000.00       | $768354.75         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2058-09-16      | 0.8173%  | 0.0000% | $2158120.00        | $8771.59           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-01-16      | 3.0000%  | 0.0000% | $1115890.00        | $286183.75         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2061-11-16      | 0.5595%  | 0.0000% | $13333328.00       | $212384.09         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-08-16      | 3.0000%  | 0.0000% | $6083328.00        | $402069.64         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-08-16      | 1.7000%  | 0.0000% | $22550000.00       | $16107977.79       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2064-06-16      | 0.6110%  | 0.0000% | $2000000.00        | $105775.77         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2062-03-16      | 0.3239%  | 0.0000% | $202699008.00      | $6522003.97        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-01-01      | 6.0000%  | 0.0000% | $2024744.00        | $2102732.92        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-04-01      | 6.0000%  | 0.0000% | $3289020.00        | $3398575.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-07-01      | 3.5000%  | 0.0000% | $1004062.00        | $321041.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-08-01      | 4.5000%  | 0.0000% | $2096848.00        | $693616.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-01-01      | 3.5000%  | 0.0000% | $850000.00         | $141616.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-11-01      | 3.0000%  | 0.0000% | $2865252.00        | $715492.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-06-01      | 3.5000%  | 0.0000% | $1138728.00        | $306601.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 3.5000%  | 0.0000% | $45361.00          | $39121.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-11-01      | 6.0000%  | 0.0000% | $39143488.00       | $642748.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-04-01      | 2.5000%  | 0.0000% | $710000.00         | $79765.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-02-01      | 6.0000%  | 0.0000% | $145000.00         | $11907.07          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-08-01      | 5.0000%  | 0.0000% | $29811168.00       | $30326569.97       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-12-01      | 2.5000%  | 0.0000% | $24335712.00       | $2861554.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 2.5000%  | 0.0000% | $1215524.00        | $818171.71         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-09-20      | 5.3650%  | 0.0000% | $100000000.00      | $84645582.71       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.5000%  | 0.0000% | $26487712.00       | $16428381.48       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $367792.00         | $223896.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $17134048.00       | $11100331.05       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 4.0000%  | 0.0000% | $360355.00         | $228414.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 6.0000%  | 0.0000% | $470167.00         | $338407.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.0000%  | 0.0000% | $269000.00         | $224415.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 3.5000%  | 0.0000% | $23043456.00       | $16313882.47       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-01-01      | 2.5000%  | 0.0000% | $15225000.00       | $6436856.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $300000.00         | $240038.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.0000%  | 0.0000% | $400000.00         | $267735.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-11-01      | 6.0000%  | 0.0000% | $96415360.00       | $222130.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 6.0000%  | 0.0000% | $1333500.00        | $974605.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.5000%  | 0.0000% | $64969344.00       | $52774192.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 5.5000%  | 0.0000% | $28096416.00       | $24334281.89       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 6.5000%  | 0.0000% | $172257.00         | $151851.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-12-01      | 4.0000%  | 0.0000% | $600000.00         | $50011.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-04-01      | 4.5000%  | 0.0000% | $40000000.00       | $3017534.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-05-01      | 4.5000%  | 0.0000% | $170000.00         | $18267.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-07-01      | 6.0000%  | 0.0000% | $547094.00         | $33581.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 5.0000%  | 0.0000% | $1186000.00        | $130256.21         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-11-20      | 5.7950%  | 0.0000% | $20000000.00       | $16711114.10       | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-12-20      | 5.0000%  | 0.0000% | $2480032.00        | $2399410.84        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-01-20      | 5.5000%  | 0.0000% | $10745000.00       | $10841219.09       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2043-05-01      | 3.0000%  | 0.0000% | $5132552.00        | $4516611.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.5000%  | 0.0000% | $3300000.00        | $2930229.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 5.0000%  | 0.0000% | $13000000.00       | $12199322.31       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.0000%  | 0.0000% | $121555968.00      | $111229371.12      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $65328640.00       | $60420885.70       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $5025064.00        | $5012939.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2041-12-15      | 4.0000%  | 0.0000% | $400000.00         | $13723.25          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2041-12-15      | 4.0000%  | 0.0000% | $2000000.00        | $212204.05         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2042-10-20      | 3.0000%  | 0.0000% | $10000000.00       | $795790.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-01-01      | 6.0000%  | 0.0000% | $58589184.00       | $57890.60          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-02-01      | 5.5000%  | 0.0000% | $10683264.00       | $57665.13          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-07-01      | 4.5000%  | 0.0000% | $3075000.00        | $89100.07          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-09-01      | 5.0000%  | 0.0000% | $3515044.00        | $92055.39          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-02-01      | 3.5000%  | 0.0000% | $6136000.00        | $730460.55         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-06-01      | 3.0000%  | 0.0000% | $1051000.00        | $124442.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-11-01      | 3.5000%  | 0.0000% | $65000.00          | $6066.53           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-08-01      | 3.5000%  | 0.0000% | $3913804.00        | $1135408.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-03-01      | 5.0000%  | 0.0000% | $2044120.00        | $16362.65          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-02-01      | 5.5000%  | 0.0000% | $2157816.00        | $13869.98          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-05-01      | 5.0000%  | 0.0000% | $250000.00         | $6898.85           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-09-01      | 7.5000%  | 0.0000% | $8134654.00        | $6827.42           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-12-01      | 6.0000%  | 0.0000% | $11359712.00       | $50972.47          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-02-01      | 5.0000%  | 0.0000% | $1070124.00        | $328465.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-07-01      | 3.5000%  | 0.0000% | $72000.00          | $8460.41           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-07-01      | 4.0000%  | 0.0000% | $2400000.00        | $1992763.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.5000%  | 0.0000% | $10600000.00       | $1222817.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-10-01      | 4.5000%  | 0.0000% | $5416656.00        | $78010.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 3.0000%  | 0.0000% | $302000.00         | $154510.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.0000%  | 0.0000% | $46429440.00       | $29597074.11       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-12-20      | 2.5000%  | 0.0000% | $1917000.00        | $1198758.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 4.0000%  | 0.0000% | $24680000.00       | $4107392.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-04-01      | 4.0000%  | 0.0000% | $951982.00         | $68356.92          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 3.0000%  | 0.0000% | $535000.00         | $335719.24         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-12-01      | 3.5000%  | 0.0000% | $930000.00         | $570076.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $252762560.00      | $233567221.32      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $92655616.00       | $86505355.78       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $5075992.00        | $4806589.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-05-01      | 3.5000%  | 0.0000% | $553541.00         | $73451.83          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-11-01      | 3.5000%  | 0.0000% | $46162432.00       | $6453147.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-02-01      | 3.5000%  | 0.0000% | $1000000.00        | $148936.74         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-01-01      | 3.0000%  | 0.0000% | $200000.00         | $64642.78          | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2064-01-16      | 2.7500%  | 0.0000% | $1981410.00        | $224487.59         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2064-09-16      | 1.4247%  | 0.0000% | $1901718.00        | $152088.50         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2062-07-16      | 0.2839%  | 0.0000% | $101556864.00      | $2746890.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2064-11-16      | 3.5000%  | 0.0000% | $467543.00         | $314849.17         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2066-06-16      | 0.5435%  | 0.0000% | $177672960.00      | $10070507.86       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2064-11-16      | 0.2442%  | 0.0000% | $153472000.00      | $5232595.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-03-01      | 3.0000%  | 0.0000% | $4350000.00        | $500058.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-07-01      | 3.0000%  | 0.0000% | $2000000.00        | $254576.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-01-01      | 4.5000%  | 0.0000% | $1973710.00        | $148464.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 1.5000%  | 0.0000% | $1411058.00        | $881004.19         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $3813108.00        | $2769661.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 2.0000%  | 0.0000% | $3419024.00        | $2624069.66        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2053-05-01      | 5.5000%  | 0.0000% | $8451664.00        | $7144022.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-10-20      | 5.5000%  | 0.0000% | $74856000.00       | $53828752.06       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2048-09-20      | 5.0000%  | 0.0000% | $26887160.00       | $2855819.84        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2070-10-20      | 6.5780%  | 0.0000% | $1498999.00        | $1010998.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2057-06-15      | 3.2000%  | 0.0000% | $5754200.00        | $5044614.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2046-11-20      | 2.5000%  | 0.0000% | $1326952.00        | $950792.36         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2057-06-15      | 3.7100%  | 0.0000% | $2308648.00        | $2096242.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-05-20      | 4.5000%  | 0.0000% | $165395456.00      | $154990286.70      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2044-08-20      | 4.0000%  | 0.0000% | $25000.00          | $6932.97           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2066-03-15      | 5.4000%  | 0.0000% | $6854312.00        | $6980342.23        | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL                     | 2059-10-15      | 4.6700%  | 0.0000% | $2060196.00        | $2016688.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2064-12-15      | 6.0000%  | 0.0000% | $873104.00         | $908502.84         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2054-11-20      | 5.0000%  | 0.0000% | $2577164.00        | $2549570.24        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2055-08-20      | 6.5000%  | 0.0000% | $3284380.00        | $3444846.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-07-01      | 2.0000%  | 0.0000% | $40330112.00       | $25246831.60       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-04-20      | 3.5000%  | 0.0000% | $435822.00         | $313171.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-07-01      | 3.0000%  | 0.0000% | $61440.00          | $15974.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-08-01      | 5.0000%  | 0.0000% | $490000.00         | $128120.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2057-01-01      | 4.0000%  | 0.0000% | $1531606.00        | $417946.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-10-01      | 3.5000%  | 0.0000% | $6000000.00        | $1456429.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 3.5000%  | 0.0000% | $631000.00         | $84925.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 4.0000%  | 0.0000% | $90000.00          | $24076.73          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 6.5000%  | 0.0000% | $1006434.00        | $623444.22         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 7.0000%  | 0.0000% | $10630000.00       | $8701011.45        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-07-01      | 6.0000%  | 0.0000% | $1827444.00        | $1525653.85        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-08-01      | 6.0000%  | 0.0000% | $1221422.00        | $1251072.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-09-01      | 2.0000%  | 0.0000% | $10681472.00       | $6268698.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-10-01      | 2.0000%  | 0.0000% | $978383.00         | $612890.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 4.0000%  | 0.0000% | $16427560.00       | $14935170.11       | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                       | 2052-04-01      | 2.5000%  | 0.0000% | $170461.00         | $22998.70          | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                       | 2036-07-01      | 2.0000%  | 0.0000% | $128905.00         | $7821.99           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 4.5000%  | 0.0000% | $1578926.00        | $1513023.01        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-02-01      | 6.0000%  | 0.0000% | $5716640.00        | $5871003.78        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-03-01      | 6.5000%  | 0.0000% | $1019352.00        | $1062757.98        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-04-01      | 6.5000%  | 0.0000% | $3700580.00        | $3805065.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 4.0000%  | 0.0000% | $25793.00          | $24071.11          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL                    | 2055-08-20      | 7.0000%  | 0.0000% | $1617006.00        | $1711494.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-11-20      | 5.5000%  | 0.0000% | $5838208.00        | $5695140.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 2.5000%  | 0.0000% | $10659300.00       | $4536377.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 2.0000%  | 0.0000% | $25398464.00       | $9166841.32        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-12-01      | 5.0000%  | 0.0000% | $2809028.00        | $2746116.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-06-01      | 5.0000%  | 0.0000% | $1244700.00        | $299068.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-10-01      | 5.0000%  | 0.0000% | $200000.00         | $24350.20          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 4.0000%  | 0.0000% | $176000.00         | $29989.67          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-02-01      | 4.5000%  | 0.0000% | $2311000.00        | $571709.71         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-03-01      | 4.5000%  | 0.0000% | $9980720.00        | $38452.41          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-01-20      | 5.5000%  | 0.0000% | $46448320.00       | $46004937.86       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-02-20      | 6.0000%  | 0.0000% | $45000000.00       | $45412874.69       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-03-20      | 7.0000%  | 0.0000% | $330895.00         | $337125.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 3.5000%  | 0.0000% | $183000.00         | $26063.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-12-01      | 5.0000%  | 0.0000% | $3118484.00        | $520912.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 4.0000%  | 0.0000% | $1506000.00        | $185553.22         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-02-01      | 6.5000%  | 0.0000% | $8387232.00        | $8683682.88        | Agency Mortgage-Backed Securities |

### Security 191: HSBC Securities USA Inc. Tri Party Repo

- **C.1 - Title:** HSBC Securities USA Inc. Tri Party Repo 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99VDKY004, C.3 - LEI: 549300LBOHZ4QSIWU288, C.5 - Other ID: 99VDKY004_4.34_0902
- **C.18 - Value (incl. sponsor support):** $415000000.00
- **C.18.a - Value (excl. sponsor support):** $415000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $115123455.00      | $111374790.52      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $49997312.00       | $15455751.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.5000%  | 0.0000% | $60080384.00       | $18235164.38       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.0000%  | 0.0000% | $587584.00         | $155924.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 4.5000%  | 0.0000% | $4100000.00        | $1357815.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $79284224.00       | $41144656.90       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $299991.00         | $195136.89         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-06-01      | 7.0000%  | 0.0000% | $1040714.00        | $815119.62         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-08-01      | 6.5000%  | 0.0000% | $5308168.00        | $4887183.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 3.5000%  | 0.0000% | $66000.00          | $41959.45          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2054-07-01      | 7.0000%  | 0.0000% | $1128692.00        | $940882.48         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-01-01      | 5.5000%  | 0.0000% | $4731120.00        | $4591753.42        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-03-01      | 6.5000%  | 0.0000% | $4987040.00        | $5209809.89        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-04-01      | 5.5000%  | 0.0000% | $6421648.00        | $6461971.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-03-01      | 3.0000%  | 0.0000% | $1071000.00        | $465035.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 3.0000%  | 0.0000% | $28904864.00       | $20793921.88       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $200000.00         | $165469.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $53921120.00       | $42186791.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $4101000.00        | $3390631.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.0000%  | 0.0000% | $52225792.00       | $45592559.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $94854784.00       | $14074238.44       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-05-01      | 4.5000%  | 0.0000% | $245925.00         | $44909.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-09-01      | 3.5000%  | 0.0000% | $59078208.00       | $11125502.10       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 3.5000%  | 0.0000% | $2910083.00        | $107609.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 2.5000%  | 0.0000% | $1144460.00        | $741802.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-08-01      | 2.0000%  | 0.0000% | $14472000.00       | $8929829.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-07-01      | 2.5000%  | 0.0000% | $221101.00         | $163499.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $609708.00         | $141887.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 7.5000%  | 0.0000% | $2108556.00        | $1779253.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 7.0000%  | 0.0000% | $4115928.00        | $3243518.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $400000.00         | $384918.76         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2054-10-01      | 6.0000%  | 0.0000% | $2319436.00        | $2372891.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-07-01      | 2.5000%  | 0.0000% | $150000000.00      | $55840081.07       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $1747000.00        | $887729.88         | Agency Mortgage-Backed Securities |

### Security 192: Bank of America Tri Party Repo

- **C.1 - Title:** Bank of America Tri Party Repo 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDMN006, C.3 - LEI: N/A, C.5 - Other ID: 99VDMN006_4.32_0902
- **C.18 - Value (incl. sponsor support):** $168113000.00
- **C.18.a - Value (excl. sponsor support):** $168113000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIPS        | 2028-11-15      | NA       | 0.0000% | $192826776.09      | $171475260.00      | U.S. Treasuries (including strips) |

### Security 193: Bank of America Tri Party Repo

- **C.1 - Title:** Bank of America Tri Party Repo 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99VDNE005, C.3 - LEI: N/A, C.5 - Other ID: 99VDNE005_4.34_0902
- **C.18 - Value (incl. sponsor support):** $146231000.00
- **C.18.a - Value (excl. sponsor support):** $146231000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2055-04-01      | 7.0000%  | 0.0000% | $8263039.00        | $8398321.66        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-02-01      | 7.0000%  | 0.0000% | $131840.00         | $130279.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $32945728.00       | $33063223.31       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL                      | 2055-07-01      | 6.0000%  | 0.0000% | $17017728.00       | $17182044.62       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 5.5000%  | 0.0000% | $33347712.00       | $30366576.08       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-11-01      | 1.5000%  | 0.0000% | $699999.00         | $372875.84         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                       | 2055-01-01      | 7.0000%  | 0.0000% | $1743816.00        | $1509652.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-03-01      | 4.0000%  | 0.0000% | $2967000.00        | $161682.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $1004008.00        | $803657.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 7.0000%  | 0.0000% | $12838656.00       | $9530164.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-06-01      | 3.0000%  | 0.0000% | $660000.00         | $36362.32          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-05-01      | 6.9100%  | 0.0000% | $17847008.00       | $248535.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-03-01      | 4.0000%  | 0.0000% | $124948.00         | $264.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 4.5000%  | 0.0000% | $129888.00         | $10845.47          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 7.0000%  | 0.0000% | $27011584.00       | $21958910.69       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-08-01      | 5.5000%  | 0.0000% | $14141216.00       | $14530760.94       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-08-01      | 3.0000%  | 0.0000% | $95432.00          | $7547.16           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-02-01      | 1.5000%  | 0.0000% | $11959660.00       | $7412558.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 4.0000%  | 0.0000% | $5252940.00        | $3431355.88        | Agency Mortgage-Backed Securities |

### Security 194: UBS Securities LLC Tri Party Repo

- **C.1 - Title:** UBS Securities LLC Tri Party Repo 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99VDQX000, C.3 - LEI: N/A, C.5 - Other ID: 99VDQX000_4.34_0902
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B                       | 2029-10-31      | 4.1250%  | 0.0000% | $4900.00           | $5054.03           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2029-10-15      | 1.6250%  | 0.0000% | $10208300.00       | $10794771.69       | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-11-30      | 4.2500%  | 0.0000% | $116700.00         | $118549.56         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-12-15      | 4.0000%  | 0.0000% | $2000.00           | $2033.87           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2031-12-31      | 4.5000%  | 0.0000% | $100.00            | $104.24            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2044-08-15      | 3.1250%  | 0.0000% | $6000.00           | $4687.35           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2044-11-15      | 3.0000%  | 0.0000% | $39600.00          | $30510.62          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2045-02-15      | 2.5000%  | 0.0000% | $180000.00         | $125382.80         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2045-11-15      | 3.0000%  | 0.0000% | $100100.00         | $76203.96          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2054-08-15      | 4.2500%  | 0.0000% | $200.00            | $179.16            | U.S. Treasuries (including strips) |
| STRIP PRINC                           | 2028-05-15      | NA       | 0.0000% | $13000.00          | $11797.72          | U.S. Treasuries (including strips) |
| STRIP PRINC                           | 2027-05-15      | NA       | 0.0000% | $100.00            | $93.95             | U.S. Treasuries (including strips) |
| STRIP PRINC                           | 2025-11-15      | NA       | 0.0000% | $154000.00         | $152711.94         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2027-07-15      | 0.3750%  | 0.0000% | $2101500.00        | $2757308.36        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-11-15      | 2.2500%  | 0.0000% | $48700.00          | $47609.56          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2028-01-15      | 0.5000%  | 0.0000% | $7998800.00        | $10367240.25       | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2028-05-15      | 2.8750%  | 0.0000% | $3500000.00        | $3463495.88        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2025-09-30      | 3.0000%  | 0.0000% | $5900.00           | $5967.27           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2025-10-31      | 3.0000%  | 0.0000% | $200.00            | $201.56            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2025-11-30      | 2.8750%  | 0.0000% | $258300.00         | $259323.30         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2029-02-15      | 2.6250%  | 0.0000% | $199000.00         | $192852.02         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-02-28      | 2.5000%  | 0.0000% | $974200.00         | $978808.09         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2029-05-15      | 2.3750%  | 0.0000% | $100.00            | $96.37             | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-05-31      | 2.1250%  | 0.0000% | $300.00            | $297.49            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2029-07-15      | 0.2500%  | 0.0000% | $4000000.00        | $4915115.57        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2025-11-15      | 2.2500%  | 0.0000% | $80000.00          | $80199.68          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2026-01-15      | 0.6250%  | 0.0000% | $5000000.00        | $6763447.42        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-05-15      | 2.3750%  | 0.0000% | $300.00            | $295.63            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-07-31      | 1.8750%  | 0.0000% | $500.00            | $491.72            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-08-31      | 1.3750%  | 0.0000% | $212700.00         | $208945.48         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-10-31      | 1.6250%  | 0.0000% | $19000.00          | $18630.07          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-11-30      | 1.6250%  | 0.0000% | $472200.00         | $461775.67         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-12-31      | 1.7500%  | 0.0000% | $4800.00           | $4689.15           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2030-01-15      | 0.1250%  | 0.0000% | $5000000.00        | $6010929.24        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2030-02-15      | 1.5000%  | 0.0000% | $700.00            | $638.70            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-02-28      | 1.1250%  | 0.0000% | $3000.00           | $2904.61           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-04-30      | 0.5000%  | 0.0000% | $27200.00          | $25861.35          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-05-31      | 0.5000%  | 0.0000% | $200.00            | $189.64            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-07-31      | 0.3750%  | 0.0000% | $400.00            | $376.19            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-08-31      | 0.5000%  | 0.0000% | $100.00            | $94.27             | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-09-30      | 0.3750%  | 0.0000% | $200.00            | $187.43            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2025-10-15      | 0.1250%  | 0.0000% | $9400.00           | $11660.65          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2030-11-15      | 0.8750%  | 0.0000% | $9500.00           | $8252.33           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-11-30      | 0.6250%  | 0.0000% | $5100.00           | $4782.95           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-12-31      | 0.6250%  | 0.0000% | $1800.00           | $1682.72           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2025-12-31      | 0.3750%  | 0.0000% | $499600.00         | $493835.32         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2031-01-15      | 0.1250%  | 0.0000% | $362900.00         | $423960.17         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2028-01-31      | 0.7500%  | 0.0000% | $499700.00         | $467231.51         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2031-02-15      | 1.1250%  | 0.0000% | $13700.00          | $11964.48          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2029-12-31      | 4.3750%  | 0.0000% | $90500.00          | $93681.81          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-12-31      | 4.2500%  | 0.0000% | $300.00            | $303.89            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2028-01-15      | 4.2500%  | 0.0000% | $83000.00          | $84628.71          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2030-01-31      | 4.2500%  | 0.0000% | $300.00            | $307.97            | U.S. Treasuries (including strips) |
| US TREASURY FRN                       | 2027-01-31      | 4.2414%  | 0.0000% | $500.00            | $501.49            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2032-04-30      | 4.0000%  | 0.0000% | $869500.00         | $885648.51         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2030-04-15      | 1.6250%  | 0.0000% | $220300.00         | $229220.60         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2032-05-31      | 4.1250%  | 0.0000% | $44000.00          | $44982.67          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2030-05-31      | 4.0000%  | 0.0000% | $8000.00           | $8186.61           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2028-06-15      | 3.8750%  | 0.0000% | $100.00            | $101.56            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2035-07-15      | 1.8750%  | 0.0000% | $3843600.00        | $3891641.84        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2035-08-15      | 4.2500%  | 0.0000% | $13500.00          | $13540.23          | U.S. Treasuries (including strips) |
| STRIPS                                | 2031-08-15      | NA       | 0.0000% | $1939.05           | $1533.99           | U.S. Treasuries (including strips) |
| STRIPS                                | 2033-02-15      | NA       | 0.0000% | $24999.97          | $18405.55          | U.S. Treasuries (including strips) |
| STRIPS                                | 2033-08-15      | NA       | 0.0000% | $3000.00           | $2154.08           | U.S. Treasuries (including strips) |
| STRIPS                                | 2035-02-15      | NA       | 0.0000% | $2463.51           | $1630.01           | U.S. Treasuries (including strips) |
| STRIPS                                | 2036-02-15      | NA       | 0.0000% | $26061.98          | $16305.65          | U.S. Treasuries (including strips) |
| STRIPS                                | 2037-02-15      | NA       | 0.0000% | $17972.31          | $10627.66          | U.S. Treasuries (including strips) |
| STRIPS                                | 2030-11-15      | NA       | 0.0000% | $9781.48           | $8008.64           | U.S. Treasuries (including strips) |
| STRIPS                                | 2032-11-15      | NA       | 0.0000% | $10000.00          | $7452.81           | U.S. Treasuries (including strips) |
| STRIPS                                | 2033-11-15      | NA       | 0.0000% | $112.56            | $79.74             | U.S. Treasuries (including strips) |
| STRIPS                                | 2034-05-15      | NA       | 0.0000% | $3000.00           | $2069.90           | U.S. Treasuries (including strips) |
| STRIPS                                | 2034-11-15      | NA       | 0.0000% | $19956.71          | $13385.09          | U.S. Treasuries (including strips) |
| STRIPS                                | 2025-11-15      | NA       | 0.0000% | $13.70             | $13.59             | U.S. Treasuries (including strips) |
| STRIPS                                | 2026-08-15      | NA       | 0.0000% | $31323.98          | $30237.32          | U.S. Treasuries (including strips) |
| STRIPS                                | 2026-11-15      | NA       | 0.0000% | $41993.42          | $40161.00          | U.S. Treasuries (including strips) |
| STRIPS                                | 2027-02-15      | NA       | 0.0000% | $3000.00           | $2845.79           | U.S. Treasuries (including strips) |
| STRIPS                                | 2027-05-15      | NA       | 0.0000% | $50000.60          | $46982.11          | U.S. Treasuries (including strips) |
| STRIPS                                | 2027-08-15      | NA       | 0.0000% | $108000.00         | $100517.22         | U.S. Treasuries (including strips) |
| STRIPS                                | 2027-11-15      | NA       | 0.0000% | $35897.20          | $33120.77          | U.S. Treasuries (including strips) |
| STRIPS                                | 2028-08-15      | NA       | 0.0000% | $28000.00          | $25140.89          | U.S. Treasuries (including strips) |
| STRIPS                                | 2028-05-15      | NA       | 0.0000% | $16461.81          | $14916.51          | U.S. Treasuries (including strips) |
| STRIPS                                | 2035-05-15      | NA       | 0.0000% | $4205.00           | $2742.42           | U.S. Treasuries (including strips) |
| STRIPS                                | 2035-11-15      | NA       | 0.0000% | $0.40              | $0.25              | U.S. Treasuries (including strips) |
| STRIPS                                | 2029-08-15      | NA       | 0.0000% | $25021.80          | $21595.41          | U.S. Treasuries (including strips) |
| STRIPS                                | 2029-05-15      | NA       | 0.0000% | $50000.00          | $43598.00          | U.S. Treasuries (including strips) |
| STRIPS                                | 2029-11-15      | NA       | 0.0000% | $25000.00          | $21356.85          | U.S. Treasuries (including strips) |
| STRIPS                                | 2030-02-15      | NA       | 0.0000% | $6.02              | $5.09              | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-02-28      | 0.5000%  | 0.0000% | $2200.00           | $2167.40           | U.S. Treasuries (including strips) |
| Federal Farm Credit Banks             | 2030-01-18      | 3.5000%  | 0.0000% | $3000.00           | $2974.73           | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                       | 2026-03-31      | 0.7500%  | 0.0000% | $197500.00         | $194458.35         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-04-30      | 0.7500%  | 0.0000% | $500.00            | $490.66            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2031-05-15      | 1.6250%  | 0.0000% | $800000.00         | $715297.37         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2028-06-30      | 1.2500%  | 0.0000% | $45000.00          | $42271.29          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2031-07-15      | 0.1250%  | 0.0000% | $4059100.00        | $4579352.39        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-08-31      | 0.7500%  | 0.0000% | $88900.00          | $86529.06          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2026-10-15      | 0.1250%  | 0.0000% | $5000000.00        | $5867164.31        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-11-30      | 1.2500%  | 0.0000% | $299800.00         | $291526.65         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2028-11-30      | 1.5000%  | 0.0000% | $100.00            | $93.96             | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-12-31      | 1.2500%  | 0.0000% | $200.00            | $193.91            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2032-02-15      | 1.8750%  | 0.0000% | $1568400.00        | $1389943.24        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-03-31      | 2.5000%  | 0.0000% | $2000.00           | $1983.74           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2027-04-15      | 0.1250%  | 0.0000% | $4814700.00        | $5427078.68        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2032-05-15      | 2.8750%  | 0.0000% | $13500.00          | $12785.30          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-05-31      | 2.6250%  | 0.0000% | $3000.00           | $2966.17           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2032-07-15      | 0.6250%  | 0.0000% | $11010000.00       | $11611485.18       | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2032-08-15      | 2.7500%  | 0.0000% | $6000.00           | $5573.86           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2025-09-15      | 3.5000%  | 0.0000% | $300.00            | $304.67            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-09-30      | 4.1250%  | 0.0000% | $200.00            | $205.36            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2027-10-15      | 1.6250%  | 0.0000% | $11673600.00       | $13028567.89       | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2029-10-31      | 4.0000%  | 0.0000% | $5600.00           | $5747.27           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-10-31      | 4.1250%  | 0.0000% | $394700.00         | $404064.33         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2032-11-15      | 4.1250%  | 0.0000% | $100.00            | $102.24            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2025-11-15      | 4.5000%  | 0.0000% | $550300.00         | $557646.48         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-11-30      | 3.8750%  | 0.0000% | $485800.00         | $493048.96         | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2028-11-15      | NA       | 0.0000% | $5000.00           | $4436.12           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2027-08-15      | NA       | 0.0000% | $3000.00           | $2787.01           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2029-09-15      | 6.7500%  | 0.0000% | $1000.00           | $1142.15           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2028-07-15      | NA       | 0.0000% | $4000.00           | $3590.24           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2027-12-30      | 1.1100%  | 0.0000% | $4000.00           | $3774.74           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2025-12-23      | 0.7000%  | 0.0000% | $2000.00           | $1981.14           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-05-15      | 6.2500%  | 0.0000% | $1000.00           | $1106.41           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-11-15      | 6.6250%  | 0.0000% | $5000.00           | $5756.16           | Agency Mortgage-Backed Securities  |
| FANNIEMAE STRIPS                      | 2025-11-15      | NA       | 0.0000% | $3000.00           | $2973.34           | Agency Mortgage-Backed Securities  |
| FANNIEMAE STRIPS                      | 2026-05-15      | NA       | 0.0000% | $3000.00           | $2914.74           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-10-08      | 0.7500%  | 0.0000% | $3000.00           | $2833.73           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2025-10-22      | 0.5600%  | 0.0000% | $2000.00           | $1993.27           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-09-01      | 6.0800%  | 0.0000% | $3000.00           | $3292.58           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-08-27      | 0.7000%  | 0.0000% | $1000.00           | $942.03            | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                       | 2029-12-31      | 3.8750%  | 0.0000% | $100.00            | $101.45            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-01-15      | 3.8750%  | 0.0000% | $2200.00           | $2208.48           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2030-01-31      | 3.5000%  | 0.0000% | $300.00            | $298.69            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-03-15      | 4.6250%  | 0.0000% | $790000.00         | $809329.29         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-04-15      | 3.7500%  | 0.0000% | $400.00            | $404.96            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2028-04-15      | 1.2500%  | 0.0000% | $9586300.00        | $10433398.37       | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2028-04-30      | 3.5000%  | 0.0000% | $409900.00         | $413541.20         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-05-15      | 3.6250%  | 0.0000% | $200.00            | $201.65            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2028-05-31      | 3.6250%  | 0.0000% | $22500.00          | $22713.50          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-06-15      | 4.1250%  | 0.0000% | $4006500.00        | $4045614.93        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-08-15      | 4.3750%  | 0.0000% | $1000.00           | $1005.98           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2025-08-31      | 5.0000%  | 0.0000% | $3100.00           | $3176.66           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2028-08-31      | 4.3750%  | 0.0000% | $82000.00          | $85571.04          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-09-15      | 4.6250%  | 0.0000% | $2700.00           | $2777.73           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2030-09-30      | 4.6250%  | 0.0000% | $486200.00         | $515499.52         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2028-09-30      | 4.6250%  | 0.0000% | $100.00            | $104.86            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2025-09-30      | 5.0000%  | 0.0000% | $500.00            | $510.57            | U.S. Treasuries (including strips) |
| US TREASURY FRN                       | 2025-10-31      | 4.3134%  | 0.0000% | $4416000.00        | $4431877.44        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2025-10-31      | 5.0000%  | 0.0000% | $2000.00           | $2035.30           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2028-10-15      | 2.3750%  | 0.0000% | $339600.00         | $377552.49         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2033-11-15      | 4.5000%  | 0.0000% | $7000.00           | $7306.89           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-11-15      | 4.6250%  | 0.0000% | $301500.00         | $308340.44         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2028-12-31      | 3.7500%  | 0.0000% | $100.00            | $101.04            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-01-31      | 4.2500%  | 0.0000% | $1000000.00        | $1003635.19        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2034-02-15      | 4.0000%  | 0.0000% | $100.00            | $99.52             | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-04-15      | 4.5000%  | 0.0000% | $889900.00         | $915836.41         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-04-30      | 4.8750%  | 0.0000% | $300.00            | $306.50            | U.S. Treasuries (including strips) |
| STRIPS                                | 2030-08-15      | NA       | 0.0000% | $7000.00           | $5793.49           | U.S. Treasuries (including strips) |
| STRIPS                                | 2036-05-15      | NA       | 0.0000% | $45000.00          | $27772.92          | U.S. Treasuries (including strips) |
| STRIPS                                | 2040-11-15      | NA       | 0.0000% | $14967.83          | $7042.63           | U.S. Treasuries (including strips) |
| STRIPS                                | 2042-11-15      | NA       | 0.0000% | $49557.48          | $20634.64          | U.S. Treasuries (including strips) |
| RESOLUTION FUNDING STRIP              | 2026-07-15      | NA       | 0.0000% | $1000.00           | $965.45            | Agency Mortgage-Backed Securities  |
| TENN VALLEY AUTHORITY                 | 2039-09-15      | 5.2500%  | 0.0000% | $2000.00           | $2134.91           | Agency Mortgage-Backed Securities  |
| TENN VALLEY AUTHORITY                 | 2042-12-15      | 3.5000%  | 0.0000% | $5000.00           | $4106.83           | Agency Mortgage-Backed Securities  |
| TENN VALLEY AUTHORITY                 | 2027-02-01      | 2.8750%  | 0.0000% | $2000.00           | $1978.49           | Agency Mortgage-Backed Securities  |
| TENN VAL AUTH CPN STRIP               | 2026-11-01      | NA       | 0.0000% | $1000.00           | $956.60            | Agency Mortgage-Backed Securities  |
| TENN VAL AUTH CPN STRIP               | 2028-12-15      | NA       | 0.0000% | $5000.00           | $4416.70           | Agency Mortgage-Backed Securities  |
| TREASURY BILL                         | 2025-09-04      | NA       | 0.0000% | $492400.00         | $492284.29         | U.S. Treasuries (including strips) |
| TREASURY BILL                         | 2025-11-28      | NA       | 0.0000% | $8300.00           | $8218.52           | U.S. Treasuries (including strips) |
| TREASURY BILL                         | 2025-12-26      | NA       | 0.0000% | $1081100.00        | $1067260.84        | U.S. Treasuries (including strips) |
| TREASURY BILL                         | 2026-04-16      | NA       | 0.0000% | $11000.00          | $10742.17          | U.S. Treasuries (including strips) |
| TREASURY BILL                         | 2025-10-09      | NA       | 0.0000% | $2476600.00        | $2465918.42        | U.S. Treasuries (including strips) |
| TREASURY BILL                         | 2025-09-02      | NA       | 0.0000% | $200.00            | $200.00            | U.S. Treasuries (including strips) |
| TREASURY BILL                         | 2025-11-06      | NA       | 0.0000% | $100100.00         | $99360.76          | U.S. Treasuries (including strips) |
| TREASURY BILL                         | 2025-11-20      | NA       | 0.0000% | $74200.00          | $73538.51          | U.S. Treasuries (including strips) |
| TREASURY BILL                         | 2025-12-18      | NA       | 0.0000% | $100.00            | $98.81             | U.S. Treasuries (including strips) |
| Federal Home Loan Banks               | 2027-03-12      | 3.0000%  | 0.0000% | $100000.00         | $100238.27         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Banks               | 2040-03-19      | 2.5900%  | 0.0000% | $200000.00         | $150545.42         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Banks               | 2038-06-30      | 2.0000%  | 0.0000% | $100000.00         | $72082.98          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Banks               | 2026-06-30      | 1.0700%  | 0.0000% | $15000.00          | $14672.47          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Banks               | 2025-10-21      | 0.8750%  | 0.0000% | $385000.00         | $384442.95         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Banks               | 2026-11-23      | 1.5000%  | 0.0000% | $25000.00          | $24390.10          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Banks               | 2037-02-25      | 3.2200%  | 0.0000% | $20000.00          | $17132.72          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Banks               | 2028-04-10      | 5.0000%  | 0.0000% | $125000.00         | $127920.94         | Agency Mortgage-Backed Securities  |
| TREASURY BILL                         | 2026-01-02      | NA       | 0.0000% | $20800.00          | $20520.18          | U.S. Treasuries (including strips) |
| TREASURY BILL                         | 2026-01-08      | NA       | 0.0000% | $318000.00         | $313583.62         | U.S. Treasuries (including strips) |
| TREASURY BILL                         | 2025-11-04      | NA       | 0.0000% | $1861200.00        | $1847925.92        | U.S. Treasuries (including strips) |
| TREASURY BILL                         | 2026-02-12      | NA       | 0.0000% | $94000.00          | $92351.33          | U.S. Treasuries (including strips) |
| TREASURY BILL                         | 2025-12-09      | NA       | 0.0000% | $1000.00           | $989.05            | U.S. Treasuries (including strips) |
| STRIP PRINC                           | 2026-11-15      | NA       | 0.0000% | $33200.00          | $31867.95          | U.S. Treasuries (including strips) |
| STRIP PRINC                           | 2027-08-15      | NA       | 0.0000% | $300.00            | $279.78            | U.S. Treasuries (including strips) |
| STRIP PRINC                           | 2046-11-15      | NA       | 0.0000% | $200.00            | $68.47             | U.S. Treasuries (including strips) |
| STRIP PRINC                           | 2053-02-15      | NA       | 0.0000% | $36000.00          | $9031.36           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-08-15      | 6.7500%  | 0.0000% | $456000.00         | $470055.71         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2026-11-15      | 6.5000%  | 0.0000% | $300.00            | $316.30            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-02-15      | 6.6250%  | 0.0000% | $401600.00         | $420330.38         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2027-08-15      | 6.3750%  | 0.0000% | $499700.00         | $526786.87         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2028-04-15      | 3.6250%  | 0.0000% | $18600.00          | $40149.19          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2028-08-15      | 5.5000%  | 0.0000% | $260100.00         | $274701.08         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2028-11-15      | 5.2500%  | 0.0000% | $5000.00           | $5319.39           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2029-02-15      | 5.2500%  | 0.0000% | $4200.00           | $4439.92           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2031-02-15      | 5.3750%  | 0.0000% | $5500.00           | $5941.02           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2026-01-15      | 2.0000%  | 0.0000% | $5000000.00        | $8150912.04        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2027-01-15      | 2.3750%  | 0.0000% | $52400.00          | $85687.22          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2029-07-31      | 4.0000%  | 0.0000% | $8189500.00        | $8321098.50        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2031-08-31      | 3.7500%  | 0.0000% | $100.00            | $101.42            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2031-09-30      | 3.6250%  | 0.0000% | $39600.00          | $39731.14          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2046-08-15      | 2.2500%  | 0.0000% | $900.00            | $582.82            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2046-11-15      | 2.8750%  | 0.0000% | $8400.00           | $6175.67           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2047-08-15      | 2.7500%  | 0.0000% | $500.00            | $352.10            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2048-08-15      | 3.0000%  | 0.0000% | $1000.00           | $730.13            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2048-11-15      | 3.3750%  | 0.0000% | $800.00            | $631.78            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2049-05-15      | 2.8750%  | 0.0000% | $1300.00           | $929.37            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2049-11-15      | 2.3750%  | 0.0000% | $300.00            | $191.67            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2050-02-15      | 0.2500%  | 0.0000% | $10100.00          | $7195.34           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2040-08-15      | 1.1250%  | 0.0000% | $99700.00          | $61274.12          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2040-05-15      | 1.1250%  | 0.0000% | $400.00            | $249.88            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $64.00             | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2051-02-15      | 1.8750%  | 0.0000% | $100.00            | $55.03             | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2041-05-15      | 2.2500%  | 0.0000% | $200.00            | $145.92            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2051-08-15      | 2.0000%  | 0.0000% | $200.00            | $112.97            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2041-08-15      | 1.7500%  | 0.0000% | $1600.00           | $1058.57           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2051-11-15      | 1.8750%  | 0.0000% | $600.00            | $329.57            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2052-02-15      | 0.1250%  | 0.0000% | $4100.00           | $2466.56           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2042-05-15      | 3.2500%  | 0.0000% | $124100.00         | $103050.71         | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2052-08-15      | 3.0000%  | 0.0000% | $400.00            | $283.15            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2042-08-15      | 3.3750%  | 0.0000% | $400.00            | $333.65            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2042-11-15      | 4.0000%  | 0.0000% | $4400.00           | $4030.01           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2053-02-15      | 3.6250%  | 0.0000% | $1000.00           | $801.53            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2043-02-15      | 3.8750%  | 0.0000% | $1500.00           | $1333.20           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2053-05-15      | 3.6250%  | 0.0000% | $100.00            | $80.97             | U.S. Treasuries (including strips) |
| Federal Farm Credit Banks             | 2026-08-03      | 2.6300%  | 0.0000% | $4000.00           | $3962.02           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks             | 2026-04-23      | 2.8400%  | 0.0000% | $2000.00           | $2005.18           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks             | 2027-03-22      | 2.5400%  | 0.0000% | $2000.00           | $1982.97           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks             | 2026-10-13      | 2.5500%  | 0.0000% | $5000.00           | $4975.30           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks             | 2039-11-01      | 2.7400%  | 0.0000% | $35000.00          | $27664.91          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks             | 2031-10-03      | 2.0700%  | 0.0000% | $5000.00           | $4526.41           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks             | 2027-08-19      | 0.9000%  | 0.0000% | $3000.00           | $2838.79           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks             | 2030-09-09      | 1.3200%  | 0.0000% | $5000.00           | $4453.28           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks             | 2030-07-08      | 1.0400%  | 0.0000% | $2000.00           | $1763.57           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks             | 2030-10-15      | 1.2600%  | 0.0000% | $5000.00           | $4429.81           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks             | 2035-10-26      | 1.7300%  | 0.0000% | $3000.00           | $2315.47           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks             | 2029-06-14      | 1.5900%  | 0.0000% | $4000.00           | $3712.83           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks             | 2038-12-15      | 2.0000%  | 0.0000% | $45000.00          | $31965.08          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks             | 2028-10-26      | 1.3200%  | 0.0000% | $10000.00          | $9327.87           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks             | 2027-10-20      | 1.3000%  | 0.0000% | $5000.00           | $4779.15           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks             | 2031-01-13      | 2.1000%  | 0.0000% | $5000.00           | $4569.92           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks             | 2035-02-23      | 3.2500%  | 0.0000% | $1000.00           | $896.00            | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks             | 2032-03-23      | 3.3000%  | 0.0000% | $7000.00           | $6756.32           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks             | 2037-06-08      | 4.9900%  | 0.0000% | $5000.00           | $4935.21           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks             | 2029-05-03      | 3.8750%  | 0.0000% | $4000.00           | $4074.04           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks             | 2029-04-09      | 5.0000%  | 0.0000% | $3000.00           | $3070.27           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Banks             | 2044-08-12      | 5.8000%  | 0.0000% | $3000.00           | $2981.32           | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                       | 2037-02-15      | 4.7500%  | 0.0000% | $12900.00          | $13427.37          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2038-02-15      | 4.3750%  | 0.0000% | $100.00            | $99.75             | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2039-02-15      | 3.5000%  | 0.0000% | $4100.00           | $3695.51           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2040-02-15      | 4.6250%  | 0.0000% | $6800.00           | $6814.06           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2040-02-15      | 2.1250%  | 0.0000% | $45000.00          | $66872.75          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2040-05-15      | 4.3750%  | 0.0000% | $600.00            | $590.64            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2040-08-15      | 3.8750%  | 0.0000% | $1000.00           | $915.85            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2040-11-15      | 4.2500%  | 0.0000% | $2900.00           | $2797.66           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2041-02-15      | 2.1250%  | 0.0000% | $1017700.00        | $1472766.86        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2041-05-15      | 4.3750%  | 0.0000% | $700.00            | $682.59            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2041-08-15      | 3.7500%  | 0.0000% | $400.00            | $356.44            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2041-11-15      | 3.1250%  | 0.0000% | $31000.00          | $25495.65          | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2042-02-15      | 3.1250%  | 0.0000% | $100.00            | $81.07             | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2042-08-15      | 2.7500%  | 0.0000% | $300.00            | $227.74            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                       | 2043-02-15      | 0.6250%  | 0.0000% | $1826900.00        | $1902486.89        | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2043-11-15      | 3.7500%  | 0.0000% | $5000.00           | $4376.51           | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2044-02-15      | 3.6250%  | 0.0000% | $1700.00           | $1441.81           | U.S. Treasuries (including strips) |
| FARMER MAC                            | 2040-07-23      | 2.1500%  | 0.0000% | $200000.00         | $136740.80         | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                       | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $89.66             | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2043-08-15      | 4.3750%  | 0.0000% | $400.00            | $378.38            | U.S. Treasuries (including strips) |
| US TREASURY N/B                       | 2053-11-15      | 4.7500%  | 0.0000% | $4100.00           | $4039.70           | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** STATE STREET MASTER FUNDS

**Date:** 2025-09-08

**By:** /s/ Chad Hallett

**Name of Signing Officer:** Chad Hallett

**Title of Signing Officer:** Deputy Treasurer