# EDGAR Filing Document

**Accession Number:** 0001094885
**File Stem:** 0001410368-26-000305
**Filing Date:** 2026-1
**Character Count:** 846329
**Document Hash:** ce0fd14afd4355328184aa6b5a4c9c94
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-000305.hdr.sgml**: 20260108

**ACCESSION NUMBER**: 0001410368-26-000305

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260108

**DATE AS OF CHANGE**: 20260108

**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:** 26517951

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-12-31

**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:** 45 days

- **WAL:** 92 days

- **Total Value of Portfolio Securities:** $208488145563.12

- **Amortized Cost of Portfolio Securities:** $208434491358.06

- **Cash:** $16058420889.28

- **Total Other Assets:** $343555853.12

- **Total Liabilities:** $3866595701.56

- **Net Assets of Series:** $220969872398.90

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-12-01 | $189570434837.93          | $191517364659.65           | 84.5900%                  | 85.4600%                   |
| 2025-12-02 | $188016626006.48          | $189463702181.58           | 84.4800%                  | 85.1300%                   |
| 2025-12-03 | $189034811819.33          | $190481965675.59           | 84.5500%                  | 85.1900%                   |
| 2025-12-04 | $188712066842.10          | $190159410579.50           | 84.4300%                  | 85.0800%                   |
| 2025-12-05 | $181329277809.99          | $182776801226.59           | 83.8900%                  | 84.5600%                   |
| 2025-12-08 | $181597140069.43          | $183401051038.83           | 83.9100%                  | 84.7500%                   |
| 2025-12-09 | $189230440291.48          | $191534406704.20           | 84.2700%                  | 85.2900%                   |
| 2025-12-10 | $185756379801.05          | $187560837729.16           | 84.2100%                  | 85.0300%                   |
| 2025-12-11 | $190375986149.02          | $193045605501.86           | 84.3500%                  | 85.5300%                   |
| 2025-12-12 | $191721249420.08          | $194276054602.09           | 84.2500%                  | 85.3700%                   |
| 2025-12-15 | $187963039692.65          | $189768244227.53           | 84.2700%                  | 85.0800%                   |
| 2025-12-16 | $185376338552.98          | $187181653575.66           | 84.0100%                  | 84.8300%                   |
| 2025-12-17 | $186684911228.09          | $188490570911.37           | 84.0700%                  | 84.8800%                   |
| 2025-12-18 | $184176678853.52          | $185982369276.28           | 83.7300%                  | 84.5500%                   |
| 2025-12-19 | $177352668992.23          | $179158561283.03           | 83.1900%                  | 84.0400%                   |
| 2025-12-22 | $183022182946.11          | $185949646455.00           | 83.6400%                  | 84.9700%                   |
| 2025-12-23 | $184759013901.45          | $187686621926.16           | 83.7700%                  | 85.0900%                   |
| 2025-12-24 | $180766718870.20          | $184194731754.29           | 83.4600%                  | 85.0400%                   |
| 2025-12-26 | $182995199599.81          | $186870744397.41           | 83.6200%                  | 85.3900%                   |
| 2025-12-29 | $186951656501.58          | $190924925275.20           | 83.9100%                  | 85.6900%                   |
| 2025-12-30 | $185556131306.29          | $189914759238.45           | 83.6800%                  | 85.6500%                   |
| 2025-12-31 | $189677429813.63          | $193087179809.97           | 84.3400%                  | 85.8600%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-12-01 | 0.0000%             |
| 2025-12-02 | 0.0000%             |
| 2025-12-03 | 0.0000%             |
| 2025-12-04 | 0.0000%             |
| 2025-12-05 | 0.0000%             |
| 2025-12-08 | 0.0000%             |
| 2025-12-09 | 0.0000%             |
| 2025-12-10 | 0.0000%             |
| 2025-12-11 | 0.0000%             |
| 2025-12-12 | 0.0000%             |
| 2025-12-15 | 0.0000%             |
| 2025-12-16 | 0.0000%             |
| 2025-12-17 | 0.0000%             |
| 2025-12-18 | 0.0000%             |
| 2025-12-19 | 0.0000%             |
| 2025-12-22 | 0.0000%             |
| 2025-12-23 | 0.0000%             |
| 2025-12-24 | 0.0000%             |
| 2025-12-26 | 0.0000%             |
| 2025-12-29 | 0.0000%             |
| 2025-12-30 | 0.0000%             |
| 2025-12-31 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-12-01 | 0.0000                      |
|  |  |
| 2025-12-02 | 0.0000                      |
|  |  |
| 2025-12-03 | 0.0000                      |
|  |  |
| 2025-12-04 | 0.0000                      |
|  |  |
| 2025-12-05 | 0.0000                      |
|  |  |
| 2025-12-08 | 0.0000                      |
|  |  |
| 2025-12-09 | 0.0000                      |
|  |  |
| 2025-12-10 | 0.0000                      |
|  |  |
| 2025-12-11 | 0.0000                      |
|  |  |
| 2025-12-12 | 0.0000                      |
|  |  |
| 2025-12-15 | 0.0000                      |
|  |  |
| 2025-12-16 | 0.0000                      |
|  |  |
| 2025-12-17 | 0.0000                      |
|  |  |
| 2025-12-18 | 0.0000                      |
|  |  |
| 2025-12-19 | 0.0000                      |
|  |  |
| 2025-12-22 | 0.0000                      |
|  |  |
| 2025-12-23 | 0.0000                      |
|  |  |
| 2025-12-24 | 0.0000                      |
|  |  |
| 2025-12-26 | 0.0000                      |
|  |  |
| 2025-12-29 | 0.0000                      |
|  |  |
| 2025-12-30 | 0.0000                      |
|  |  |
| 2025-12-31 | 0.0000                      |
|  |  |

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

### Class: Single Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $220969872398.90

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 0.0000          |
|  |  |
| 2025-12-02 | 0.0000          |
|  |  |
| 2025-12-03 | 0.0000          |
|  |  |
| 2025-12-04 | 0.0000          |
|  |  |
| 2025-12-05 | 0.0000          |
|  |  |
| 2025-12-08 | 0.0000          |
|  |  |
| 2025-12-09 | 0.0000          |
|  |  |
| 2025-12-10 | 0.0000          |
|  |  |
| 2025-12-11 | 0.0000          |
|  |  |
| 2025-12-12 | 0.0000          |
|  |  |
| 2025-12-15 | 0.0000          |
|  |  |
| 2025-12-16 | 0.0000          |
|  |  |
| 2025-12-17 | 0.0000          |
|  |  |
| 2025-12-18 | 0.0000          |
|  |  |
| 2025-12-19 | 0.0000          |
|  |  |
| 2025-12-22 | 0.0000          |
|  |  |
| 2025-12-23 | 0.0000          |
|  |  |
| 2025-12-24 | 0.0000          |
|  |  |
| 2025-12-26 | 0.0000          |
|  |  |
| 2025-12-29 | 0.0000          |
|  |  |
| 2025-12-30 | 0.0000          |
|  |  |
| 2025-12-31 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $0.00                     | $0.00                   |
| 2025-12-02 | $0.00                     | $0.00                   |
| 2025-12-03 | $0.00                     | $0.00                   |
| 2025-12-04 | $0.00                     | $0.00                   |
| 2025-12-05 | $0.00                     | $0.00                   |
| 2025-12-08 | $0.00                     | $0.00                   |
| 2025-12-09 | $0.00                     | $0.00                   |
| 2025-12-10 | $0.00                     | $0.00                   |
| 2025-12-11 | $0.00                     | $0.00                   |
| 2025-12-12 | $0.00                     | $0.00                   |
| 2025-12-15 | $0.00                     | $0.00                   |
| 2025-12-16 | $0.00                     | $0.00                   |
| 2025-12-17 | $0.00                     | $0.00                   |
| 2025-12-18 | $0.00                     | $0.00                   |
| 2025-12-19 | $0.00                     | $0.00                   |
| 2025-12-22 | $0.00                     | $0.00                   |
| 2025-12-23 | $0.00                     | $0.00                   |
| 2025-12-24 | $0.00                     | $0.00                   |
| 2025-12-26 | $0.00                     | $0.00                   |
| 2025-12-29 | $0.00                     | $0.00                   |
| 2025-12-30 | $0.00                     | $0.00                   |
| 2025-12-31 | $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   |
|:---|:---|
| 2025-12-01 | 0.0000%           |
| 2025-12-02 | 0.0000%           |
| 2025-12-03 | 0.0000%           |
| 2025-12-04 | 0.0000%           |
| 2025-12-05 | 0.0000%           |
| 2025-12-08 | 0.0000%           |
| 2025-12-09 | 0.0000%           |
| 2025-12-10 | 0.0000%           |
| 2025-12-11 | 0.0000%           |
| 2025-12-12 | 0.0000%           |
| 2025-12-15 | 0.0000%           |
| 2025-12-16 | 0.0000%           |
| 2025-12-17 | 0.0000%           |
| 2025-12-18 | 0.0000%           |
| 2025-12-19 | 0.0000%           |
| 2025-12-22 | 0.0000%           |
| 2025-12-23 | 0.0000%           |
| 2025-12-24 | 0.0000%           |
| 2025-12-26 | 0.0000%           |
| 2025-12-29 | 0.0000%           |
| 2025-12-30 | 0.0000%           |
| 2025-12-31 | 0.0000%           |

**Beneficial/Record Owner Categories**
| Category                      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Registered investment company |  | 99.1300%         | 99.1300%             |

## 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 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 15499Q009, C.3 - LEI: 549300LCO2FLSSVFFR64, C.5 - Other ID: 15499Q009_3.80_0102
- **C.18 - Value (incl. sponsor support):** $990000000.00
- **C.18.a - Value (excl. sponsor support):** $990000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                    | 2044-12-01      | 4.0000%  | 0.0000% | $42315.00          | $2772.30           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-05-01      | 4.0000%  | 0.0000% | $297273.00         | $2751.57           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-06-01      | 4.5000%  | 0.0000% | $122000.00         | $1489.92           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-08-01      | 4.0000%  | 0.0000% | $10705.00          | $336.50            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-11-01      | 5.0000%  | 0.0000% | $1000.00           | $23.32             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-10-01      | 4.5000%  | 0.0000% | $139000.00         | $3146.30           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-12-01      | 4.5000%  | 0.0000% | $45000.00          | $784.00            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-12-01      | 4.5000%  | 0.0000% | $270000.00         | $4621.05           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-01-01      | 4.0000%  | 0.0000% | $16368.00          | $607.31            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-01-01      | 4.5000%  | 0.0000% | $20000.00          | $522.36            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-03-01      | 4.0000%  | 0.0000% | $27678.00          | $659.43            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-02-01      | 4.5000%  | 0.0000% | $114000.00         | $2709.94           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-02-01      | 4.0000%  | 0.0000% | $25082.00          | $804.20            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-03-01      | 4.5000%  | 0.0000% | $176000.00         | $3574.60           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2029-10-01      | 7.0000%  | 0.0000% | $5000.00           | $3.28              | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2029-10-01      | 7.5000%  | 0.0000% | $5000.00           | $2.08              | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-07-01      | 4.0000%  | 0.0000% | $62000.00          | $1254.12           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-07-01      | 5.0000%  | 0.0000% | $85096.00          | $4577.24           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-09-01      | 4.0000%  | 0.0000% | $176423.00         | $4972.40           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-09-01      | 4.5000%  | 0.0000% | $24000.00          | $565.29            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-10-01      | 4.0000%  | 0.0000% | $1086.00           | $33.15             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-10-01      | 4.5000%  | 0.0000% | $25000.00          | $734.17            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-04-01      | 3.5000%  | 0.0000% | $31000.00          | $3925.11           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-07-01      | 3.5000%  | 0.0000% | $5000.00           | $416.65            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2044-01-01      | 4.0000%  | 0.0000% | $19037.00          | $1628.91           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2044-07-01      | 4.0000%  | 0.0000% | $21000.00          | $1063.28           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2044-09-01      | 4.0000%  | 0.0000% | $3000.00           | $212.91            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2043-12-01      | 4.0000%  | 0.0000% | $56000.00          | $3656.42           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2030-12-01      | 3.0000%  | 0.0000% | $50000.00          | $4581.03           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2032-02-01      | 3.0000%  | 0.0000% | $17000.00          | $1896.72           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2032-04-01      | 3.5000%  | 0.0000% | $46000.00          | $4427.78           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2033-07-01      | 3.5000%  | 0.0000% | $3000.00           | $245.63            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2033-01-01      | 3.0000%  | 0.0000% | $17000.00          | $2021.11           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2033-04-01      | 3.0000%  | 0.0000% | $3000.00           | $329.26            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2033-05-01      | 3.5000%  | 0.0000% | $50000.00          | $4619.51           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2033-06-01      | 3.5000%  | 0.0000% | $13000.00          | $1138.03           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2033-09-01      | 3.5000%  | 0.0000% | $14971.00          | $1199.61           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2033-06-01      | 3.0000%  | 0.0000% | $35000.00          | $4046.87           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2034-04-01      | 4.0000%  | 0.0000% | $3800000.00        | $339929.33         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2031-12-01      | 4.0000%  | 0.0000% | $42097753.00       | $1838356.42        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-06-01      | 3.5000%  | 0.0000% | $30000.00          | $3788.02           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2038-06-01      | 3.5000%  | 0.0000% | $43000.00          | $4435.10           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2026-12-01      | 3.0000%  | 0.0000% | $36000.00          | $236.87            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2027-02-01      | 3.5000%  | 0.0000% | $10000.00          | $35.17             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2027-03-01      | 3.0000%  | 0.0000% | $20000.00          | $185.74            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2029-04-01      | 5.5000%  | 0.0000% | $11000.00          | $13.98             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2028-07-01      | 6.0000%  | 0.0000% | $4000.00           | $1.85              | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2028-07-01      | 6.5000%  | 0.0000% | $2000.00           | $0.60              | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2029-01-01      | 6.5000%  | 0.0000% | $2000.00           | $1.40              | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2031-11-01      | 6.0000%  | 0.0000% | $6000.00           | $5.33              | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2031-12-01      | 5.5000%  | 0.0000% | $4000.00           | $7.33              | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2033-07-01      | 4.0000%  | 0.0000% | $9000.00           | $213.94            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-04-01      | 3.5000%  | 0.0000% | $38000.00          | $4297.47           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-07-01      | 4.0000%  | 0.0000% | $3000.00           | $216.55            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2029-12-01      | 3.5000%  | 0.0000% | $3699000.00        | $178579.60         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2033-04-01      | 4.0000%  | 0.0000% | $22000.00          | $1717.32           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2032-10-01      | 3.0000%  | 0.0000% | $21000.00          | $3847.98           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2030-09-01      | 3.0000%  | 0.0000% | $11000.00          | $864.81            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2030-12-01      | 3.0000%  | 0.0000% | $1004.00           | $91.90             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2031-10-01      | 2.5000%  | 0.0000% | $21000.00          | $2656.58           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2032-03-01      | 2.5000%  | 0.0000% | $31000.00          | $4976.47           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2044-12-01      | 4.0000%  | 0.0000% | $10000.00          | $1480.80           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-10-01      | 3.5000%  | 0.0000% | $19000.00          | $3539.32           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-06-01      | 4.0000%  | 0.0000% | $12000.00          | $1024.53           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-11-01      | 4.0000%  | 0.0000% | $15000.00          | $2369.99           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-11-01      | 4.5000%  | 0.0000% | $63000.00          | $2224.48           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-12-01      | 3.5000%  | 0.0000% | $21000.00          | $2394.95           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2031-01-01      | 4.5000%  | 0.0000% | $40773546.00       | $1196483.89        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2031-09-01      | 4.5000%  | 0.0000% | $90000.00          | $3767.99           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-03-01      | 3.5000%  | 0.0000% | $20000.00          | $3905.21           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-05-01      | 4.0000%  | 0.0000% | $14000.00          | $2184.93           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-07-01      | 3.5000%  | 0.0000% | $16000.00          | $3395.67           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-12-01      | 4.0000%  | 0.0000% | $10000.00          | $1769.23           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-10-01      | 4.5000%  | 0.0000% | $36000.00          | $3064.75           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-05-01      | 4.5000%  | 0.0000% | $5778.00           | $626.99            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-10-01      | 4.5000%  | 0.0000% | $46000.00          | $2586.78           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2043-07-01      | 3.0000%  | 0.0000% | $9000.00           | $1455.51           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2044-07-01      | 4.5000%  | 0.0000% | $14000.00          | $1648.25           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-02-01      | 4.5000%  | 0.0000% | $80000.00          | $1011.29           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2045-01-01      | 3.5000%  | 0.0000% | $34000.00          | $2905.39           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-02-01      | 3.0000%  | 0.0000% | $16000.00          | $3290.96           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-11-01      | 4.0000%  | 0.0000% | $36000.00          | $2026.07           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-11-01      | 4.5000%  | 0.0000% | $7000.00           | $303.46            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-11-01      | 4.0000%  | 0.0000% | $49000.00          | $2267.40           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-11-01      | 4.0000%  | 0.0000% | $9140.00           | $324.65            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-12-01      | 4.0000%  | 0.0000% | $2000.00           | $147.32            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-12-01      | 4.5000%  | 0.0000% | $50000.00          | $4073.54           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-12-01      | 4.0000%  | 0.0000% | $9000.00           | $295.21            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-01-01      | 3.5000%  | 0.0000% | $6000.00           | $355.13            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-01-01      | 4.0000%  | 0.0000% | $15972.00          | $867.73            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-02-01      | 4.0000%  | 0.0000% | $43000.00          | $1838.90           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-02-01      | 4.5000%  | 0.0000% | $70000.00          | $2018.69           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-02-01      | 4.5000%  | 0.0000% | $11500.00          | $396.70            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-02-01      | 4.0000%  | 0.0000% | $90377.00          | $4344.73           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-03-01      | 4.0000%  | 0.0000% | $56000.00          | $3746.92           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-03-01      | 4.0000%  | 0.0000% | $32658.00          | $1559.22           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-03-01      | 4.5000%  | 0.0000% | $7696.00           | $261.86            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-03-01      | 4.5000%  | 0.0000% | $25000.00          | $1382.99           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-04-01      | 4.5000%  | 0.0000% | $30000.00          | $1780.86           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2030-02-01      | 7.0000%  | 0.0000% | $5000.00           | $2.82              | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-09-01      | 3.5000%  | 0.0000% | $33724.00          | $3961.98           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-01-01      | 4.5000%  | 0.0000% | $78000.00          | $4698.48           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-09-01      | 4.5000%  | 0.0000% | $12000.00          | $1313.62           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-11-01      | 3.5000%  | 0.0000% | $10007.00          | $1220.73           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-12-01      | 3.0000%  | 0.0000% | $19330.00          | $2846.38           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-02-01      | 4.5000%  | 0.0000% | $42000.00          | $4734.47           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-03-01      | 3.0000%  | 0.0000% | $20000.00          | $2960.75           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-04-01      | 3.0000%  | 0.0000% | $16000.00          | $2419.90           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-04-01      | 4.5000%  | 0.0000% | $28000.00          | $2727.92           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-08-01      | 4.0000%  | 0.0000% | $38000.00          | $2792.93           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-10-01      | 4.0000%  | 0.0000% | $22000.00          | $1558.84           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-12-01      | 4.5000%  | 0.0000% | $27000.00          | $1889.38           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2043-12-01      | 4.0000%  | 0.0000% | $3000.00           | $287.15            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2045-02-01      | 4.0000%  | 0.0000% | $25500.00          | $4362.54           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2044-07-01      | 4.5000%  | 0.0000% | $17097.00          | $1447.21           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2029-01-01      | 2.0000%  | 0.0000% | $12100000.00       | $687399.82         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2028-04-01      | 2.0000%  | 0.0000% | $10000000.00       | $398635.57         | Agency Mortgage-Backed Securities |
| FREDDIE MAC NON GOLD POOL      | 2052-05-01      | 1.8240%  | 0.0000% | $750000.00         | $755589.00         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-08-01      | 5.0000%  | 0.0000% | $3000.00           | $15.50             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-08-01      | 4.0000%  | 0.0000% | $7924.00           | $585.67            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-08-01      | 6.0000%  | 0.0000% | $54714.00          | $840.47            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-07-01      | 5.0000%  | 0.0000% | $529000.00         | $4689.16           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2032-04-01      | 7.0000%  | 0.0000% | $4000.00           | $4.19              | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2027-08-01      | 2.5000%  | 0.0000% | $10600000.00       | $186844.09         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2032-06-01      | 7.0000%  | 0.0000% | $3000.00           | $3.01              | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2030-04-01      | 3.5000%  | 0.0000% | $11000.00          | $666.37            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2027-07-01      | 3.0000%  | 0.0000% | $210557.00         | $4112.84           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2030-12-01      | 3.5000%  | 0.0000% | $36074.00          | $260.61            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2031-01-01      | 3.5000%  | 0.0000% | $4601616.00        | $362926.51         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2032-08-01      | 3.5000%  | 0.0000% | $1825000.00        | $201218.99         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2032-09-01      | 3.5000%  | 0.0000% | $3157000.00        | $197812.97         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2033-02-01      | 3.0000%  | 0.0000% | $10000.00          | $1936.31           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2033-01-01      | 3.5000%  | 0.0000% | $22000.00          | $3327.89           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2028-11-01      | 3.5000%  | 0.0000% | $4100000.00        | $234219.84         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2034-03-01      | 4.0000%  | 0.0000% | $13000.00          | $2938.27           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-06-01      | 4.5000%  | 0.0000% | $29000.00          | $2977.38           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-07-01      | 4.0000%  | 0.0000% | $16000.00          | $1667.12           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-07-01      | 4.5000%  | 0.0000% | $29000.00          | $3328.67           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-08-01      | 3.5000%  | 0.0000% | $36093.00          | $3890.19           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-08-01      | 4.5000%  | 0.0000% | $1000.00           | $108.36            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-09-01      | 3.0000%  | 0.0000% | $25000.00          | $4125.08           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-08-01      | 4.5000%  | 0.0000% | $275434.00         | $2599.81           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2038-02-01      | 5.5000%  | 0.0000% | $1000.00           | $5.72              | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-11-01      | 5.5000%  | 0.0000% | $33000.00          | $183.57            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2038-01-01      | 6.0000%  | 0.0000% | $1000.00           | $3.87              | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2038-09-01      | 7.0000%  | 0.0000% | $750000.00         | $2458.24           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2038-01-01      | 4.5000%  | 0.0000% | $183000.00         | $1992.07           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2038-07-01      | 5.5000%  | 0.0000% | $1000.00           | $7.97              | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-07-01      | 4.0000%  | 0.0000% | $25000.00          | $754.61            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-08-01      | 4.5000%  | 0.0000% | $148750.00         | $3301.32           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-02-01      | 4.5000%  | 0.0000% | $134000.00         | $1261.59           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-05-01      | 4.5000%  | 0.0000% | $132829.00         | $2048.52           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-11-01      | 4.0000%  | 0.0000% | $2000.00           | $107.67            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-10-01      | 4.5000%  | 0.0000% | $41000.00          | $933.10            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-05-01      | 4.5000%  | 0.0000% | $124172.00         | $2948.01           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-01-01      | 4.0000%  | 0.0000% | $3630.00           | $191.14            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-12-01      | 4.0000%  | 0.0000% | $90668.00          | $4090.47           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-02-01      | 4.0000%  | 0.0000% | $16000.00          | $1288.43           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-06-01      | 5.5000%  | 0.0000% | $2000.00           | $153.98            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2043-10-01      | 3.0000%  | 0.0000% | $26027.00          | $4274.05           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-09-01      | 4.5000%  | 0.0000% | $2111.00           | $242.50            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-10-01      | 4.5000%  | 0.0000% | $5000.00           | $2801.80           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-12-01      | 3.5000%  | 0.0000% | $2001.00           | $1213.99           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-08-01      | 3.5000%  | 0.0000% | $1000.00           | $598.71            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2038-04-01      | 4.5000%  | 0.0000% | $2000.00           | $1202.57           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2038-04-01      | 5.5000%  | 0.0000% | $5000.00           | $2848.55           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2038-01-01      | 4.5000%  | 0.0000% | $3000.00           | $1721.03           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2038-09-01      | 5.5000%  | 0.0000% | $5000.00           | $2755.23           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-08-01      | 5.5000%  | 0.0000% | $3000.00           | $1860.01           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-05-01      | 5.5000%  | 0.0000% | $3000.00           | $1828.39           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1245.04           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-06-01      | 6.0000%  | 0.0000% | $4000.00           | $2288.18           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-07-01      | 5.0000%  | 0.0000% | $4000.00           | $2763.63           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-01-01      | 5.0000%  | 0.0000% | $6000.00           | $4708.56           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1510.78           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-09-01      | 5.5000%  | 0.0000% | $4000.00           | $2477.68           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1573.88           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-12-01      | 4.0000%  | 0.0000% | $2000.00           | $1695.10           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1644.29           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-02-01      | 6.0000%  | 0.0000% | $4000.00           | $2851.41           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-05-01      | 2.0000%  | 0.0000% | $5302.00           | $2606.82           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2047-11-01      | 3.0000%  | 0.0000% | $7214053.00        | $5673957.94        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-02-01      | 5.0000%  | 0.0000% | $290000.00         | $235482.98         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2028-07-01      | 3.0000%  | 0.0000% | $15950000.00       | $531039.34         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2030-05-01      | 3.5000%  | 0.0000% | $953543.00         | $298841.67         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-05-01      | 3.0000%  | 0.0000% | $6000.00           | $3612.67           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-06-01      | 3.5000%  | 0.0000% | $4000.00           | $2360.85           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-06-01      | 2.5000%  | 0.0000% | $6000.00           | $4083.66           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-01-01      | 3.5000%  | 0.0000% | $2781024.00        | $1590571.92        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2031-12-01      | 2.5000%  | 0.0000% | $16000.00          | $3282.26           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2032-02-01      | 3.0000%  | 0.0000% | $3000.00           | $422.75            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2034-11-01      | 2.5000%  | 0.0000% | $17500.00          | $4797.79           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2033-04-01      | 3.0000%  | 0.0000% | $18000.00          | $3282.87           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2034-06-01      | 3.0000%  | 0.0000% | $25000.00          | $4604.34           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-11-20      | 4.5000%  | 0.0000% | $402000.00         | $404153.50         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2030-01-01      | 3.5000%  | 0.0000% | $1000000.00        | $130877.73         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2031-05-01      | 1.5000%  | 0.0000% | $15691051.00       | $5594033.08        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2031-05-01      | 1.5000%  | 0.0000% | $14417043.00       | $4196892.02        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-02-01      | 3.0000%  | 0.0000% | $27272832.00       | $23165094.99       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2032-01-01      | 1.5000%  | 0.0000% | $13164871.00       | $9991533.44        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-05-01      | 3.0000%  | 0.0000% | $9028357.00        | $7702744.88        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2035-09-01      | 3.5000%  | 0.0000% | $12932811.00       | $10702088.15       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2038-11-01      | 4.5000%  | 0.0000% | $12678300.00       | $10503366.84       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2045-05-01      | 3.0000%  | 0.0000% | $26638904.00       | $23429404.10       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-04-01      | 2.5000%  | 0.0000% | $13294003.00       | $11128813.40       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-07-01      | 3.0000%  | 0.0000% | $12321962.00       | $10909230.81       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2035-09-01      | 3.5000%  | 0.0000% | $4246095.00        | $3952877.24        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-02-01      | 3.5000%  | 0.0000% | $500000.00         | $184417.64         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2038-11-01      | 4.5000%  | 0.0000% | $15000.00          | $6068.14           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2039-10-01      | 5.0000%  | 0.0000% | $13020812.00       | $763256.09         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-07-01      | 3.0000%  | 0.0000% | $63591474.00       | $48021819.11       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-11-01      | 5.0000%  | 0.0000% | $107217232.00      | $97620433.29       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-11-01      | 6.0000%  | 0.0000% | $27308161.00       | $28538731.28       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2031-10-01      | 2.5000%  | 0.0000% | $10000000.00       | $1214412.82        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-12-01      | 3.5000%  | 0.0000% | $4000.00           | $512.94            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2031-07-01      | 1.5000%  | 0.0000% | $127874777.00      | $49691729.22       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2031-11-01      | 1.5000%  | 0.0000% | $20000000.00       | $8780148.65        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2032-07-01      | 3.0000%  | 0.0000% | $2100000.00        | $1014094.47        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2032-11-01      | 4.0000%  | 0.0000% | $1000000.00        | $419470.58         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-04-01      | 6.0000%  | 0.0000% | $12902704.00       | $11624986.42       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-04-01      | 6.0000%  | 0.0000% | $13167094.00       | $12192141.91       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-05-01      | 6.0000%  | 0.0000% | $7774259.00        | $7466950.12        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-09-01      | 6.0000%  | 0.0000% | $2376141.00        | $2426282.54        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-09-01      | 6.0000%  | 0.0000% | $4035833.00        | $4163051.91        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-09-01      | 6.0000%  | 0.0000% | $11982864.00       | $12045529.57       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-09-01      | 6.0000%  | 0.0000% | $7954719.00        | $8207420.53        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-10-01      | 6.0000%  | 0.0000% | $4982436.00        | $5146749.99        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-10-01      | 6.0000%  | 0.0000% | $7402721.00        | $7642174.86        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-10-01      | 6.0000%  | 0.0000% | $5118626.00        | $5291369.86        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-11-01      | 6.0000%  | 0.0000% | $7574922.00        | $7823421.56        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2050-02-01      | 3.0000%  | 0.0000% | $771470.00         | $704521.14         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-09-01      | 6.5000%  | 0.0000% | $70788191.00       | $73472482.61       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-11-01      | 5.5000%  | 0.0000% | $135623557.00      | $138321073.36      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-05-20      | 5.5000%  | 0.0000% | $50000.00          | $12867.57          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-09-20      | 5.0000%  | 0.0000% | $50000.00          | $11356.95          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-03-20      | 5.0000%  | 0.0000% | $500000.00         | $387019.94         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2034-02-01      | 3.5000%  | 0.0000% | $5250000.00        | $1315597.10        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-06-01      | 3.5000%  | 0.0000% | $2000.00           | $404.36            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-04-01      | 3.5000%  | 0.0000% | $11000.00          | $3239.16           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-07-01      | 3.0000%  | 0.0000% | $10000.00          | $2770.28           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2033-12-01      | 3.5000%  | 0.0000% | $1525000.00        | $371047.89         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2033-10-01      | 3.0000%  | 0.0000% | $1025000.00        | $432931.79         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2038-07-01      | 3.5000%  | 0.0000% | $6000.00           | $4171.97           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2038-09-01      | 5.0000%  | 0.0000% | $3000.00           | $2025.46           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2034-02-01      | 3.5000%  | 0.0000% | $955000.00         | $455227.68         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-06-01      | 3.0000%  | 0.0000% | $2454391.00        | $1835704.71        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2032-12-01      | 2.5000%  | 0.0000% | $23000.00          | $3243.63           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-01-01      | 3.0000%  | 0.0000% | $22000.00          | $4202.73           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2033-11-01      | 3.0000%  | 0.0000% | $13000.00          | $2110.46           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2030-11-01      | 3.5000%  | 0.0000% | $2288684.00        | $254280.41         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-10-01      | 4.5000%  | 0.0000% | $54000.00          | $4873.45           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-03-01      | 4.0000%  | 0.0000% | $70000.00          | $4670.95           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2034-03-01      | 3.5000%  | 0.0000% | $1000.00           | $82.06             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-06-01      | 3.5000%  | 0.0000% | $45000.00          | $3908.02           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-06-01      | 4.0000%  | 0.0000% | $19200.00          | $1847.15           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-06-20      | 6.5000%  | 0.0000% | $11000.00          | $1047.64           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2045-09-01      | 3.5000%  | 0.0000% | $7000.00           | $645.84            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2030-01-01      | 2.5000%  | 0.0000% | $28500.00          | $1803.94           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-09-01      | 4.0000%  | 0.0000% | $185000.00         | $4747.21           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 8.0000%  | 0.0000% | $200000.00         | $30113.55          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-10-20      | 4.5000%  | 0.0000% | $180000.00         | $173802.42         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-12-20      | 5.0000%  | 0.0000% | $250000.00         | $236683.45         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-12-20      | 7.0000%  | 0.0000% | $19000.00          | $10482.52          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-04-01      | 6.0000%  | 0.0000% | $6424978.00        | $5949685.42        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-09-01      | 6.0000%  | 0.0000% | $9398410.00        | $9698835.55        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-11-01      | 6.0000%  | 0.0000% | $9121265.00        | $9438093.51        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-11-01      | 6.0000%  | 0.0000% | $8221739.00        | $8508549.89        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-11-01      | 6.0000%  | 0.0000% | $7396628.00        | $7656973.76        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-05-01      | 4.5000%  | 0.0000% | $6000.00           | $717.52            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2029-05-01      | 4.0000%  | 0.0000% | $18760000.00       | $102276.14         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-11-01      | 3.0000%  | 0.0000% | $127317510.00      | $32036642.86       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2032-04-01      | 3.0000%  | 0.0000% | $2000000.00        | $212217.64         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-04-01      | 4.5000%  | 0.0000% | $1431452.00        | $308376.50         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-03-01      | 5.0000%  | 0.0000% | $340000.00         | $217581.32         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-02-01      | 4.5000%  | 0.0000% | $2000000.00        | $406427.26         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-05-01      | 4.5000%  | 0.0000% | $4746159.00        | $607630.53         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2028-07-01      | 2.5000%  | 0.0000% | $10000000.00       | $362569.80         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2034-01-01      | 4.0000%  | 0.0000% | $5000000.00        | $509677.49         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2034-09-01      | 3.5000%  | 0.0000% | $2055818.00        | $399474.64         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2031-07-01      | 3.0000%  | 0.0000% | $4000000.00        | $1761544.72        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2031-11-01      | 1.5000%  | 0.0000% | $2000000.00        | $861046.18         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-10-01      | 4.5000%  | 0.0000% | $25000.00          | $559.40            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-02-01      | 3.5000%  | 0.0000% | $22000.00          | $1006.43           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-04-01      | 3.5000%  | 0.0000% | $33000.00          | $3919.17           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-03-01      | 4.5000%  | 0.0000% | $54134.00          | $1747.03           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2045-06-01      | 4.0000%  | 0.0000% | $8000.00           | $744.45            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2045-07-01      | 3.0000%  | 0.0000% | $30075.00          | $4295.39           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-03-01      | 3.5000%  | 0.0000% | $21000.00          | $2211.97           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-03-01      | 4.5000%  | 0.0000% | $17000.00          | $1504.57           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2045-10-01      | 4.5000%  | 0.0000% | $3000.00           | $411.47            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2045-11-01      | 3.5000%  | 0.0000% | $14000.00          | $1457.32           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2045-12-01      | 3.0000%  | 0.0000% | $4000.00           | $564.74            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2045-12-01      | 4.0000%  | 0.0000% | $19000.00          | $1909.80           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-01-01      | 3.0000%  | 0.0000% | $7000.00           | $1044.36           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-11-01      | 3.5000%  | 0.0000% | $28678.00          | $3815.07           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-05-01      | 3.0000%  | 0.0000% | $4000.00           | $574.22            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-05-01      | 4.0000%  | 0.0000% | $25000.00          | $2619.24           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-05-01      | 4.5000%  | 0.0000% | $1000.00           | $111.00            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-06-01      | 3.0000%  | 0.0000% | $25000.00          | $3651.03           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-06-01      | 4.5000%  | 0.0000% | $5000.00           | $386.37            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-08-01      | 3.5000%  | 0.0000% | $29000.00          | $3450.19           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-08-01      | 2.5000%  | 0.0000% | $20504.00          | $3854.98           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-09-01      | 3.5000%  | 0.0000% | $2000.00           | $241.89            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-10-01      | 3.5000%  | 0.0000% | $22000.00          | $2865.90           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-03-01      | 4.0000%  | 0.0000% | $32000.00          | $3313.61           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2028-01-01      | 2.0000%  | 0.0000% | $8100000.00        | $310869.36         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2028-06-01      | 2.5000%  | 0.0000% | $11000.00          | $460.17            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2029-02-01      | 3.5000%  | 0.0000% | $43000.00          | $1758.96           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2029-08-01      | 3.0000%  | 0.0000% | $2723864.00        | $136072.85         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2029-10-01      | 3.0000%  | 0.0000% | $2025.00           | $106.67            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2030-09-01      | 3.0000%  | 0.0000% | $56000.00          | $4406.95           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2030-04-01      | 2.5000%  | 0.0000% | $2000.00           | $160.96            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2030-06-01      | 3.0000%  | 0.0000% | $15000.00          | $1198.32           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2031-05-01      | 2.5000%  | 0.0000% | $5000.00           | $539.36            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-03-01      | 4.5000%  | 0.0000% | $41000.00          | $2883.03           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-05-01      | 4.5000%  | 0.0000% | $40000.00          | $770.27            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-09-01      | 5.0000%  | 0.0000% | $3000.00           | $20.62             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-05-01      | 4.5000%  | 0.0000% | $48000.00          | $685.56            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-06-01      | 4.5000%  | 0.0000% | $5000.00           | $106.21            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-07-01      | 4.5000%  | 0.0000% | $175000.00         | $4732.90           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-10-01      | 4.5000%  | 0.0000% | $160000.00         | $3847.82           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-11-01      | 4.5000%  | 0.0000% | $53000.00          | $1060.75           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-01-01      | 4.5000%  | 0.0000% | $33000.00          | $1202.56           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-02-01      | 3.5000%  | 0.0000% | $13500.00          | $869.62            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-10-01      | 4.0000%  | 0.0000% | $119000.00         | $3547.51           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-03-01      | 3.0000%  | 0.0000% | $20000.00          | $1647.47           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-04-01      | 3.5000%  | 0.0000% | $5000.00           | $392.53            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2044-08-01      | 4.5000%  | 0.0000% | $43935.00          | $2554.19           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2044-08-01      | 4.0000%  | 0.0000% | $52000.00          | $3620.97           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2044-09-01      | 4.5000%  | 0.0000% | $20000.00          | $1936.47           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2044-03-01      | 4.0000%  | 0.0000% | $41000.00          | $2733.27           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2044-05-01      | 4.0000%  | 0.0000% | $79500.00          | $4631.49           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2044-06-01      | 4.0000%  | 0.0000% | $6000.00           | $364.65            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2044-07-01      | 4.0000%  | 0.0000% | $67000.00          | $4359.58           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2045-03-01      | 3.5000%  | 0.0000% | $40000.00          | $3838.40           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2045-03-01      | 4.0000%  | 0.0000% | $34000.00          | $2862.04           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2045-04-01      | 3.5000%  | 0.0000% | $25000.00          | $2370.38           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2044-10-01      | 3.5000%  | 0.0000% | $23000.00          | $1760.21           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2044-12-01      | 4.0000%  | 0.0000% | $20086.00          | $1491.66           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2045-02-01      | 3.0000%  | 0.0000% | $10000.00          | $1165.20           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2045-09-01      | 4.0000%  | 0.0000% | $7000.00           | $570.72            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2045-10-01      | 3.0000%  | 0.0000% | $8000.00           | $1108.62           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2045-05-01      | 4.0000%  | 0.0000% | $39701.00          | $3107.94           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-09-20      | 6.5000%  | 0.0000% | $30000.00          | $31059.38          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-05-20      | 7.0000%  | 0.0000% | $43659.00          | $45089.61          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2030-04-01      | 8.0000%  | 0.0000% | $5000.00           | $1.35              | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2027-02-01      | 3.0000%  | 0.0000% | $23022948.00       | $231478.71         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2033-07-01      | 6.0000%  | 0.0000% | $140000.00         | $2416.32           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-02-01      | 4.5000%  | 0.0000% | $404733.00         | $2837.61           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2028-03-01      | 2.0000%  | 0.0000% | $7800000.00        | $264652.76         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2028-11-01      | 2.5000%  | 0.0000% | $50500.00          | $2639.05           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-12-01      | 5.5000%  | 0.0000% | $230000.00         | $1290.01           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-02-01      | 4.0000%  | 0.0000% | $86000.00          | $3673.52           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2032-05-01      | 3.5000%  | 0.0000% | $5056267.00        | $1013355.91        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2033-09-01      | 3.5000%  | 0.0000% | $1886485.00        | $147980.28         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2044-09-01      | 4.5000%  | 0.0000% | $1000.00           | $73.05             | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2044-10-01      | 3.5000%  | 0.0000% | $12000.00          | $1026.72           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2031-12-01      | 2.5000%  | 0.0000% | $17000.00          | $2449.65           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2029-01-01      | 3.5000%  | 0.0000% | $5625000.00        | $244135.08         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2031-11-01      | 3.0000%  | 0.0000% | $4100000.00        | $126657.17         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2031-01-01      | 3.0000%  | 0.0000% | $2733000.00        | $234515.56         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2028-12-01      | 3.0000%  | 0.0000% | $4397981.00        | $208740.35         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-04-01      | 3.5000%  | 0.0000% | $495434.00         | $167860.56         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2034-01-01      | 4.5000%  | 0.0000% | $2130325.00        | $1630747.65        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2031-04-01      | 1.5000%  | 0.0000% | $3000000.00        | $1043379.84        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2028-09-01      | 2.5000%  | 0.0000% | $4091196.00        | $430361.73         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2032-10-01      | 5.5000%  | 0.0000% | $125000.00         | $379.17            | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-04-01      | 5.5000%  | 0.0000% | $6000.00           | $5.52              | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2031-02-01      | 7.0000%  | 0.0000% | $15000.00          | $26.39             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2026-11-01      | 3.0000%  | 0.0000% | $24589089.00       | $159042.77         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-03-01      | 3.0000%  | 0.0000% | $15000000.00       | $1394942.54        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-03-01      | 4.0000%  | 0.0000% | $103205701.00      | $10705012.52       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2044-10-01      | 3.0000%  | 0.0000% | $167734000.00      | $28226455.50       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2027-05-01      | 3.0500%  | 0.0000% | $3069235.00        | $2176298.56        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2028-05-01      | 2.9500%  | 0.0000% | $9000000.00        | $6426542.38        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2026-07-01      | 2.7000%  | 0.0000% | $160000.00         | $140289.76         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2026-11-01      | 2.3550%  | 0.0000% | $43148000.00       | $42664073.61       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2027-02-01      | 3.0500%  | 0.0000% | $131758509.00      | $130790040.08      | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2027-10-01      | 2.8750%  | 0.0000% | $2000000.00        | $1784046.29        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2030-10-01      | 3.0000%  | 0.0000% | $9220000.00        | $544823.69         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-05-01      | 5.5000%  | 0.0000% | $8000.00           | $18.27             | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-11-01      | 6.0000%  | 0.0000% | $1000.00           | $5.03              | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-12-01      | 5.5000%  | 0.0000% | $3000.00           | $35.50             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-04-01      | 6.0000%  | 0.0000% | $519755.00         | $489178.13         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-04-01      | 6.0000%  | 0.0000% | $14794.00          | $14338.78          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $908.21            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-04-01      | 6.0000%  | 0.0000% | $8214844.00        | $7608723.89        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-04-01      | 6.0000%  | 0.0000% | $9877904.00        | $8261637.73        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-04-01      | 6.0000%  | 0.0000% | $8091365.00        | $7546746.93        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-02-01      | 2.5000%  | 0.0000% | $4000.00           | $738.34            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-03-01      | 3.5000%  | 0.0000% | $20000.00          | $4155.78           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-05-01      | 3.0000%  | 0.0000% | $7000.00           | $1368.45           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-09-01      | 2.0000%  | 0.0000% | $1385.00           | $487.80            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-12-01      | 2.0000%  | 0.0000% | $1263.00           | $711.28            | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-10-01      | 2.0000%  | 0.0000% | $4000.00           | $2209.95           | Agency Mortgage-Backed Securities |

### Security 2: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.910000%
- **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):** $47057072.10
- **C.18.a - Value (excl. sponsor support):** $47057072.10
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.840000%
- **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):** $120532387.05
- **C.18.a - Value (excl. sponsor support):** $120532387.05
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 3.840000%
- **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):** $384804485.95
- **C.18.a - Value (excl. sponsor support):** $384804485.95
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 3.820000%
- **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):** $10002.96
- **C.18.a - Value (excl. sponsor support):** $10002.96
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 3.820000%
- **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):** $100024.75
- **C.18.a - Value (excl. sponsor support):** $100024.75
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 3.850000%
- **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):** $185101328.20
- **C.18.a - Value (excl. sponsor support):** $185101328.20
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.850000%
- **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):** $473498735.89
- **C.18.a - Value (excl. sponsor support):** $473498735.89
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.805000%
- **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):** $189731985.32
- **C.18.a - Value (excl. sponsor support):** $189731985.32
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 3.845000%
- **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):** $192624889.70
- **C.18.a - Value (excl. sponsor support):** $192624889.70
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-01-19
- **C.13 - Final Legal Maturity Date:** 2027-01-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.845000%
- **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):** $163720837.37
- **C.18.a - Value (excl. sponsor support):** $163720837.37
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.750000%
- **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):** $53402394.46
- **C.18.a - Value (excl. sponsor support):** $53402394.46
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.745000%
- **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):** $143006638.06
- **C.18.a - Value (excl. sponsor support):** $143006638.06
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.269300%
- **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):** $970802748.60
- **C.18.a - Value (excl. sponsor support):** $970802748.60
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.835000%
- **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):** $145905501.89
- **C.18.a - Value (excl. sponsor support):** $145905501.89
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-08-18
- **C.13 - Final Legal Maturity Date:** 2027-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.126100%
- **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):** $449849196.97
- **C.18.a - Value (excl. sponsor support):** $449849196.97
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.012500%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7PH1, C.4 - ISIN: US3130B7PH10, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1378190900.45
- **C.18.a - Value (excl. sponsor support):** $1378190900.45
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8AZ5, C.4 - ISIN: US3130B8AZ55, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $3166653.78
- **C.18.a - Value (excl. sponsor support):** $3166653.78
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.835000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8CF7, C.4 - ISIN: US3130B8CF73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2606116.82
- **C.18.a - Value (excl. sponsor support):** $2606116.82
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.835000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8CK6, C.4 - ISIN: US3130B8CK68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $30403249.43
- **C.18.a - Value (excl. sponsor support):** $30403249.43
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-10-27
- **C.13 - Final Legal Maturity Date:** 2027-10-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EA6, C.4 - ISIN: US3130B8EA68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $111697215.32
- **C.18.a - Value (excl. sponsor support):** $111697215.32
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EJ7, C.4 - ISIN: US3130B8EJ77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $342590653.87
- **C.18.a - Value (excl. sponsor support):** $342590653.87
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8HV7, C.4 - ISIN: US3130B8HV78, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $368985501.99
- **C.18.a - Value (excl. sponsor support):** $368985501.99
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-05-10
- **C.13 - Final Legal Maturity Date:** 2027-05-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SR4, C.4 - ISIN: US3130B8SR48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $179996272.20
- **C.18.a - Value (excl. sponsor support):** $179996272.20
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SZ6, C.4 - ISIN: US3130B8SZ63, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $220785301.34
- **C.18.a - Value (excl. sponsor support):** $220785301.34
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-12-03
- **C.13 - Final Legal Maturity Date:** 2027-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8TB8, C.4 - ISIN: US3130B8TB86, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $214529187.02
- **C.18.a - Value (excl. sponsor support):** $214529187.02
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-10-04
- **C.13 - Final Legal Maturity Date:** 2027-10-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8TF9, C.4 - ISIN: US3130B8TF90, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499968085.00
- **C.18.a - Value (excl. sponsor support):** $499968085.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-12-02
- **C.13 - Final Legal Maturity Date:** 2027-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes 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):** $96657502.50
- **C.18.a - Value (excl. sponsor support):** $96657502.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 29: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313WK0, C.4 - ISIN: US313313WK09, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $124468749.72
- **C.18.a - Value (excl. sponsor support):** $124468749.72
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 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):** $449212386.50
- **C.18.a - Value (excl. sponsor support):** $449212386.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **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 31: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.895000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RM0, C.4 - ISIN: US313385RM07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $323924770.36
- **C.18.a - Value (excl. sponsor support):** $323924770.36
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 32: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.870000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RP3, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $91319796.50
- **C.18.a - Value (excl. sponsor support):** $91319796.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 33: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.835000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SG2, C.4 - ISIN: US313385SG20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $134458282.00
- **C.18.a - Value (excl. sponsor support):** $134458282.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-01-26
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SL1, C.4 - ISIN: US313385SL15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $452472635.00
- **C.18.a - Value (excl. sponsor support):** $452472635.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-01-30
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ST4, C.4 - ISIN: US313385ST41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $356702994.64
- **C.18.a - Value (excl. sponsor support):** $356702994.64
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.960000%
- **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):** $673287481.42
- **C.18.a - Value (excl. sponsor support):** $673287481.42
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.955000%
- **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):** $448747818.75
- **C.18.a - Value (excl. sponsor support):** $448747818.75
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.940000%
- **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):** $447178715.17
- **C.18.a - Value (excl. sponsor support):** $447178715.17
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.930000%
- **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):** $241654327.81
- **C.18.a - Value (excl. sponsor support):** $241654327.81
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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 40: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UY0, C.4 - ISIN: US313385UY08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $454960800.00
- **C.18.a - Value (excl. sponsor support):** $454960800.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VG8, C.4 - ISIN: US313385VG82, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $84180883.05
- **C.18.a - Value (excl. sponsor support):** $84180883.05
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-04-08
- **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 42: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.515000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YE0, C.4 - ISIN: US313385YE08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $73788999.75
- **C.18.a - Value (excl. sponsor support):** $73788999.75
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.4600%
- **C.11 - Maturity Date (WAM):** 2026-06-17
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.840000%
- **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):** $65009699.30
- **C.18.a - Value (excl. sponsor support):** $65009699.30
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 44: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP3T0, C.4 - ISIN: US3133EP3T06, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $417975622.18
- **C.18.a - Value (excl. sponsor support):** $417975622.18
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 45: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.792000%
- **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):** $250035650.00
- **C.18.a - Value (excl. sponsor support):** $250035650.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 46: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.815000%
- **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):** $450483760.89
- **C.18.a - Value (excl. sponsor support):** $450483760.89
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 47: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.810000%
- **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):** $613631687.78
- **C.18.a - Value (excl. sponsor support):** $613631687.78
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 48: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.910000%
- **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):** $46648296.71
- **C.18.a - Value (excl. sponsor support):** $46648296.71
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-03-29
- **C.13 - Final Legal Maturity Date:** 2027-03-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.980000%
- **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):** $28554785.84
- **C.18.a - Value (excl. sponsor support):** $28554785.84
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.722000%
- **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):** $99998121.00
- **C.18.a - Value (excl. sponsor support):** $99998121.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-01-27
- **C.13 - Final Legal Maturity Date:** 2027-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.840000%
- **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):** $106123001.42
- **C.18.a - Value (excl. sponsor support):** $106123001.42
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.785000%
- **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):** $133190502.84
- **C.18.a - Value (excl. sponsor support):** $133190502.84
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-11-16
- **C.13 - Final Legal Maturity Date:** 2026-11-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.805000%
- **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):** $225280475.50
- **C.18.a - Value (excl. sponsor support):** $225280475.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.780000%
- **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):** $119231707.93
- **C.18.a - Value (excl. sponsor support):** $119231707.93
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.815000%
- **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):** $33208878.68
- **C.18.a - Value (excl. sponsor support):** $33208878.68
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.850000%
- **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):** $243842854.50
- **C.18.a - Value (excl. sponsor support):** $243842854.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.905000%
- **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):** $56520992.10
- **C.18.a - Value (excl. sponsor support):** $56520992.10
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-05-03
- **C.13 - Final Legal Maturity Date:** 2027-05-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.850000%
- **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):** $57319466.31
- **C.18.a - Value (excl. sponsor support):** $57319466.31
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERF97, C.4 - ISIN: US3133ERF972, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $189837648.22
- **C.18.a - Value (excl. sponsor support):** $189837648.22
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.850000%
- **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):** $62237943.24
- **C.18.a - Value (excl. sponsor support):** $62237943.24
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.835000%
- **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):** $66425075.30
- **C.18.a - Value (excl. sponsor support):** $66425075.30
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.810000%
- **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):** $47414420.03
- **C.18.a - Value (excl. sponsor support):** $47414420.03
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.845000%
- **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):** $247509986.62
- **C.18.a - Value (excl. sponsor support):** $247509986.62
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.835000%
- **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):** $270807159.95
- **C.18.a - Value (excl. sponsor support):** $270807159.95
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 65: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPE5, C.4 - ISIN: US3133ERPE53, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30008978.40
- **C.18.a - Value (excl. sponsor support):** $30008978.40
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.840000%
- **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):** $175069307.00
- **C.18.a - Value (excl. sponsor support):** $175069307.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.835000%
- **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):** $50017591.00
- **C.18.a - Value (excl. sponsor support):** $50017591.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.845000%
- **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):** $340058104.05
- **C.18.a - Value (excl. sponsor support):** $340058104.05
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.850000%
- **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):** $129379859.64
- **C.18.a - Value (excl. sponsor support):** $129379859.64
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.845000%
- **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):** $70029041.60
- **C.18.a - Value (excl. sponsor support):** $70029041.60
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-01-14
- **C.13 - Final Legal Maturity Date:** 2027-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.795000%
- **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):** $301255544.29
- **C.18.a - Value (excl. sponsor support):** $301255544.29
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.722000%
- **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):** $99998438.00
- **C.18.a - Value (excl. sponsor support):** $99998438.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.850000%
- **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):** $590920193.79
- **C.18.a - Value (excl. sponsor support):** $590920193.79
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.825000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWN7, C.4 - ISIN: US3133ERWN79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $28555498.44
- **C.18.a - Value (excl. sponsor support):** $28555498.44
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 75: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.835000%
- **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):** $95030793.30
- **C.18.a - Value (excl. sponsor support):** $95030793.30
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.722000%
- **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):** $250083305.00
- **C.18.a - Value (excl. sponsor support):** $250083305.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXK2, C.4 - ISIN: US3133ERXK22, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $94718082.02
- **C.18.a - Value (excl. sponsor support):** $94718082.02
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 78: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.845000%
- **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):** $247024800.54
- **C.18.a - Value (excl. sponsor support):** $247024800.54
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.835000%
- **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):** $94932308.71
- **C.18.a - Value (excl. sponsor support):** $94932308.71
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.850000%
- **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):** $100053964.00
- **C.18.a - Value (excl. sponsor support):** $100053964.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.845000%
- **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):** $405200981.25
- **C.18.a - Value (excl. sponsor support):** $405200981.25
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.800000%
- **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):** $156207688.16
- **C.18.a - Value (excl. sponsor support):** $156207688.16
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 83: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.840000%
- **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):** $33114414.39
- **C.18.a - Value (excl. sponsor support):** $33114414.39
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2B2, C.4 - ISIN: US3133ET2B25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $259984496.20
- **C.18.a - Value (excl. sponsor support):** $259984496.20
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-09-28
- **C.13 - Final Legal Maturity Date:** 2027-09-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET3F2, C.4 - ISIN: US3133ET3F20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $119997444.00
- **C.18.a - Value (excl. sponsor support):** $119997444.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.795000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET4U8, C.4 - ISIN: US3133ET4U87, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $239996712.00
- **C.18.a - Value (excl. sponsor support):** $239996712.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-12-17
- **C.13 - Final Legal Maturity Date:** 2027-12-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5D5, C.4 - ISIN: US3133ET5D53, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $119998755.60
- **C.18.a - Value (excl. sponsor support):** $119998755.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-11-23
- **C.13 - Final Legal Maturity Date:** 2027-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5J2, C.4 - ISIN: US3133ET5J24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99999130.00
- **C.18.a - Value (excl. sponsor support):** $99999130.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-09-23
- **C.13 - Final Legal Maturity Date:** 2027-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAB3, C.4 - ISIN: US3133ETAB36, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $85574950.87
- **C.18.a - Value (excl. sponsor support):** $85574950.87
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.845000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB48, C.4 - ISIN: US3133ETB480, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $334946321.31
- **C.18.a - Value (excl. sponsor support):** $334946321.31
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.780000%
- **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):** $287659590.43
- **C.18.a - Value (excl. sponsor support):** $287659590.43
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-04-01
- **C.13 - Final Legal Maturity Date:** 2027-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETL21, C.4 - ISIN: US3133ETL216, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79678607.15
- **C.18.a - Value (excl. sponsor support):** $79678607.15
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.810000%
- **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):** $76086782.95
- **C.18.a - Value (excl. sponsor support):** $76086782.95
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETT80, C.4 - ISIN: US3133ETT805, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $32998438.77
- **C.18.a - Value (excl. sponsor support):** $32998438.77
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-05-12
- **C.13 - Final Legal Maturity Date:** 2027-05-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTA5, C.4 - ISIN: US3133ETTA51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $119484896.40
- **C.18.a - Value (excl. sponsor support):** $119484896.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.835000%
- **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):** $198374386.56
- **C.18.a - Value (excl. sponsor support):** $198374386.56
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-08-18
- **C.13 - Final Legal Maturity Date:** 2027-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXF9, C.4 - ISIN: US3133ETXF92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15998283.20
- **C.18.a - Value (excl. sponsor support):** $15998283.20
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-06-09
- **C.13 - Final Legal Maturity Date:** 2027-06-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETYC5, C.4 - ISIN: US3133ETYC52, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $29996383.80
- **C.18.a - Value (excl. sponsor support):** $29996383.80
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.800000%
- **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):** $26101217.57
- **C.18.a - Value (excl. sponsor support):** $26101217.57
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 100: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.820000%
- **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):** $591393585.05
- **C.18.a - Value (excl. sponsor support):** $591393585.05
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 101: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.850000%
- **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):** $599607183.20
- **C.18.a - Value (excl. sponsor support):** $599607183.20
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.850000%
- **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):** $578322402.62
- **C.18.a - Value (excl. sponsor support):** $578322402.62
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.825000%
- **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):** $705779949.16
- **C.18.a - Value (excl. sponsor support):** $705779949.16
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 104: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.850000%
- **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):** $416498187.94
- **C.18.a - Value (excl. sponsor support):** $416498187.94
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.820000%
- **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):** $177458854.22
- **C.18.a - Value (excl. sponsor support):** $177458854.22
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB3V1, C.4 - ISIN: US3134HB3V11, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $559501992.90
- **C.18.a - Value (excl. sponsor support):** $559501992.90
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.830000%
- **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):** $95587917.12
- **C.18.a - Value (excl. sponsor support):** $95587917.12
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.840000%
- **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):** $143181040.32
- **C.18.a - Value (excl. sponsor support):** $143181040.32
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $477659975.55
- **C.18.a - Value (excl. sponsor support):** $477659975.55
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $478997757.15
- **C.18.a - Value (excl. sponsor support):** $478997757.15
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBX55, C.4 - ISIN: US3134HBX558, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $189983010.20
- **C.18.a - Value (excl. sponsor support):** $189983010.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.830000%
- **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):** $537011665.63
- **C.18.a - Value (excl. sponsor support):** $537011665.63
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.845000%
- **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):** $589672426.45
- **C.18.a - Value (excl. sponsor support):** $589672426.45
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.850000%
- **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):** $531080681.74
- **C.18.a - Value (excl. sponsor support):** $531080681.74
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.850000%
- **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):** $91748157.17
- **C.18.a - Value (excl. sponsor support):** $91748157.17
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 116: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.850000%
- **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):** $714014840.32
- **C.18.a - Value (excl. sponsor support):** $714014840.32
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 117: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.850000%
- **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):** $126347680.58
- **C.18.a - Value (excl. sponsor support):** $126347680.58
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 118: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AC5, C.4 - ISIN: US3135G1AC57, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $413595181.56
- **C.18.a - Value (excl. sponsor support):** $413595181.56
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: ING Financial Markets LLC Tri Party Repo

- **C.1 - Title:** ING Financial Markets LLC Tri Party Repo 3.830000%
- **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_3.83_0102
- **C.18 - Value (incl. sponsor support):** $265000000.00
- **C.18.a - Value (excl. sponsor support):** $265000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae       | 2052-07-01      | 4.5000%  | 0.0000% | $1024.00           | $757.47            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2040-08-01      | 5.0000%  | 0.0000% | $1040.00           | $47.94             | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2043-12-01      | 4.0000%  | 0.0000% | $1008.00           | $121.68            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $84.19             | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2047-11-01      | 4.0000%  | 0.0000% | $1020.00           | $303.24            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2048-04-01      | 4.5000%  | 0.0000% | $1000.00           | $210.39            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-07-01      | 5.5000%  | 0.0000% | $5080000.00        | $4528879.98        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $783.76            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-10-01      | 6.5000%  | 0.0000% | $1024.00           | $778.30            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2041-06-01      | 5.0000%  | 0.0000% | $1008.00           | $52.02             | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2041-07-01      | 5.0000%  | 0.0000% | $1008.00           | $67.19             | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2047-04-01      | 3.5000%  | 0.0000% | $1000.00           | $360.15            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $612.58            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-04-01      | 3.0000%  | 0.0000% | $22417952.00       | $15086640.44       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-07-01      | 5.0000%  | 0.0000% | $1008.00           | $814.79            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $650.00            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-02-01      | 5.0000%  | 0.0000% | $4172310.00        | $3797065.52        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $838.11            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $886.22            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $918.38            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $716.68            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2042-03-01      | 3.5000%  | 0.0000% | $1024.00           | $134.79            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2044-10-01      | 6.4300%  | 0.0000% | $1024.00           | $31.23             | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2042-06-01      | 3.5000%  | 0.0000% | $1024.00           | $161.61            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-08-01      | 3.5000%  | 0.0000% | $1008.00           | $220.72            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-12-01      | 4.0000%  | 0.0000% | $1024.00           | $193.25            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-01-01      | 7.0000%  | 0.0000% | $1000.00           | $674.61            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2046-02-01      | 4.0000%  | 0.0000% | $2862180.00        | $473811.67         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-10-01      | 4.0000%  | 0.0000% | $5031472.00        | $1047227.09        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-09-01      | 4.5000%  | 0.0000% | $1008.00           | $247.88            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $270.02            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $585.01            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-12-01      | 5.5000%  | 0.0000% | $46682688.00       | $31598353.96       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-11-01      | 6.0000%  | 0.0000% | $11928000.00       | $9754377.49        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $942.10            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-11-01      | 5.5000%  | 0.0000% | $1008.00           | $123.26            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-12-01      | 6.4800%  | 0.0000% | $1024.00           | $9.99              | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.29           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2044-10-01      | 6.4300%  | 0.0000% | $1408.00           | $42.93             | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2042-06-01      | 3.5000%  | 0.0000% | $1024.00           | $161.61            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-08-01      | 3.5000%  | 0.0000% | $1008.00           | $220.72            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2033-08-01      | 3.5000%  | 0.0000% | $17366340.00       | $1950301.65        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-12-01      | 4.0000%  | 0.0000% | $1024.00           | $193.25            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-04-01      | 4.0000%  | 0.0000% | $14707104.00       | $9030731.02        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $174.14            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-09-01      | 4.5000%  | 0.0000% | $1008.00           | $247.88            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-06-01      | 4.0000%  | 0.0000% | $1000.00           | $396.28            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-10-01      | 3.0000%  | 0.0000% | $3114244.00        | $2305489.45        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $585.01            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-01-01      | 5.5000%  | 0.0000% | $13008384.00       | $9249159.51        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-03-01      | 4.5000%  | 0.0000% | $92000000.00       | $18924458.63       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-08-01      | 4.0000%  | 0.0000% | $11780864.00       | $3376835.54        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-01-01      | 3.0000%  | 0.0000% | $84422656.00       | $51293347.07       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-06-01      | 3.5000%  | 0.0000% | $1024.00           | $763.54            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-07-01      | 4.5000%  | 0.0000% | $1024.00           | $757.47            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-03-01      | 6.0000%  | 0.0000% | $15218000.00       | $12408103.17       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 2.5000%  | 0.0000% | $19622816.00       | $16390732.62       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-09-01      | 5.0000%  | 0.0000% | $14180000.00       | $12305868.41       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-11-01      | 5.5000%  | 0.0000% | $1008.00           | $123.26            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-06-01      | 5.5000%  | 0.0000% | $3702332.00        | $182598.16         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-12-01      | 6.4800%  | 0.0000% | $1024.00           | $9.99              | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-12-01      | 5.5000%  | 0.0000% | $1002.00           | $1025.85           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.29           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $875.31            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-07-01      | 6.5000%  | 0.0000% | $1061644.00        | $1105064.05        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-08-01      | 6.0000%  | 0.0000% | $1002.00           | $938.30            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-09-01      | 6.5000%  | 0.0000% | $1370388.00        | $1443963.52        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-11-01      | 5.0000%  | 0.0000% | $65150720.00       | $59164946.60       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2048-08-01      | 4.0000%  | 0.0000% | $1000.00           | $366.31            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-08-01      | 5.5000%  | 0.0000% | $5288950.00        | $4145247.91        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2041-06-01      | 5.5000%  | 0.0000% | $5678232.00        | $333627.38         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $636.99            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $716.73            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-07-01      | 5.0000%  | 0.0000% | $1008.00           | $814.79            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $650.00            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-11-01      | 5.5000%  | 0.0000% | $1008.00           | $791.90            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $910.06            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $838.11            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $864.74            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-11-01      | 6.0000%  | 0.0000% | $1008.00           | $907.72            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $703.79            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.08           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $886.22            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $946.81            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $918.41            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-12-01      | 6.0000%  | 0.0000% | $1004.00           | $916.61            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $716.68            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2041-03-01      | 5.5000%  | 0.0000% | $1522688.00        | $85052.25          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2036-04-01      | 6.0000%  | 0.0000% | $40821056.00       | $169807.71         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2039-11-01      | 5.5000%  | 0.0000% | $1056.00           | $57.17             | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2040-06-01      | 5.5000%  | 0.0000% | $1583822.00        | $111435.19         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2040-08-01      | 5.0000%  | 0.0000% | $1024.00           | $47.21             | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2043-12-01      | 4.0000%  | 0.0000% | $1008.00           | $121.68            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2047-11-01      | 4.0000%  | 0.0000% | $1000.00           | $297.29            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $492.05            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1059.99           | Agency Mortgage-Backed Securities |

### Security 120: 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):** $3070386852.58
- **C.18.a - Value (excl. sponsor support):** $3070386852.58
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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 121: 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):** $3323623314.92
- **C.18.a - Value (excl. sponsor support):** $3323623314.92
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 122: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.715000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3240681757.65
- **C.18.a - Value (excl. sponsor support):** $3240681757.65
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 3.683000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1752999869.69
- **C.18.a - Value (excl. sponsor support):** $1752999869.69
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 3.690000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1988465269.53
- **C.18.a - Value (excl. sponsor support):** $1988465269.53
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.585000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2269834768.04
- **C.18.a - Value (excl. sponsor support):** $2269834768.04
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 126: 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):** $8029220000.00
- **C.18.a - Value (excl. sponsor support):** $8029220000.00
- **C.19 - Percentage of Net Assets:** 3.6300%
- **C.17 - Yield as of Reporting Date:** 0.0100%
- **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 127: 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):** $2827512289.94
- **C.18.a - Value (excl. sponsor support):** $2827512289.94
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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 128: 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):** $3833044831.25
- **C.18.a - Value (excl. sponsor support):** $3833044831.25
- **C.19 - Percentage of Net Assets:** 1.7300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 129: 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):** $2836240253.44
- **C.18.a - Value (excl. sponsor support):** $2836240253.44
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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 130: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.740000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RU3, C.4 - ISIN: US912797RU32, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $936119178.26
- **C.18.a - Value (excl. sponsor support):** $936119178.26
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.880000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RV1, C.4 - ISIN: US912797RV15, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1343988509.49
- **C.18.a - Value (excl. sponsor support):** $1343988509.49
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Bill

- **C.1 - Title:** U.S. Treasury Bill 3.730000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SB4, C.4 - ISIN: US912797SB42, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1705160328.78
- **C.18.a - Value (excl. sponsor support):** $1705160328.78
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.705000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2426481934.91
- **C.18.a - Value (excl. sponsor support):** $2426481934.91
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Bill

- **C.1 - Title:** U.S. Treasury Bill 3.720000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2535255033.58
- **C.18.a - Value (excl. sponsor support):** $2535255033.58
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Bill

- **C.1 - Title:** U.S. Treasury Bill 3.957000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SE8, C.4 - ISIN: US912797SE80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $706503676.14
- **C.18.a - Value (excl. sponsor support):** $706503676.14
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **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 136: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.850000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SF5, C.4 - ISIN: US912797SF55, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3026206792.00
- **C.18.a - Value (excl. sponsor support):** $3026206792.00
- **C.19 - Percentage of Net Assets:** 1.3700%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-01-13
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **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 137: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.815000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SG3, C.4 - ISIN: US912797SG39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1708096194.29
- **C.18.a - Value (excl. sponsor support):** $1708096194.29
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.805000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SH1, C.4 - ISIN: US912797SH12, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1664580173.26
- **C.18.a - Value (excl. sponsor support):** $1664580173.26
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-01-27
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.785000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SJ7, C.4 - ISIN: US912797SJ77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1715425287.70
- **C.18.a - Value (excl. sponsor support):** $1715425287.70
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.695000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.4 - ISIN: US912797SL24, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1694774219.30
- **C.18.a - Value (excl. sponsor support):** $1694774219.30
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.4 - ISIN: US912797SM07, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1638259613.53
- **C.18.a - Value (excl. sponsor support):** $1638259613.53
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SN8, C.4 - ISIN: US912797SN89, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $30789958.33
- **C.18.a - Value (excl. sponsor support):** $30789958.33
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 143: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.775000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SQ1, C.4 - ISIN: US912797SQ11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1453636056.38
- **C.18.a - Value (excl. sponsor support):** $1453636056.38
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.795000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SR9, C.4 - ISIN: US912797SR93, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2177284469.55
- **C.18.a - Value (excl. sponsor support):** $2177284469.55
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.735000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SS7, C.4 - ISIN: US912797SS76, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1690848790.52
- **C.18.a - Value (excl. sponsor support):** $1690848790.52
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.710000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1308803928.41
- **C.18.a - Value (excl. sponsor support):** $1308803928.41
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SW8, C.4 - ISIN: US912797SW88, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2094547933.29
- **C.18.a - Value (excl. sponsor support):** $2094547933.29
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.4 - ISIN: US912797SX61, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2394663230.18
- **C.18.a - Value (excl. sponsor support):** $2394663230.18
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.775000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SY4, C.4 - ISIN: US912797SY45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1645310236.28
- **C.18.a - Value (excl. sponsor support):** $1645310236.28
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.755000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SZ1, C.4 - ISIN: US912797SZ10, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1836723363.22
- **C.18.a - Value (excl. sponsor support):** $1836723363.22
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1145464648.54
- **C.18.a - Value (excl. sponsor support):** $1145464648.54
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.735000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TB3, C.4 - ISIN: US912797TB33, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1343623067.13
- **C.18.a - Value (excl. sponsor support):** $1343623067.13
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 153: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.471000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TD9, C.4 - ISIN: US912797TD98, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2921806879.21
- **C.18.a - Value (excl. sponsor support):** $2921806879.21
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 154: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.496000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TE7, C.4 - ISIN: US912797TE71, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1966289520.00
- **C.18.a - Value (excl. sponsor support):** $1966289520.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 155: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TF4, C.4 - ISIN: US912797TF47, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2173675209.39
- **C.18.a - Value (excl. sponsor support):** $2173675209.39
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 156: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.555000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TJ6, C.4 - ISIN: US912797TJ68, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1236003633.82
- **C.18.a - Value (excl. sponsor support):** $1236003633.82
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-04-21
- **C.12 - Maturity Date (WAL):** 2026-04-21
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **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 157: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.556000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TK3, C.4 - ISIN: US912797TK32, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1977267080.00
- **C.18.a - Value (excl. sponsor support):** $1977267080.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-04-28
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **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 158: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.540000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TL1, C.4 - ISIN: US912797TL15, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1674946870.95
- **C.18.a - Value (excl. sponsor support):** $1674946870.95
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.753300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $66480799.92
- **C.18.a - Value (excl. sponsor support):** $66480799.92
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **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 160: 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: N/A
- **C.18 - Value (incl. sponsor support):** $246755722.17
- **C.18.a - Value (excl. sponsor support):** $246755722.17
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **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 161: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.004400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YU8, C.4 - ISIN: US912828YU85, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199908845.91
- **C.18.a - Value (excl. sponsor support):** $199908845.91
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 162: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.624400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YX2, C.4 - ISIN: US912828YX25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $339785992.77
- **C.18.a - Value (excl. sponsor support):** $339785992.77
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 163: 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: N/A
- **C.18 - Value (incl. sponsor support):** $168906144.57
- **C.18.a - Value (excl. sponsor support):** $168906144.57
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 164: 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: N/A
- **C.18 - Value (incl. sponsor support):** $1251096718.35
- **C.18.a - Value (excl. sponsor support):** $1251096718.35
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **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 165: 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: N/A
- **C.18 - Value (incl. sponsor support):** $2618290219.40
- **C.18.a - Value (excl. sponsor support):** $2618290219.40
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 166: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.694300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $524806828.33
- **C.18.a - Value (excl. sponsor support):** $524806828.33
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **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 167: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.722600%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $817746440.70
- **C.18.a - Value (excl. sponsor support):** $817746440.70
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 168: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.670500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCW9, C.4 - ISIN: US91282CCW91, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $304577943.40
- **C.18.a - Value (excl. sponsor support):** $304577943.40
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 169: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.553900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCZ2, C.4 - ISIN: US91282CCZ23, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $418025618.12
- **C.18.a - Value (excl. sponsor support):** $418025618.12
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.747700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDG3, C.4 - ISIN: US91282CDG33, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $475716562.76
- **C.18.a - Value (excl. sponsor support):** $475716562.76
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 171: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.654200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDK4, C.4 - ISIN: US91282CDK45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $555811876.43
- **C.18.a - Value (excl. sponsor support):** $555811876.43
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.633700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDQ1, C.4 - ISIN: US91282CDQ15, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $504229115.66
- **C.18.a - Value (excl. sponsor support):** $504229115.66
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 173: 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: N/A
- **C.18 - Value (incl. sponsor support):** $426035437.09
- **C.18.a - Value (excl. sponsor support):** $426035437.09
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **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 174: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.577900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJC6, C.4 - ISIN: US91282CJC64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $172387796.79
- **C.18.a - Value (excl. sponsor support):** $172387796.79
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 175: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.847000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $530233386.01
- **C.18.a - Value (excl. sponsor support):** $530233386.01
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 176: 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: N/A
- **C.18 - Value (incl. sponsor support):** $491578069.81
- **C.18.a - Value (excl. sponsor support):** $491578069.81
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 177: 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: N/A
- **C.18 - Value (incl. sponsor support):** $1129836460.19
- **C.18.a - Value (excl. sponsor support):** $1129836460.19
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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 178: 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: N/A
- **C.18 - Value (incl. sponsor support):** $1068109119.16
- **C.18.a - Value (excl. sponsor support):** $1068109119.16
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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 179: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.752000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $712133688.16
- **C.18.a - Value (excl. sponsor support):** $712133688.16
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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 180: 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: N/A
- **C.18 - Value (incl. sponsor support):** $807707253.33
- **C.18.a - Value (excl. sponsor support):** $807707253.33
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **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 181: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.784000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2085186661.64
- **C.18.a - Value (excl. sponsor support):** $2085186661.64
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 182: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.723200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $693244467.57
- **C.18.a - Value (excl. sponsor support):** $693244467.57
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 183: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.673400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $328383022.61
- **C.18.a - Value (excl. sponsor support):** $328383022.61
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 184: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.564400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $302738299.93
- **C.18.a - Value (excl. sponsor support):** $302738299.93
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 185: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.652700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLS8, C.4 - ISIN: US91282CLS88, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $959735473.16
- **C.18.a - Value (excl. sponsor support):** $959735473.16
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 186: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.807000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1635814819.02
- **C.18.a - Value (excl. sponsor support):** $1635814819.02
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.658600%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $741142786.91
- **C.18.a - Value (excl. sponsor support):** $741142786.91
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 188: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.633700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CME8, C.4 - ISIN: US91282CME83, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $362622174.18
- **C.18.a - Value (excl. sponsor support):** $362622174.18
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 189: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.700000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1798367998.11
- **C.18.a - Value (excl. sponsor support):** $1798367998.11
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 190: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.762000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $611275985.59
- **C.18.a - Value (excl. sponsor support):** $611275985.59
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.761000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1288222438.22
- **C.18.a - Value (excl. sponsor support):** $1288222438.22
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 192: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.792000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPG0, C.4 - ISIN: US91282CPG05, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $504352598.40
- **C.18.a - Value (excl. sponsor support):** $504352598.40
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 193: Mizuho Securities USA Inc. Tri Party Repo

- **C.1 - Title:** Mizuho Securities USA Inc. Tri Party Repo 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 922FHA002, C.3 - LEI: N/A, C.5 - Other ID: 922FHA002_3.82_0102
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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

**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 | 2027-01-31      | 1.5000%  | 0.0000% | $25797800.00       | $25405916.28       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-15      | 1.1250%  | 0.0000% | $43143700.00       | $38245886.96       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 0.7500%  | 0.0000% | $10000000.00       | $9889597.36        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-15      | 4.3750%  | 0.0000% | $27448300.00       | $28029167.79       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-15      | 4.3750%  | 0.0000% | $100.00            | $100.99            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-11-30      | 3.7500%  | 0.0000% | $10500900.00       | $10445808.93       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-02-15      | 4.6250%  | 0.0000% | $251685400.00      | $266571018.38      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-07-31      | 4.0000%  | 0.0000% | $102617000.00      | $105169129.41      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 3.5000%  | 0.0000% | $25008000.00       | $25243979.34       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 4.2500%  | 0.0000% | $1100000.00        | $1107645.00        | U.S. Treasuries (including strips) |

### Security 194: Mitsubishi UFJ Securities (USA) Inc Tri Party Repo

- **C.1 - Title:** Mitsubishi UFJ Securities (USA) Inc Tri Party Repo 3.700000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 926QFK004, C.3 - LEI: N/A, C.5 - Other ID: 926QFK004_3.70_0102
- **C.18 - Value (incl. sponsor support):** $70000000.00
- **C.18.a - Value (excl. sponsor support):** $70000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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

**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% | $20123600.00       | $20805234.98       | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2027-01-31      | 3.7001%  | 0.0000% | $2400.00           | $2414.62           | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-01-02      | NA       | 0.0000% | $118600.00         | $118577.47         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-07-09      | NA       | 0.0000% | $2000.00           | $1964.42           | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-08-06      | NA       | 0.0000% | $1000.00           | $979.46            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-02-12      | NA       | 0.0000% | $3363000.00        | $3348707.25        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-06-04      | NA       | 0.0000% | $900000.00         | $886536.00         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-02-24      | NA       | 0.0000% | $24717200.00       | $24584715.81       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-03-03      | NA       | 0.0000% | $1199000.00        | $1191752.05        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-05-28      | NA       | 0.0000% | $2000000.00        | $1971300.00        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-03-10      | NA       | 0.0000% | $8055000.00        | $8001353.70        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-03-17      | NA       | 0.0000% | $898000.00         | $891399.70         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-06-25      | NA       | 0.0000% | $9442000.00        | $9280919.48        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-04-02      | NA       | 0.0000% | $331800.00         | $328837.03         | U.S. Treasuries (including strips) |

### Security 195: Barclays Bank PLC Tri Party Repo

- **C.1 - Title:** Barclays Bank PLC Tri Party Repo 3.820000%
- **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: N/A, C.5 - Other ID: 926SGH006_3.82_0102
- **C.18 - Value (incl. sponsor support):** $475000000.00
- **C.18.a - Value (excl. sponsor support):** $475000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2053-02-15      | 1.5000%  | 0.0000% | $3200.00           | $2764.16           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.5000%  | 0.0000% | $113713600.00      | $113708913.87      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2042-02-15      | 0.7500%  | 0.0000% | $10251300.00       | $11575798.10       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-01-29      | NA       | 0.0000% | $1700.00           | $1695.50           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2035-07-15      | 1.8750%  | 0.0000% | $1600000.00        | $1636371.15        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2030-04-15      | 1.6250%  | 0.0000% | $84339800.00       | $87105093.70       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-31      | 4.1250%  | 0.0000% | $500.00            | $512.68            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-08-15      | 3.8750%  | 0.0000% | $700.00            | $701.54            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-31      | 4.3750%  | 0.0000% | $188000.00         | $192324.10         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-04-30      | 4.6250%  | 0.0000% | $9102700.00        | $9563128.30        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-15      | 4.3750%  | 0.0000% | $78527800.00       | $79296043.51       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2055-02-15      | 2.3750%  | 0.0000% | $21708000.00       | $21549530.18       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2029-07-15      | 0.2500%  | 0.0000% | $10000000.00       | $12290039.90       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-07-15      | 0.1250%  | 0.0000% | $56614200.00       | $76500000.39       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 0.3750%  | 0.0000% | $1200.00           | $1138.78           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-29      | 1.1250%  | 0.0000% | $50000000.00       | $47758971.82       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-05-15      | 2.8750%  | 0.0000% | $186700.00         | $177103.49         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-10-15      | 1.6250%  | 0.0000% | $12000000.00       | $13335195.21       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2048-02-15      | 1.0000%  | 0.0000% | $10078800.00       | $9804693.70        | U.S. Treasuries (including strips) |

### Security 196: BNP Paribas Tri Party Repo

- **C.1 - Title:** BNP Paribas Tri Party Repo 3.830000%
- **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_3.83_0102
- **C.18 - Value (incl. sponsor support):** $176000000.00
- **C.18.a - Value (excl. sponsor support):** $176000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae                     | 2051-02-01      | 3.0000%  | 0.0000% | $1024.00           | $563.02            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2032-07-15      | 6.5000%  | 0.0000% | $2.00              | $0.07              | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-07-01      | 6.5000%  | 0.0000% | $11048928.00       | $10667940.32       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-04-20      | 4.0000%  | 0.0000% | $3401740.00        | $301921.62         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-11-20      | 3.5000%  | 0.0000% | $39990500.00       | $4923860.65        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-11-20      | 4.0000%  | 0.0000% | $156160958.00      | $14231710.09       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-04-20      | 3.0000%  | 0.0000% | $61994.00          | $8232.66           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-07-20      | 6.0000%  | 0.0000% | $1000.00           | $118.66            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-01-20      | 3.0000%  | 0.0000% | $1000.00           | $176.58            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-08-20      | 3.0000%  | 0.0000% | $1121050.00        | $325029.23         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-20      | 5.5000%  | 0.0000% | $13654.00          | $10244.63          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-11-20      | 4.0000%  | 0.0000% | $10355473.00       | $7852039.49        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 5.5000%  | 0.0000% | $57170474.00       | $49340763.69       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-05-20      | 6.5000%  | 0.0000% | $83074.00          | $86282.53          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-05-20      | 4.0000%  | 0.0000% | $6598944.00        | $372378.57         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-07-20      | 2.2516%  | 0.0000% | $161496.00         | $2743.60           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-09-20      | 2.2016%  | 0.0000% | $100000.00         | $4258.55           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-03-20      | NA       | 0.0000% | $11864894.00       | $23490.90          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-06-20      | 2.1324%  | 0.0000% | $56202400.00       | $3247383.48        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 2.3624%  | 0.0000% | $100032.00         | $7962.18           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-20      | 2.1824%  | 0.0000% | $38401358.00       | $2879649.82        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-10-20      | NA       | 0.0000% | $2112286.00        | $1.51              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 2.0324%  | 0.0000% | $99868400.00       | $6042030.22        | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                | 2028-12-31      | 1.3750%  | 0.0000% | $1057700.00        | $993805.40         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-02-15      | 4.2500%  | 0.0000% | $24700.00          | $25482.19          | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-07-31      | 3.8750%  | 0.0000% | $100.00            | $102.51            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-09-30      | 3.6250%  | 0.0000% | $100.00            | $100.70            | U.S. Treasuries (including strips) |
| FREDDIE MAC REMICS             | 2055-08-25      | 1.9258%  | 0.0000% | $121116928.00      | $6918986.59        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-06-25      | 1.9258%  | 0.0000% | $60719074.00       | $2511590.75        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-05-01      | 4.5000%  | 0.0000% | $30884393.00       | $27407767.47       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-09-01      | 5.5000%  | 0.0000% | $12768371.00       | $10756267.96       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2028-06-15      | 6.5000%  | 0.0000% | $149976.00         | $209.85            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2029-04-15      | 6.0000%  | 0.0000% | $220000.00         | $834.41            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2042-03-25      | 2.5113%  | 0.0000% | $109345.00         | $918.15            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-05-25      | 2.1113%  | 0.0000% | $28783498.00       | $814.99            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2045-06-25      | 2.1113%  | 0.0000% | $200000.00         | $5503.82           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-12-25      | 2.0113%  | 0.0000% | $5150272.00        | $197891.43         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2061-03-25      | 1.7394%  | 0.0000% | $385837056.00      | $12310914.76       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-12-25      | 1.8258%  | 0.0000% | $200097.00         | $7420.49           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-03-25      | 4.2258%  | 0.0000% | $100000.00         | $7190.90           | Agency Mortgage-Backed Securities  |
| FANNIE MAE REMICS              | 2055-10-25      | 0.7958%  | 0.0000% | $902785.00         | $26223.23          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2027-01-15      | 2.5517%  | 0.0000% | $20430518.00       | $2154.64           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2048-04-25      | 2.0113%  | 0.0000% | $544565.00         | $27049.17          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-02-25      | NA       | 0.0000% | $561359.00         | $7.16              | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-05-25      | 1.0258%  | 0.0000% | $100000.00         | $1616.20           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-03-25      | 1.3058%  | 0.0000% | $85459584.00       | $2955233.24        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS             | 2055-04-25      | 2.1258%  | 0.0000% | $85714285.00       | $3924632.40        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS             | 2055-04-25      | 1.4758%  | 0.0000% | $200568.00         | $10148.14          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-06-25      | 1.8758%  | 0.0000% | $117195.00         | $4968.55           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS             | 2055-11-25      | 0.8258%  | 0.0000% | $1065775.00        | $30674.23          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS             | 2055-12-25      | 1.6758%  | 0.0000% | $130059730.00      | $7261143.94        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS             | 2055-12-25      | 1.6758%  | 0.0000% | $24891915.00       | $1391764.27        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2053-12-01      | 6.5000%  | 0.0000% | $3145887.00        | $2893348.12        | Agency Mortgage-Backed Securities  |

### Security 197: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 3.830000%
- **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_3.83_0102
- **C.18 - Value (incl. sponsor support):** $2046000000.00
- **C.18.a - Value (excl. sponsor support):** $2046000000.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae                     | 2054-11-01      | 6.5000%  | 0.0000% | $7689472.00        | $5843123.41        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-01-01      | 5.0000%  | 0.0000% | $2116352.00        | $1893752.65        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-01-01      | 6.0000%  | 0.0000% | $9276576.00        | $8556203.13        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2040-03-01      | 6.0000%  | 0.0000% | $1450888.00        | $1449095.51        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-01-01      | 5.0000%  | 0.0000% | $1238010.00        | $1231901.76        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-03-01      | 6.5000%  | 0.0000% | $2357750.00        | $2463544.86        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-03-01      | 5.5000%  | 0.0000% | $5255552.00        | $5064991.52        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-04-01      | 5.5000%  | 0.0000% | $2955108.00        | $2997492.53        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-04-01      | 5.5000%  | 0.0000% | $3850912.00        | $3891916.57        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-05-01      | 5.5000%  | 0.0000% | $1565654.00        | $1597726.19        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-10-01      | 6.0000%  | 0.0000% | $2663796.00        | $2804404.00        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-05-01      | 7.0000%  | 0.0000% | $1185924.00        | $1256234.12        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-06-01      | 5.5000%  | 0.0000% | $2022796.00        | $2065241.96        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-06-01      | 5.5000%  | 0.0000% | $3350296.00        | $3403013.73        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-07-01      | 6.5000%  | 0.0000% | $1664140.00        | $1753400.95        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-06-01      | 4.5000%  | 0.0000% | $1370188.00        | $1343057.34        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-07-01      | 5.5000%  | 0.0000% | $10779696.00       | $9919479.27        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-07-01      | 6.0000%  | 0.0000% | $4672424.00        | $4484485.16        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-08-01      | 5.0000%  | 0.0000% | $1102072.00        | $1111880.17        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-08-01      | 5.5000%  | 0.0000% | $3138432.00        | $3192306.80        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-07-01      | 5.5000%  | 0.0000% | $1773000.00        | $1400391.78        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-08-01      | 6.5000%  | 0.0000% | $1156640.00        | $1218289.45        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-09-01      | 5.5000%  | 0.0000% | $3749124.00        | $3819688.66        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-08-01      | 7.0000%  | 0.0000% | $1064382.00        | $1132553.01        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-09-01      | 5.5000%  | 0.0000% | $1823048.00        | $1861550.20        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-08-01      | 7.0000%  | 0.0000% | $1337800.00        | $1418556.78        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-09-01      | 7.0000%  | 0.0000% | $1445914.00        | $1527028.94        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-02-01      | 1.5000%  | 0.0000% | $110000.00         | $74402.06          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2038-02-01      | 2.0000%  | 0.0000% | $63673.00          | $46595.51          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-04-01      | 3.0000%  | 0.0000% | $112494.00         | $87558.56          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-07-01      | 3.0000%  | 0.0000% | $8013264.00        | $6181614.99        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-07-01      | 3.0000%  | 0.0000% | $1000000.00        | $790779.67         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-12-01      | 3.5000%  | 0.0000% | $460000.00         | $366681.53         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-06-01      | 6.0000%  | 0.0000% | $32980608.00       | $28270628.86       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-07-01      | 6.5000%  | 0.0000% | $1415000.00        | $1049620.04        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-03-01      | 6.0000%  | 0.0000% | $176950016.00      | $167385400.63      | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-07-01      | 4.0000%  | 0.0000% | $195989.00         | $183408.48         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-09-01      | 5.0000%  | 0.0000% | $19355264.00       | $18629584.50       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-09-01      | 5.5000%  | 0.0000% | $7142968.00        | $7015866.54        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-11-01      | 4.5000%  | 0.0000% | $26013984.00       | $25545192.19       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-03-01      | 7.0000%  | 0.0000% | $9830000.00        | $68447.82          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-10-01      | 7.5000%  | 0.0000% | $1500000.00        | $10908.37          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2038-06-01      | 5.5000%  | 0.0000% | $476268544.00      | $2840890.53        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-05-01      | 6.0000%  | 0.0000% | $757568.00         | $8596.95           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2038-05-01      | 6.3200%  | 0.0000% | $80018304.00       | $965314.50         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2040-04-01      | 6.5000%  | 0.0000% | $1282902.00        | $1005238.05        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-05-01      | 6.5000%  | 0.0000% | $2325936.00        | $1688354.17        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-07-01      | 5.0000%  | 0.0000% | $2866268.00        | $2878911.59        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-10-01      | 7.0000%  | 0.0000% | $2531700.00        | $2696226.76        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2040-10-01      | 4.5000%  | 0.0000% | $1300580.00        | $1300953.60        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-10-01      | 5.5000%  | 0.0000% | $3397116.00        | $3509515.44        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-05-01      | 3.5000%  | 0.0000% | $1500000.00        | $1177766.44        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-07-01      | 5.0000%  | 0.0000% | $2593844.00        | $2600062.57        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2040-08-01      | 6.0000%  | 0.0000% | $1255010.00        | $1113607.45        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-06-01      | 4.0000%  | 0.0000% | $375000.00         | $274681.62         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-08-01      | 4.5000%  | 0.0000% | $5000000.00        | $3604319.27        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-09-01      | 5.0000%  | 0.0000% | $3428612.00        | $1628303.76        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-09-01      | 4.5000%  | 0.0000% | $3164000.00        | $2196381.18        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-05-01      | 6.5000%  | 0.0000% | $6295600.00        | $2303377.28        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-11-01      | 4.0000%  | 0.0000% | $1598782.00        | $1236218.84        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-01-01      | 6.0000%  | 0.0000% | $1004128.00        | $676364.98         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-02-01      | 3.5000%  | 0.0000% | $220000.00         | $30304.67          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-06-01      | 3.5000%  | 0.0000% | $135000.00         | $29395.84          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-04-01      | 2.0000%  | 0.0000% | $2193300.00        | $1272763.81        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2031-04-01      | 2.0000%  | 0.0000% | $90000.00          | $29429.01          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-02-01      | 6.5000%  | 0.0000% | $20100000.00       | $10481811.65       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-04-01      | 5.5000%  | 0.0000% | $1534662.00        | $1267608.08        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-05-01      | 5.5000%  | 0.0000% | $45035584.00       | $37244970.87       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-05-01      | 6.0000%  | 0.0000% | $1628000.00        | $1182439.36        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-07-01      | 6.5000%  | 0.0000% | $2691276.00        | $2379346.21        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-01-01      | 5.0000%  | 0.0000% | $1306504.00        | $1207732.84        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-03-01      | 3.0000%  | 0.0000% | $316915.00         | $217052.41         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-06-01      | 6.5000%  | 0.0000% | $2302368.00        | $2400176.73        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-06-01      | 6.5000%  | 0.0000% | $11742096.00       | $11250719.19       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-04-01      | 3.0000%  | 0.0000% | $21166.00          | $17526.81          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-03-01      | 7.0000%  | 0.0000% | $2653836.00        | $2048370.71        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2040-04-01      | 6.0000%  | 0.0000% | $1396642.00        | $1237236.75        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-06-01      | 6.0000%  | 0.0000% | $200000.00         | $152956.69         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-08-01      | 5.0000%  | 0.0000% | $2200000.00        | $1704347.34        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2030-07-01      | 4.6100%  | 0.0000% | $12027000.00       | $12328981.94       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2033-08-01      | 5.0000%  | 0.0000% | $11760000.00       | $12210251.20       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2030-08-01      | 4.3000%  | 0.0000% | $7000000.00        | $7078913.33        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2035-10-01      | 4.6700%  | 0.0000% | $29810000.00       | $30246259.42       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-12-01      | 5.0000%  | 0.0000% | $1006216.00        | $57445.41          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-07-01      | 3.5000%  | 0.0000% | $137000.00         | $13506.96          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-05-01      | 6.0000%  | 0.0000% | $332008.00         | $40951.06          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-08-01      | 2.0000%  | 0.0000% | $200000.00         | $96027.55          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-09-01      | 2.0000%  | 0.0000% | $3086000.00        | $1302380.05        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-09-01      | 2.0000%  | 0.0000% | $14000.00          | $5400.49           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-11-01      | 2.5000%  | 0.0000% | $6024424.00        | $3274763.58        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-01-01      | 2.5000%  | 0.0000% | $2536000.00        | $1344039.26        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-05-01      | 1.5000%  | 0.0000% | $2413644.00        | $1175562.11        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-07-01      | 2.5000%  | 0.0000% | $5967848.00        | $3601800.64        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-10-01      | 2.5000%  | 0.0000% | $2782304.00        | $1679735.30        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-04-01      | 3.5000%  | 0.0000% | $2200000.00        | $1462532.89        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-06-01      | 3.5000%  | 0.0000% | $151000.00         | $110029.98         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-01-01      | 6.0000%  | 0.0000% | $4795000.00        | $3476285.25        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-07-01      | 6.0000%  | 0.0000% | $2100000.00        | $1613568.47        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-08-01      | 6.5000%  | 0.0000% | $2182828.00        | $1576558.75        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-01-01      | 4.5000%  | 0.0000% | $3910892.00        | $3202735.06        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2040-09-01      | 6.0000%  | 0.0000% | $1322352.00        | $1162214.50        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2040-10-01      | 5.0000%  | 0.0000% | $1707736.00        | $1724716.72        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2040-10-01      | 6.0000%  | 0.0000% | $1359252.00        | $1370735.73        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-12-01      | 5.5000%  | 0.0000% | $1972000.00        | $2009869.03        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-09-01      | 2.5000%  | 0.0000% | $575000.00         | $220113.54         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2030-09-01      | 3.7300%  | 0.0000% | $10312000.00       | $10135327.94       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-10-01      | 5.4770%  | 0.0000% | $12746750.00       | $7845.36           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-01-01      | 4.5000%  | 0.0000% | $352044.00         | $11924.13          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-03-01      | 7.0000%  | 0.0000% | $215000.00         | $8707.29           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2031-01-01      | 4.5000%  | 0.0000% | $1308952.00        | $55097.94          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2044-01-01      | 4.5000%  | 0.0000% | $900000.00         | $114525.96         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2027-12-01      | 3.0100%  | 0.0000% | $7729760.00        | $7240942.42        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-07-01      | 6.0000%  | 0.0000% | $83212032.00       | $60743362.59       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-12-01      | 5.5000%  | 0.0000% | $310000.00         | $277519.05         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2039-11-01      | 3.5000%  | 0.0000% | $496980.00         | $424437.24         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2039-12-01      | 3.5000%  | 0.0000% | $25157984.00       | $22233206.07       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2045-01-01      | 5.0000%  | 0.0000% | $754211.00         | $664053.51         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-02-01      | 4.5000%  | 0.0000% | $245661.00         | $230703.89         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-05-01      | 5.5000%  | 0.0000% | $735731.00         | $674561.02         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-06-01      | 6.5000%  | 0.0000% | $617771.00         | $534039.48         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-07-01      | 5.0000%  | 0.0000% | $371281920.00      | $360530935.49      | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-07-01      | 3.0000%  | 0.0000% | $706764.00         | $666485.69         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-10-01      | 5.5000%  | 0.0000% | $66856704.00       | $65432578.32       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-12-01      | 7.0000%  | 0.0000% | $47135168.00       | $49838233.84       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-12-01      | 5.0000%  | 0.0000% | $83296384.00       | $84818764.27       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2045-12-01      | 4.0000%  | 0.0000% | $4574616.00        | $4411631.48        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-04-01      | 6.0000%  | 0.0000% | $419927.00         | $15832.81          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-04-01      | 4.5000%  | 0.0000% | $1267550.00        | $85550.06          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-03-20      | 2.0000%  | 0.0000% | $104293888.00      | $65358985.33       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-09-20      | 3.5000%  | 0.0000% | $3409350.00        | $419979.86         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2054-08-20      | 6.5000%  | 0.0000% | $1783220.00        | $1662524.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 6.5000%  | 0.0000% | $5412648.00        | $380069.82         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-06-20      | 7.0000%  | 0.0000% | $3891884.00        | $4012621.45        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-08-20      | 6.5000%  | 0.0000% | $2518844.00        | $2616250.06        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-10-20      | 6.5000%  | 0.0000% | $5449352.00        | $5724326.57        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-08-20      | 7.0000%  | 0.0000% | $2870888.00        | $3050900.94        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-08-01      | 5.5000%  | 0.0000% | $3430999.00        | $43800.10          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2038-12-01      | 5.5000%  | 0.0000% | $384983552.00      | $2512225.19        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-03-01      | 3.0000%  | 0.0000% | $67502.00          | $13705.64          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-04-01      | 2.5000%  | 0.0000% | $194000.00         | $36256.86          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-05-01      | 5.0000%  | 0.0000% | $311600.00         | $14622.72          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2032-10-01      | 3.0000%  | 0.0000% | $4843640.00        | $404490.58         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-10-01      | 3.5000%  | 0.0000% | $1000000.00        | $84949.83          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2029-10-01      | 3.5000%  | 0.0000% | $2488164.00        | $249759.92         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-12-01      | 3.0000%  | 0.0000% | $6117000.00        | $623373.36         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-01-01      | 3.0000%  | 0.0000% | $225000.00         | $26514.40          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2032-12-01      | 3.0000%  | 0.0000% | $42000.00          | $5133.66           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-02-01      | 3.0000%  | 0.0000% | $895000.00         | $63510.85          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-07-01      | 2.5000%  | 0.0000% | $6959000.00        | $4039435.06        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-09-01      | 3.5000%  | 0.0000% | $29346.00          | $14257.75          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-12-01      | 2.5000%  | 0.0000% | $400000000.00      | $254303253.49      | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-06-01      | 3.5000%  | 0.0000% | $1000000.00        | $45047.56          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-07-01      | 4.0000%  | 0.0000% | $1519700.00        | $1151700.95        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-09-01      | 4.0000%  | 0.0000% | $1137000.00        | $873375.62         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-10-01      | 2.5000%  | 0.0000% | $12309808.00       | $8117154.12        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-11-01      | 3.0000%  | 0.0000% | $14848160.00       | $10267360.43       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-10-01      | 6.5000%  | 0.0000% | $52002.00          | $35323.00          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-07-01      | 6.0000%  | 0.0000% | $2960000.00        | $2120746.58        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-06-01      | 5.0000%  | 0.0000% | $270000.00         | $182425.26         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-10-01      | 6.0000%  | 0.0000% | $43825040.00       | $30401045.30       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2038-09-01      | 5.0000%  | 0.0000% | $1324000.00        | $814557.36         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-12-01      | 5.5000%  | 0.0000% | $20476960.00       | $17056031.91       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-04-01      | 2.0000%  | 0.0000% | $2400000.00        | $1320289.66        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-07-01      | 3.0000%  | 0.0000% | $201466.00         | $99660.44          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-05-01      | 3.0000%  | 0.0000% | $1074166.00        | $631745.61         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-05-01      | 3.5000%  | 0.0000% | $65000.00          | $23919.05          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-01-01      | 3.5000%  | 0.0000% | $4309000.00        | $1441136.74        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-09-01      | 2.0000%  | 0.0000% | $1500000.00        | $811637.54         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-12-01      | 3.0000%  | 0.0000% | $1397800.00        | $912013.00         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-10-01      | 2.0000%  | 0.0000% | $1600000.00        | $985299.24         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-11-01      | 3.0000%  | 0.0000% | $300000.00         | $183098.20         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-03-01      | 3.0000%  | 0.0000% | $2000000.00        | $1160503.75        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-01-01      | 2.5000%  | 0.0000% | $100000.00         | $62371.47          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-01-01      | 2.0000%  | 0.0000% | $25000000.00       | $14427636.43       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-01-01      | 3.0000%  | 0.0000% | $8088592.00        | $5047518.74        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-06-01      | 4.0000%  | 0.0000% | $200000.00         | $147936.22         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-06-01      | 5.0000%  | 0.0000% | $13642784.00       | $9614173.69        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-07-01      | 4.0000%  | 0.0000% | $500000.00         | $394926.72         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2054-11-01      | 6.5000%  | 0.0000% | $18273728.00       | $19435163.52       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2032-05-20      | 3.0000%  | 0.0000% | $900000.00         | $89530.69          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2033-08-20      | 5.0000%  | 0.0000% | $53927.00          | $11351.26          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-01-20      | 4.0000%  | 0.0000% | $766090.00         | $113296.43         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2035-04-20      | 6.0000%  | 0.0000% | $109155.00         | $64856.12          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-08-01      | 3.5000%  | 0.0000% | $9044000.00        | $7276211.86        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-04-01      | 3.5000%  | 0.0000% | $3600084.00        | $2749851.80        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-06-01      | 3.0000%  | 0.0000% | $154544.00         | $119296.15         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-10-01      | 4.5000%  | 0.0000% | $11774272.00       | $9594333.93        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-03-01      | 1.5000%  | 0.0000% | $73686.00          | $52462.06          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-12-01      | 7.0000%  | 0.0000% | $1773400.00        | $1505936.65        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-10-01      | 6.5000%  | 0.0000% | $45965000.00       | $36275020.83       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-11-01      | 5.5000%  | 0.0000% | $5617120.00        | $5079112.98        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-12-01      | 5.0000%  | 0.0000% | $195000.00         | $179540.56         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-12-01      | 4.5000%  | 0.0000% | $8698544.00        | $8558758.40        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2056-01-01      | 5.0000%  | 0.0000% | $1020368.00        | $1030944.79        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2056-01-01      | 6.0000%  | 0.0000% | $3263952.00        | $3374211.56        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-08-01      | 4.0000%  | 0.0000% | $6421032.00        | $5794426.96        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-11-01      | 6.0000%  | 0.0000% | $10974592.00       | $8614821.26        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-01-01      | 5.5000%  | 0.0000% | $4779536.00        | $4609576.53        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-03-01      | 5.0000%  | 0.0000% | $91928.00          | $85327.27          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-08-01      | 5.5000%  | 0.0000% | $500000.00         | $473605.47         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-06-01      | 5.5000%  | 0.0000% | $18920800.00       | $18655216.68       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-06-01      | 5.0000%  | 0.0000% | $31098848.00       | $31192563.69       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-04-01      | 6.0000%  | 0.0000% | $48955264.00       | $48745701.68       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-11-01      | 4.0000%  | 0.0000% | $636000.00         | $61893.49          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2038-03-01      | 2.5000%  | 0.0000% | $4500000.00        | $1102421.10        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-09-01      | 5.0000%  | 0.0000% | $1375000.00        | $292590.25         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-04-01      | 3.0000%  | 0.0000% | $1700000.00        | $594584.70         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-11-01      | 2.5000%  | 0.0000% | $1166000.00        | $604486.58         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2045-05-01      | 2.5000%  | 0.0000% | $4036112.00        | $2016125.92        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-02-01      | 2.0000%  | 0.0000% | $250000.00         | $116858.90         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-02-01      | 2.0000%  | 0.0000% | $926000.00         | $405671.80         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-03-01      | 2.0000%  | 0.0000% | $85000.00          | $41159.51          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-03-01      | 2.5000%  | 0.0000% | $100000.00         | $53444.05          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-07-01      | 3.0000%  | 0.0000% | $5289480.00        | $3619536.76        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-12-01      | 4.5000%  | 0.0000% | $4000000.00        | $2956326.82        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-11-01      | 5.0000%  | 0.0000% | $1316388.00        | $992439.60         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-11-01      | 3.0000%  | 0.0000% | $23111616.00       | $16931527.50       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-06-01      | 3.5000%  | 0.0000% | $2500000.00        | $1829159.00        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-03-01      | 4.5000%  | 0.0000% | $140000.00         | $108096.08         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-07-01      | 6.5000%  | 0.0000% | $10000000.00       | $7502546.02        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-04-01      | 6.5000%  | 0.0000% | $6443104.00        | $3811547.00        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-05-01      | 6.0000%  | 0.0000% | $730000.00         | $589942.30         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-10-01      | 5.0000%  | 0.0000% | $1171344.00        | $1130172.92        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-12-01      | 2.0000%  | 0.0000% | $14013000.00       | $8698891.65        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-10-01      | 6.5000%  | 0.0000% | $2078096.00        | $2188339.72        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-11-01      | 5.0000%  | 0.0000% | $2527000.00        | $2350113.92        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-11-01      | 4.5000%  | 0.0000% | $4139184.00        | $4066727.98        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-11-01      | 5.0000%  | 0.0000% | $2982480.00        | $3003861.96        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-11-01      | 6.5000%  | 0.0000% | $3920476.00        | $4072915.58        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-12-01      | 5.0000%  | 0.0000% | $4091536.00        | $4121386.52        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-10-01      | 6.0000%  | 0.0000% | $6361900.00        | $6695431.70        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-11-01      | 6.0000%  | 0.0000% | $11611312.00       | $12072016.25       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-12-01      | 7.0000%  | 0.0000% | $1756956.00        | $1862591.74        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-12-01      | 6.0000%  | 0.0000% | $4423776.00        | $4607964.34        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-09-01      | 7.0000%  | 0.0000% | $1137688.00        | $1199240.71        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2045-09-01      | 3.5000%  | 0.0000% | $4228928.00        | $186461.63         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2045-09-01      | 3.0000%  | 0.0000% | $2872384.00        | $319994.34         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-12-01      | 3.5000%  | 0.0000% | $100000.00         | $24459.89          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-04-01      | 4.5000%  | 0.0000% | $403452.00         | $90433.89          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-03-01      | 3.5000%  | 0.0000% | $1408214.00        | $262044.92         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-05-01      | 3.5000%  | 0.0000% | $170000.00         | $56245.11          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-09-01      | 3.0000%  | 0.0000% | $1200000.00        | $482415.00         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-10-01      | 3.5000%  | 0.0000% | $501561.00         | $136442.38         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-12-01      | 3.5000%  | 0.0000% | $635018.00         | $132872.11         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-11-01      | 3.5000%  | 0.0000% | $1000000.00        | $303594.11         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-01-01      | 3.0000%  | 0.0000% | $427000.00         | $86349.25          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2028-11-01      | 3.9500%  | 0.0000% | $10000000.00       | $10035341.18       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2044-02-01      | 6.0890%  | 0.0000% | $4942576.00        | $429337.23         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2031-08-01      | 5.0000%  | 0.0000% | $8549471.00        | $20233.44          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-12-01      | 4.0000%  | 0.0000% | $474080.00         | $65219.97          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2031-08-01      | 3.0000%  | 0.0000% | $250000.00         | $24963.08          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2044-04-01      | 4.0000%  | 0.0000% | $2365936.00        | $1185205.56        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-10-01      | 3.0000%  | 0.0000% | $954220.00         | $723069.28         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-01-01      | 4.0000%  | 0.0000% | $1871952.00        | $570510.32         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-11-01      | 2.5000%  | 0.0000% | $7073000.00        | $1898055.61        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-11-01      | 3.5000%  | 0.0000% | $4695000.00        | $1249443.08        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-05-01      | 2.0000%  | 0.0000% | $3456676.00        | $2100001.68        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-02-01      | 2.0000%  | 0.0000% | $1700000.00        | $971052.85         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-08-01      | 2.5000%  | 0.0000% | $25000000.00       | $15046188.73       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2028-09-01      | 4.8150%  | 0.0000% | $700000.00         | $717036.95         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-03-01      | 2.5000%  | 0.0000% | $193849.00         | $93419.80          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-06-01      | 3.5000%  | 0.0000% | $5080776.00        | $3649993.36        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-01-01      | 3.0000%  | 0.0000% | $500000.00         | $330762.28         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-10-01      | 2.5000%  | 0.0000% | $1109740.00        | $677718.96         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2031-10-01      | 8.5000%  | 0.0000% | $5472784.00        | $6932.74           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-08-01      | 4.0000%  | 0.0000% | $2000000.00        | $146996.40         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-08-01      | 3.0000%  | 0.0000% | $1600000.00        | $247703.34         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-06-01      | 6.2500%  | 0.0000% | $68307520.00       | $95352.18          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2043-05-01      | 4.0000%  | 0.0000% | $4300000.00        | $899690.57         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-03-01      | 2.7700%  | 0.0000% | $9175000.00        | $7248509.96        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-07-01      | 4.5000%  | 0.0000% | $45929120.00       | $8523462.79        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2028-02-01      | 3.1300%  | 0.0000% | $614621.00         | $607773.10         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2028-02-01      | 4.4130%  | 0.0000% | $30420000.00       | $28972379.04       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-07-01      | 3.7500%  | 0.0000% | $10000000.00       | $9630870.00        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-01-01      | 3.0000%  | 0.0000% | $100000.00         | $24395.85          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2031-09-01      | 3.0000%  | 0.0000% | $160000.00         | $20406.06          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2044-11-01      | 4.0000%  | 0.0000% | $73706.00          | $9213.14           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-09-01      | 5.5000%  | 0.0000% | $999900.00         | $6464.11           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-07-01      | 5.0000%  | 0.0000% | $6300000.00        | $60283.21          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-09-01      | 6.4480%  | 0.0000% | $11700000.00       | $101919.43         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2032-10-01      | 5.5000%  | 0.0000% | $6270880.00        | $155737.21         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-03-01      | 6.1750%  | 0.0000% | $17000000.00       | $158679.15         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-04-01      | 5.5000%  | 0.0000% | $180982.00         | $161177.82         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-07-01      | 5.5000%  | 0.0000% | $3110796.00        | $3118386.94        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-09-01      | 5.5000%  | 0.0000% | $3740504.00        | $2854480.31        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-09-01      | 5.9430%  | 0.0000% | $10155888.00       | $8526364.69        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-11-01      | 6.0000%  | 0.0000% | $1380140.00        | $1279951.19        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-11-01      | 4.5000%  | 0.0000% | $1039508.00        | $1014373.43        | Agency Mortgage-Backed Securities |

### Security 198: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 3.700000%
- **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_3.70_0102
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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

**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 | 2026-12-31      | 4.2500%  | 0.0000% | $23687200.00       | $23851778.67       | U.S. Treasuries (including strips) |
| STRIPS          | 2043-05-15      | NA       | 0.0000% | $1220.99           | $515.83            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-01-31      | 4.0000%  | 0.0000% | $3200.00           | $3295.87           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-15      | 2.7500%  | 0.0000% | $1600.00           | $1511.53           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 0.5000%  | 0.0000% | $1300.00           | $1247.58           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 0.5000%  | 0.0000% | $1600.00           | $1540.09           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-15      | 2.2500%  | 0.0000% | $130559000.00      | $129140019.51      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-08-15      | 3.7500%  | 0.0000% | $100.00            | $91.94             | U.S. Treasuries (including strips) |

### Security 199: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 3.720000%
- **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_3.72_0112
- **C.18 - Value (incl. sponsor support):** $365000000.00
- **C.18.a - Value (excl. sponsor support):** $365000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**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          | 2028-08-15      | NA       | 0.0000% | $138028004.30      | $125741441.50      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 3.1250%  | 0.0000% | $247445200.00      | $245814287.32      | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2027-02-15      | NA       | 0.0000% | $774000.00         | $744272.21         | U.S. Treasuries (including strips) |

### Security 200: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 3.820000%
- **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_3.82_0102
- **C.18 - Value (incl. sponsor support):** $4816201000.00
- **C.18.a - Value (excl. sponsor support):** $4816201000.00
- **C.19 - Percentage of Net Assets:** 2.1800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIP PRINC     | 2029-05-15      | NA       | 0.0000% | $15000.00          | $13307.28          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2030-01-15      | 0.1250%  | 0.0000% | $231616800.00      | $278514392.72      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-30      | 2.8750%  | 0.0000% | $208425200.00      | $205020493.75      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 0.3750%  | 0.0000% | $1151200.00        | $1098677.77        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-15      | 0.8750%  | 0.0000% | $18582900.00       | $16292295.16       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-29      | 1.1250%  | 0.0000% | $9791600.00        | $9352734.97        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-01-31      | 3.5000%  | 0.0000% | $37010800.00       | $37384632.41       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 4.0000%  | 0.0000% | $5000000.00        | $5154212.17        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-15      | 4.5000%  | 0.0000% | $25189700.00       | $25742393.02       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 4.5000%  | 0.0000% | $80934400.00       | $83666050.73       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2030-04-15      | 1.6250%  | 0.0000% | $1042713600.00     | $1076901603.14     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 3.7500%  | 0.0000% | $1648216000.00     | $1654838531.89     | U.S. Treasuries (including strips) |
| STRIPS          | 2027-05-15      | NA       | 0.0000% | $356474879.42      | $339728402.53      | U.S. Treasuries (including strips) |
| STRIPS          | 2027-11-15      | NA       | 0.0000% | $55712768.00       | $52155173.49       | U.S. Treasuries (including strips) |
| STRIPS          | 2028-05-15      | NA       | 0.0000% | $138830720.00      | $127687333.43      | U.S. Treasuries (including strips) |
| STRIPS          | 2028-11-15      | NA       | 0.0000% | $17097280.00       | $15432723.01       | U.S. Treasuries (including strips) |
| STRIPS          | 2029-05-15      | NA       | 0.0000% | $51409472.00       | $45486278.27       | U.S. Treasuries (including strips) |
| STRIPS          | 2029-11-15      | NA       | 0.0000% | $4009824.00        | $3477215.12        | U.S. Treasuries (including strips) |
| STRIPS          | 2030-08-15      | NA       | 0.0000% | $274361548.80      | $230366577.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 3.0000%  | 0.0000% | $901132800.00      | $704211993.15      | U.S. Treasuries (including strips) |

### Security 201: Wells Fargo Tri Party Repo

- **C.1 - Title:** Wells Fargo Tri Party Repo 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 930REQ004, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 930REQ004_3.82_0102
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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

**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 | 2054-05-15      | 4.6250%  | 0.0000% | $283295800.00      | $276306063.07      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-05-15      | 2.2500%  | 0.0000% | $40106500.00       | $29758907.33       | U.S. Treasuries (including strips) |

### Security 202: Wells Fargo Tri Party Repo

- **C.1 - Title:** Wells Fargo Tri Party Repo 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930RFC004, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 930RFC004_3.83_0102
- **C.18 - Value (incl. sponsor support):** $860000000.00
- **C.18.a - Value (excl. sponsor support):** $860000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae                | 2032-08-01      | 5.5370%  | 0.0000% | $2470359.00        | $4690.32           | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2040-04-01      | 7.1720%  | 0.0000% | $38350572.00       | $184476.19         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2039-07-01      | 6.9110%  | 0.0000% | $43350679.00       | $259897.46         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2033-09-01      | 6.3180%  | 0.0000% | $500000.00         | $638.93            | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2034-06-01      | 6.4830%  | 0.0000% | $4485000.00        | $7223.63           | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2034-08-01      | 5.8280%  | 0.0000% | $5317000.00        | $24204.22          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2034-08-01      | 6.6780%  | 0.0000% | $500000.00         | $4860.57           | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2035-01-01      | 6.0810%  | 0.0000% | $700000.00         | $7404.36           | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2044-10-01      | 5.2770%  | 0.0000% | $699999.00         | $4505.97           | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2044-10-01      | 5.2770%  | 0.0000% | $400000.00         | $3155.80           | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2042-08-01      | 5.2770%  | 0.0000% | $699998.00         | $9574.30           | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2042-08-01      | 5.2770%  | 0.0000% | $200000.00         | $2253.05           | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2032-09-01      | 7.1310%  | 0.0000% | $7719108.00        | $99823.47          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2036-01-01      | 6.3220%  | 0.0000% | $500562.00         | $3867.20           | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2041-05-01      | 6.5000%  | 0.0000% | $30695706.00       | $4139.46           | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2039-02-01      | 6.5240%  | 0.0000% | $50000.00          | $774.53            | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2034-09-01      | 6.3720%  | 0.0000% | $2679223.00        | $104738.93         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2042-02-01      | 6.4460%  | 0.0000% | $20000000.00       | $349781.91         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2039-06-01      | 6.3140%  | 0.0000% | $2144000.00        | $22573.80          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2034-06-01      | 6.3460%  | 0.0000% | $9256885.00        | $452054.25         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2042-10-01      | 6.5590%  | 0.0000% | $5200000.00        | $240663.05         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2038-02-01      | 5.0300%  | 0.0000% | $450000.00         | $8558.79           | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2027-03-01      | 5.0000%  | 0.0000% | $7575613.00        | $1475.00           | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2037-10-01      | 6.3420%  | 0.0000% | $1110609.00        | $31422.33          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2042-09-01      | 6.6560%  | 0.0000% | $1100000.00        | $25366.03          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2043-11-01      | 6.1710%  | 0.0000% | $5000000.00        | $144068.93         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2044-02-01      | 6.0140%  | 0.0000% | $8500000.00        | $163624.99         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2038-05-01      | 6.4970%  | 0.0000% | $13000000.00       | $859476.38         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2036-01-01      | 6.3130%  | 0.0000% | $2700000.00        | $247829.02         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2027-02-01      | 2.8800%  | 0.0000% | $145000.00         | $11427.19          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2046-02-01      | 6.2280%  | 0.0000% | $1019000.00        | $38210.32          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2032-09-01      | 3.2900%  | 0.0000% | $10000.00          | $7018.49           | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2045-05-01      | 3.3900%  | 0.0000% | $100000.00         | $71049.89          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2030-08-01      | 3.5800%  | 0.0000% | $1200000.00        | $1171214.80        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2056-01-01      | 4.5000%  | 0.0000% | $1327410.00        | $1303783.43        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2050-03-01      | 5.0000%  | 0.0000% | $10455330.00       | $9620014.93        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2052-08-01      | 4.0000%  | 0.0000% | $20812208.00       | $19983556.46       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2037-04-01      | 2.5000%  | 0.0000% | $23671936.00       | $21467185.10       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2034-07-01      | 6.5000%  | 0.0000% | $5081028.00        | $4724378.63        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2052-11-01      | 6.0000%  | 0.0000% | $24199305.00       | $25489328.74       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-06-01      | 6.5000%  | 0.0000% | $50016047.00       | $53422273.18       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2034-09-01      | 3.5000%  | 0.0000% | $5860565.00        | $1240248.85        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2049-03-01      | 3.5000%  | 0.0000% | $3613275.00        | $603421.97         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2035-07-01      | 3.0000%  | 0.0000% | $965000.00         | $298139.36         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2049-07-01      | 5.5000%  | 0.0000% | $2007622.00        | $725334.67         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2051-05-01      | 2.0000%  | 0.0000% | $611246.00         | $386038.47         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2051-08-01      | 4.0000%  | 0.0000% | $90000.00          | $39860.96          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-03-01      | 3.0000%  | 0.0000% | $4847960.00        | $3465322.37        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-09-01      | 4.5000%  | 0.0000% | $14200.00          | $10794.23          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-09-01      | 5.0400%  | 0.0000% | $2882336.00        | $2919052.58        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2040-09-01      | 5.5000%  | 0.0000% | $1868423.00        | $1882590.80        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-10-01      | 4.4500%  | 0.0000% | $20711136.00       | $20456164.77       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-10-01      | 4.6420%  | 0.0000% | $3466418.00        | $3486818.02        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2055-09-01      | 5.5000%  | 0.0000% | $5781992.00        | $5742208.38        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-12-01      | 5.5000%  | 0.0000% | $4048021.00        | $4141751.16        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2056-01-01      | 4.9140%  | 0.0000% | $35198378.00       | $35751309.32       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2047-06-01      | 4.5000%  | 0.0000% | $26807652.00       | $7140526.11        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2048-07-01      | 4.0000%  | 0.0000% | $2011170.00        | $284521.77         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2035-02-01      | 2.5000%  | 0.0000% | $4000.00           | $725.06            | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2048-01-01      | 4.0000%  | 0.0000% | $3000000.00        | $335280.38         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2037-09-01      | 6.4200%  | 0.0000% | $334000.00         | $60259.38          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2047-07-01      | 4.0000%  | 0.0000% | $250000.00         | $61850.10          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2049-11-01      | 2.9940%  | 0.0000% | $23828464.00       | $2709546.78        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2049-08-01      | 5.0030%  | 0.0000% | $10000000.00       | $888760.70         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2043-10-01      | 6.2750%  | 0.0000% | $6974000.00        | $595241.49         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2049-07-01      | 3.4190%  | 0.0000% | $3764000.00        | $2270775.17        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2053-06-01      | 5.1030%  | 0.0000% | $15367011.00       | $12917065.24       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2055-08-01      | 5.3580%  | 0.0000% | $43480504.00       | $40767063.02       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2047-07-01      | 3.1220%  | 0.0000% | $330000.00         | $77112.30          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2049-03-01      | 4.6620%  | 0.0000% | $1374000.00        | $563573.33         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2046-07-01      | 4.8680%  | 0.0000% | $2000000.00        | $437192.55         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2050-05-01      | 3.0000%  | 0.0000% | $1213812.00        | $627662.56         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2050-05-01      | 2.7190%  | 0.0000% | $500000.00         | $143751.92         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2050-06-01      | 3.0000%  | 0.0000% | $230000.00         | $48839.48          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2050-08-01      | 2.5000%  | 0.0000% | $185000.00         | $89035.03          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2051-11-01      | 2.0000%  | 0.0000% | $1000000.00        | $611899.24         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2051-08-01      | 1.7230%  | 0.0000% | $3000000.00        | $1822931.95        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2045-06-01      | 6.5000%  | 0.0000% | $1078231.00        | $844740.90         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2035-04-01      | 6.4710%  | 0.0000% | $7923175.00        | $122040.50         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2035-09-01      | 6.1630%  | 0.0000% | $26204766.00       | $338652.05         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2035-06-01      | 6.1990%  | 0.0000% | $3593000.00        | $25964.64          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2035-02-01      | 6.1530%  | 0.0000% | $875000.00         | $16729.01          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2026-10-01      | 2.2600%  | 0.0000% | $8100000.00        | $6529234.39        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2026-10-01      | 2.4500%  | 0.0000% | $6000000.00        | $4967086.46        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2029-02-01      | 3.3100%  | 0.0000% | $1326756.00        | $1227654.05        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2027-10-01      | 2.9400%  | 0.0000% | $140000.00         | $117402.42         | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2037-02-01      | 6.0990%  | 0.0000% | $124000.00         | $1162.42           | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2037-02-01      | 6.3200%  | 0.0000% | $1340000.00        | $5048.55           | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2035-09-01      | 6.4770%  | 0.0000% | $1675819.00        | $9192.99           | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2037-02-01      | 6.6080%  | 0.0000% | $1260000.00        | $7228.91           | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2037-03-01      | 6.7750%  | 0.0000% | $18320000.00       | $50523.08          | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2036-05-01      | 6.2500%  | 0.0000% | $22500000.00       | $52123.45          | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2037-01-01      | 7.0290%  | 0.0000% | $375000.00         | $2978.68           | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2036-10-01      | 6.5670%  | 0.0000% | $4947327.00        | $38502.94          | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2037-06-01      | 6.3680%  | 0.0000% | $260000.00         | $3145.49           | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2037-05-01      | 6.1450%  | 0.0000% | $835000.00         | $12795.89          | Agency Mortgage-Backed Securities |
| FREDDIE MAC NON GOLD POOL | 2040-06-01      | 6.4370%  | 0.0000% | $1562523.00        | $1394572.69        | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2028-12-01      | 7.4360%  | 0.0000% | $78860802.00       | $86306.19          | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2038-09-01      | 6.2350%  | 0.0000% | $1590000.00        | $49083.42          | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2036-01-01      | 6.4380%  | 0.0000% | $336320.00         | $19670.52          | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2037-06-01      | 6.5500%  | 0.0000% | $12088248.00       | $132095.12         | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2043-09-01      | 6.3170%  | 0.0000% | $24912280.00       | $728912.72         | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2035-01-01      | 6.2340%  | 0.0000% | $4675000.00        | $36604.02          | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2041-11-01      | 6.5270%  | 0.0000% | $3000000.00        | $183567.38         | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2047-03-01      | 3.4520%  | 0.0000% | $9500000.00        | $1222439.47        | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2047-12-01      | 6.2430%  | 0.0000% | $13307750.00       | $866251.73         | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2034-10-01      | 6.3250%  | 0.0000% | $1500000.00        | $11409.15          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2028-09-01      | 4.4490%  | 0.0000% | $2866290.00        | $526.06            | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2033-03-01      | 4.2390%  | 0.0000% | $4211814.00        | $9168.10           | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2034-04-01      | 6.7500%  | 0.0000% | $25000000.00       | $125459.04         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2031-07-01      | 4.5000%  | 0.0000% | $2599448.00        | $1069170.95        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2035-06-01      | 6.3940%  | 0.0000% | $610000.00         | $3070.13           | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2035-10-01      | 6.1570%  | 0.0000% | $5350000.00        | $37345.56          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2035-10-01      | 5.8390%  | 0.0000% | $50002447.00       | $235791.94         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2034-11-01      | 6.3460%  | 0.0000% | $7600000.00        | $63011.27          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2035-11-01      | 5.9080%  | 0.0000% | $200000.00         | $1556.33           | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2035-11-01      | 5.8020%  | 0.0000% | $300000.00         | $3278.18           | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2035-12-01      | 5.7920%  | 0.0000% | $1300000.00        | $6784.46           | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2036-01-01      | 6.6280%  | 0.0000% | $5089993.00        | $115254.71         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2035-09-01      | 6.3380%  | 0.0000% | $5000000.00        | $5175.99           | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2036-03-01      | 6.4590%  | 0.0000% | $615000.00         | $6982.76           | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2054-04-01      | 5.0000%  | 0.0000% | $476250.00         | $439156.93         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2054-04-01      | 5.0000%  | 0.0000% | $2707366.00        | $2668135.00        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2054-07-01      | 6.5000%  | 0.0000% | $279838.00         | $200962.97         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-03-01      | 5.8780%  | 0.0000% | $6846553.00        | $5502714.90        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2054-09-01      | 6.5000%  | 0.0000% | $30000.00          | $26021.12          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2054-10-01      | 4.0000%  | 0.0000% | $514187.00         | $467835.76         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2053-07-01      | 6.0000%  | 0.0000% | $95705644.00       | $68570073.41       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2053-12-01      | 3.5000%  | 0.0000% | $38000.00          | $32172.95          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2054-01-01      | 5.5000%  | 0.0000% | $16816846.00       | $14122617.15       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2054-10-01      | 4.0000%  | 0.0000% | $2000.00           | $1820.78           | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2040-09-01      | 4.5000%  | 0.0000% | $1617126.00        | $1543880.96        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2038-10-01      | 6.0000%  | 0.0000% | $765000.00         | $8392.89           | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2039-12-01      | 6.2460%  | 0.0000% | $1378000.00        | $13946.12          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2040-03-01      | 5.0000%  | 0.0000% | $500410.00         | $17389.99          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2037-09-01      | 6.6030%  | 0.0000% | $23423435.00       | $436030.35         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2038-12-01      | 6.9210%  | 0.0000% | $9010000.00        | $61658.39          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2040-10-01      | 6.5300%  | 0.0000% | $15054152.00       | $41476.22          | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2052-05-01      | 2.5020%  | 0.0000% | $265000.00         | $181898.96         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2037-05-01      | 5.8160%  | 0.0000% | $4867292.00        | $55565.65          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2037-08-01      | 7.0820%  | 0.0000% | $333708.00         | $4672.31           | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2037-09-01      | 6.0000%  | 0.0000% | $147342.00         | $1275.53           | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2037-10-01      | 6.5100%  | 0.0000% | $1695500.00        | $58495.76          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2037-08-01      | 6.4440%  | 0.0000% | $2000000.00        | $28521.47          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2038-10-01      | 6.0000%  | 0.0000% | $156000.00         | $1912.80           | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2037-06-01      | 2.0000%  | 0.0000% | $14000.00          | $9315.36           | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2053-05-01      | 6.0000%  | 0.0000% | $17205063.00       | $10382361.68       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2051-12-01      | 2.0000%  | 0.0000% | $685000.00         | $487296.22         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-04-01      | 2.5000%  | 0.0000% | $7000.00           | $5454.14           | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2055-06-01      | 6.0000%  | 0.0000% | $19376392.00       | $19817596.21       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2055-10-01      | 3.4070%  | 0.0000% | $17979192.00       | $17199036.78       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2036-07-01      | 6.3880%  | 0.0000% | $7500000.00        | $132295.02         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2036-09-01      | 6.4690%  | 0.0000% | $4050000.00        | $23691.02          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2036-08-01      | 6.4220%  | 0.0000% | $18250000.00       | $233926.46         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2035-08-01      | 6.3660%  | 0.0000% | $17853000.00       | $223456.18         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2035-04-01      | 6.0000%  | 0.0000% | $185000.00         | $2496.16           | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2037-10-01      | 5.8640%  | 0.0000% | $2150000.00        | $11454.68          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2043-10-01      | 4.5000%  | 0.0000% | $6500000.00        | $1045920.67        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2036-09-01      | 6.3150%  | 0.0000% | $166854.00         | $940.30            | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2036-10-01      | 6.7930%  | 0.0000% | $213359.00         | $2292.37           | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2037-01-01      | 6.5810%  | 0.0000% | $155000.00         | $1600.33           | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2037-04-01      | 6.6770%  | 0.0000% | $165000.00         | $1997.32           | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2037-04-01      | 6.5950%  | 0.0000% | $77816.00          | $1271.55           | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2036-12-01      | 5.9950%  | 0.0000% | $9000000.00        | $67085.97          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2037-02-01      | 6.0850%  | 0.0000% | $19325778.00       | $59446.46          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2033-08-01      | 4.9970%  | 0.0000% | $1769358.00        | $60633.80          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2036-09-01      | 6.6190%  | 0.0000% | $5596852.00        | $660026.47         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2034-09-01      | 6.7550%  | 0.0000% | $250000.00         | $3936.28           | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2053-02-01      | 5.0000%  | 0.0000% | $69449.00          | $44303.45          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2030-12-01      | 4.0550%  | 0.0000% | $33750630.00       | $33789955.12       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2048-01-01      | 3.5000%  | 0.0000% | $5000.00           | $727.09            | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2048-11-01      | 4.5000%  | 0.0000% | $9125162.00        | $789170.05         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2048-08-01      | 4.5000%  | 0.0000% | $140000.00         | $25273.69          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2050-11-01      | 1.5000%  | 0.0000% | $14227.00          | $6931.47           | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2051-04-01      | 3.0000%  | 0.0000% | $3266285.00        | $2017095.66        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2036-06-01      | 2.0000%  | 0.0000% | $6255892.00        | $3644700.83        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2051-12-01      | 2.0000%  | 0.0000% | $15000.00          | $9226.33           | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-12-01      | 2.5000%  | 0.0000% | $539067.00         | $425679.51         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2053-05-01      | 4.9520%  | 0.0000% | $55439456.00       | $45165753.18       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-12-01      | 4.9400%  | 0.0000% | $1692065.00        | $1710499.48        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2056-01-01      | 5.0170%  | 0.0000% | $109815698.00      | $111818498.36      | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2056-01-01      | 4.5000%  | 0.0000% | $1723491.00        | $1697876.48        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2037-10-01      | 6.1900%  | 0.0000% | $300000.00         | $967.02            | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2028-11-01      | 6.5360%  | 0.0000% | $8400000.00        | $10187.07          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2029-01-01      | 6.4650%  | 0.0000% | $3135000.00        | $2991.20           | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2036-07-01      | 5.1300%  | 0.0000% | $15015000.00       | $41162.32          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2033-09-01      | 5.8960%  | 0.0000% | $1500000.00        | $1324.32           | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2050-05-01      | 3.8610%  | 0.0000% | $3536525.00        | $668266.27         | Agency Mortgage-Backed Securities |
| FREDDIE MAC NON GOLD POOL | 2051-01-01      | 4.2310%  | 0.0000% | $2077185.00        | $1739915.63        | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2055-11-01      | 4.2430%  | 0.0000% | $150668366.00      | $149024950.99      | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2033-09-01      | 6.5220%  | 0.0000% | $4185000.00        | $14176.23          | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2033-04-01      | 6.4420%  | 0.0000% | $1000000.00        | $4936.28           | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2037-05-01      | 6.5110%  | 0.0000% | $2120000.00        | $13979.55          | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2037-06-01      | 6.4950%  | 0.0000% | $360000.00         | $4795.40           | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2036-08-01      | 6.6010%  | 0.0000% | $755000.00         | $2541.79           | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2036-02-01      | 6.6550%  | 0.0000% | $47302415.00       | $166255.10         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2038-11-01      | 6.0000%  | 0.0000% | $990000.00         | $10138.49          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2037-07-01      | 6.5870%  | 0.0000% | $417135.00         | $2611.86           | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2042-04-01      | 3.5000%  | 0.0000% | $845000.00         | $106115.25         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2048-07-01      | 4.5000%  | 0.0000% | $25000.00          | $1957.71           | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2039-05-01      | 5.5000%  | 0.0000% | $25000000.00       | $14525876.82       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2037-11-01      | 4.0000%  | 0.0000% | $105000.00         | $64768.86          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2028-03-01      | 3.0200%  | 0.0000% | $200000.00         | $197371.33         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-04-01      | 2.8810%  | 0.0000% | $1000000.00        | $729826.33         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-05-01      | 3.0000%  | 0.0000% | $155000.00         | $106736.17         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2038-01-01      | 6.2900%  | 0.0000% | $6527822.00        | $450964.93         | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2036-10-01      | 6.2670%  | 0.0000% | $18000000.00       | $88336.55          | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2037-02-01      | 7.1900%  | 0.0000% | $12107628.00       | $272456.66         | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2036-11-01      | 6.2250%  | 0.0000% | $1680845.00        | $53758.96          | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2037-03-01      | 6.0600%  | 0.0000% | $125000.00         | $3497.45           | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2037-02-01      | 6.0900%  | 0.0000% | $12955902.00       | $32431.80          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2054-10-01      | 5.0000%  | 0.0000% | $1251551.00        | $1092960.01        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2040-01-01      | 4.5000%  | 0.0000% | $1282086.00        | $1101377.55        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2039-12-01      | 4.5000%  | 0.0000% | $1136521.00        | $989115.02         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2039-12-01      | 4.5000%  | 0.0000% | $584718.00         | $415898.79         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2040-02-01      | 5.5000%  | 0.0000% | $1009792.00        | $992620.23         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-07-01      | 6.0000%  | 0.0000% | $4285971.00        | $4233675.42        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-04-01      | 6.5000%  | 0.0000% | $1966300.00        | $1733281.58        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-07-01      | 5.1790%  | 0.0000% | $1622750.00        | $1650543.11        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-07-01      | 6.5000%  | 0.0000% | $5323360.00        | $5250083.09        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2040-09-01      | 5.0000%  | 0.0000% | $1565443.00        | $1576507.87        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2036-06-01      | 6.5660%  | 0.0000% | $30788872.00       | $253519.65         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2036-09-01      | 6.4380%  | 0.0000% | $120000.00         | $2022.23           | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2034-04-01      | 6.1240%  | 0.0000% | $8000000.00        | $50648.02          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2034-08-01      | 6.3060%  | 0.0000% | $14858979.00       | $146186.98         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2034-10-01      | 5.8900%  | 0.0000% | $405000.00         | $2055.89           | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2034-12-01      | 5.9360%  | 0.0000% | $2699999.00        | $23983.68          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2034-12-01      | 6.4160%  | 0.0000% | $7500000.00        | $31822.94          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2035-03-01      | 6.3260%  | 0.0000% | $2465000.00        | $13637.74          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2034-12-01      | 6.5450%  | 0.0000% | $800000.00         | $2851.26           | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2035-01-01      | 6.1940%  | 0.0000% | $470000.00         | $3750.85           | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2028-02-01      | 3.1300%  | 0.0000% | $5900000.00        | $5834264.16        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2028-04-01      | 3.4850%  | 0.0000% | $575000.00         | $572075.07         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2043-08-01      | 3.0000%  | 0.0000% | $20939709.00       | $4357225.13        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2046-10-01      | 3.5000%  | 0.0000% | $64051023.00       | $15794466.80       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2037-06-01      | 3.5000%  | 0.0000% | $3239437.00        | $901739.02         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2043-09-01      | 6.3100%  | 0.0000% | $10349493.00       | $714920.68         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2043-09-01      | 6.3100%  | 0.0000% | $92000.00          | $1588.22           | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2044-03-01      | 6.4810%  | 0.0000% | $150000.00         | $11713.09          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2044-04-01      | 6.2590%  | 0.0000% | $9000000.00        | $251062.48         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2033-09-01      | 5.9940%  | 0.0000% | $25000.00          | $975.23            | Agency Mortgage-Backed Securities |

### Security 203: Wells Fargo Tri Party Repo

- **C.1 - Title:** Wells Fargo Tri Party Repo 3.829900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930RFC004, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 930RFC004_3.83_0319
- **C.18 - Value (incl. sponsor support):** $360000000.00
- **C.18.a - Value (excl. sponsor support):** $360000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac              | 2028-12-18      | 3.7000%  | 0.0000% | $9000000.00        | $8994888.00        | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2029-12-28      | 3.8000%  | 0.0000% | $10000000.00       | $9987000.00        | Agency Mortgage-Backed Securities |
| RESOLUTION FUNDING STRIP | 2028-07-15      | NA       | 0.0000% | $48052000.00       | $43808720.09       | Agency Mortgage-Backed Securities |
| RESOLUTION FUNDING STRIP | 2027-10-15      | NA       | 0.0000% | $435000.00         | $406281.30         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK   | 2028-12-19      | 3.7500%  | 0.0000% | $3100000.00        | $3098527.50        | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2031-03-15      | 6.7500%  | 0.0000% | $327000.00         | $379838.30         | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2032-07-15      | 6.2500%  | 0.0000% | $119000.00         | $138337.31         | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2027-10-08      | 3.9600%  | 0.0000% | $90410000.00       | $91212931.21       | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2029-12-18      | 4.7500%  | 0.0000% | $32416000.00       | $32596663.37       | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2028-11-08      | 3.6500%  | 0.0000% | $10000000.00       | $10030528.33       | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2030-05-23      | 4.5000%  | 0.0000% | $11506000.00       | $11620461.69       | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2028-07-14      | 4.5000%  | 0.0000% | $118662000.00      | $121093265.72      | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2030-11-27      | 4.0000%  | 0.0000% | $6000000.00        | $6008572.00        | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2030-12-03      | 4.1500%  | 0.0000% | $7472000.00        | $7488870.12        | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2030-12-04      | 3.8750%  | 0.0000% | $6500000.00        | $6507719.47        | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2030-02-28      | 4.0000%  | 0.0000% | $9750000.00        | $9753737.50        | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2029-12-28      | 3.7500%  | 0.0000% | $500000.00         | $500339.58         | Agency Mortgage-Backed Securities |
| Freddie Mac              | 2028-12-29      | 3.8500%  | 0.0000% | $4947000.00        | $4941301.06        | Agency Mortgage-Backed Securities |

### Security 204: MUFG Securities Repo

- **C.1 - Title:** MUFG Securities Repo 3.820000%
- **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_3.82_0102
- **C.18 - Value (incl. sponsor support):** $365000000.00
- **C.18.a - Value (excl. sponsor support):** $365000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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

**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% | $3890900.00        | $3851839.01        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $41854800.00       | $43076281.61       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-09-30      | 3.8750%  | 0.0000% | $499900.00         | $505655.20         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-15      | 3.3750%  | 0.0000% | $719900.00         | $725788.03         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 3.8750%  | 0.0000% | $3999900.00        | $4062511.76        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-30      | 4.1250%  | 0.0000% | $399900.00         | $408959.20         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-10-31      | 4.1250%  | 0.0000% | $555900.00         | $570534.60         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-15      | 4.3750%  | 0.0000% | $799900.00         | $808312.41         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-15      | 4.6250%  | 0.0000% | $438900.00         | $445679.86         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-04-30      | 2.3750%  | 0.0000% | $9999900.00        | $10008670.63       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-15      | 1.6250%  | 0.0000% | $1653900.00        | $1660554.36        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-15      | 1.6250%  | 0.0000% | $4567800.00        | $4344406.03        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-31      | 1.6250%  | 0.0000% | $14999900.00       | $14811287.65       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-15      | 0.6250%  | 0.0000% | $810900.00         | $715693.10         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-30      | 1.2500%  | 0.0000% | $343900.00         | $325427.18         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-15      | 6.0000%  | 0.0000% | $708900.00         | $728699.36         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-15      | 6.1250%  | 0.0000% | $2883900.00        | $3207662.84        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-02-15      | 3.1250%  | 0.0000% | $499800.00         | $414521.62         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-02-15      | 3.0000%  | 0.0000% | $100999800.00      | $76712504.34       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-15      | 2.3750%  | 0.0000% | $29999800.00       | $22701411.16       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-05-15      | 2.8750%  | 0.0000% | $145999900.00      | $105197061.93      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-05-15      | 3.2500%  | 0.0000% | $49999900.00       | $42292344.63       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 4.6250%  | 0.0000% | $36099900.00       | $35917219.05       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-30      | 3.3750%  | 0.0000% | $528900.00         | $529800.42         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-15      | 3.3750%  | 0.0000% | $449900.00         | $453948.77         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-15      | 3.5000%  | 0.0000% | $472900.00         | $476770.73         | U.S. Treasuries (including strips) |

### Security 205: Prudential Legacy Insurance Company of New Jersey Repo

- **C.1 - Title:** Prudential Legacy Insurance Company of New Jersey Repo 3.860000%
- **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_3.86_0102
- **C.18 - Value (incl. sponsor support):** $120330000.00
- **C.18.a - Value (excl. sponsor support):** $120330000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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

**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 | 2054-05-15      | 4.6250%  | 0.0000% | $24000000.00       | $23439799.72       | U.S. Treasuries (including strips) |
| STRIPS          | 2040-02-15      | NA       | 0.0000% | $20000000.00       | $10342120.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 2.8750%  | 0.0000% | $50000000.00       | $39331103.25       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-11-15      | 4.7500%  | 0.0000% | $50000000.00       | $49793983.08       | U.S. Treasuries (including strips) |

### Security 206: Fixed Income Clearing Corp. Tri Party Repo - JPM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - JPM 3.830000%
- **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: N/A, C.5 - Other ID: 932KXR004_3.83_0102
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae      | 2043-06-01      | 5.0000%  | 0.0000% | $400000.00         | $282965.83         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-05-01      | 4.5000%  | 0.0000% | $682166.00         | $517184.45         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-05-01      | 6.5000%  | 0.0000% | $850000.00         | $540301.40         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-06-01      | 4.5000%  | 0.0000% | $1260000.00        | $996917.46         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-12-01      | 3.5000%  | 0.0000% | $2000000.00        | $1461086.52        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-04-01      | 4.5000%  | 0.0000% | $1008000.00        | $818926.35         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2049-09-01      | 3.0000%  | 0.0000% | $28530080.00       | $10069667.73       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2035-11-01      | 2.5000%  | 0.0000% | $2226700.00        | $934685.13         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2036-04-01      | 1.5000%  | 0.0000% | $7577000.00        | $3935362.94        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-02-01      | 1.5000%  | 0.0000% | $26820.00          | $17473.66          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-03-01      | 2.5000%  | 0.0000% | $5853048.00        | $3493779.06        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-03-01      | 2.0000%  | 0.0000% | $3075330.00        | $1753243.66        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2042-04-01      | 3.5000%  | 0.0000% | $800000.00         | $489364.04         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-04-01      | 2.0000%  | 0.0000% | $2500000.00        | $1485568.43        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-08-01      | 3.0000%  | 0.0000% | $253085.00         | $198443.09         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-05-01      | 2.5000%  | 0.0000% | $353661.00         | $256796.74         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-05-01      | 3.5000%  | 0.0000% | $280000.00         | $201404.09         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-05-01      | 1.5000%  | 0.0000% | $1745792.00        | $1203467.13        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-09-01      | 5.0000%  | 0.0000% | $1000000.00        | $757252.73         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-10-01      | 2.5000%  | 0.0000% | $3687820.00        | $2459450.23        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-09-01      | 6.5000%  | 0.0000% | $33711.00          | $23168.52          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-06-01      | 5.0000%  | 0.0000% | $69833.00          | $61138.10          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-09-01      | 4.0000%  | 0.0000% | $6955280.00        | $4666643.77        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-05-01      | 5.5000%  | 0.0000% | $1776034.00        | $1466129.24        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2044-03-01      | 7.0000%  | 0.0000% | $1057308.00        | $809548.00         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2039-09-25      | 6.0000%  | 0.0000% | $15585136.00       | $12360121.94       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-08-01      | 3.0000%  | 0.0000% | $957109.00         | $836806.57         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-08-01      | 6.0000%  | 0.0000% | $62765824.00       | $62526829.82       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-02-01      | 6.5000%  | 0.0000% | $44160080.00       | $43387627.46       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-08-01      | 6.5000%  | 0.0000% | $104809344.00      | $99468997.60       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2054-12-01      | 4.0000%  | 0.0000% | $20875616.00       | $19927868.51       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2050-02-01      | 3.5000%  | 0.0000% | $962150.00         | $212881.41         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2050-07-01      | 3.0000%  | 0.0000% | $4115672.00        | $1300160.06        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2040-10-01      | 2.5000%  | 0.0000% | $4920000.00        | $2329635.85        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2050-03-01      | 4.0000%  | 0.0000% | $27569792.00       | $5375322.26        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-06-01      | 5.5000%  | 0.0000% | $2457580.00        | $1779303.79        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-09-01      | 6.0000%  | 0.0000% | $30812576.00       | $31714520.96       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-10-01      | 5.0000%  | 0.0000% | $24446400.00       | $23801164.41       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-10-01      | 5.0000%  | 0.0000% | $4022008.00        | $4072238.75        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-10-01      | 5.5000%  | 0.0000% | $1408338.00        | $1439379.89        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-11-01      | 6.0000%  | 0.0000% | $20964991.00       | $21668626.92       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-11-01      | 5.5000%  | 0.0000% | $2140056.00        | $1692738.80        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-11-01      | 5.5000%  | 0.0000% | $2944208.00        | $2052476.86        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-03-01      | 5.5000%  | 0.0000% | $208431.00         | $145643.29         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-04-01      | 5.5000%  | 0.0000% | $2097476.00        | $1442450.11        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-07-01      | 6.0000%  | 0.0000% | $2162156.00        | $1917012.16        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2054-08-01      | 6.5000%  | 0.0000% | $1401534.00        | $1423123.18        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-09-01      | 6.0000%  | 0.0000% | $3578152.00        | $3356919.40        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-09-01      | 5.5000%  | 0.0000% | $8278768.00        | $7881919.44        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2039-10-01      | 6.0000%  | 0.0000% | $1000000.00        | $528847.45         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2054-10-01      | 4.5000%  | 0.0000% | $324191.00         | $314068.20         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2031-03-01      | 7.5000%  | 0.0000% | $5279000.00        | $140637.15         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2055-03-01      | 6.5000%  | 0.0000% | $1486254080.00     | $1097764133.56     | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2040-11-01      | 6.0000%  | 0.0000% | $3000000.00        | $227478.34         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2045-11-01      | 4.0000%  | 0.0000% | $424998.00         | $45990.23          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2027-07-01      | 2.5000%  | 0.0000% | $3000000.00        | $67590.01          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2028-01-01      | 2.5000%  | 0.0000% | $1300000.00        | $41050.76          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2045-11-01      | 3.5000%  | 0.0000% | $1500000.00        | $277835.28         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2043-05-01      | 2.5250%  | 0.0000% | $107822.00         | $65264.91          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2028-07-01      | 2.0000%  | 0.0000% | $703581.00         | $16741.86          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2030-03-01      | 2.0000%  | 0.0000% | $25000.00          | $7528.22           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2038-04-01      | 3.0000%  | 0.0000% | $1685044.00        | $1168229.77        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-01-01      | 5.0000%  | 0.0000% | $175000.00         | $152958.18         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2038-02-01      | 3.0000%  | 0.0000% | $240885.00         | $140058.03         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-04-01      | 3.0000%  | 0.0000% | $35223808.00       | $25158382.26       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-04-01      | 2.5000%  | 0.0000% | $6515000.00        | $4326902.64        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-05-01      | 3.5000%  | 0.0000% | $84527.00          | $60931.00          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-06-01      | 3.5000%  | 0.0000% | $247646.00         | $182117.36         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-05-01      | 4.5000%  | 0.0000% | $2319160.00        | $1570820.34        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-06-01      | 4.0000%  | 0.0000% | $700000.00         | $477351.34         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-08-01      | 5.0000%  | 0.0000% | $5980000.00        | $3821644.71        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-11-01      | 5.0000%  | 0.0000% | $14870032.00       | $11067989.72       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-10-01      | 4.0000%  | 0.0000% | $32647.00          | $21736.82          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-04-01      | 7.0000%  | 0.0000% | $3204940.00        | $1088642.79        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2038-04-01      | 4.0000%  | 0.0000% | $1790228.00        | $1212185.64        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2038-09-01      | 3.0000%  | 0.0000% | $1050180.00        | $791281.35         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-05-01      | 6.5000%  | 0.0000% | $1013864.00        | $1041196.08        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-11-01      | 5.0000%  | 0.0000% | $8517328.00        | $8479159.72        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-12-01      | 6.0000%  | 0.0000% | $1481664.00        | $1545891.79        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-12-01      | 5.5000%  | 0.0000% | $1311892.00        | $1352105.86        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-12-01      | 6.0000%  | 0.0000% | $1108542.00        | $1158540.57        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-12-01      | 6.0000%  | 0.0000% | $2002364.00        | $2089689.10        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-12-01      | 4.5000%  | 0.0000% | $1078520.00        | $1085517.44        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-12-01      | 4.5000%  | 0.0000% | $1955554.00        | $1968785.28        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-12-01      | 4.5000%  | 0.0000% | $216123.00         | $217765.10         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-12-01      | 5.0000%  | 0.0000% | $4389792.00        | $4404724.61        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-12-01      | 5.5000%  | 0.0000% | $4515680.00        | $4608338.74        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-12-01      | 6.0000%  | 0.0000% | $9955728.00        | $10285949.54       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2042-06-01      | 3.5000%  | 0.0000% | $1519000.00        | $433335.77         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2048-07-01      | 4.5000%  | 0.0000% | $456000.00         | $181957.65         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2060-03-01      | 2.5000%  | 0.0000% | $13000000.00       | $5839500.60        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2044-12-01      | 3.0000%  | 0.0000% | $2927416.00        | $1200726.15        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2048-01-01      | 3.5000%  | 0.0000% | $1688000.00        | $494297.11         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2048-04-01      | 4.0000%  | 0.0000% | $2310000.00        | $320539.33         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2048-05-01      | 5.5000%  | 0.0000% | $1300682.00        | $213525.28         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2049-06-01      | 3.5000%  | 0.0000% | $6300416.00        | $1372420.39        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2049-09-01      | 2.5000%  | 0.0000% | $300000.00         | $67351.47          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2050-02-01      | 3.0000%  | 0.0000% | $312000.00         | $74208.99          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2036-05-01      | 2.5000%  | 0.0000% | $1440000.00        | $774440.44         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2028-09-01      | 4.8800%  | 0.0000% | $5300700.00        | $5453872.56        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-01-01      | 2.5000%  | 0.0000% | $1383762.00        | $1004946.85        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-05-01      | 3.5000%  | 0.0000% | $100038.00         | $68914.66          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-08-01      | 3.0000%  | 0.0000% | $1000000.00        | $701165.35         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-12-01      | 3.0000%  | 0.0000% | $1035342.00        | $764724.80         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-01-01      | 3.5000%  | 0.0000% | $6651730.00        | $3274479.44        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-09-01      | 4.5000%  | 0.0000% | $367305.00         | $269619.18         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2040-02-01      | 4.0000%  | 0.0000% | $1575184.00        | $1506762.39        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-01-01      | 6.0000%  | 0.0000% | $14885264.00       | $11780637.36       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-12-01      | 5.5000%  | 0.0000% | $1148368.00        | $1164286.32        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-05-01      | 5.5000%  | 0.0000% | $8493856.00        | $8601876.50        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-03-01      | 5.5000%  | 0.0000% | $3352060.00        | $3433659.30        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-03-01      | 6.5000%  | 0.0000% | $3800116.00        | $2670107.59        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-05-01      | 6.5000%  | 0.0000% | $1782032.00        | $1811758.78        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-03-01      | 6.5000%  | 0.0000% | $1110232.00        | $1096343.23        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-04-01      | 5.0000%  | 0.0000% | $4233552.00        | $4204104.35        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-05-01      | 5.5000%  | 0.0000% | $7511376.00        | $7621755.85        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-05-01      | 5.5000%  | 0.0000% | $3031230.00        | $3015725.98        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-06-01      | 5.5000%  | 0.0000% | $2651352.00        | $2699701.16        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-05-01      | 4.5000%  | 0.0000% | $4622690.00        | $4510886.07        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-06-01      | 6.5000%  | 0.0000% | $1789730.00        | $1876929.82        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-07-01      | 5.5000%  | 0.0000% | $4329344.00        | $4393820.16        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-08-01      | 6.5000%  | 0.0000% | $3391824.00        | $3292604.98        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-12-01      | 4.5000%  | 0.0000% | $594928.00         | $598402.97         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-10-01      | 5.0000%  | 0.0000% | $5123272.00        | $5154876.97        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-07-01      | 5.5000%  | 0.0000% | $2386692.00        | $2363327.86        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2055-08-01      | 5.5000%  | 0.0000% | $1565264.00        | $1592806.57        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-08-01      | 6.0000%  | 0.0000% | $1060460.00        | $992384.81         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-08-01      | 5.0000%  | 0.0000% | $1010330.00        | $1000289.83        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-05-01      | 3.0000%  | 0.0000% | $424396.00         | $281987.69         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2042-04-01      | 2.5000%  | 0.0000% | $2485000.00        | $1672616.21        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-07-01      | 4.5000%  | 0.0000% | $2130000.00        | $1605865.40        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-07-01      | 4.5000%  | 0.0000% | $295000.00         | $223662.36         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-02-01      | 3.0000%  | 0.0000% | $740000.00         | $509178.64         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-07-01      | 5.0000%  | 0.0000% | $63832.00          | $47148.12          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-04-01      | 2.5000%  | 0.0000% | $100000.00         | $69095.76          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-06-01      | 3.5000%  | 0.0000% | $509000.00         | $370648.43         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-11-01      | 4.5000%  | 0.0000% | $236000.00         | $134767.41         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-11-01      | 5.5000%  | 0.0000% | $1934000.00        | $1390581.08        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-02-01      | 6.5000%  | 0.0000% | $10000000.00       | $6694127.12        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2038-02-01      | 3.0000%  | 0.0000% | $4225688.00        | $3066672.71        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2050-09-01      | 3.5000%  | 0.0000% | $515000.00         | $372807.72         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-08-01      | 5.5000%  | 0.0000% | $1180984.00        | $966314.37         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-08-01      | 5.5000%  | 0.0000% | $3278060.00        | $2390238.86        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2029-03-01      | 4.7900%  | 0.0000% | $8699600.00        | $8948858.04        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2035-11-01      | 4.4800%  | 0.0000% | $13500000.00       | $13516771.50       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2035-12-01      | 4.6600%  | 0.0000% | $26047200.00       | $26336072.12       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2032-12-01      | 4.0000%  | 0.0000% | $1396216.00        | $74775.65          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2049-04-01      | 5.0000%  | 0.0000% | $400000.00         | $88259.19          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2034-04-01      | 4.0000%  | 0.0000% | $56000.00          | $10691.10          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2049-08-01      | 3.0000%  | 0.0000% | $129000.00         | $30077.01          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-01-01      | 3.5000%  | 0.0000% | $2597804.00        | $1341714.23        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-09-01      | 6.0000%  | 0.0000% | $1924058.00        | $1940679.89        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-10-01      | 6.0000%  | 0.0000% | $1293538.00        | $1282799.38        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-10-01      | 3.0000%  | 0.0000% | $37580.00          | $30271.51          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-08-01      | 3.0000%  | 0.0000% | $1124042.00        | $697787.83         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-07-01      | 2.5000%  | 0.0000% | $1341050.00        | $894627.60         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2043-12-01      | 3.5000%  | 0.0000% | $12000000.00       | $591808.95         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2032-07-01      | 3.0000%  | 0.0000% | $1600000.00        | $118979.77         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2043-08-01      | 3.5000%  | 0.0000% | $5914288.00        | $986886.89         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2047-01-01      | 3.0000%  | 0.0000% | $1500000.00        | $250842.05         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2049-07-01      | 4.5000%  | 0.0000% | $91000.00          | $9578.82           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-05-01      | 3.0000%  | 0.0000% | $2864084.00        | $1286805.89        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-02-01      | 5.0000%  | 0.0000% | $18824500.00       | $16827177.82       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2044-05-01      | 6.5000%  | 0.0000% | $5796128.00        | $2740400.60        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-02-01      | 3.0000%  | 0.0000% | $524000.00         | $334959.75         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-03-01      | 2.5000%  | 0.0000% | $9862096.00        | $5834890.21        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-05-01      | 2.5000%  | 0.0000% | $55135104.00       | $34195069.60       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-07-01      | 2.5000%  | 0.0000% | $6065048.00        | $3722137.53        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-05-01      | 4.0000%  | 0.0000% | $750000.00         | $561243.40         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-07-01      | 5.0000%  | 0.0000% | $800000.00         | $655123.00         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-08-01      | 3.0000%  | 0.0000% | $425413.00         | $269086.06         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-11-01      | 2.5000%  | 0.0000% | $605362.00         | $437229.92         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-03-01      | 4.5000%  | 0.0000% | $1505200.00        | $1241579.67        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2043-03-01      | 5.0000%  | 0.0000% | $8000.00           | $5668.91           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2038-04-01      | 4.0000%  | 0.0000% | $18000.00          | $11280.50          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-06-01      | 5.0000%  | 0.0000% | $670000.00         | $552210.57         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-09-01      | 4.5000%  | 0.0000% | $2689764.00        | $2331402.39        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2038-11-01      | 5.5000%  | 0.0000% | $27000.00          | $15771.58          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2038-11-01      | 3.0000%  | 0.0000% | $646640.00         | $507872.10         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2039-01-01      | 6.0000%  | 0.0000% | $6603584.00        | $2819114.61        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2044-01-01      | 6.5000%  | 0.0000% | $9488992.00        | $4370060.10        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2040-08-01      | 5.5000%  | 0.0000% | $19351424.00       | $17488141.43       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2045-12-01      | 5.0000%  | 0.0000% | $97475072.00       | $98454371.59       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2030-05-01      | 5.0000%  | 0.0000% | $986875.00         | $23299.89          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2043-11-01      | 5.0000%  | 0.0000% | $86000.00          | $61684.63          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-04-01      | 2.5000%  | 0.0000% | $1711146.00        | $1193116.51        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-11-01      | 6.5000%  | 0.0000% | $34373.00          | $23995.75          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-11-01      | 5.5000%  | 0.0000% | $38730000.00       | $35398360.38       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-06-01      | 2.5000%  | 0.0000% | $1740000.00        | $1286438.14        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-04-01      | 2.0000%  | 0.0000% | $19000.00          | $13929.39          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2054-04-01      | 4.5000%  | 0.0000% | $9027664.00        | $7742266.21        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2038-07-01      | 6.0000%  | 0.0000% | $850000.00         | $575788.53         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2039-07-01      | 6.0000%  | 0.0000% | $4900000.00        | $3234492.17        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-10-01      | 5.5000%  | 0.0000% | $7225330.00        | $6398024.58        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-08-01      | 2.5000%  | 0.0000% | $6241080.00        | $5137769.31        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-07-01      | 5.0000%  | 0.0000% | $7916800.00        | $7228991.09        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-05-01      | 6.5000%  | 0.0000% | $1873594.00        | $1885793.17        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2040-10-01      | 6.0000%  | 0.0000% | $9463440.00        | $9778878.53        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2028-01-01      | 2.0000%  | 0.0000% | $2344828.00        | $79963.24          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2040-01-01      | 4.0000%  | 0.0000% | $1800000.00        | $657377.70         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-02-01      | 2.5000%  | 0.0000% | $1075000.00        | $663927.54         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2036-07-01      | 3.0000%  | 0.0000% | $949000.00         | $356074.42         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2041-10-01      | 2.0000%  | 0.0000% | $600000.00         | $371072.98         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2036-07-01      | 2.5000%  | 0.0000% | $1490504.00        | $763909.24         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-02-01      | 2.0000%  | 0.0000% | $12244688.00       | $6981163.33        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-01-01      | 3.5000%  | 0.0000% | $100000.00         | $67630.06          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2042-03-01      | 2.5000%  | 0.0000% | $800000.00         | $512439.08         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-01-01      | 3.5000%  | 0.0000% | $100000.00         | $71949.12          | Agency Mortgage-Backed Securities |

### Security 207: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 3.860000%
- **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_3.86_0410
- **C.18 - Value (incl. sponsor support):** $3490000000.00
- **C.18.a - Value (excl. sponsor support):** $3490000000.00
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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? 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 | 2047-01-20      | 4.5000%  | 0.0000% | $6880000.00        | $144120.30         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-07-20      | 1.2500%  | 0.0000% | $24377440.00       | $10357787.34       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-08-20      | 2.4516%  | 0.0000% | $130398720.00      | $9271391.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-01-20      | 2.0000%  | 0.0000% | $2295000.00        | $127235.88         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | NA       | 0.0000% | $58333312.00       | $248311.55         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-05-20      | 1.2500%  | 0.0000% | $12000000.00       | $4695340.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-04-20      | 2.0000%  | 0.0000% | $4000000.00        | $2216045.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-10-20      | 3.0000%  | 0.0000% | $30072832.00       | $1071438.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | 2.4516%  | 0.0000% | $50000000.00       | $4602866.32        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-09-20      | 4.9177%  | 0.0000% | $9535952.00        | $9533262.33        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-05-25      | 3.5000%  | 0.0000% | $9117872.00        | $9734947.53        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-10-25      | 3.0000%  | 0.0000% | $8777000.00        | $4108789.19        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2045-04-25      | 1.6113%  | 0.0000% | $21854240.00       | $172151.76         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2045-04-25      | 2.0000%  | 0.0000% | $28680000.00       | $1217144.59        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2045-07-25      | 3.0000%  | 0.0000% | $8448000.00        | $2290738.18        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-05-25      | 3.0000%  | 0.0000% | $4280000.00        | $3478069.24        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2045-05-25      | 2.5000%  | 0.0000% | $9450000.00        | $583087.08         | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                 | 2026-03-25      | 2.5760%  | 0.0000% | $125000.00         | $47541.36          | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                 | 2026-09-25      | 2.4994%  | 0.0000% | $240000.00         | $117184.28         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2033-08-15      | 5.5000%  | 0.0000% | $22500000.00       | $1772031.25        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-11-25      | 8.0453%  | 0.0000% | $2235324.00        | $294168.18         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-03-25      | 5.5000%  | 0.0000% | $1000000.00        | $158519.69         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-02-25      | 6.0000%  | 0.0000% | $4192000.00        | $935326.97         | Agency Mortgage-Backed Securities |
| FHLMC STRUCTURED PASS THROUGH  | 2044-03-25      | 6.5000%  | 0.0000% | $14249936.00       | $715451.95         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-07-15      | 8.0067%  | 0.0000% | $1899718.00        | $39044.30          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-07-20      | 2.0000%  | 0.0000% | $112487808.00      | $13101818.62       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-10-16      | 0.2840%  | 0.0000% | $109549056.00      | $259201.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-05-20      | 2.3516%  | 0.0000% | $28603872.00       | $106181.50         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-09-16      | 4.1487%  | 0.0000% | $45000000.00       | $5566116.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-08-16      | 4.2487%  | 0.0000% | $35000000.00       | $2479492.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-04-16      | 0.5216%  | 0.0000% | $106105472.00      | $162208.35         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-10-16      | 0.3998%  | 0.0000% | $112730752.00      | $239715.12         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-04-20      | 1.7016%  | 0.0000% | $18889000.00       | $140154.50         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-06-25      | 4.3287%  | 0.0000% | $207400704.00      | $5413557.34        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-09-15      | 5.5000%  | 0.0000% | $3902000.00        | $714333.40         | Agency Mortgage-Backed Securities |
| FREDDIE MAC MULTICLASS CERTIFI | 2029-03-25      | 4.6148%  | 0.0000% | $19630000.00       | $19073034.62       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-07-25      | 2.0258%  | 0.0000% | $50000000.00       | $1344852.72        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-07-25      | 2.6758%  | 0.0000% | $50000000.00       | $2113462.39        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2054-06-25      | 1.2758%  | 0.0000% | $168074752.00      | $6873965.13        | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2054-04-25      | 6.0000%  | 0.0000% | $3127064.00        | $318421.91         | Agency Mortgage-Backed Securities |
| FREDDIE MAC STRIPS             | 2054-03-25      | 7.0000%  | 0.0000% | $1753958.00        | $87250.68          | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2054-01-25      | 7.5000%  | 0.0000% | $717305.00         | $26793.63          | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2054-05-25      | 1.2258%  | 0.0000% | $75854080.00       | $3216363.22        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2052-04-25      | 6.5000%  | 0.0000% | $19558912.00       | $1220437.58        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2034-10-25      | 4.5786%  | 0.0000% | $50000000.00       | $48086170.77       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-11-25      | 4.8142%  | 0.0000% | $800000.00         | $651580.40         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-02-20      | 1.9128%  | 0.0000% | $17548832.00       | $158523.09         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-07-16      | 0.1133%  | 0.0000% | $22085632.00       | $5545.96           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-11-20      | 2.7500%  | 0.0000% | $40000000.00       | $386316.95         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-06-20      | 1.9128%  | 0.0000% | $14301500.00       | $202704.15         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-04-16      | 2.3500%  | 0.0000% | $53000.00          | $12380.95          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2059-07-16      | 0.5625%  | 0.0000% | $105112704.00      | $1706592.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2061-03-16      | 0.7177%  | 0.0000% | $90056832.00       | $1013205.01        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2061-12-16      | 0.7194%  | 0.0000% | $145655552.00      | $3126075.27        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-08-16      | 3.0000%  | 0.0000% | $2000000.00        | $183130.30         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-06-16      | 0.8864%  | 0.0000% | $8500000.00        | $299360.47         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-12-16      | 0.5835%  | 0.0000% | $113438000.00      | $3764003.86        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-11-20      | 5.1777%  | 0.0000% | $30000000.00       | $21901375.88       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-01-01      | 6.0000%  | 0.0000% | $9811000.00        | $9260712.93        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-12-01      | 5.0000%  | 0.0000% | $4647648.00        | $4663457.75        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2056-01-01      | 6.5000%  | 0.0000% | $16920480.00       | $17728698.01       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2056-01-01      | 5.5000%  | 0.0000% | $26007776.00       | $26671086.98       | Agency Mortgage-Backed Securities |
| MULTIFAMILY STRUCTURED CREDIT  | 2051-01-25      | 7.6242%  | 0.0000% | $13340000.00       | $13781512.85       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-05-20      | 1.5824%  | 0.0000% | $60452480.00       | $2038850.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-07-20      | 4.9177%  | 0.0000% | $30000000.00       | $21371916.58       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2035-03-20      | 5.5000%  | 0.0000% | $3608876.00        | $1293090.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-07-20      | 4.9677%  | 0.0000% | $30000000.00       | $23997178.11       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-11-20      | 5.1177%  | 0.0000% | $50000000.00       | $22691995.06       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-11-20      | 5.7677%  | 0.0000% | $95269900.00       | $32043555.42       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-06-20      | 6.0000%  | 0.0000% | $7495592.00        | $7811478.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 5.2177%  | 0.0000% | $7942800.00        | $2576187.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 0.0500%  | 0.0000% | $65921024.00       | $39412.39          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-09-20      | 3.0000%  | 0.0000% | $24021000.00       | $14700532.16       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 3.0824%  | 0.0000% | $50000000.00       | $3494379.23        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-02-20      | 1.2824%  | 0.0000% | $56000000.00       | $2098500.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-12-20      | 5.5000%  | 0.0000% | $7424472.00        | $3584208.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2058-03-16      | 0.7359%  | 0.0000% | $104532320.00      | $696523.23         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-06-01      | 3.0000%  | 0.0000% | $1800020.00        | $297136.22         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-11-01      | 3.5000%  | 0.0000% | $733000.00         | $164614.37         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-06-01      | 3.5000%  | 0.0000% | $1118758.00        | $168714.08         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-03-01      | 2.5000%  | 0.0000% | $2402364.00        | $1632382.71        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-06-01      | 4.0000%  | 0.0000% | $3835000.00        | $2763045.98        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-08-01      | 3.5000%  | 0.0000% | $120190.00         | $94743.01          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2040-08-01      | 6.0000%  | 0.0000% | $3743076.00        | $3480258.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 5.1177%  | 0.0000% | $638500.00         | $614495.16         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 0.3824%  | 0.0000% | $325000000.00      | $3654707.23        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-10-20      | 5.2177%  | 0.0000% | $49440800.00       | $49532543.91       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-06-20      | 4.5000%  | 0.0000% | $50810800.00       | $50484113.53       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2052-04-20      | 5.0000%  | 0.0000% | $164469504.00      | $164247100.52      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-11-20      | 4.8677%  | 0.0000% | $11199056.00       | $11149628.47       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-11-20      | 1.3591%  | 0.0000% | $20776000.00       | $1061036.40        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2065-07-20      | 3.5000%  | 0.0000% | $103000.00         | $71715.36          | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-10-20      | 4.7500%  | 0.0000% | $2992344.00        | $2856875.60        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-04-20      | 2.1645%  | 0.0000% | $252487680.00      | $11812477.53       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-11-20      | 5.0338%  | 0.0000% | $124965888.00      | $125228955.91      | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-12-20      | 4.5000%  | 0.0000% | $19444416.00       | $18587772.81       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-02-01      | 5.5000%  | 0.0000% | $3005892.00        | $51812.88          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-04-20      | 3.5000%  | 0.0000% | $70346368.00       | $7571098.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-12-20      | 4.9177%  | 0.0000% | $94161900.00       | $33273616.48       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-08-20      | 0.0500%  | 0.0000% | $30000000.00       | $47258.19          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-03-20      | NA       | 0.0000% | $29999104.00       | $12119.97          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-02-20      | NA       | 0.0000% | $84082688.00       | $5634.75           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-03-20      | 3.5000%  | 0.0000% | $37795900.00       | $35950748.89       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-04-20      | 0.1000%  | 0.0000% | $56995712.00       | $66472.39          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 5.5177%  | 0.0000% | $30000000.00       | $20483617.28       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-02-20      | 5.0000%  | 0.0000% | $1500000.00        | $1457635.44        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-03-20      | 0.5824%  | 0.0000% | $200000000.00      | $2862887.36        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-07-20      | 5.0000%  | 0.0000% | $9024000.00        | $5746993.93        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2050-06-20      | 0.1157%  | 0.0000% | $36494912.00       | $166482.70         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 5.2177%  | 0.0000% | $20000000.00       | $18237355.63       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 4.9677%  | 0.0000% | $15613000.00       | $14423192.03       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 1.1824%  | 0.0000% | $135000000.00      | $4118755.97        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-04-20      | 5.6177%  | 0.0000% | $100000000.00      | $91826671.81       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | 5.6677%  | 0.0000% | $200000000.00      | $195494862.32      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 5.2377%  | 0.0000% | $35000000.00       | $33820246.06       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 5.2677%  | 0.0000% | $75000000.00       | $75388736.09       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-08-20      | 4.5000%  | 0.0000% | $89248512.00       | $87031678.16       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 5.2377%  | 0.0000% | $50000000.00       | $49542468.60       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-06-20      | 4.5000%  | 0.0000% | $58516672.00       | $57582023.77       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-06-20      | 4.5000%  | 0.0000% | $40913152.00       | $40275371.02       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-08-20      | 0.5824%  | 0.0000% | $307000000.00      | $7104528.46        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2044-11-20      | 4.5000%  | 0.0000% | $27377632.00       | $26156714.13       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-04-20      | 3.0000%  | 0.0000% | $65242112.00       | $57428478.36       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 4.5000%  | 0.0000% | $28070592.00       | $22411531.59       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-08-20      | 5.0000%  | 0.0000% | $3958000.00        | $3898772.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-04-20      | 0.0300%  | 0.0000% | $22691840.00       | $7030.81           | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-03-20      | 6.0000%  | 0.0000% | $8210976.00        | $1330251.47        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-12-25      | 3.0000%  | 0.0000% | $8000000.00        | $6962984.00        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-11-25      | 3.0000%  | 0.0000% | $17056096.00       | $1296652.52        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-12-25      | 2.5000%  | 0.0000% | $110000.00         | $21363.39          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-02-25      | 2.2113%  | 0.0000% | $47510144.00       | $1194110.88        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-05-25      | 3.0000%  | 0.0000% | $22500000.00       | $2889856.78        | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                 | 2030-02-25      | 3.0740%  | 0.0000% | $5500000.00        | $3055622.15        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-05-25      | 2.2113%  | 0.0000% | $102568448.00      | $1659497.27        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-09-01      | 5.0000%  | 0.0000% | $1768046.00        | $25091.22          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-10-01      | 4.5000%  | 0.0000% | $1504704.00        | $48603.42          | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2043-11-15      | 4.0000%  | 0.0000% | $11375568.00       | $186822.33         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-03-01      | 4.0000%  | 0.0000% | $200000.00         | $35442.85          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2043-07-01      | 3.0000%  | 0.0000% | $1157414.00        | $182937.97         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-11-01      | 3.0000%  | 0.0000% | $7562688.00        | $1239295.81        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-02-01      | 3.5000%  | 0.0000% | $1027000.00        | $121133.68         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-10-01      | 4.0000%  | 0.0000% | $3600000.00        | $691508.29         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-05-01      | 3.0000%  | 0.0000% | $6408000.00        | $1907498.60        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-03-01      | 2.5000%  | 0.0000% | $985790.00         | $567745.79         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2035-08-01      | 1.5000%  | 0.0000% | $152313.00         | $54645.23          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2038-01-01      | 5.0000%  | 0.0000% | $151748.00         | $83436.15          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-06-20      | 5.2177%  | 0.0000% | $100000000.00      | $34229655.39       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-07-20      | 1.9324%  | 0.0000% | $50000000.00       | $2355643.87        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-07-20      | 4.9177%  | 0.0000% | $50000000.00       | $40215304.77       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-08-20      | 2.7324%  | 0.0000% | $45220096.00       | $1639979.24        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-08-20      | 2.7324%  | 0.0000% | $57307584.00       | $3212054.94        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-11-20      | 0.1000%  | 0.0000% | $223702528.00      | $395482.30         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-09-20      | 1.4124%  | 0.0000% | $30000000.00       | $1388396.32        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-09-20      | 1.5324%  | 0.0000% | $100000000.00      | $3880440.48        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-11-20      | 3.1824%  | 0.0000% | $33871600.00       | $1143519.08        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-11-20      | 2.0324%  | 0.0000% | $83339136.00       | $3723398.92        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-10-20      | 5.1177%  | 0.0000% | $30000000.00       | $28704324.05       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-10-20      | 5.1677%  | 0.0000% | $30000000.00       | $28958601.92       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-20      | 5.0000%  | 0.0000% | $4012664.00        | $3392958.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-10-20      | 5.1177%  | 0.0000% | $44910500.00       | $38488685.12       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-12-20      | 1.5324%  | 0.0000% | $150000000.00      | $2542376.93        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 2.5324%  | 0.0000% | $84612480.00       | $4717470.69        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-12-20      | 5.1177%  | 0.0000% | $40000000.00       | $37622696.24       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-08-20      | 5.5000%  | 0.0000% | $2139000.00        | $2182394.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 5.2500%  | 0.0000% | $3661328.00        | $3698992.08        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-06-01      | 5.5000%  | 0.0000% | $435248.00         | $434116.02         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-04-01      | 4.5000%  | 0.0000% | $34319.00          | $23752.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-02-20      | 4.0000%  | 0.0000% | $568977.00         | $540859.46         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 5.0177%  | 0.0000% | $50000000.00       | $36429128.64       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 0.1250%  | 0.0000% | $200000000.00      | $112994968.09      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-06-20      | 5.0177%  | 0.0000% | $30000000.00       | $21619488.95       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-05-20      | 1.3324%  | 0.0000% | $46478592.00       | $1795554.79        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-08-01      | 6.0000%  | 0.0000% | $1901266.00        | $1565767.21        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-07-01      | 6.5000%  | 0.0000% | $29230.00          | $27605.67          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-10-01      | 4.5000%  | 0.0000% | $1310844.00        | $1146239.59        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-11-01      | 5.5000%  | 0.0000% | $298693.00         | $299996.41         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-05-01      | 2.0000%  | 0.0000% | $566332.00         | $335600.13         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-11-01      | 2.5000%  | 0.0000% | $350000.00         | $84145.56          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2043-01-15      | 5.0000%  | 0.0000% | $3403780.00        | $40737.41          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2033-01-15      | 0.4930%  | 0.0000% | $10000000.00       | $1562666.36        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2043-04-15      | 2.2500%  | 0.0000% | $27896704.00       | $1915732.05        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-06-25      | 3.5000%  | 0.0000% | $24798000.00       | $8792969.16        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-10-25      | 3.5000%  | 0.0000% | $2581000.00        | $843775.47         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-05-25      | 2.0613%  | 0.0000% | $18620928.00       | $508972.93         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2039-07-25      | 2.0613%  | 0.0000% | $14787744.00       | $452016.93         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2060-10-25      | 1.5000%  | 0.0000% | $7000000.00        | $2410429.81        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-07-25      | 2.5000%  | 0.0000% | $6772000.00        | $4545741.12        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-09-25      | 2.5000%  | 0.0000% | $74461200.00       | $3217465.81        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-10-25      | 2.0000%  | 0.0000% | $40346.00          | $23002.17          | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                 | 2030-05-25      | 0.4410%  | 0.0000% | $67000000.00       | $218958.49         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-09-25      | 4.5242%  | 0.0000% | $50500800.00       | $30984665.33       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-08-25      | 4.5742%  | 0.0000% | $27746000.00       | $19916921.39       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-09-25      | 4.5742%  | 0.0000% | $106387200.00      | $72504120.96       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-09-25      | 4.5242%  | 0.0000% | $46000000.00       | $32159557.57       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-11-25      | 2.1258%  | 0.0000% | $31508096.00       | $988640.29         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-06-25      | 5.2242%  | 0.0000% | $6750000.00        | $5266283.12        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-06-25      | 0.0500%  | 0.0000% | $24993792.00       | $14405.97          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-08-15      | 3.0000%  | 0.0000% | $1800000.00        | $229798.01         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2044-05-15      | 3.0000%  | 0.0000% | $4020000.00        | $2122686.17        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-10-15      | NA       | 0.0000% | $753845.00         | $206979.54         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-02-15      | 3.0000%  | 0.0000% | $65240000.00       | $17338732.70       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-03-15      | 3.5000%  | 0.0000% | $2300000.00        | $219376.53         | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2045-05-25      | 2.1435%  | 0.0000% | $11760000.00       | $332763.65         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-05-15      | 3.5000%  | 0.0000% | $1000000.00        | $224984.19         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2027-08-25      | 1.9124%  | 0.0000% | $191234036.00      | $8552.13           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-10-25      | 3.5000%  | 0.0000% | $1000000.00        | $916817.67         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-10-25      | 4.0000%  | 0.0000% | $14791000.00       | $2831503.25        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-01-25      | 4.4887%  | 0.0000% | $83730432.00       | $4930563.26        | Agency Mortgage-Backed Securities |
| FREDDIE MAC - SCRT             | 2056-01-25      | 3.0000%  | 0.0000% | $1942920.00        | $1565247.44        | Agency Mortgage-Backed Securities |
| FREDDIE MAC - SCRT             | 2058-03-25      | 3.5000%  | 0.0000% | $8000000.00        | $6706965.34        | Agency Mortgage-Backed Securities |
| FREDDIE MAC - SLST             | 2060-04-26      | 4.7500%  | 0.0000% | $340000.00         | $80924.27          | Agency Mortgage-Backed Securities |
| FREDDIE MAC - SLST             | 2060-04-26      | 6.5000%  | 0.0000% | $10465024.00       | $8875236.86        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-09-20      | 3.5000%  | 0.0000% | $51046464.00       | $4365017.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-03-20      | 4.0000%  | 0.0000% | $2781864.00        | $225620.51         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2035-07-20      | 4.5000%  | 0.0000% | $56409.00          | $17855.51          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-07-20      | 2.5000%  | 0.0000% | $1159914.00        | $447511.79         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-06-20      | 5.0000%  | 0.0000% | $7014400.00        | $7003707.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-09-20      | 3.0000%  | 0.0000% | $17900768.00       | $16124246.25       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-12-20      | 3.0000%  | 0.0000% | $2909752.00        | $389185.25         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-10-16      | 2.6688%  | 0.0000% | $101561000.00      | $113097.33         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-04-20      | 3.9484%  | 0.0000% | $351272960.00      | $8345.27           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2035-05-20      | 2.3516%  | 0.0000% | $16790688.00       | $26999.69          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-07-20      | 3.0000%  | 0.0000% | $15000000.00       | $1756852.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-08-20      | 4.7500%  | 0.0000% | $51993088.00       | $8631092.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-16      | 2.0870%  | 0.0000% | $1000000.00        | $111463.77         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 5.2677%  | 0.0000% | $50000000.00       | $50255654.44       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-10-20      | 1.8716%  | 0.0000% | $43805824.00       | $309145.83         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-11-20      | 1.8516%  | 0.0000% | $25515744.00       | $506128.05         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-01-20      | 3.5000%  | 0.0000% | $2922000.00        | $1330163.92        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2057-07-16      | 0.2900%  | 0.0000% | $135005000.00      | $375490.21         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-08-20      | 5.5000%  | 0.0000% | $5471470.00        | $6689.37           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2059-10-16      | 0.6385%  | 0.0000% | $88723072.00       | $1176910.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2059-08-16      | 0.7662%  | 0.0000% | $150000000.00      | $2189076.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-12-20      | 1.8316%  | 0.0000% | $44885440.00       | $444487.85         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-01-20      | 1.9128%  | 0.0000% | $17474880.00       | $135211.50         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-06-15      | 9.1728%  | 0.0000% | $9681000.00        | $159282.84         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-03-25      | 4.0000%  | 0.0000% | $971411.00         | $206329.88         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2038-02-15      | 2.9017%  | 0.0000% | $50000000.00       | $107057.72         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-03-25      | 5.0000%  | 0.0000% | $1164604.00        | $203841.97         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-06-25      | 2.6413%  | 0.0000% | $102262912.00      | $313339.65         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2044-10-01      | 5.2770%  | 0.0000% | $7600000.00        | $75441.82          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-03-01      | 6.5150%  | 0.0000% | $15522160.00       | $36639.65          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-12-01      | 5.2820%  | 0.0000% | $8578656.00        | $8759911.57        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-08-01      | 5.9980%  | 0.0000% | $4746000.00        | $29294.91          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-04-01      | 5.6400%  | 0.0000% | $19300000.00       | $75084.57          | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2033-06-01      | 3.5000%  | 0.0000% | $2623356.00        | $70719.17          | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2053-04-01      | 5.0000%  | 0.0000% | $18591264.00       | $2834038.72        | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2049-08-01      | 5.0000%  | 0.0000% | $1946256.00        | $144367.88         | Agency Mortgage-Backed Securities |
| FANNIE MAE INTEREST STRIP      | 2055-05-01      | 6.5000%  | 0.0000% | $37326976.00       | $4729186.40        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-08-01      | 7.5000%  | 0.0000% | $1029374.00        | $780741.30         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-09-01      | 5.5000%  | 0.0000% | $1454826.00        | $1487975.49        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-10-01      | 7.0000%  | 0.0000% | $1562990.00        | $1664344.66        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-10-01      | 7.0000%  | 0.0000% | $2125688.00        | $2005343.13        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-11-01      | 5.5000%  | 0.0000% | $2549740.00        | $2596779.29        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-11-01      | 6.0000%  | 0.0000% | $6754248.00        | $7024822.47        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-09-20      | 2.0824%  | 0.0000% | $78143744.00       | $7524239.62        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-10-20      | 0.7824%  | 0.0000% | $166000000.00      | $5532943.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-11-20      | NA       | 0.0000% | $60000000.00       | $134822.17         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-12-20      | NA       | 0.0000% | $235741184.00      | $219530.37         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-12-20      | 4.9177%  | 0.0000% | $100000000.00      | $35329234.77       | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-11-20      | 5.0000%  | 0.0000% | $2795864.00        | $2809308.52        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-12-20      | 5.0000%  | 0.0000% | $2114036.00        | $2129882.11        | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST           | 2028-11-25      | 6.3231%  | 0.0000% | $4746000.00        | $766004.83         | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST           | 2029-01-25      | NA       | 0.0000% | $42024000.00       | $32248377.12       | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST           | 2029-08-25      | NA       | 0.0000% | $40810000.00       | $32818055.27       | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST           | 2049-10-25      | 0.1000%  | 0.0000% | $226049024.00      | $352711.75         | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST           | 2027-01-25      | 6.2731%  | 0.0000% | $4000000.00        | $589957.26         | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST           | 2030-01-25      | 6.8731%  | 0.0000% | $2550000.00        | $732347.03         | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST           | 2028-12-26      | 10.4086% | 0.0000% | $61175296.00       | $29782352.09       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2030-12-01      | 5.4050%  | 0.0000% | $5000000.00        | $9222.96           | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2036-01-15      | 5.0000%  | 0.0000% | $173746176.00      | $206147.03         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-10-16      | 0.7450%  | 0.0000% | $297500000.00      | $12126598.64       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-08-16      | 0.8778%  | 0.0000% | $11700000.00       | $542149.43         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2061-04-16      | 0.8155%  | 0.0000% | $26286112.00       | $1398767.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-05-16      | 0.8262%  | 0.0000% | $25000000.00       | $1329224.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-06-16      | 0.8217%  | 0.0000% | $37000000.00       | $1729202.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-06-16      | 1.2500%  | 0.0000% | $140000.00         | $76366.33          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-05-16      | 0.9866%  | 0.0000% | $13500000.00       | $839085.35         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-05-16      | 0.9693%  | 0.0000% | $14450000.00       | $858837.84         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-10-16      | 0.8640%  | 0.0000% | $8200000.00        | $454742.69         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-03-16      | 1.2875%  | 0.0000% | $17950000.00       | $1204723.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-08-16      | 1.1446%  | 0.0000% | $12700000.00       | $756258.74         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-11-20      | 3.5000%  | 0.0000% | $17994000.00       | $5064736.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-12-20      | 1.9128%  | 0.0000% | $15679616.00       | $290396.05         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-10-20      | 3.0000%  | 0.0000% | $4600000.00        | $891829.07         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-08-20      | 2.3516%  | 0.0000% | $11563344.00       | $176572.77         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-07-20      | 0.1588%  | 0.0000% | $17314528.00       | $19324.25          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-02-20      | 3.5000%  | 0.0000% | $858680.00         | $784680.39         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-02-20      | 5.0000%  | 0.0000% | $1015530.00        | $1041329.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-01-20      | 4.5000%  | 0.0000% | $100000000.00      | $13431179.71       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-11-16      | 0.8755%  | 0.0000% | $16300000.00       | $1004416.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-06-16      | 0.7355%  | 0.0000% | $150000000.00      | $8444352.93        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-07-16      | 0.3172%  | 0.0000% | $225298000.00      | $6521103.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-06-16      | 2.3500%  | 0.0000% | $91300000.00       | $80926784.93       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2068-01-16      | 0.8124%  | 0.0000% | $150000000.00      | $11737447.41       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-07-16      | 0.8505%  | 0.0000% | $50471440.00       | $3397940.48        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2064-12-16      | 4.5000%  | 0.0000% | $20841240.00       | $18017585.44       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-02-16      | 5.0000%  | 0.0000% | $20000000.00       | $19408453.32       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-06-20      | 5.3177%  | 0.0000% | $35000000.00       | $33910241.30       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-06-20      | 0.4024%  | 0.0000% | $105000000.00      | $1546634.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-10-20      | 5.0000%  | 0.0000% | $5795344.00        | $122377.90         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 0.0500%  | 0.0000% | $112956160.00      | $130951.47         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 0.1100%  | 0.0000% | $5000000.00        | $8111.26           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 1.5824%  | 0.0000% | $100000000.00      | $1693754.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 0.0500%  | 0.0000% | $96972800.00       | $69988.83          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-04-25      | 3.5000%  | 0.0000% | $6900000.00        | $1543349.96        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-05-25      | 3.5000%  | 0.0000% | $4905000.00        | $3149179.66        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-06-25      | 2.1087%  | 0.0000% | $4113936.00        | $13088.45          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-11-25      | 2.1113%  | 0.0000% | $21200000.00       | $288143.69         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-02-25      | 3.0000%  | 0.0000% | $1600000.00        | $2236084.33        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-04-01      | 3.5000%  | 0.0000% | $3500000.00        | $2345230.35        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-08-01      | 5.0000%  | 0.0000% | $1035000.00        | $805858.64         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-05-01      | 6.5000%  | 0.0000% | $1034392.00        | $676967.44         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-03-01      | 5.5000%  | 0.0000% | $596000.00         | $521764.33         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-12-01      | 5.0000%  | 0.0000% | $456151.00         | $443431.40         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-04-01      | 3.5000%  | 0.0000% | $19000.00          | $6697.22           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2032-03-01      | 2.5000%  | 0.0000% | $1051082.00        | $281449.32         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2032-08-01      | 3.0000%  | 0.0000% | $1029864.00        | $248921.19         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-10-01      | 3.0000%  | 0.0000% | $1385024.00        | $1122957.88        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-09-01      | 4.5000%  | 0.0000% | $1610280.00        | $1220107.77        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-03-01      | 6.5000%  | 0.0000% | $4000000.00        | $2086205.38        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-04-01      | 4.5000%  | 0.0000% | $290000.00         | $254211.95         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-05-01      | 6.5000%  | 0.0000% | $46733.00          | $38172.78          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-06-01      | 4.5000%  | 0.0000% | $51134.00          | $40143.62          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-07-01      | 4.5000%  | 0.0000% | $1199750.00        | $853216.04         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-07-01      | 6.0000%  | 0.0000% | $3141480.00        | $1581736.76        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2033-06-15      | 3.0000%  | 0.0000% | $6489130.00        | $6240142.08        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2043-10-15      | 2.2500%  | 0.0000% | $73921000.00       | $1333565.81        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-12-15      | 0.5148%  | 0.0000% | $9503232.00        | $545586.66         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-08-15      | 4.5000%  | 0.0000% | $19743072.00       | $123397.86         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2044-08-15      | 5.0000%  | 0.0000% | $61727232.00       | $525129.30         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2045-01-15      | 2.2500%  | 0.0000% | $32366000.00       | $1590643.97        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2045-02-15      | 3.5000%  | 0.0000% | $2500000.00        | $3120166.76        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2045-07-15      | 6.0000%  | 0.0000% | $39759104.00       | $514175.57         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-05-15      | 2.0017%  | 0.0000% | $130080960.00      | $1929824.10        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-02-25      | 2.1613%  | 0.0000% | $26615872.00       | $288116.17         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-04-25      | 4.9887%  | 0.0000% | $2000000.00        | $288778.99         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2032-09-25      | 2.7613%  | 0.0000% | $37575296.00       | $159430.47         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-07-25      | 2.5000%  | 0.0000% | $7522264.00        | $7158166.36        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2054-11-25      | 4.3804%  | 0.0000% | $20180000.00       | $4809748.64        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2032-01-25      | 3.7800%  | 0.0000% | $29000.00          | $8194.94           | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2033-02-25      | 4.6140%  | 0.0000% | $1250000.00        | $1273975.00        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-11-25      | 0.0500%  | 0.0000% | $100000000.00      | $179319.68         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-11-25      | 6.0000%  | 0.0000% | $400304.00         | $356676.75         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-04-25      | 5.5000%  | 0.0000% | $10000000.00       | $7697134.62        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-09-25      | 5.1742%  | 0.0000% | $30000000.00       | $23360154.83       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-12-25      | 5.3742%  | 0.0000% | $53976000.00       | $27492227.09       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2054-06-25      | 1.9758%  | 0.0000% | $94911488.00       | $6189704.35        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-01-25      | 2.2258%  | 0.0000% | $15000000.00       | $647108.61         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-07-25      | 5.0000%  | 0.0000% | $39292160.00       | $36535719.57       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-12-25      | 5.5000%  | 0.0000% | $12000000.00       | $8577689.29        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2054-08-25      | 0.1000%  | 0.0000% | $75000000.00       | $129313.77         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-02-25      | 5.0000%  | 0.0000% | $1299674.00        | $961077.01         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-10-25      | 5.0000%  | 0.0000% | $8389680.00        | $6160593.84        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2052-03-25      | 5.0000%  | 0.0000% | $82725248.00       | $63573739.48       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-07-25      | 2.0258%  | 0.0000% | $106385408.00      | $5271374.09        | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                 | 2027-02-25      | NA       | 0.0000% | $67192192.00       | $43764211.37       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-09-25      | 4.7242%  | 0.0000% | $350000.00         | $340091.43         | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-09-25      | 5.0000%  | 0.0000% | $3177490.00        | $2850093.80        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2052-11-25      | 4.5000%  | 0.0000% | $14550400.00       | $14450512.61       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2052-05-25      | 4.0000%  | 0.0000% | $86486784.00       | $85038678.12       | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2038-10-25      | 6.0000%  | 0.0000% | $173948416.00      | $233218.58         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-05-15      | 3.0000%  | 0.0000% | $560125.00         | $17175.33          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-02-15      | 4.0000%  | 0.0000% | $9937152.00        | $1181444.01        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-04-15      | 3.5000%  | 0.0000% | $15000000.00       | $10527869.35       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-08-15      | 2.0000%  | 0.0000% | $1010000.00        | $831668.00         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-08-15      | 3.5000%  | 0.0000% | $2692068.00        | $362195.13         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2033-01-15      | 3.0000%  | 0.0000% | $26735552.00       | $179015.89         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-08-15      | 3.5000%  | 0.0000% | $1700000.00        | $141512.91         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-05-15      | 2.1017%  | 0.0000% | $97046080.00       | $1498453.41        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2028-09-25      | 3.9200%  | 0.0000% | $1000000.00        | $1006232.67        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2046-11-25      | 2.2933%  | 0.0000% | $16102460.00       | $1000849.42        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2034-01-25      | 3.7940%  | 0.0000% | $2680000.00        | $2581849.47        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2048-09-15      | 4.0000%  | 0.0000% | $562500.00         | $6037.71           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-10-25      | 2.5000%  | 0.0000% | $10473168.00       | $2451359.69        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2026-09-25      | 0.7266%  | 0.0000% | $289225000.00      | $1388026.37        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-12-25      | 3.5000%  | 0.0000% | $1300000.00        | $219162.95         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2043-03-15      | 0.3734%  | 0.0000% | $39666304.00       | $207728.55         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2038-02-25      | 0.8500%  | 0.0000% | $11324432.00       | $31057.54          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2043-02-25      | 0.2893%  | 0.0000% | $9983856.00        | $28625.37          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-10-25      | 4.0000%  | 0.0000% | $19000000.00       | $1504181.22        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-04-25      | 0.0800%  | 0.0000% | $295837696.00      | $119094.69         | Agency Mortgage-Backed Securities |
| FREDDIE MAC WHOLE LOAN SECURIT | 2047-05-25      | 3.0000%  | 0.0000% | $6500000.00        | $3462882.21        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-05-25      | NA       | 0.0000% | $12500000.00       | $12938.55          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2044-11-25      | 2.5000%  | 0.0000% | $20400000.00       | $1184164.62        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-08-25      | 2.0000%  | 0.0000% | $1960000.00        | $1110735.27        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-08-25      | 2.0000%  | 0.0000% | $1745000.00        | $987585.66         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-11-25      | 1.5000%  | 0.0000% | $6557390.00        | $3359208.39        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2034-10-25      | 2.7352%  | 0.0000% | $3900000.00        | $501658.15         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-12-20      | 3.5000%  | 0.0000% | $13513000.00       | $1378946.13        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-11-01      | 6.0000%  | 0.0000% | $7552690.00        | $7851225.93        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2036-12-25      | 4.5000%  | 0.0000% | $20384192.00       | $20126312.19       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-09-25      | 5.5000%  | 0.0000% | $5000000.00        | $1953012.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 5.7677%  | 0.0000% | $20000000.00       | $18381693.97       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-09-01      | 7.5000%  | 0.0000% | $12278544.00       | $12201349.35       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-10-01      | 5.5000%  | 0.0000% | $48745088.00       | $49081133.80       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-11-01      | 6.5000%  | 0.0000% | $79962112.00       | $84657620.51       | Agency Mortgage-Backed Securities |
| FREDDIE MAC STRIPS             | 2039-02-25      | 6.5000%  | 0.0000% | $1019396.00        | $64362.45          | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2044-04-25      | 6.5000%  | 0.0000% | $698354.00         | $61184.49          | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2044-04-25      | 5.0000%  | 0.0000% | $724211.00         | $82444.33          | Agency Mortgage-Backed Securities |
| FREDDIE MAC STRIPS             | 2039-04-25      | 6.0000%  | 0.0000% | $8217792.00        | $623836.40         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2054-04-25      | 5.5000%  | 0.0000% | $4896104.00        | $526525.86         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2039-04-25      | 4.5000%  | 0.0000% | $10600560.00       | $881342.08         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2039-04-25      | 5.5000%  | 0.0000% | $8567232.00        | $707414.77         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-03-01      | 4.0000%  | 0.0000% | $58062.00          | $54050.74          | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2054-11-25      | 0.3258%  | 0.0000% | $41250000.00       | $517905.12         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2055-08-25      | 1.9258%  | 0.0000% | $68503936.00       | $5579915.42        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2055-09-25      | 1.9758%  | 0.0000% | $50000000.00       | $2908164.75        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2055-09-25      | 1.3258%  | 0.0000% | $131918848.00      | $5067779.11        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2051-11-25      | 5.0000%  | 0.0000% | $1374336.00        | $1248171.42        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2055-09-25      | 1.2758%  | 0.0000% | $115000000.00      | $4383834.74        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2055-09-25      | 0.4258%  | 0.0000% | $187500000.00      | $3265656.80        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2036-10-25      | 4.5000%  | 0.0000% | $2343450.00        | $2304332.59        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2030-09-25      | 4.7419%  | 0.0000% | $1000000.00        | $999913.10         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2053-12-25      | 4.0000%  | 0.0000% | $61951440.00       | $60265436.86       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2055-12-25      | 4.5000%  | 0.0000% | $31853696.00       | $28940462.36       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2052-06-25      | 4.0000%  | 0.0000% | $66257024.00       | $65044277.50       | Agency Mortgage-Backed Securities |
| FANNIEMAE WHOLE LOAN           | 2042-10-25      | 4.9500%  | 0.0000% | $14249936.00       | $739170.61         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-04-25      | 6.0000%  | 0.0000% | $28000000.00       | $850616.36         | Agency Mortgage-Backed Securities |
| FANNIEMAE WHOLE LOAN           | 2043-11-25      | 5.6810%  | 0.0000% | $5000000.00        | $1133194.62        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-09-25      | NA       | 0.0000% | $2727272.00        | $109809.74         | Agency Mortgage-Backed Securities |

### Security 208: Royal Bank of Canada Tri Party Repo

- **C.1 - Title:** Royal Bank of Canada Tri Party Repo 3.800000%
- **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: 933UAV007, C.3 - LEI: N/A, C.5 - Other ID: 933UAV007_3.80_0102
- **C.18 - Value (incl. sponsor support):** $760000000.00
- **C.18.a - Value (excl. sponsor support):** $760000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae       | 2055-03-01      | 6.5000%  | 0.0000% | $875392.00         | $920528.91         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1018.19           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $808.46            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-03-01      | 3.0000%  | 0.0000% | $128001.00         | $40515.12          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-10-01      | 4.0000%  | 0.0000% | $111734.00         | $22380.80          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-10-01      | 4.0000%  | 0.0000% | $1000.00           | $275.83            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-07-01      | 4.0000%  | 0.0000% | $100967.00         | $26581.17          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-10-01      | 3.5000%  | 0.0000% | $1000.00           | $285.57            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2040-12-01      | 3.0000%  | 0.0000% | $1000.00           | $518.10            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2034-08-01      | 4.0000%  | 0.0000% | $1326602.00        | $473524.25         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-01-01      | 2.0000%  | 0.0000% | $109000.00         | $57698.35          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2036-04-01      | 2.0000%  | 0.0000% | $757522.00         | $402541.95         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $550.07            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $655.60            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2051-12-01      | 3.5000%  | 0.0000% | $4897000.00        | $3147371.67        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $722.18            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-11-01      | 3.5000%  | 0.0000% | $4704800.00        | $3678640.96        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $734.68            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-09-01      | 3.5000%  | 0.0000% | $1000.00           | $804.40            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-10-01      | 3.0000%  | 0.0000% | $356000.00         | $46766.19          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $897.50            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-08-01      | 5.5000%  | 0.0000% | $1002.00           | $1023.69           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-08-01      | 6.5000%  | 0.0000% | $187948.00         | $193583.63         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1043.47           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-12-01      | 5.5000%  | 0.0000% | $1008.00           | $1030.14           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-12-01      | 5.5000%  | 0.0000% | $1011.00           | $1034.46           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-06-01      | 6.0000%  | 0.0000% | $4777424.00        | $4852843.94        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-03-01      | 5.5000%  | 0.0000% | $1317921.00        | $1345513.61        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2035-03-01      | 3.0000%  | 0.0000% | $1000.00           | $290.32            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2047-12-01      | 3.5000%  | 0.0000% | $1000.00           | $73.66             | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2039-11-01      | 4.5000%  | 0.0000% | $4943568.00        | $98941.43          | Agency Mortgage-Backed Securities  |
| US TREASURY N/B  | 2034-05-15      | 4.3750%  | 0.0000% | $212588200.00      | $219075199.73      | U.S. Treasuries (including strips) |
| US TREASURY N/B  | 2028-03-31      | 3.6250%  | 0.0000% | $526130100.00      | $532618908.78      | U.S. Treasuries (including strips) |
| US TREASURY N/B  | 2047-08-15      | 2.7500%  | 0.0000% | $3956100.00        | $2882467.87        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B  | 2026-01-15      | 2.0000%  | 0.0000% | $822600.00         | $1358470.03        | U.S. Treasuries (including strips) |
| TREASURY BILL    | 2026-06-18      | NA       | 0.0000% | $1943900.00        | $1912338.84        | U.S. Treasuries (including strips) |
| TREASURY BILL    | 2026-05-28      | NA       | 0.0000% | $28700.00          | $28293.06          | U.S. Treasuries (including strips) |
| TREASURY BILL    | 2026-05-21      | NA       | 0.0000% | $31100.00          | $30679.43          | U.S. Treasuries (including strips) |
| TREASURY BILL    | 2026-02-17      | NA       | 0.0000% | $25000.00          | $24887.23          | U.S. Treasuries (including strips) |
| TREASURY BILL    | 2026-05-07      | NA       | 0.0000% | $439100.00         | $433748.69         | U.S. Treasuries (including strips) |
| TREASURY BILL    | 2026-04-09      | NA       | 0.0000% | $502000.00         | $497232.00         | U.S. Treasuries (including strips) |
| TREASURY BILL    | 2026-04-02      | NA       | 0.0000% | $122900.00         | $121808.53         | U.S. Treasuries (including strips) |
| TREASURY BILL    | 2026-04-16      | NA       | 0.0000% | $588900.00         | $582911.48         | U.S. Treasuries (including strips) |
| TREASURY BILL    | 2026-08-06      | NA       | 0.0000% | $35300.00          | $34578.86          | U.S. Treasuries (including strips) |
| TREASURY BILL    | 2026-03-26      | NA       | 0.0000% | $178000.00         | $176557.49         | U.S. Treasuries (including strips) |
| TREASURY BILL    | 2026-02-19      | NA       | 0.0000% | $92200.00          | $91765.09          | U.S. Treasuries (including strips) |
| TREASURY BILL    | 2026-03-31      | NA       | 0.0000% | $11100.00          | $11004.63          | U.S. Treasuries (including strips) |

### Security 209: Bank of Montreal Tri Party Repo

- **C.1 - Title:** Bank of Montreal Tri Party Repo 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 934EEG001, C.3 - LEI: N/A, C.5 - Other ID: 934EEG001_3.85_0102
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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

**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 | 2055-11-20      | 4.5000%  | 0.0000% | $30012033.00       | $29364615.39       | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-12-20      | 5.5000%  | 0.0000% | $2490346.00        | $2523055.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-06-20      | 7.0000%  | 0.0000% | $29200044.00       | $29191404.71       | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-12-20      | 5.5000%  | 0.0000% | $15246937.00       | $15420924.88       | Agency Mortgage-Backed Securities |

### Security 210: BMO Capital Markets Corp Tri Party Repo

- **C.1 - Title:** BMO Capital Markets Corp Tri Party Repo 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 934EFN005, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: 934EFN005_3.85_0102
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2054-08-01      | 6.0000%  | 0.0000% | $189849000.00      | $142800699.85      | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 6.0000%  | 0.0000% | $23094213.00       | $19816810.39       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2055-04-01      | 6.0000%  | 0.0000% | $18935310.00       | $15882490.05       | Agency Mortgage-Backed Securities |

### Security 211: Fixed Income Clearing Corp. Tri Party Repo - BNYM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BNYM 3.830000%
- **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_3.83_0102
- **C.18 - Value (incl. sponsor support):** $2100000000.00
- **C.18.a - Value (excl. sponsor support):** $2100000000.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE POOL                | 2054-10-01      | 6.0000%  | 0.0000% | $115175808.00      | $111145128.29      | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-06-01      | 5.0000%  | 0.0000% | $1024.00           | $1018.56           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 5.0000%  | 0.0000% | $63699584.00       | $64335220.94       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-05-01      | 6.0000%  | 0.0000% | $56747584.00       | $57023350.80       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $995.39            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-12-01      | 5.5000%  | 0.0000% | $1024.00           | $1055.69           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-12-01      | 6.0000%  | 0.0000% | $45453824.00       | $47367995.16       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-09-01      | 5.0000%  | 0.0000% | $1024.00           | $1022.94           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-09-01      | 5.5000%  | 0.0000% | $1024.00           | $1039.99           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-09-01      | 6.5000%  | 0.0000% | $42079000.00       | $42919105.66       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $1042.90           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-10-01      | 6.0000%  | 0.0000% | $122536832.00      | $126785508.06      | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2036-12-01      | 5.9000%  | 0.0000% | $1000.00           | $28.60             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-10-01      | 4.5000%  | 0.0000% | $1000.00           | $50.25             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-09-01      | 3.0000%  | 0.0000% | $1000.00           | $139.94            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-05-01      | 5.5000%  | 0.0000% | $1024.00           | $846.86            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2037-03-01      | 1.5000%  | 0.0000% | $4381888.00        | $2661094.20        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-07-01      | 3.5000%  | 0.0000% | $87824200.00       | $80356826.04       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-09-01      | 5.5000%  | 0.0000% | $48157000.00       | $47468970.77       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1029.41           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $824.36            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-04-01      | 5.0000%  | 0.0000% | $8006672.00        | $7978146.78        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-06-01      | 5.5000%  | 0.0000% | $1008.00           | $1026.27           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.78           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $966.03            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-09-01      | 6.0000%  | 0.0000% | $29447648.00       | $30391669.52       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.37           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1003.53           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $826.70            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-03-01      | 6.0000%  | 0.0000% | $1008.00           | $881.62            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-02-01      | 5.5000%  | 0.0000% | $1152.00           | $1023.43           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-05-01      | 3.5000%  | 0.0000% | $1024.00           | $902.30            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-12-01      | 5.5000%  | 0.0000% | $92359936.00       | $86922647.68       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-10-01      | 6.5000%  | 0.0000% | $28175936.00       | $28401063.93       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1005.93           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-05-01      | 5.5000%  | 0.0000% | $102297600.00      | $98739247.40       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-05-01      | 5.0000%  | 0.0000% | $1120.00           | $1073.65           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $910.47            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $1027.42           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.02           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-07-01      | 6.0000%  | 0.0000% | $60688832.00       | $60836999.89       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-08-01      | 5.0000%  | 0.0000% | $34458112.00       | $34163357.88       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $1039.87           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2048-04-01      | 3.5000%  | 0.0000% | $114332800.00      | $107321988.96      | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1052.92           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2054-09-01      | 6.0000%  | 0.0000% | $40192064.00       | $39208174.58       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-09-01      | 6.5000%  | 0.0000% | $1024.00           | $1000.89           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-11-01      | 6.0000%  | 0.0000% | $28994591.00       | $30435944.28       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $875.75            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1027.59           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-11-01      | 2.0000%  | 0.0000% | $55843584.00       | $30701258.60       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-02-01      | 2.0000%  | 0.0000% | $1024.00           | $573.62            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-06-01      | 3.5000%  | 0.0000% | $1024.00           | $537.18            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-06-01      | 5.0000%  | 0.0000% | $12861200.00       | $9446459.84        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-09-01      | 5.5000%  | 0.0000% | $1575727.00        | $1559702.90        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-10-01      | 4.5000%  | 0.0000% | $1008.00           | $774.60            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-05-01      | 5.0000%  | 0.0000% | $1024.00           | $879.36            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-03-01      | 6.0000%  | 0.0000% | $74790144.00       | $51341383.65       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-06-01      | 5.5000%  | 0.0000% | $13326720.00       | $12185305.88       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $862.15            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $927.06            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $972.21            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $967.42            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-12-01      | 6.0000%  | 0.0000% | $1024.00           | $940.21            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-08-01      | 6.0000%  | 0.0000% | $75598880.00       | $64776292.45       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-06-01      | 6.5000%  | 0.0000% | $22496352.00       | $23206562.99       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2034-09-01      | 5.5000%  | 0.0000% | $17301.00          | $25.08             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2035-01-01      | 5.0000%  | 0.0000% | $7828.00           | $145.04            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2037-12-01      | 5.5000%  | 0.0000% | $11351.00          | $468.82            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2034-11-01      | 6.0000%  | 0.0000% | $6250.00           | $81.54             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2029-07-01      | 4.5000%  | 0.0000% | $2002.00           | $29.58             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2034-01-01      | 5.5000%  | 0.0000% | $210610.00         | $718.28            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2034-01-01      | 5.5000%  | 0.0000% | $17527.00          | $63.80             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2036-10-01      | 6.0000%  | 0.0000% | $9043.00           | $73.69             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2037-10-01      | 6.5000%  | 0.0000% | $1000.00           | $8.79              | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2038-04-01      | 6.0000%  | 0.0000% | $20169.00          | $228.46            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2040-05-01      | 5.5000%  | 0.0000% | $1021.00           | $44.22             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2044-07-01      | 4.0000%  | 0.0000% | $1000.00           | $105.97            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2049-04-01      | 4.5000%  | 0.0000% | $1998.00           | $145.81            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2036-04-01      | 6.0000%  | 0.0000% | $1072.00           | $14.23             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-08-01      | 2.5000%  | 0.0000% | $192019968.00      | $119070521.12      | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $807.28            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $896.92            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $878.36            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-10-01      | 5.5000%  | 0.0000% | $1024.00           | $978.06            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $948.32            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $956.72            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-04-01      | 6.0000%  | 0.0000% | $84052800.00       | $80661770.07       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-05-01      | 5.5000%  | 0.0000% | $14992000.00       | $14225349.67       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-11-01      | 5.0000%  | 0.0000% | $1024.00           | $1027.96           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-08-01      | 5.0000%  | 0.0000% | $21392736.00       | $21040090.62       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $1037.93           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-08-01      | 5.5000%  | 0.0000% | $1008.00           | $987.79            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-12-01      | 5.5000%  | 0.0000% | $50484037.00       | $51185780.47       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2040-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1028.94           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 5.5000%  | 0.0000% | $7417344.00        | $7606088.21        | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                | 2031-06-30      | 4.2500%  | 0.0000% | $78359400.00       | $80300283.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-10-15      | 3.5000%  | 0.0000% | $59823000.00       | $60251921.71       | U.S. Treasuries (including strips) |
| FREDDIE MAC POOL               | 2055-08-01      | 4.5000%  | 0.0000% | $1000.00           | $979.94            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2048-11-01      | 3.5000%  | 0.0000% | $1024.00           | $964.75            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2056-01-01      | 5.0000%  | 0.0000% | $45876995.00       | $46118246.82       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-05-01      | 3.0000%  | 0.0000% | $106794080.00      | $76624418.15       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-05-01      | 3.5000%  | 0.0000% | $1024.00           | $697.53            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $797.87            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $842.48            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-12-01      | 6.0000%  | 0.0000% | $1120.00           | $917.93            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-05-01      | 5.5000%  | 0.0000% | $1024.00           | $919.49            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $919.39            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-10-01      | 5.5000%  | 0.0000% | $43799168.00       | $38898408.53       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-08-01      | 5.0000%  | 0.0000% | $24211900.00       | $24311011.69       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-04-01      | 5.5000%  | 0.0000% | $19882976.00       | $19971767.20       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $992.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-06-20      | 5.5000%  | 0.0000% | $12000000.00       | $12057769.60       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 5.0000%  | 0.0000% | $20000000.00       | $18947264.17       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 5.5000%  | 0.0000% | $30000000.00       | $30091152.02       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 5.5000%  | 0.0000% | $10000000.00       | $9987355.91        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-09-01      | 4.6650%  | 0.0000% | $53951000.00       | $54659457.56       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-05-01      | 4.6200%  | 0.0000% | $50000000.00       | $50926400.00       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2029-12-01      | 4.5000%  | 0.0000% | $23044000.00       | $23491952.32       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 5.5000%  | 0.0000% | $3810300.00        | $3838672.97        | Agency Mortgage-Backed Securities  |

### Security 212: Prudential Insurance Company of America Repo

- **C.1 - Title:** Prudential Insurance Company of America Repo 3.860000%
- **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_3.86_0102
- **C.18 - Value (incl. sponsor support):** $580473750.00
- **C.18.a - Value (excl. sponsor support):** $580473750.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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

**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     | 2049-11-15      | NA       | 0.0000% | $100000000.00      | $30759500.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-05-15      | 3.0000%  | 0.0000% | $20000000.00       | $15216868.09       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2041-08-15      | NA       | 0.0000% | $15000000.00       | $7279575.00        | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2050-02-15      | NA       | 0.0000% | $100000000.00      | $30386200.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-11-15      | 4.0000%  | 0.0000% | $49000000.00       | $43124060.77       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-31      | 4.3750%  | 0.0000% | $50000000.00       | $51159476.90       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 3.6250%  | 0.0000% | $100000000.00      | $101104497.58      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 3.5000%  | 0.0000% | $100000000.00      | $100667904.01      | U.S. Treasuries (including strips) |
| STRIPS          | 2037-02-15      | NA       | 0.0000% | $45000000.00       | $27674460.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2039-11-15      | NA       | 0.0000% | $50000000.00       | $26278700.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2046-11-15      | NA       | 0.0000% | $33000000.00       | $11664279.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2041-11-15      | NA       | 0.0000% | $14000000.00       | $6526870.00        | U.S. Treasuries (including strips) |
| STRIPS          | 2042-05-15      | NA       | 0.0000% | $25000000.00       | $11318425.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2050-08-15      | NA       | 0.0000% | $50000000.00       | $14854650.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2052-05-15      | NA       | 0.0000% | $113000000.00      | $30863916.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2048-02-15      | NA       | 0.0000% | $250000000.00      | $84140000.00       | U.S. Treasuries (including strips) |

### Security 213: Fixed Income Clearing Corp. Tri Party Repo - BNYM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BNYM 3.700000%
- **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_3.70_0102
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2034-05-15      | 4.3750%  | 0.0000% | $445117100.00      | $459000031.84      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BNYM 3.820000%
- **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_3.82_0102
- **C.18 - Value (incl. sponsor support):** $875000000.00
- **C.18.a - Value (excl. sponsor support):** $875000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2028-01-15      | 0.5000%  | 0.0000% | $422367700.00      | $549189461.06      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 4.1250%  | 0.0000% | $333896100.00      | $343310575.73      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** National Australia Bank Ltd. Repo 3.830000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 935EJW000, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, C.5 - Other ID: 935EJW000_3.83_0102
- **C.18 - Value (incl. sponsor support):** $575000000.00
- **C.18.a - Value (excl. sponsor support):** $575000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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

**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% | $592785000.00      | $586255102.73      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Banco Santander SA Tri Party Repo 3.830000%
- **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_3.83_0102
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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

**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 | 2052-10-20      | 5.0000%  | 0.0000% | $3048.00           | $2263.43           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-10-20      | 2.0000%  | 0.0000% | $1000.00           | $574.43            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-12-20      | 5.0000%  | 0.0000% | $1000.00           | $760.87            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-01-20      | 5.5000%  | 0.0000% | $2000.00           | $1337.76           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 6.0000%  | 0.0000% | $2000.00           | $1128.41           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-08-20      | 4.5000%  | 0.0000% | $1000.00           | $881.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-08-20      | 6.0000%  | 0.0000% | $1000.00           | $676.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-20      | 4.5000%  | 0.0000% | $1000.00           | $873.68            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-04-20      | 5.5000%  | 0.0000% | $1000.00           | $660.62            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 4.0000%  | 0.0000% | $4353146.00        | $3897156.60        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2065-06-20      | 6.5000%  | 0.0000% | $1000.00           | $1042.59           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2065-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1043.37           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-04-01      | 3.5000%  | 0.0000% | $6144.00           | $4274.68           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-05-01      | 4.0000%  | 0.0000% | $4078096.00        | $2127665.97        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-08-01      | 5.0000%  | 0.0000% | $822389.00         | $604581.97         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-08-01      | 5.0000%  | 0.0000% | $1024.00           | $773.38            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $596.15            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-04-01      | 5.5000%  | 0.0000% | $3000.00           | $2047.77           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-07-20      | 4.5000%  | 0.0000% | $84169932.00       | $7471777.73        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-10-20      | 3.0000%  | 0.0000% | $818000.00         | $108876.92         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-02-20      | 4.0000%  | 0.0000% | $57150861.00       | $5637999.86        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-05-20      | 6.5000%  | 0.0000% | $88000.00          | $12325.25          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-04-01      | 6.0000%  | 0.0000% | $2319161.00        | $1643288.09        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-06-01      | 5.5000%  | 0.0000% | $8120.00           | $7292.49           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-06-01      | 5.5000%  | 0.0000% | $7120.00           | $6609.49           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-05-01      | 5.0000%  | 0.0000% | $911129.00         | $679055.10         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-10-01      | 5.5000%  | 0.0000% | $5076.00           | $4451.27           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-11-01      | 6.0000%  | 0.0000% | $3048.00           | $2492.57           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-04-01      | 5.0000%  | 0.0000% | $8072.00           | $7255.16           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-04-01      | 5.5000%  | 0.0000% | $1006.00           | $767.33            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $860.48            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-05-01      | 6.0000%  | 0.0000% | $1184000.00        | $1140911.68        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-08-01      | 6.5000%  | 0.0000% | $1014200.00        | $1015455.73        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1998.26           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-08-01      | 3.5000%  | 0.0000% | $1000.00           | $224.61            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-05-01      | 4.0000%  | 0.0000% | $3072.00           | $897.55            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-03-01      | 5.0000%  | 0.0000% | $5048.00           | $1516.58           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-04-01      | 4.0000%  | 0.0000% | $11112009.00       | $2167864.66        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-06-01      | 2.0000%  | 0.0000% | $4000.00           | $1952.66           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-06-20      | 2.5000%  | 0.0000% | $1000.00           | $392.19            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2035-04-20      | 2.5000%  | 0.0000% | $1000.00           | $127.16            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-10-20      | 6.0000%  | 0.0000% | $10000.00          | $2232.33           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-05-20      | 5.5000%  | 0.0000% | $1000.00           | $257.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-10-20      | 6.0000%  | 0.0000% | $24000.00          | $6124.28           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2037-05-20      | 1.5000%  | 0.0000% | $1000.00           | $601.67            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-05-20      | 4.0000%  | 0.0000% | $11619098.00       | $8333730.19        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-04-20      | 3.0000%  | 0.0000% | $1000.00           | $447.20            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-07-20      | 3.0000%  | 0.0000% | $8330639.00        | $901669.19         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-08-20      | 4.0000%  | 0.0000% | $660381.00         | $45700.90          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2030-09-20      | 3.5000%  | 0.0000% | $1000.00           | $64.80             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-09-20      | 4.0000%  | 0.0000% | $2000.00           | $141.18            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-11-20      | 3.0000%  | 0.0000% | $86000.00          | $9956.11           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-04-20      | 4.0000%  | 0.0000% | $125501033.00      | $11138851.21       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-05-20      | 4.0000%  | 0.0000% | $900000.00         | $83566.48          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-08-20      | 3.0000%  | 0.0000% | $5334588.00        | $648030.75         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2031-12-20      | 2.5000%  | 0.0000% | $306779.00         | $26158.05          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-03-20      | 4.0000%  | 0.0000% | $954892.00         | $83713.31          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-07-20      | 4.0000%  | 0.0000% | $1958491.00        | $174844.17         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-06-20      | 4.0000%  | 0.0000% | $1000.00           | $96.66             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2041-04-01      | 5.0000%  | 0.0000% | $1017364.00        | $125956.13         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2041-07-01      | 5.0000%  | 0.0000% | $2374980.00        | $175694.88         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2042-06-01      | 4.5000%  | 0.0000% | $20987488.00       | $2820609.79        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2042-09-01      | 4.0000%  | 0.0000% | $27322184.00       | $6657282.44        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2045-05-01      | 4.0000%  | 0.0000% | $8022296.00        | $1566992.92        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2044-05-01      | 4.0000%  | 0.0000% | $5048.00           | $683.43            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2044-02-01      | 4.5000%  | 0.0000% | $1008.00           | $172.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-10-20      | 4.0000%  | 0.0000% | $1000.00           | $90.89             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2037-09-20      | 6.0000%  | 0.0000% | $82000.00          | $13249.49          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-12-20      | 4.5000%  | 0.0000% | $122701513.00      | $8213123.29        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-01-20      | 4.5000%  | 0.0000% | $301001.00         | $19461.51          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-03-20      | 5.5000%  | 0.0000% | $2000.00           | $175.80            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-05-20      | 4.5000%  | 0.0000% | $1039.00           | $98.44             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-05-20      | 5.5000%  | 0.0000% | $73000.00          | $6247.74           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-06-20      | 5.5000%  | 0.0000% | $9013.00           | $954.03            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-05-20      | 5.5000%  | 0.0000% | $45000.00          | $4060.37           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-07-20      | 3.0000%  | 0.0000% | $471296.00         | $63430.75          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-01-20      | 2.0000%  | 0.0000% | $15000.00          | $6217.24           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-01-20      | 2.5000%  | 0.0000% | $1000.00           | $364.82            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-01-20      | 3.5000%  | 0.0000% | $1464309.00        | $537511.10         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-07-20      | 4.0000%  | 0.0000% | $825981.00         | $48706.20          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-08-20      | 4.0000%  | 0.0000% | $596999.00         | $37444.99          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-11-20      | 4.0000%  | 0.0000% | $1911442.00        | $153775.72         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-04-20      | 4.0000%  | 0.0000% | $2978495.00        | $241821.41         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-09-20      | 4.0000%  | 0.0000% | $1411736.00        | $78888.71          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2028-11-20      | 2.5000%  | 0.0000% | $1277934.00        | $40969.09          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-03-20      | 3.0000%  | 0.0000% | $264568.00         | $27693.82          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-03-20      | 3.5000%  | 0.0000% | $1000.00           | $96.38             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-03-20      | 4.0000%  | 0.0000% | $3045000.00        | $258049.51         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-04-20      | 3.0000%  | 0.0000% | $2000934.00        | $203308.21         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-12-01      | 6.0000%  | 0.0000% | $2024.00           | $2111.88           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2038-07-01      | 6.0500%  | 0.0000% | $3134.00           | $115.99            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2048-10-01      | 4.0000%  | 0.0000% | $23462.00          | $1662.43           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2039-03-01      | 5.0000%  | 0.0000% | $1001.00           | $79.30             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2047-02-01      | 3.5000%  | 0.0000% | $5320.00           | $1297.84           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2047-08-01      | 4.0000%  | 0.0000% | $6369136.00        | $1694612.99        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2047-07-01      | 4.0000%  | 0.0000% | $4096.00           | $1104.85           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2048-05-01      | 4.5000%  | 0.0000% | $1125410.00        | $249675.07         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2042-05-01      | 3.5000%  | 0.0000% | $54172720.00       | $13484271.44       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-12-01      | 3.0000%  | 0.0000% | $6285568.00        | $3283001.69        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-01-01      | 2.0000%  | 0.0000% | $3024.00           | $2050.78           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-01-01      | 2.0000%  | 0.0000% | $1692556.00        | $1153068.81        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-01-01      | 2.0000%  | 0.0000% | $2024.00           | $1437.56           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-01-01      | 2.0000%  | 0.0000% | $7392136.00        | $5038724.71        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $661.14            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-01-01      | 2.0000%  | 0.0000% | $5024.00           | $3468.51           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-01-01      | 2.0000%  | 0.0000% | $1056.00           | $725.08            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-01-01      | 2.0000%  | 0.0000% | $2024.00           | $1369.50           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-02-01      | 3.0000%  | 0.0000% | $18651490.00       | $14066627.81       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-11-01      | 5.5000%  | 0.0000% | $11645117.00       | $11873473.85       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2041-08-01      | 6.0000%  | 0.0000% | $23791360.00       | $3663109.39        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-02-01      | 5.5000%  | 0.0000% | $56598312.00       | $809361.25         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2040-11-01      | 4.0000%  | 0.0000% | $4410.00           | $239.99            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2042-08-01      | 4.0000%  | 0.0000% | $2177.00           | $125.18            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2040-01-01      | 5.5000%  | 0.0000% | $22699680.00       | $959147.62         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-10-01      | 4.5000%  | 0.0000% | $5040.00           | $3836.42           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-12-01      | 5.0000%  | 0.0000% | $4663560.00        | $3666467.86        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-08-01      | 5.0000%  | 0.0000% | $1152.00           | $963.76            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-02-01      | 5.5000%  | 0.0000% | $659600.00         | $633938.12         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-09-01      | 6.0000%  | 0.0000% | $2536.00           | $2580.30           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-12-01      | 5.5000%  | 0.0000% | $9519727.00        | $9164991.33        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-02-01      | 6.0000%  | 0.0000% | $5000.00           | $4230.30           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-06-01      | 5.0000%  | 0.0000% | $52519314.00       | $51236674.72       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-11-15      | 4.0000%  | 0.0000% | $35957.00          | $3856.71           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-03-15      | 4.0000%  | 0.0000% | $562613.00         | $22640.20          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-05-20      | 4.0000%  | 0.0000% | $310231.00         | $33900.25          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-04-01      | 5.0000%  | 0.0000% | $2048.00           | $1972.05           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2040-03-01      | 5.5000%  | 0.0000% | $6192.00           | $374.62            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-01-01      | 6.0000%  | 0.0000% | $3000.00           | $2712.70           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-01-01      | 6.5000%  | 0.0000% | $11071011.00       | $10651352.04       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-05-01      | 6.0000%  | 0.0000% | $5120.00           | $4552.91           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-04-01      | 7.0000%  | 0.0000% | $2763227.00        | $2454567.62        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-06-01      | 6.0000%  | 0.0000% | $5039952.00        | $4958429.27        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-07-01      | 6.0000%  | 0.0000% | $5955120.00        | $6075257.92        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-07-01      | 6.5000%  | 0.0000% | $4008.00           | $4103.84           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-07-01      | 5.5000%  | 0.0000% | $5031.00           | $5114.26           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-08-01      | 5.5000%  | 0.0000% | $3259243.00        | $3282696.67        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-08-01      | 6.5000%  | 0.0000% | $1329166.00        | $1399343.09        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-08-01      | 6.5000%  | 0.0000% | $527258.00         | $560277.91         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-09-01      | 6.5000%  | 0.0000% | $1101913.00        | $1165079.04        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-09-01      | 6.0000%  | 0.0000% | $13501800.00       | $14028129.53       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2045-07-01      | 4.0000%  | 0.0000% | $5072.00           | $787.42            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-09-01      | 5.0000%  | 0.0000% | $11659.00          | $8867.22           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-09-01      | 5.0000%  | 0.0000% | $14486850.00       | $10286148.74       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-12-01      | 5.5000%  | 0.0000% | $3000.00           | $2413.38           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-12-01      | 3.0000%  | 0.0000% | $1008.00           | $549.21            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2042-04-01      | 4.0000%  | 0.0000% | $1000.00           | $245.07            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2042-03-01      | 5.0000%  | 0.0000% | $1000.00           | $106.79            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2042-04-01      | 4.0000%  | 0.0000% | $45736798.00       | $7249286.30        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2044-07-01      | 4.0000%  | 0.0000% | $7728784.00        | $1294081.11        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-07-01      | 3.0000%  | 0.0000% | $115260.00         | $16948.95          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-06-01      | 4.5000%  | 0.0000% | $2064.00           | $542.66            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-04-01      | 4.5000%  | 0.0000% | $33132931.00       | $6881005.37        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-05-01      | 4.0000%  | 0.0000% | $62894256.00       | $14102259.70       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $152.80            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2044-02-01      | 4.5000%  | 0.0000% | $16980904.00       | $3414346.32        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2044-02-01      | 4.5000%  | 0.0000% | $18327451.00       | $3306351.62        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2044-02-01      | 4.5000%  | 0.0000% | $1000.00           | $144.34            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-11-01      | 7.0000%  | 0.0000% | $1254280.00        | $1049287.58        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2040-04-01      | 5.0000%  | 0.0000% | $2348577.00        | $63774.95          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2040-05-01      | 5.0000%  | 0.0000% | $2382605.00        | $75900.69          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2047-06-01      | 4.5000%  | 0.0000% | $3078.00           | $782.16            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $281.65            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2046-12-01      | 3.0000%  | 0.0000% | $32603.00          | $5775.73           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2046-04-01      | 3.5000%  | 0.0000% | $1000.00           | $176.95            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2049-12-01      | 3.5000%  | 0.0000% | $5264312.00        | $2274355.83        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-02-01      | 3.5000%  | 0.0000% | $21600607.00       | $9406128.80        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-09-01      | 5.0000%  | 0.0000% | $1852077.00        | $1433600.99        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-01-01      | 5.5000%  | 0.0000% | $3730756.00        | $3276920.23        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-05-01      | 6.5000%  | 0.0000% | $10087225.00       | $8379875.05        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-03-01      | 5.5000%  | 0.0000% | $210191.00         | $158868.36         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-02-01      | 2.5000%  | 0.0000% | $3964520.00        | $2609379.07        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $769.36            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $809.50            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-04-01      | 6.0000%  | 0.0000% | $3244.00           | $2819.49           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-12-01      | 5.5000%  | 0.0000% | $3000.00           | $2489.95           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-12-01      | 6.0000%  | 0.0000% | $1008.00           | $818.34            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-01-01      | 4.5000%  | 0.0000% | $2217.00           | $1901.78           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $850.51            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-05-01      | 6.0000%  | 0.0000% | $8595511.00        | $7455941.59        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-01-01      | 6.0000%  | 0.0000% | $4030847.00        | $3659105.91        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-01-01      | 5.5000%  | 0.0000% | $2515830.00        | $2395726.45        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-01-01      | 2.5000%  | 0.0000% | $221952.00         | $142367.78         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-11-01      | 5.0000%  | 0.0000% | $1024.00           | $813.01            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $783.76            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-11-01      | 6.0000%  | 0.0000% | $2236042.00        | $1809327.19        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2041-04-01      | 5.0000%  | 0.0000% | $2398884.00        | $303292.85         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-01-15      | 4.0000%  | 0.0000% | $4002.00           | $300.69            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-09-20      | 5.5000%  | 0.0000% | $340532.00         | $42015.48          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-09-20      | 4.0000%  | 0.0000% | $2859562.00        | $266046.54         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-09-20      | 5.0000%  | 0.0000% | $1101002.00        | $83562.53          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-02-20      | 6.0000%  | 0.0000% | $201515.00         | $34990.71          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-08-01      | 6.5000%  | 0.0000% | $2204.00           | $2311.79           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-09-01      | 6.5000%  | 0.0000% | $942491.00         | $994924.81         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-09-01      | 6.5000%  | 0.0000% | $1315982.00        | $1391053.22        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-09-01      | 6.0000%  | 0.0000% | $34072.00          | $35421.80          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-08-01      | 6.5000%  | 0.0000% | $2201555.00        | $2319982.59        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-09-01      | 6.5000%  | 0.0000% | $1580645.00        | $1661117.72        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-10-01      | 5.0000%  | 0.0000% | $7030.00           | $7030.57           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-10-01      | 5.5000%  | 0.0000% | $234691.00         | $234065.85         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-10-01      | 5.5000%  | 0.0000% | $5184.00           | $5231.42           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-11-01      | 4.5000%  | 0.0000% | $2661702.00        | $2618632.93        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-11-01      | 5.0000%  | 0.0000% | $6048.00           | $6056.82           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-10-01      | 6.0000%  | 0.0000% | $1871956.00        | $1937343.92        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-06-01      | 5.5000%  | 0.0000% | $344827.00         | $330721.40         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-01-01      | 6.5000%  | 0.0000% | $16190583.00       | $12628460.02       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-02-01      | 4.5000%  | 0.0000% | $3093272.00        | $2647668.70        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-05-01      | 6.5000%  | 0.0000% | $924874.00         | $781210.29         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-11-01      | 5.5000%  | 0.0000% | $1178858.00        | $1121931.49        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-12-01      | 5.5000%  | 0.0000% | $4722822.00        | $4431961.27        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-11-01      | 5.5000%  | 0.0000% | $8450576.00        | $8552329.69        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-09-01      | 3.0000%  | 0.0000% | $26390203.00       | $14206705.04       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-03-01      | 5.0000%  | 0.0000% | $3072.00           | $2422.56           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-11-01      | 6.5000%  | 0.0000% | $3088.00           | $2407.87           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2045-08-01      | 4.0000%  | 0.0000% | $3104.00           | $2301.63           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1656.67           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-11-01      | 5.0000%  | 0.0000% | $3242256.00        | $2812581.25        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-08-01      | 5.5000%  | 0.0000% | $4079.00           | $3987.12           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-10-01      | 6.0000%  | 0.0000% | $2100.00           | $2198.07           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-11-15      | 3.7500%  | 0.0000% | $275050.00         | $30546.10          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-01-20      | 3.0000%  | 0.0000% | $1247398.00        | $109282.62         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-08-20      | 4.0000%  | 0.0000% | $1135884.00        | $148684.04         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-09-20      | 4.0000%  | 0.0000% | $677748.00         | $125616.64         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-02-20      | 2.5000%  | 0.0000% | $478805.00         | $63973.57          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-01-20      | 4.0000%  | 0.0000% | $1000.00           | $83.61             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2030-07-01      | 2.5000%  | 0.0000% | $859519.00         | $86149.61          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-11-01      | 5.5000%  | 0.0000% | $2943.00           | $2994.92           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-06-01      | 2.0000%  | 0.0000% | $4008.00           | $1965.18           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-06-01      | 2.0000%  | 0.0000% | $8775680.00        | $3728628.75        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-07-01      | 2.5000%  | 0.0000% | $1024.00           | $396.42            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-09-01      | 2.5000%  | 0.0000% | $2304.00           | $948.44            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-10-01      | 2.5000%  | 0.0000% | $7507816.00        | $3121860.34        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-07-01      | 4.5000%  | 0.0000% | $5000.00           | $3474.13           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $794.28            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-03-01      | 5.5000%  | 0.0000% | $11550000.00       | $10261364.09       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-04-01      | 5.5000%  | 0.0000% | $6080.00           | $4501.91           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-04-01      | 5.0000%  | 0.0000% | $5164.00           | $3966.27           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-04-01      | 5.5000%  | 0.0000% | $4048.00           | $2881.55           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-04-01      | 6.0000%  | 0.0000% | $6393970.00        | $5021017.80        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-02-01      | 4.0000%  | 0.0000% | $14456312.00       | $3189759.01        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-01-01      | 3.5000%  | 0.0000% | $3072.00           | $754.40            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2056-08-01      | 3.5000%  | 0.0000% | $56569600.00       | $16577313.34       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2057-01-01      | 4.0000%  | 0.0000% | $37748523.00       | $13035862.40       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2057-09-01      | 3.5000%  | 0.0000% | $1999608.00        | $703588.32         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-07-01      | 3.5000%  | 0.0000% | $3935962.00        | $1411586.16        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-03-01      | 4.0000%  | 0.0000% | $82225121.00       | $26347691.70       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2063-06-01      | 3.5000%  | 0.0000% | $1000.00           | $732.55            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-07-01      | 4.5000%  | 0.0000% | $1099.00           | $98.29             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-06-01      | 4.0000%  | 0.0000% | $3048.00           | $498.51            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-08-01      | 4.5000%  | 0.0000% | $2150232.00        | $777555.11         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2045-07-01      | 4.5000%  | 0.0000% | $1000.00           | $274.82            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-07-01      | 4.0000%  | 0.0000% | $29642436.00       | $8549407.35        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $324.12            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-12-01      | 3.5000%  | 0.0000% | $29623436.00       | $5567673.51        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-06-01      | 2.5000%  | 0.0000% | $2057.00           | $993.54            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $904.15            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1597.31           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-06-01      | 4.5000%  | 0.0000% | $1013.00           | $762.40            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-06-01      | 4.0000%  | 0.0000% | $3362376.00        | $2055587.29        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-12-01      | 4.5000%  | 0.0000% | $4323952.00        | $3632437.19        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $967.17            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-09-01      | 5.0000%  | 0.0000% | $4223619.00        | $3120549.13        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $718.31            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-09-01      | 5.0000%  | 0.0000% | $8921981.00        | $6483220.93        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $746.89            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1231.59           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-02-01      | 6.0000%  | 0.0000% | $5251373.00        | $4776730.53        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-08-01      | 5.0000%  | 0.0000% | $4024.00           | $2837.40           | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                | 2028-09-30      | 1.2500%  | 0.0000% | $7700.00           | $7271.91           | U.S. Treasuries (including strips) |
| Freddie Mac                    | 2052-03-01      | 3.0000%  | 0.0000% | $3007.00           | $2130.79           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-02-01      | 3.5000%  | 0.0000% | $1000.00           | $845.98            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2049-12-01      | 3.5000%  | 0.0000% | $234409.00         | $36826.09          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $539.68            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-08-01      | 5.0000%  | 0.0000% | $3691314.00        | $2779286.12        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1054.16           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-09-01      | 6.0000%  | 0.0000% | $2504828.00        | $2582384.72        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-07-01      | 6.0000%  | 0.0000% | $1006.00           | $1031.74           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-08-01      | 6.0000%  | 0.0000% | $46512.00          | $48271.06          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-09-01      | 6.0000%  | 0.0000% | $4000.00           | $4151.16           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-12-01      | 5.0000%  | 0.0000% | $1008.00           | $1012.67           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-12-01      | 5.0000%  | 0.0000% | $1008.00           | $1014.47           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-12-01      | 5.0000%  | 0.0000% | $1008.00           | $1011.43           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-05-20      | 2.5000%  | 0.0000% | $1000.00           | $523.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-05-20      | 3.5000%  | 0.0000% | $2024.00           | $930.98            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 4.0000%  | 0.0000% | $2246.00           | $985.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-07-20      | 2.5000%  | 0.0000% | $9955.00           | $5608.10           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-07-20      | 3.0000%  | 0.0000% | $2048.00           | $1086.46           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-07-20      | 4.0000%  | 0.0000% | $1032.00           | $470.79            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-08-20      | 3.5000%  | 0.0000% | $2000.00           | $1102.55           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 4.0000%  | 0.0000% | $1000.00           | $477.56            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-08-20      | 5.0000%  | 0.0000% | $19728.00          | $5644.21           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | 4.0000%  | 0.0000% | $295939.00         | $158110.85         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | 5.0000%  | 0.0000% | $31924.00          | $12479.17          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-11-20      | 3.5000%  | 0.0000% | $233727.00         | $149078.98         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-20      | 5.5000%  | 0.0000% | $4024.00           | $3019.22           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | 4.5000%  | 0.0000% | $1001.00           | $755.54            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-02-20      | 2.5000%  | 0.0000% | $3024.00           | $1886.14           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-10-20      | 5.5000%  | 0.0000% | $2016.00           | $1374.53           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-10-20      | 4.0000%  | 0.0000% | $1024.00           | $766.60            | Agency Mortgage-Backed Securities  |

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

- **C.1 - Title:** MUFG Securities Canada Ltd. Tri Party Repo 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 937KFE008, C.3 - LEI: N/A, C.5 - Other ID: 937KFE008_3.82_0102
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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

**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                    | 2055-02-01      | 5.5000%  | 0.0000% | $1251109.00        | $1182487.79        | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                | 2028-10-15      | 3.5000%  | 0.0000% | $9448000.00        | $9515740.71        | U.S. Treasuries (including strips) |
| Freddie Mac                    | 2055-01-01      | 5.5000%  | 0.0000% | $8174400.00        | $7705105.99        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1028.53           | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                | 2051-05-15      | 2.3750%  | 0.0000% | $81747900.00       | $52115590.60       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-06-30      | 4.2500%  | 0.0000% | $513000.00         | $524442.47         | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-12-20      | 3.5000%  | 0.0000% | $601754.00         | $489212.22         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 4.5000%  | 0.0000% | $53442600.00       | $50793263.48       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 5.5000%  | 0.0000% | $118007197.00      | $101689946.36      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 7.0000%  | 0.0000% | $1000.00           | $153.94            | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                | 2039-05-15      | 4.2500%  | 0.0000% | $100.00            | $98.83             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2040-11-15      | 4.2500%  | 0.0000% | $100.00            | $97.41             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2043-05-15      | 2.8750%  | 0.0000% | $200.00            | $156.73            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2043-11-15      | 3.7500%  | 0.0000% | $1100.00           | $974.10            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2047-02-15      | 0.8750%  | 0.0000% | $100.00            | $98.03             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2048-05-15      | 3.1250%  | 0.0000% | $200.00            | $153.57            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2049-08-15      | 2.2500%  | 0.0000% | $28742900.00       | $18378598.29       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2050-05-15      | 1.2500%  | 0.0000% | $1599800.00        | $773827.10         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2050-08-15      | 1.3750%  | 0.0000% | $1420500.00        | $710936.46         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2040-11-15      | 1.3750%  | 0.0000% | $500.00            | $326.92            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2051-02-15      | 1.8750%  | 0.0000% | $632200.00         | $360264.39         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2043-08-15      | 4.3750%  | 0.0000% | $7901500.00        | $7716101.18        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2044-02-15      | 4.5000%  | 0.0000% | $8295700.00        | $8207533.30        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2044-08-15      | 4.1250%  | 0.0000% | $200.00            | $187.58            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2045-05-15      | 5.0000%  | 0.0000% | $5323000.00        | $5525937.20        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2045-08-15      | 4.8750%  | 0.0000% | $358900.00         | $370787.58         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2027-07-15      | 0.3750%  | 0.0000% | $100.00            | $131.78            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-08-15      | 1.6250%  | 0.0000% | $100.00            | $94.06             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-04-30      | 2.8750%  | 0.0000% | $1000.00           | $983.66            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2032-05-15      | 2.8750%  | 0.0000% | $1300.00           | $1233.18           | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-07-31      | 2.7500%  | 0.0000% | $2607600.00        | $2608286.90        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2032-08-15      | 2.7500%  | 0.0000% | $100.00            | $94.47             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-10-31      | 4.0000%  | 0.0000% | $100.00            | $102.11            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-11-30      | 3.8750%  | 0.0000% | $6350600.00        | $6432536.31        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-12-31      | 3.8750%  | 0.0000% | $100.00            | $100.78            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-12-31      | 3.7500%  | 0.0000% | $3245500.00        | $3253029.56        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-07-31      | 4.0000%  | 0.0000% | $1007800.00        | $1038724.78        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-11-15      | 4.1250%  | 0.0000% | $3000000.00        | $3051092.14        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-12-31      | 4.3750%  | 0.0000% | $1033900.00        | $1062936.05        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2035-01-15      | 2.1250%  | 0.0000% | $350500.00         | $372513.05         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-02-28      | 4.1250%  | 0.0000% | $700.00            | $714.58            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-04-30      | 3.8750%  | 0.0000% | $200000.00         | $203187.34         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2035-05-15      | 4.2500%  | 0.0000% | $51900.00          | $52783.42          | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-06-15      | 3.8750%  | 0.0000% | $9400000.00        | $9502707.19        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2035-08-15      | 4.2500%  | 0.0000% | $137700.00         | $141341.27         | U.S. Treasuries (including strips) |
| Freddie Mac                    | 2048-11-01      | 4.5000%  | 0.0000% | $1707536.00        | $421038.37         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2048-07-01      | 4.0000%  | 0.0000% | $102947.00         | $15420.91          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-09-01      | 5.0000%  | 0.0000% | $5980760.00        | $4431256.95        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-12-01      | 3.0300%  | 0.0000% | $757933.00         | $709724.98         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $809.70            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $831.70            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-02-01      | 4.5000%  | 0.0000% | $1608744.00        | $1524491.22        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-10-01      | 5.5000%  | 0.0000% | $31579.00          | $25048.09          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-03-01      | 6.5000%  | 0.0000% | $5957544.00        | $5085746.12        | Agency Mortgage-Backed Securities  |

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

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BoA 3.830000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 942NHH006, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 942NHH006_3.83_0102
- **C.18 - Value (incl. sponsor support):** $12000000000.00
- **C.18.a - Value (excl. sponsor support):** $12000000000.00
- **C.19 - Percentage of Net Assets:** 5.4300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2032-11-30      | 3.7500%  | 0.0000% | $19514000.00       | $19403642.11       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-30      | 3.5000%  | 0.0000% | $190652000.00      | $189649698.44      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-12-31      | 3.6250%  | 0.0000% | $1000.00           | $996.96            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 3.3750%  | 0.0000% | $5081600.00        | $5073464.36        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-31      | 4.3750%  | 0.0000% | $118770000.00      | $123109199.61      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-09-30      | 4.6250%  | 0.0000% | $37181000.00       | $39137670.96       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-10-31      | 4.8750%  | 0.0000% | $25020000.00       | $26530301.75       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-11-15      | 4.5000%  | 0.0000% | $560413100.00      | $583483756.13      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-30      | 4.3750%  | 0.0000% | $126432900.00      | $130756900.32      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-12-31      | 3.7500%  | 0.0000% | $149038000.00      | $149383768.16      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-15      | 4.0000%  | 0.0000% | $21043700.00       | $21529190.05       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-01-31      | 4.0000%  | 0.0000% | $135320000.00      | $139374110.71      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 4.1250%  | 0.0000% | $250000.00         | $255535.69         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-28      | 4.2500%  | 0.0000% | $10421300.00       | $10829243.92       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 4.1250%  | 0.0000% | $64791000.00       | $66594640.47       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-03-31      | 4.5000%  | 0.0000% | $96590200.00       | $97887080.53       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-15      | 4.5000%  | 0.0000% | $29006400.00       | $29642836.12       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 4.5000%  | 0.0000% | $219750000.00      | $227166874.01      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-06-30      | 4.2500%  | 0.0000% | $917000.00         | $939713.17         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-30      | 3.5000%  | 0.0000% | $800.00            | $806.61            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-15      | 3.8750%  | 0.0000% | $200000000.00      | $203048623.08      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-31      | 4.1250%  | 0.0000% | $111963800.00      | $114803870.04      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-10-31      | 4.1250%  | 0.0000% | $16438600.00       | $16840950.63       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-11-15      | 4.2500%  | 0.0000% | $75413600.00       | $76850874.05       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 4.1250%  | 0.0000% | $207376600.00      | $211950093.79      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 4.3750%  | 0.0000% | $100.00            | $102.81            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-31      | 4.1250%  | 0.0000% | $175365400.00      | $179478268.55      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-01-31      | 4.3750%  | 0.0000% | $73949400.00       | $77507367.27       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 4.1250%  | 0.0000% | $126384000.00      | $129016443.96      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-15      | 3.7500%  | 0.0000% | $60000.00          | $60821.62          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 3.7500%  | 0.0000% | $96664000.00       | $97597103.47       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-01-15      | 3.8750%  | 0.0000% | $231000.00         | $235120.24         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-15      | 4.0000%  | 0.0000% | $7797200.00        | $7915522.51        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $421123000.00      | $432773225.87      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-05-15      | 3.3750%  | 0.0000% | $6028500.00        | $5837714.10        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-31      | 3.6250%  | 0.0000% | $54747000.00       | $55083542.14       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-06-15      | 4.1250%  | 0.0000% | $200.00            | $200.90            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-31      | 4.1250%  | 0.0000% | $194705400.00      | $201072682.45      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-15      | 1.5000%  | 0.0000% | $198400.00         | $183588.05         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-15      | 3.7500%  | 0.0000% | $124766900.00      | $126475419.54      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-05-15      | 3.6250%  | 0.0000% | $784600.00         | $642335.82         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-15      | 3.5000%  | 0.0000% | $9482500.00        | $9550488.07        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 3.3750%  | 0.0000% | $942000.00         | $940491.86         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-04-30      | 4.0000%  | 0.0000% | $100.00            | $101.56            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-08-15      | 3.3750%  | 0.0000% | $272200000.00      | $234602987.45      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-05-15      | 2.8750%  | 0.0000% | $14242100.00       | $10069824.32       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-08-15      | 2.0000%  | 0.0000% | $400.00            | $233.74            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-08-15      | 1.3750%  | 0.0000% | $45132000.00       | $22587810.04       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-05-15      | 3.1250%  | 0.0000% | $81090300.00       | $62265754.04       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-11-15      | 2.7500%  | 0.0000% | $335323700.00      | $241350733.69      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-02-15      | 2.5000%  | 0.0000% | $67958400.00       | $48214921.76       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-08-15      | 3.6250%  | 0.0000% | $7700.00           | $6783.65           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-05-15      | 3.0000%  | 0.0000% | $393999900.00      | $320098581.71      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-15      | 3.1250%  | 0.0000% | $5658800.00        | $4742248.41        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-11-15      | 4.3750%  | 0.0000% | $229136200.00      | $228129923.69      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-02-15      | 4.2500%  | 0.0000% | $316123100.00      | $292656175.86      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-05-15      | 4.6250%  | 0.0000% | $103006500.00      | $102249718.64      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-05-15      | 4.7500%  | 0.0000% | $282358300.00      | $280963707.40      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-08-15      | 4.8750%  | 0.0000% | $259833100.00      | $268439356.90      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-15      | 2.8750%  | 0.0000% | $100.00            | $99.52             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 3.1250%  | 0.0000% | $11947200.00       | $11868455.94       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-01-31      | 2.6250%  | 0.0000% | $1027100.00        | $1037226.92        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-15      | 2.3750%  | 0.0000% | $30000.00          | $28965.15          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-15      | 1.6250%  | 0.0000% | $16713100.00       | $16629182.14       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-02-15      | 3.0000%  | 0.0000% | $341700.00         | $262543.49         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-15      | 2.7500%  | 0.0000% | $45489000.00       | $42973799.47       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-15      | 1.6250%  | 0.0000% | $2886900.00        | $2715512.69        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 0.5000%  | 0.0000% | $59000.00          | $56621.11          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 0.5000%  | 0.0000% | $100.00            | $95.41             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-31      | 0.6250%  | 0.0000% | $100000.00         | $98584.25          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 1.8750%  | 0.0000% | $100.00            | $95.69             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-07-31      | 2.6250%  | 0.0000% | $78745000.00       | $77102278.73       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 4.1250%  | 0.0000% | $29064700.00       | $29686795.73       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-31      | 3.5000%  | 0.0000% | $37464000.00       | $38026695.43       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $15586800.00       | $16018003.57       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-30      | 3.5000%  | 0.0000% | $25123000.00       | $25279083.92       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 4.0000%  | 0.0000% | $51644900.00       | $52276620.42       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-10-31      | 4.8750%  | 0.0000% | $3600000.00        | $3817309.60        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-31      | 4.3750%  | 0.0000% | $24975000.00       | $25549438.44       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-08-15      | 3.8750%  | 0.0000% | $253034500.00      | $253591745.23      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-08-31      | 3.7500%  | 0.0000% | $2574400.00        | $2603797.39        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-31      | 3.6250%  | 0.0000% | $17193000.00       | $17422695.92       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-15      | 3.8750%  | 0.0000% | $118390000.00      | $120194632.43      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-15      | 4.0000%  | 0.0000% | $300.00            | $303.57            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 4.2500%  | 0.0000% | $400000.00         | $402779.20         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-15      | 4.2500%  | 0.0000% | $11975000.00       | $12354218.31       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-04-16      | NA       | 0.0000% | $47501900.00       | $47018853.18       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-04-07      | NA       | 0.0000% | $100.00            | $99.07             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-08-15      | 4.5000%  | 0.0000% | $8799800.00        | $8995885.94        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-08-31      | 3.7500%  | 0.0000% | $116379000.00      | $117707945.95      | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-02-24      | NA       | 0.0000% | $2540000.00        | $2526789.46        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-02-15      | 3.0000%  | 0.0000% | $10709400.00       | $8135738.41        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 2.3750%  | 0.0000% | $127063000.00      | $123283224.82      | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-03-19      | NA       | 0.0000% | $813000.00         | $806971.61         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-04-02      | NA       | 0.0000% | $14000.00          | $13875.67          | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-10-29      | NA       | 0.0000% | $29535200.00       | $28704552.04       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-04-23      | NA       | 0.0000% | $142822000.00      | $141275237.74      | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-03-03      | NA       | 0.0000% | $23021000.00       | $22885360.27       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-06-25      | NA       | 0.0000% | $136048800.00      | $133757194.01      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 6.6250%  | 0.0000% | $5351400.00        | $5676731.67        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-15      | 0.6250%  | 0.0000% | $376070000.00      | $328643342.21      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 0.5000%  | 0.0000% | $55951000.00       | $53383021.59       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-01-31      | 0.3750%  | 0.0000% | $17276000.00       | $17255702.48       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-15      | 1.1250%  | 0.0000% | $96079000.00       | $85141726.94       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 1.2500%  | 0.0000% | $57000100.00       | $54456261.95       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-30      | 1.2500%  | 0.0000% | $24461500.00       | $23299416.17       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 1.2500%  | 0.0000% | $35500000.00       | $33616192.50       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-31      | 0.7500%  | 0.0000% | $25099000.00       | $24702677.36       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-30      | 0.8750%  | 0.0000% | $19999100.00       | $19648046.57       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-31      | 1.1250%  | 0.0000% | $50000000.00       | $49092885.91       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-15      | 1.3750%  | 0.0000% | $113643000.00      | $99393899.44       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-30      | 1.2500%  | 0.0000% | $3798700.00        | $3724657.87        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 1.8750%  | 0.0000% | $954000.00         | $912908.42         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 2.5000%  | 0.0000% | $2991900.00        | $2974258.80        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 2.7500%  | 0.0000% | $91000.00          | $90544.82          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-05-15      | 2.8750%  | 0.0000% | $6391400.00        | $6062877.66        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 2.6250%  | 0.0000% | $50000.00          | $49518.83          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 2.7500%  | 0.0000% | $19923500.00       | $19928748.33       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-31      | 3.1250%  | 0.0000% | $2111800.00        | $2100511.94        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-09-30      | 3.8750%  | 0.0000% | $50000000.00       | $50967347.80       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 3.8750%  | 0.0000% | $101810400.00      | $103123971.77      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-30      | 3.8750%  | 0.0000% | $65510000.00       | $66207756.01       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 3.8750%  | 0.0000% | $15448200.00       | $15597784.92       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-15      | 5.3750%  | 0.0000% | $2257000.00        | $2474717.56        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2038-02-15      | 4.3750%  | 0.0000% | $21388700.00       | $21994775.55       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-11-15      | 4.3750%  | 0.0000% | $74542000.00       | $74214640.78       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-05-15      | 3.0000%  | 0.0000% | $174982100.00      | $142161259.52      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-02-15      | 3.1250%  | 0.0000% | $123860100.00      | $102155444.41      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-08-15      | 3.6250%  | 0.0000% | $3602400.00        | $3173691.89        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-15      | 3.7500%  | 0.0000% | $423988000.00      | $375460959.43      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-05-15      | 3.3750%  | 0.0000% | $7713900.00        | $6432194.43        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 3.0000%  | 0.0000% | $13500.00          | $10549.90          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-08-15      | 2.8750%  | 0.0000% | $189000.00         | $144565.77         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-11-15      | 3.0000%  | 0.0000% | $4702600.00        | $3630139.88        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-02-15      | 2.5000%  | 0.0000% | $128823500.00      | $91397310.31       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-02-15      | 3.0000%  | 0.0000% | $2792500.00        | $2145603.41        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-05-15      | 3.1250%  | 0.0000% | $10261200.00       | $7879134.19        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-08-15      | 2.2500%  | 0.0000% | $302748000.00      | $193581158.30      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $59.76             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-08-15      | 1.1250%  | 0.0000% | $99997800.00       | $63497078.03       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-11-15      | 1.3750%  | 0.0000% | $300000000.00      | $196153271.27      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-02-15      | 2.2500%  | 0.0000% | $39765000.00       | $24627518.27       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-05-15      | 3.2500%  | 0.0000% | $356085000.00      | $299973778.85      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-08-15      | 3.3750%  | 0.0000% | $98687200.00       | $85056252.55       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-08-15      | 4.1250%  | 0.0000% | $346377000.00      | $313862158.04      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-11-15      | 4.7500%  | 0.0000% | $336596800.00      | $334512562.86      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-15      | 4.7500%  | 0.0000% | $250000000.00      | $252764977.90      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-08-15      | 4.2500%  | 0.0000% | $100.00            | $92.57             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-08-15      | 4.8750%  | 0.0000% | $63649700.00       | $65757921.28       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 2.2500%  | 0.0000% | $86174600.00       | $84526693.12       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-04-30      | 2.3750%  | 0.0000% | $98900.00          | $98915.63          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-30      | 1.6250%  | 0.0000% | $2700000.00        | $2657356.01        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-04-30      | 4.0000%  | 0.0000% | $1328800.00        | $1349561.61        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 3.7500%  | 0.0000% | $68091800.00       | $68827000.33       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-15      | 3.8750%  | 0.0000% | $101210000.00      | $102315850.49      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-06-30      | 3.8750%  | 0.0000% | $9130000.00        | $9213110.39        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 3.8750%  | 0.0000% | $67274900.00       | $68964760.30       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-07-31      | 4.0000%  | 0.0000% | $118336200.00      | $121218329.60      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-15      | 3.6250%  | 0.0000% | $277224400.00      | $281883363.96      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 3.6250%  | 0.0000% | $91260100.00       | $92198513.99       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 3.5000%  | 0.0000% | $350053000.00      | $353346702.53      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 3.5000%  | 0.0000% | $14127000.00       | $14184857.32       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BoA 3.889900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 942NHH006, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 942NHH006_3.89_0316
- **C.18 - Value (incl. sponsor support):** $775000000.00
- **C.18.a - Value (excl. sponsor support):** $775000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-03-16
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-12-31      | 3.3750%  | 0.0000% | $135429600.00      | $135212777.21      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $238387200.00      | $242604887.80      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 2.7500%  | 0.0000% | $100.00            | $97.64             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 3.0000%  | 0.0000% | $45017500.00       | $35180012.76       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-11-15      | 4.2500%  | 0.0000% | $150000000.00      | $146109682.87      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-08-15      | 3.8750%  | 0.0000% | $200.00            | $188.89            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-05-15      | 1.1250%  | 0.0000% | $361967100.00      | $231392376.23      | U.S. Treasuries (including strips) |

### Security 220: Fixed Income Clearing Corp. Tri Party Repo - BoA

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BoA 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 942NHH006, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 942NHH006_4.15_0102
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2050-08-15      | 1.3750%  | 0.0000% | $299866900.00      | $150078360.68      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-11-15      | 4.3750%  | 0.0000% | $100.00            | $99.56             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-08-15      | 3.0000%  | 0.0000% | $100.00            | $73.21             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 3.3750%  | 0.0000% | $156000.00         | $155750.24         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-11-15      | 4.7500%  | 0.0000% | $7181000.00        | $7136534.61        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-02-15      | 4.5000%  | 0.0000% | $307814000.00      | $304542552.81      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-15      | 2.0000%  | 0.0000% | $150000.00         | $148390.27         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-30      | 1.2500%  | 0.0000% | $18990800.00       | $18088610.78       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-15      | 4.5000%  | 0.0000% | $100.00            | $102.19            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-31      | 4.3750%  | 0.0000% | $9167300.00        | $9378152.83        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 3.8750%  | 0.0000% | $71000.00          | $72575.90          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-15      | 6.3750%  | 0.0000% | $19000.00          | $20317.24          | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-06-25      | NA       | 0.0000% | $100.00            | $98.32             | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-05-28      | NA       | 0.0000% | $6425900.00        | $6334787.16        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-10-29      | NA       | 0.0000% | $14450000.00       | $14043608.20       | U.S. Treasuries (including strips) |

### Security 221: Australia & New Zealand Banking Group Ltd. Repo

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd. Repo 3.820000%
- **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_3.82_0102
- **C.18 - Value (incl. sponsor support):** $2600000000.00
- **C.18.a - Value (excl. sponsor support):** $2600000000.00
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2026-05-31      | 2.1250%  | 0.0000% | $27400000.00       | $27302954.41       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-15      | 0.8750%  | 0.0000% | $100000000.00      | $87923687.85       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-29      | 1.1250%  | 0.0000% | $25000000.00       | $23920957.79       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-02-15      | 3.5000%  | 0.0000% | $250000000.00      | $247421875.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-11-15      | 4.5000%  | 0.0000% | $128111000.00      | $133687765.61      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-05-15      | 4.7500%  | 0.0000% | $195000000.00      | $195049659.01      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $90000000.00       | $91719874.66       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 3.7500%  | 0.0000% | $76000000.00       | $76902467.20       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-30      | 4.1250%  | 0.0000% | $73500000.00       | $75165045.07       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-15      | 4.6250%  | 0.0000% | $275000000.00      | $280779769.06      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 4.5000%  | 0.0000% | $202447000.00      | $211684513.40      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 4.1250%  | 0.0000% | $95000000.00       | $97875609.55       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 4.1250%  | 0.0000% | $196000000.00      | $200478906.25      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-15      | 4.0000%  | 0.0000% | $122000000.00      | $124893977.58      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 3.7500%  | 0.0000% | $90000000.00       | $90745312.50       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-11-15      | 2.7500%  | 0.0000% | $70000000.00       | $54636800.76       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-05-15      | 3.2500%  | 0.0000% | $80000000.00       | $67667886.74       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 4.6250%  | 0.0000% | $55000000.00       | $54721676.45       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-02-15      | 4.6250%  | 0.0000% | $100000000.00      | $99171875.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-31      | 3.8750%  | 0.0000% | $270000000.00      | $274116660.91      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-08-15      | 4.7500%  | 0.0000% | $100000000.00      | $101250000.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-15      | 1.5000%  | 0.0000% | $40000000.00       | $39746875.00       | U.S. Treasuries (including strips) |

### Security 222: Fixed Income Clearing Corp. Repo - UBS

- **C.1 - Title:** Fixed Income Clearing Corp. Repo - UBS 3.850000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 944DQXII3, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 944DQXII3_3.85_0102
- **C.18 - Value (incl. sponsor support):** $6000000000.00
- **C.18.a - Value (excl. sponsor support):** $6000000000.00
- **C.19 - Percentage of Net Assets:** 2.7200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2028-10-15      | 2.3750%  | 0.0000% | $290000000.00      | $319708113.91      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-30      | 3.5000%  | 0.0000% | $560000000.00      | $557906730.77      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 3.5000%  | 0.0000% | $120000000.00      | $121183413.46      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2035-07-15      | 1.8750%  | 0.0000% | $570000000.00      | $584428684.80      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 3.8750%  | 0.0000% | $200000000.00      | $205347146.74      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-15      | 3.8750%  | 0.0000% | $150000000.00      | $154274796.20      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-06-30      | 4.0000%  | 0.0000% | $170000000.00      | $171753125.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-05-31      | 4.1250%  | 0.0000% | $220000000.00      | $224640058.38      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-31      | 4.1250%  | 0.0000% | $140000000.00      | $143352581.52      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-11-15      | 2.0000%  | 0.0000% | $150000000.00      | $106107777.97      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2030-01-15      | 0.1250%  | 0.0000% | $160000000.00      | $192719829.57      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-15      | 1.6250%  | 0.0000% | $110000000.00      | $99252922.13       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-08-15      | 1.2500%  | 0.0000% | $520000000.00      | $458128125.00      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2032-07-15      | 0.6250%  | 0.0000% | $120000000.00      | $127113348.64      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 4.0000%  | 0.0000% | $170000000.00      | $175589673.91      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-31      | 4.8750%  | 0.0000% | $150000000.00      | $156939248.10      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-15      | 3.5000%  | 0.0000% | $110000000.00      | $110212199.52      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2034-01-15      | 1.7500%  | 0.0000% | $110000000.00      | $117372462.09      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 4.5000%  | 0.0000% | $250000000.00      | $261407323.15      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-31      | 4.6250%  | 0.0000% | $490000000.00      | $513750360.58      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-07-31      | 4.0000%  | 0.0000% | $520000000.00      | $537463451.09      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-07-31      | 4.1250%  | 0.0000% | $230000000.00      | $238580468.75      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-08-15      | 3.8750%  | 0.0000% | $432700000.00      | $434728281.25      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-31      | 3.6250%  | 0.0000% | $120000000.00      | $121756647.10      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley 3.559900%
- **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_3.56_0102
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **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

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-11-15      | 4.1250%  | 0.0000% | $100.00            | $101.70            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-01-31      | 4.2500%  | 0.0000% | $49900.00          | $50790.51          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-15      | 4.0000%  | 0.0000% | $103000.00         | $105376.27         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-15      | 4.3750%  | 0.0000% | $2246200.00        | $2268174.75        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $28240400.00       | $29021661.15       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 1.2500%  | 0.0000% | $200.00            | $195.55            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-06-30      | 0.8750%  | 0.0000% | $28887000.00       | $28507049.29       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 1.2500%  | 0.0000% | $2900000.00        | $2746111.50        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 1.1250%  | 0.0000% | $3887000.00        | $3797557.94        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-15      | 1.6250%  | 0.0000% | $9097000.00        | $8556936.13        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-15      | 2.0000%  | 0.0000% | $7500.00           | $7419.51           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-15      | 1.6250%  | 0.0000% | $132000.00         | $131337.22         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-15      | 1.6250%  | 0.0000% | $70500.00          | $70746.45          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-15      | 5.3750%  | 0.0000% | $10800000.00       | $11841803.10       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-15      | 6.0000%  | 0.0000% | $11804900.00       | $12105806.90       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-01-06      | NA       | 0.0000% | $500.00            | $499.81            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-03-05      | NA       | 0.0000% | $2013900.00        | $2001665.56        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-08-06      | NA       | 0.0000% | $100.00            | $97.96             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 3.3750%  | 0.0000% | $354968300.00      | $354399995.75      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-12-31      | 3.6250%  | 0.0000% | $10000.00          | $9969.58           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-30      | 3.3750%  | 0.0000% | $23453900.00       | $23482685.28       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-15      | 3.3750%  | 0.0000% | $8826000.00        | $8884276.57        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-15      | 3.6250%  | 0.0000% | $1737000.00        | $1766191.59        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-30      | 4.1250%  | 0.0000% | $19723100.00       | $20132611.70       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 3.8750%  | 0.0000% | $108300.00         | $111020.36         | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley 3.850000%
- **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_3.85_0102
- **C.18 - Value (incl. sponsor support):** $5500000000.00
- **C.18.a - Value (excl. sponsor support):** $5500000000.00
- **C.19 - Percentage of Net Assets:** 2.4900%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2030-12-31      | 3.7500%  | 0.0000% | $160912000.00      | $161285315.84      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-01-31      | 4.2500%  | 0.0000% | $3400000.00        | $3460675.85        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-01-31      | 4.0000%  | 0.0000% | $161494200.00      | $166332474.95      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-02-15      | 4.0000%  | 0.0000% | $58500.00          | $59367.85          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-28      | 4.2500%  | 0.0000% | $71322700.00       | $74114641.67       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-15      | 4.2500%  | 0.0000% | $20451900.00       | $20885483.44       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-04-30      | 4.8750%  | 0.0000% | $172396300.00      | $174516564.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-06-30      | 4.2500%  | 0.0000% | $11000.00          | $11245.36          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-09-30      | 3.6250%  | 0.0000% | $44370800.00       | $44420366.08       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-09-30      | 3.5000%  | 0.0000% | $130000100.00      | $130707970.54      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-31      | 4.1250%  | 0.0000% | $100963300.00      | $102094893.32      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-10-31      | 4.1250%  | 0.0000% | $107800000.00      | $110438509.23      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-12-31      | 4.5000%  | 0.0000% | $407773600.00      | $422830640.18      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-03-31      | 4.0000%  | 0.0000% | $19856300.00       | $20340473.84       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-15      | 1.5000%  | 0.0000% | $420000.00         | $388644.06         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-01-31      | 3.5000%  | 0.0000% | $13019900.00       | $13151409.20       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-30      | 4.6250%  | 0.0000% | $551900.00         | $574298.62         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-15      | 3.7500%  | 0.0000% | $148730900.00      | $150767575.18      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.8750%  | 0.0000% | $553279200.00      | $562096642.49      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-04-30      | 4.0000%  | 0.0000% | $148220000.00      | $150535838.41      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-05-15      | 4.2500%  | 0.0000% | $5200.00           | $5288.51           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-06-30      | 4.0000%  | 0.0000% | $54926200.00       | $55382197.31       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 3.8750%  | 0.0000% | $55438900.00       | $56831454.97       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 3.5000%  | 0.0000% | $21933600.00       | $22139976.62       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-10-31      | 3.7500%  | 0.0000% | $4527800.00        | $4518205.87        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-11-15      | 4.0000%  | 0.0000% | $252493600.00      | $250965224.15      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-11-30      | 3.7500%  | 0.0000% | $185947000.00      | $184895410.46      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-15      | 3.5000%  | 0.0000% | $16999100.00       | $17019251.78       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-01-15      | NA       | 0.0000% | $663300.00         | $662455.62         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-02-19      | NA       | 0.0000% | $7285900.00        | $7251532.41        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-04-16      | NA       | 0.0000% | $104691200.00      | $103626595.19      | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-08-06      | NA       | 0.0000% | $9576000.00        | $9380371.90        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-09-03      | NA       | 0.0000% | $7561000.00        | $7389327.50        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-03-12      | NA       | 0.0000% | $45162000.00       | $44855666.15       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-10-29      | NA       | 0.0000% | $33076800.00       | $32146548.08       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-04-09      | NA       | 0.0000% | $247601400.00      | $245249681.90      | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-03-03      | NA       | 0.0000% | $1241600.00        | $1234284.49        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-03-10      | NA       | 0.0000% | $4897600.00        | $4866128.02        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-03-24      | NA       | 0.0000% | $317600.00         | $315096.99         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-06-25      | NA       | 0.0000% | $41664600.00       | $40962801.48       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-04-07      | NA       | 0.0000% | $14064900.00       | $13934433.99       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 6.1250%  | 0.0000% | $10356800.00       | $10931541.80       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 5.2500%  | 0.0000% | $32000.00          | $33705.16          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-15      | 2.7500%  | 0.0000% | $25000000.00       | $24888737.50       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 2.8750%  | 0.0000% | $100000000.00      | $98989431.49       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-01-31      | 2.6250%  | 0.0000% | $773700.00         | $781328.47         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-15      | 2.6250%  | 0.0000% | $302000000.00      | $296823040.50      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-04-30      | 2.3750%  | 0.0000% | $15675200.00       | $15677677.81       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-15      | 2.3750%  | 0.0000% | $4301000.00        | $4152636.81        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-15      | 1.6250%  | 0.0000% | $3397600.00        | $3409477.16        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-15      | 2.0000%  | 0.0000% | $5019000.00        | $4965138.28        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 2.2500%  | 0.0000% | $22716000.00       | $22594730.63       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-15      | 2.3750%  | 0.0000% | $4241000.00        | $4190637.94        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-15      | 1.7500%  | 0.0000% | $5336800.00        | $5000121.34        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 1.7500%  | 0.0000% | $10347700.00       | $10167815.58       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-31      | 1.5000%  | 0.0000% | $44930000.00       | $44251935.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 1.1250%  | 0.0000% | $13000.00          | $12700.86          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 0.6250%  | 0.0000% | $4577100.00        | $4426786.53        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 0.5000%  | 0.0000% | $126323600.00      | $121230210.24      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 0.5000%  | 0.0000% | $100.00            | $95.70             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 0.5000%  | 0.0000% | $350000.00         | $333936.08         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 0.5000%  | 0.0000% | $28000.00          | $26562.58          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 0.6250%  | 0.0000% | $1000.00           | $945.57            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-01-31      | 0.3750%  | 0.0000% | $16565900.00       | $16546436.78       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-15      | 1.1250%  | 0.0000% | $1000000.00        | $886163.75         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-31      | 1.2500%  | 0.0000% | $100.00            | $94.96             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 0.7500%  | 0.0000% | $421100.00         | $416410.52         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-06-30      | 0.8750%  | 0.0000% | $16601300.00       | $16382943.10       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 1.3750%  | 0.0000% | $200.00            | $187.92            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 1.2500%  | 0.0000% | $100.00            | $97.78             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 1.7500%  | 0.0000% | $3000000.00        | $2866541.45        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 1.8750%  | 0.0000% | $3590000.00        | $3546611.48        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 2.3750%  | 0.0000% | $40940000.00       | $39722147.47       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 2.7500%  | 0.0000% | $118000000.00      | $117409761.39      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 2.7500%  | 0.0000% | $7600000.00        | $7420799.85        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 2.6250%  | 0.0000% | $600897000.00      | $595114313.94      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 2.7500%  | 0.0000% | $19285000.00       | $19290080.13       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-07-31      | 2.6250%  | 0.0000% | $84386900.00       | $82626481.49       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-31      | 3.1250%  | 0.0000% | $20981500.00       | $20869349.01       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-09-30      | 3.8750%  | 0.0000% | $249420000.00      | $254245517.78      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 3.8750%  | 0.0000% | $7828400.00        | $7929403.09        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-01-15      | 3.8750%  | 0.0000% | $524600.00         | $533957.04         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-15      | 4.0000%  | 0.0000% | $9836600.00        | $9985870.40        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-29      | 4.0000%  | 0.0000% | $2001000.00        | $2049493.56        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-15      | 3.6250%  | 0.0000% | $10000.00          | $10048.43          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-31      | 4.1250%  | 0.0000% | $67916500.00       | $70137514.61       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 4.0000%  | 0.0000% | $4000000.00        | $4123369.74        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 4.1250%  | 0.0000% | $1240000.00        | $1280942.24        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-31      | 4.3750%  | 0.0000% | $111802900.00      | $115887560.27      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 4.3750%  | 0.0000% | $131612600.00      | $135183771.23      | U.S. Treasuries (including strips) |

### Security 225: Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley 3.860000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 944JXN903, C.3 - LEI: N/A, C.5 - Other ID: 944JXN903_3.86_0102
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE POOL  | 2055-08-01      | 5.0000%  | 0.0000% | $7970.00           | $7917.04           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-08-01      | 6.0000%  | 0.0000% | $88944.00          | $92445.00          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 5.5000%  | 0.0000% | $389292.00         | $396665.03         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-09-01      | 5.0000%  | 0.0000% | $525367.00         | $526771.01         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-10-01      | 6.0000%  | 0.0000% | $1156103.00        | $1206775.18        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-10-01      | 5.5000%  | 0.0000% | $1552310.00        | $1601366.88        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-09-01      | 6.5000%  | 0.0000% | $3757943.00        | $3826371.04        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.26           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-10-01      | 5.5000%  | 0.0000% | $3676883.00        | $3763202.50        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-10-01      | 5.0000%  | 0.0000% | $1259139.00        | $1266484.99        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-10-01      | 5.5000%  | 0.0000% | $4879154.00        | $4971053.90        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2037-11-01      | 4.0000%  | 0.0000% | $795485.00         | $462022.69         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-07-01      | 4.5000%  | 0.0000% | $254910.00         | $184720.86         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-12-01      | 4.5000%  | 0.0000% | $32950.00          | $26018.89          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-05-01      | 5.5000%  | 0.0000% | $36300630.00       | $32303060.14       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-07-01      | 6.5000%  | 0.0000% | $4147966.00        | $3092245.21        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-10-01      | 4.0000%  | 0.0000% | $5980.00           | $5098.90           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2050-12-01      | 2.0000%  | 0.0000% | $81000.00          | $43889.19          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-03-01      | 2.5000%  | 0.0000% | $194550.00         | $128597.72         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-11-01      | 6.0000%  | 0.0000% | $7235.00           | $5149.12           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-05-01      | 6.0000%  | 0.0000% | $9710600.00        | $7014122.15        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-08-01      | 5.0000%  | 0.0000% | $12433100.00       | $10317470.80       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2048-08-01      | 3.0000%  | 0.0000% | $1632010.00        | $479259.16         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2050-02-01      | 3.5000%  | 0.0000% | $98000.00          | $26638.57          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-02-01      | 5.5000%  | 0.0000% | $6949620.00        | $5387078.35        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2050-03-01      | 3.5000%  | 0.0000% | $419000.00         | $125786.32         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2050-08-01      | 2.0000%  | 0.0000% | $164000.00         | $77288.19          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $923.97            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2034-10-01      | 2.5000%  | 0.0000% | $1505020.00        | $298913.97         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2035-08-01      | 5.0000%  | 0.0000% | $30190.00          | $28079.31          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2052-02-01      | 2.0000%  | 0.0000% | $85870.00          | $57026.72          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-06-01      | 7.0000%  | 0.0000% | $1008.00           | $680.90            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2041-01-01      | 6.0000%  | 0.0000% | $1296878.00        | $1355011.85        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2041-01-01      | 5.5000%  | 0.0000% | $1268818.00        | $1307993.18        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-10-01      | 6.0000%  | 0.0000% | $224127.00         | $204364.47         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2048-08-01      | 3.5000%  | 0.0000% | $5112860.00        | $4560255.57        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2042-07-01      | 3.5000%  | 0.0000% | $2500000.00        | $90572.79          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2031-08-01      | 4.5000%  | 0.0000% | $115000.00         | $5050.48           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-10-01      | 4.5000%  | 0.0000% | $2000000.00        | $21706.45          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2041-01-01      | 3.5000%  | 0.0000% | $1128912.00        | $44166.72          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2042-07-01      | 4.0000%  | 0.0000% | $110000.00         | $10218.98          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2028-02-01      | 2.5000%  | 0.0000% | $2500000.00        | $77209.09          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2033-06-01      | 3.5000%  | 0.0000% | $122000.00         | $13244.78          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2034-12-01      | 3.5000%  | 0.0000% | $494500.00         | $44789.83          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2046-12-01      | 2.5000%  | 0.0000% | $1954000.00        | $466403.47         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2032-07-01      | 3.0000%  | 0.0000% | $9898850.00        | $1041208.90        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-09-01      | 1.5000%  | 0.0000% | $1082690.00        | $612142.33         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-10-01      | 2.5000%  | 0.0000% | $10810.00          | $6626.02           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-11-01      | 1.5000%  | 0.0000% | $16909330.00       | $9911832.16        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-03-01      | 4.5000%  | 0.0000% | $1008.00           | $57.86             | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2034-12-01      | 3.0000%  | 0.0000% | $282080.00         | $40260.97          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-02-01      | 3.5000%  | 0.0000% | $61890.00          | $8525.26           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-05-01      | 3.0000%  | 0.0000% | $1127148.00        | $240154.05         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-04-01      | 3.5000%  | 0.0000% | $500000.00         | $80433.90          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-02-01      | 5.0000%  | 0.0000% | $3983990.00        | $3561279.62        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-06-01      | 5.5000%  | 0.0000% | $240444613.00      | $201220728.17      | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-04-01      | 2.5000%  | 0.0000% | $1000.00           | $605.19            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-07-01      | 3.0000%  | 0.0000% | $13000.00          | $9556.83           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-07-01      | 4.0000%  | 0.0000% | $8070.00           | $6115.83           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-07-01      | 4.0000%  | 0.0000% | $162480.00         | $90103.17          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-10-01      | 4.5000%  | 0.0000% | $10186000.00       | $7753536.34        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-01-01      | 5.5000%  | 0.0000% | $1883190.00        | $1390021.97        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-11-01      | 2.5000%  | 0.0000% | $537851.00         | $388469.30         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-05-01      | 4.5000%  | 0.0000% | $105020.00         | $86303.94          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-08-01      | 6.0000%  | 0.0000% | $50000.00          | $51463.50          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-08-01      | 6.5000%  | 0.0000% | $81394584.00       | $76759172.89       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-10-01      | 5.5000%  | 0.0000% | $1468890.00        | $1458965.76        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-12-01      | 5.5000%  | 0.0000% | $129482510.00      | $131282356.27      | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 3.5000%  | 0.0000% | $2567775.00        | $2391912.37        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-12-01      | 4.0000%  | 0.0000% | $8991220.00        | $8579883.67        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-12-01      | 5.5000%  | 0.0000% | $96773767.00       | $98670855.38       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-12-01      | 6.0000%  | 0.0000% | $62713020.00       | $64762418.78       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2040-09-01      | 4.5000%  | 0.0000% | $7755190.00        | $7453061.64        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2040-06-01      | 6.5000%  | 0.0000% | $186927.00         | $150216.18         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2040-12-01      | 6.0000%  | 0.0000% | $166061.00         | $173275.69         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2040-10-01      | 5.0000%  | 0.0000% | $1000.00           | $959.80            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2040-11-01      | 4.5000%  | 0.0000% | $37408972.00       | $36851116.95       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2040-12-01      | 4.0000%  | 0.0000% | $15932688.00       | $15796612.22       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2040-12-01      | 4.5000%  | 0.0000% | $28856210.00       | $29011427.55       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 5.0000%  | 0.0000% | $1138438.00        | $1154115.05        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 5.0000%  | 0.0000% | $1689150.00        | $1703392.35        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 5.5000%  | 0.0000% | $1919803.00        | $1976314.96        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 5.5000%  | 0.0000% | $1668490.00        | $1717604.23        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 5.0000%  | 0.0000% | $4711051.00        | $4771039.95        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 5.0000%  | 0.0000% | $1222048.00        | $1232673.30        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 5.5000%  | 0.0000% | $1396461.00        | $1433706.48        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 5.0000%  | 0.0000% | $1264598.00        | $1288129.22        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 5.5000%  | 0.0000% | $1616777.00        | $1664368.99        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 5.5000%  | 0.0000% | $15053837.00       | $15376716.71       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 5.0000%  | 0.0000% | $5000.00           | $5058.02           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2041-01-01      | 5.5000%  | 0.0000% | $1135601.00        | $1171035.54        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2041-01-01      | 5.5000%  | 0.0000% | $1506760.00        | $1553992.91        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2041-01-01      | 6.0000%  | 0.0000% | $1373049.00        | $1437115.47        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-02-01      | 6.0000%  | 0.0000% | $5549000.00        | $64863.05          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2028-01-01      | 6.0000%  | 0.0000% | $1000.00           | $3.69              | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2028-08-01      | 2.0000%  | 0.0000% | $1000.00           | $45.05             | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2040-03-01      | 5.5000%  | 0.0000% | $59913.00          | $48239.63          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-10-01      | 5.5000%  | 0.0000% | $4316281.00        | $4400943.28        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-04-01      | 5.0000%  | 0.0000% | $266565.00         | $214945.67         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 5.0000%  | 0.0000% | $6288263.00        | $6360676.54        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-05-01      | 2.0000%  | 0.0000% | $200271104.00      | $117912068.97      | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-03-01      | 6.0000%  | 0.0000% | $1024.00           | $912.57            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-12-01      | 3.5000%  | 0.0000% | $4808340.00        | $4692616.08        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.84           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 4.5000%  | 0.0000% | $5109321.00        | $5035900.06        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-10-01      | 5.5000%  | 0.0000% | $2511014.00        | $2560240.75        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 5.5000%  | 0.0000% | $2833060.00        | $2915063.87        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 5.0000%  | 0.0000% | $4432222.00        | $4469593.02        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 4.5000%  | 0.0000% | $5885987.00        | $5778279.32        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-10-01      | 6.0000%  | 0.0000% | $5978.00           | $6261.54           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-10-01      | 5.5000%  | 0.0000% | $1136750.00        | $1164926.31        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-09-01      | 5.5000%  | 0.0000% | $1055456.00        | $1084105.38        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-10-01      | 5.0000%  | 0.0000% | $24354.00          | $24554.41          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-10-01      | 6.5000%  | 0.0000% | $1169286.00        | $1232248.49        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-10-01      | 5.5000%  | 0.0000% | $1093066.00        | $1125245.33        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-10-01      | 5.0000%  | 0.0000% | $1302900.00        | $1313639.70        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-11-01      | 5.0000%  | 0.0000% | $7814710.00        | $7858311.29        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-11-01      | 6.5000%  | 0.0000% | $5074.00           | $5324.41           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-11-01      | 5.0000%  | 0.0000% | $7155708.00        | $7200631.77        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-11-01      | 5.5000%  | 0.0000% | $1141500.00        | $1170600.24        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-11-01      | 6.0000%  | 0.0000% | $1283350.00        | $1338936.68        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-11-01      | 5.0000%  | 0.0000% | $1532720.00        | $1545317.74        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-11-01      | 5.5000%  | 0.0000% | $1395250.00        | $1432289.93        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-11-01      | 6.5000%  | 0.0000% | $4997.00           | $5262.49           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-11-01      | 6.5000%  | 0.0000% | $1549030.00        | $1640404.23        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-07-01      | 6.5000%  | 0.0000% | $1049177.00        | $1104419.83        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-09-01      | 5.5000%  | 0.0000% | $1068350.00        | $1093764.03        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $993.26            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-09-01      | 6.0000%  | 0.0000% | $4932581.00        | $5121988.49        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-09-01      | 6.0000%  | 0.0000% | $4686540.00        | $4873367.43        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-10-01      | 6.0000%  | 0.0000% | $1030699.00        | $1070031.36        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $876.22            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-09-01      | 5.5000%  | 0.0000% | $1304400.00        | $1330722.28        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-09-01      | 6.5000%  | 0.0000% | $1054362.00        | $1112128.07        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-10-01      | 5.0000%  | 0.0000% | $5088844.00        | $5109688.38        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-10-01      | 6.0000%  | 0.0000% | $1026400.00        | $1073766.85        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-10-01      | 6.0000%  | 0.0000% | $379398.00         | $389666.78         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-10-01      | 5.5000%  | 0.0000% | $2493970.00        | $2443537.54        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1040.94           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-10-01      | 6.0000%  | 0.0000% | $7644177.00        | $7863721.32        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-04-01      | 3.0000%  | 0.0000% | $299000.00         | $214755.66         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-01-01      | 6.0000%  | 0.0000% | $679000.00         | $493243.60         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-07-01      | 2.5000%  | 0.0000% | $5212680.00        | $3531578.61        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-06-01      | 1.5000%  | 0.0000% | $113090.00         | $77140.18          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 3.0000%  | 0.0000% | $901053.00         | $677335.81         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-08-01      | 1.5000%  | 0.0000% | $41294.00          | $28079.90          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-05-01      | 5.0000%  | 0.0000% | $823210.00         | $733309.86         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-05-01      | 2.5000%  | 0.0000% | $87800.00          | $63954.41          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-08-01      | 1.5000%  | 0.0000% | $839660.00         | $589663.65         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-02-01      | 5.0000%  | 0.0000% | $2352290.00        | $1891698.52        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-07-01      | 2.5000%  | 0.0000% | $78660.00          | $60630.93          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-08-01      | 1.5000%  | 0.0000% | $2499000.00        | $1886270.15        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-09-01      | 4.5000%  | 0.0000% | $2400000.00        | $2081571.23        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $942.55            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-09-01      | 6.0000%  | 0.0000% | $8730.00           | $8230.60           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-09-01      | 5.0000%  | 0.0000% | $5206000.00        | $4635053.99        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-02-01      | 1.5000%  | 0.0000% | $9278815.00        | $7252320.76        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $983.82            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-04-01      | 6.5000%  | 0.0000% | $7375000.00        | $7478098.08        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1010.66           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 5.0000%  | 0.0000% | $121482589.00      | $123073385.00      | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-10-01      | 6.0000%  | 0.0000% | $39306723.00       | $39769632.95       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-10-01      | 6.0000%  | 0.0000% | $27861822.00       | $28634582.35       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-10-01      | 5.5000%  | 0.0000% | $1150437.00        | $1176974.02        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-02-01      | 6.0000%  | 0.0000% | $7531680.00        | $5611288.50        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-06-01      | 6.5000%  | 0.0000% | $1532613.00        | $17715.28          | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2033-01-01      | 3.5000%  | 0.0000% | $33332.00          | $5042.05           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2034-04-01      | 5.0000%  | 0.0000% | $19492810.00       | $219116.50         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2046-06-01      | 3.5000%  | 0.0000% | $1000.00           | $319.86            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2046-06-01      | 3.5000%  | 0.0000% | $1315920.00        | $217086.89         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2036-06-01      | 3.5000%  | 0.0000% | $1000.00           | $122.89            | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2033-05-01      | 3.0000%  | 0.0000% | $1726336.00        | $235895.50         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2036-08-01      | 1.5000%  | 0.0000% | $738646.00         | $395731.02         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-04-01      | 5.5000%  | 0.0000% | $999000.00         | $547856.61         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-07-01      | 5.5000%  | 0.0000% | $24000.00          | $19010.20          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-09-01      | 4.0000%  | 0.0000% | $8000.00           | $6689.30           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-10-01      | 5.5000%  | 0.0000% | $1000.00           | $595.14            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2039-07-01      | 5.5000%  | 0.0000% | $89532.00          | $52597.51          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-05-01      | 5.0000%  | 0.0000% | $488480.00         | $397856.12         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2045-07-01      | 6.5000%  | 0.0000% | $1345900.00        | $1323790.41        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-07-01      | 5.5000%  | 0.0000% | $64197236.00       | $56697545.55       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-09-01      | 5.0000%  | 0.0000% | $1057209.00        | $1012198.29        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-08-01      | 3.5000%  | 0.0000% | $124020.00         | $117181.13         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-10-01      | 4.5000%  | 0.0000% | $5686296.00        | $5509720.88        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-10-01      | 5.5000%  | 0.0000% | $136832.00         | $133917.32         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-12-01      | 6.0000%  | 0.0000% | $27795692.00       | $28288021.10       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-11-01      | 6.0000%  | 0.0000% | $35755250.00       | $36128524.95       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-12-01      | 4.5000%  | 0.0000% | $61975807.00       | $60841649.73       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-12-01      | 3.5000%  | 0.0000% | $7423510.00        | $7208377.38        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-12-01      | 4.0000%  | 0.0000% | $16722740.00       | $16472392.24       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2035-12-01      | 5.0000%  | 0.0000% | $239000.00         | $241590.38         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 7.0000%  | 0.0000% | $1353821.00        | $1431458.73        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-12-01      | 5.0000%  | 0.0000% | $24770731.00       | $24854992.78       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-12-01      | 5.5000%  | 0.0000% | $136805262.00      | $139487101.11      | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-12-01      | 6.0000%  | 0.0000% | $24786700.00       | $25596729.36       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-12-01      | 4.0000%  | 0.0000% | $9895755.00        | $9811238.65        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-12-01      | 5.5000%  | 0.0000% | $2616432.00        | $2696916.94        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-12-01      | 4.5000%  | 0.0000% | $1070544.00        | $1029167.06        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.41           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.06           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-06-01      | 6.0000%  | 0.0000% | $3501355.00        | $3587140.38        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-07-01      | 6.0000%  | 0.0000% | $2810970.00        | $2718232.23        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 5.0000%  | 0.0000% | $18624493.00       | $18687847.32       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 5.5000%  | 0.0000% | $5156958.00        | $5307233.47        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 6.5000%  | 0.0000% | $5468914.00        | $5771118.90        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.45           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 5.0000%  | 0.0000% | $4986860.00        | $5035929.04        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 5.5000%  | 0.0000% | $5144578.00        | $5298068.20        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 5.5000%  | 0.0000% | $4647761.00        | $4780000.64        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 5.0000%  | 0.0000% | $5166113.00        | $5226539.30        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 5.0000%  | 0.0000% | $4986628.00        | $5030179.55        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 5.5000%  | 0.0000% | $5080500.00        | $5210618.38        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 5.0000%  | 0.0000% | $3472000.00        | $3504361.36        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 5.0000%  | 0.0000% | $13260742.00       | $13305850.63       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 5.0000%  | 0.0000% | $6218709.00        | $6239862.98        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 4.5000%  | 0.0000% | $5022888.00        | $4953431.50        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 4.5000%  | 0.0000% | $25155017.00       | $24798998.04       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-05-01      | 6.5000%  | 0.0000% | $8673430.00        | $8215379.89        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-09-01      | 6.0000%  | 0.0000% | $9910.00           | $9669.39           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-07-01      | 6.5000%  | 0.0000% | $19340231.00       | $16138378.64       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-07-01      | 5.0000%  | 0.0000% | $17246077.00       | $16954443.92       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-04-01      | 5.5000%  | 0.0000% | $5959867.00        | $5849243.30        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-09-01      | 5.5000%  | 0.0000% | $5983.00           | $6034.65           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-09-01      | 5.5000%  | 0.0000% | $110445296.00      | $109479859.04      | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 5.5000%  | 0.0000% | $45190910.00       | $46198329.65       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-10-01      | 5.5000%  | 0.0000% | $2357924.00        | $2396130.12        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-10-01      | 6.0000%  | 0.0000% | $5427.00           | $5572.19           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2053-11-01      | 6.5000%  | 0.0000% | $120739040.00      | $78618851.37       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1029.79           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-07-01      | 5.0000%  | 0.0000% | $357979.00         | $317045.30         | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-08-01      | 5.5000%  | 0.0000% | $97227175.00       | $90986751.37       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-08-01      | 6.0000%  | 0.0000% | $149793198.00      | $130530769.15      | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2054-11-01      | 6.0000%  | 0.0000% | $219040.00         | $184098.70         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-05-01      | 6.0000%  | 0.0000% | $79576760.00       | $76717815.79       | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-06-01      | 5.5000%  | 0.0000% | $128358532.00      | $126939000.46      | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-11-01      | 6.0000%  | 0.0000% | $1024.00           | $1045.24           | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $980.75            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-11-01      | 5.5000%  | 0.0000% | $4984.00           | $5116.33           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 5.5000%  | 0.0000% | $4943559.00        | $5065987.09        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 5.5000%  | 0.0000% | $1049538.00        | $1076883.05        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 5.5000%  | 0.0000% | $42809.00          | $43944.16          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-11-01      | 5.5000%  | 0.0000% | $1183576.00        | $1207787.48        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-11-01      | 5.0000%  | 0.0000% | $4320227.00        | $4349416.64        | Agency Mortgage-Backed Securities |
| Freddie Mac      | 2051-07-01      | 3.0000%  | 0.0000% | $5970.00           | $5049.23           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-11-01      | 5.5000%  | 0.0000% | $1293560.00        | $9049.50           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-08-01      | 4.5000%  | 0.0000% | $5686201.00        | $416792.47         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 5.0000%  | 0.0000% | $3986207.00        | $4045628.06        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 5.0000%  | 0.0000% | $4286781.00        | $4336146.14        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 5.0000%  | 0.0000% | $10480636.00       | $10601327.51       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-02-01      | 2.0000%  | 0.0000% | $286000.00         | $217552.42         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $865.94            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-01-01      | 3.0000%  | 0.0000% | $1024.00           | $856.69            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-03-01      | 5.5000%  | 0.0000% | $56284854.00       | $44885422.14       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-10-01      | 4.0000%  | 0.0000% | $9119970.00        | $8498430.72        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-08-01      | 7.0000%  | 0.0000% | $38683596.00       | $36608557.35       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-02-01      | 4.5000%  | 0.0000% | $4898792.00        | $4694429.16        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-08-01      | 5.0000%  | 0.0000% | $17128410.00       | $16985282.72       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2053-12-01      | 3.5000%  | 0.0000% | $39054020.00       | $36149896.67       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2052-06-01      | 1.5000%  | 0.0000% | $27630368.00       | $21386592.30       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2053-10-01      | 3.5000%  | 0.0000% | $5890.00           | $5450.42           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-07-01      | 6.0000%  | 0.0000% | $3291844.00        | $3408895.39        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-09-01      | 4.0000%  | 0.0000% | $30040.00          | $8662.06           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-05-01      | 4.0000%  | 0.0000% | $70000.00          | $13700.12          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-07-01      | 3.5000%  | 0.0000% | $113270.00         | $46762.15          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-03-01      | 2.0000%  | 0.0000% | $50000.00          | $21630.18          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-05-01      | 4.0000%  | 0.0000% | $601010.00         | $238732.90         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-04-01      | 4.0000%  | 0.0000% | $16088580.00       | $6535859.44        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-05-01      | 3.0000%  | 0.0000% | $400000.00         | $186937.33         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-09-01      | 3.5000%  | 0.0000% | $199000.00         | $102917.11         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-04-01      | 2.5000%  | 0.0000% | $185020.00         | $127561.22         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-02-01      | 2.0000%  | 0.0000% | $297800.00         | $188889.61         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-03-01      | 2.0000%  | 0.0000% | $4201535.00        | $2325095.00        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-05-01      | 4.0000%  | 0.0000% | $5255280.00        | $3261553.31        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-04-01      | 3.0000%  | 0.0000% | $15797780.00       | $10382442.69       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-12-01      | 3.5000%  | 0.0000% | $27376233.00       | $17637784.04       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-01-01      | 2.0000%  | 0.0000% | $955930.00         | $631723.26         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-12-01      | 2.0000%  | 0.0000% | $20000000.00       | $12714049.32       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-12-01      | 2.5000%  | 0.0000% | $26996902.00       | $16765138.79       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-04-01      | 3.5000%  | 0.0000% | $6413050.00        | $3503797.69        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-11-01      | 6.0000%  | 0.0000% | $5225286.00        | $5416829.31        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-11-01      | 5.5000%  | 0.0000% | $1418583.00        | $1464117.15        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-01-01      | 4.0000%  | 0.0000% | $745707.00         | $671770.54         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-04-01      | 5.0000%  | 0.0000% | $1702330.00        | $1185086.92        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $889.47            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2039-01-01      | 4.5000%  | 0.0000% | $96422.00          | $21571.11          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-12-01      | 2.0000%  | 0.0000% | $194919168.00      | $103281730.70      | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-12-01      | 2.5000%  | 0.0000% | $25000.00          | $12994.32          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-10-01      | 2.5000%  | 0.0000% | $4992980.00        | $3128097.93        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-12-01      | 2.0000%  | 0.0000% | $1507870.00        | $924676.65         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-03-01      | 3.0000%  | 0.0000% | $712695.00         | $454647.91         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-04-01      | 3.5000%  | 0.0000% | $130000.00         | $86422.40          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-07-01      | 4.5000%  | 0.0000% | $25315270.00       | $17922613.60       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-09-01      | 4.0000%  | 0.0000% | $447980.00         | $330559.85         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-11-01      | 5.5000%  | 0.0000% | $10000.00          | $8345.18           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-07-01      | 6.0000%  | 0.0000% | $4995550.00        | $4466222.08        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $990.52            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-08-01      | 6.5000%  | 0.0000% | $47516291.00       | $40902260.46       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-09-01      | 5.0000%  | 0.0000% | $1760418.00        | $1652738.04        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2041-01-01      | 4.5000%  | 0.0000% | $1007352.00        | $1015254.68        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 5.0000%  | 0.0000% | $4155481.00        | $4208395.51        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 6.0000%  | 0.0000% | $1951967.00        | $2040898.62        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 5.5000%  | 0.0000% | $1713165.00        | $1765252.64        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 5.0000%  | 0.0000% | $43752.00          | $44175.02          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2041-01-01      | 4.5000%  | 0.0000% | $1000.00           | $1006.29           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-10-01      | 5.5000%  | 0.0000% | $3126789.00        | $3184697.53        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-10-01      | 5.5000%  | 0.0000% | $1308562.00        | $1347439.83        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-10-01      | 5.5000%  | 0.0000% | $1325917.00        | $1364041.26        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-10-01      | 5.5000%  | 0.0000% | $1239891.00        | $1267710.35        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-11-01      | 5.0000%  | 0.0000% | $1505275.00        | $1517747.45        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-11-01      | 5.5000%  | 0.0000% | $1158500.00        | $1194003.19        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-11-01      | 5.0000%  | 0.0000% | $1333264.00        | $1341167.41        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-11-01      | 5.0000%  | 0.0000% | $5013.00           | $5059.18           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-09-01      | 6.0000%  | 0.0000% | $469298.00         | $488289.48         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-10-01      | 6.0000%  | 0.0000% | $10055132.00       | $10470594.89       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1054.56           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-11-01      | 6.0000%  | 0.0000% | $24167.00          | $24930.29          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-09-01      | 6.0000%  | 0.0000% | $11835.00          | $12316.70          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-11-01      | 6.5000%  | 0.0000% | $5000.00           | $5272.18           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-11-01      | 5.0000%  | 0.0000% | $3451058.00        | $3458488.76        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-11-01      | 5.0000%  | 0.0000% | $4628060.00        | $4650346.51        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 6.0000%  | 0.0000% | $1144760.00        | $1193170.76        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-11-01      | 6.0000%  | 0.0000% | $1068464.00        | $1112181.40        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 5.0000%  | 0.0000% | $1295500.00        | $1311001.52        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 5.5000%  | 0.0000% | $5317930.00        | $5479533.03        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 5.0000%  | 0.0000% | $5188458.00        | $5206107.41        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 5.5000%  | 0.0000% | $5035550.00        | $5196925.95        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2041-01-01      | 4.5000%  | 0.0000% | $1052313.00        | $1059431.90        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 7.0000%  | 0.0000% | $6986.00           | $7416.67           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-10-01      | 3.5000%  | 0.0000% | $274000.00         | $76106.51          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-03-01      | 4.0000%  | 0.0000% | $28450.00          | $9512.80           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-09-01      | 2.5000%  | 0.0000% | $447690.00         | $212853.50         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-10-01      | 2.5000%  | 0.0000% | $70000.00          | $33843.05          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-02-01      | 2.0000%  | 0.0000% | $1008.00           | $587.91            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-12-01      | 3.0000%  | 0.0000% | $1000.00           | $341.08            | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-04-01      | 2.5000%  | 0.0000% | $95855.00          | $55547.26          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2045-08-01      | 3.5000%  | 0.0000% | $10389000.00       | $1814393.09        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-11-01      | 6.5000%  | 0.0000% | $12597000.00       | $70761.29          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-10-01      | 6.5000%  | 0.0000% | $75170.00          | $26886.79          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-10-01      | 6.0000%  | 0.0000% | $2619990.00        | $1497799.59        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-04-01      | 6.0000%  | 0.0000% | $16710.00          | $12436.74          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-08-01      | 5.0000%  | 0.0000% | $63161.00          | $62186.32          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-01-01      | 5.0000%  | 0.0000% | $3672210.00        | $3438895.00        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-12-01      | 5.0000%  | 0.0000% | $221050.00         | $220825.39         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-07-01      | 5.5000%  | 0.0000% | $2215582.00        | $2260115.32        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-10-01      | 5.5000%  | 0.0000% | $6119.00           | $6238.86           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-04-01      | 5.5000%  | 0.0000% | $14160.00          | $13117.84          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-04-01      | 6.5000%  | 0.0000% | $1884863.00        | $1101640.45        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 5.5000%  | 0.0000% | $1980874.00        | $2011902.02        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 6.5000%  | 0.0000% | $1003840.00        | $786110.27         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-06-01      | 6.5000%  | 0.0000% | $1024.00           | $987.85            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 5.0000%  | 0.0000% | $1173441.00        | $1178024.12        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-06-01      | 6.0000%  | 0.0000% | $1249962.00        | $1277358.75        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-09-01      | 5.5000%  | 0.0000% | $4559032.00        | $4624922.05        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-08-01      | 6.0000%  | 0.0000% | $1129299.00        | $1177485.91        | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - JPM 3.820000%
- **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: N/A, C.5 - Other ID: 952JMUII9_3.82_0102
- **C.18 - Value (incl. sponsor support):** $7250000000.00
- **C.18.a - Value (excl. sponsor support):** $7250000000.00
- **C.19 - Percentage of Net Assets:** 3.2800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-01-31      | 1.5000%  | 0.0000% | $533556000.00      | $525503793.23      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-15      | 1.5000%  | 0.0000% | $568180800.00      | $525762126.01      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 1.8750%  | 0.0000% | $1133256000.00     | $1119559536.86     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-31      | 4.3750%  | 0.0000% | $388668400.00      | $402868196.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 4.1250%  | 0.0000% | $2219350400.00     | $2281132286.22     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 2.2500%  | 0.0000% | $517935200.00      | $515170202.93      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 4.1250%  | 0.0000% | $1590339200.00     | $1623464269.76     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-15      | 1.6250%  | 0.0000% | $102327900.00      | $101814103.13      | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-03-24      | NA       | 0.0000% | $5900.00           | $5853.50           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-15      | 2.6250%  | 0.0000% | $304947200.00      | $299719718.86      | U.S. Treasuries (including strips) |

### Security 227: Fixed Income Clearing Corp. Tri Party Repo - Northern Trust

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Northern Trust 3.509900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 954ZEB000, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 954ZEB000_3.51_0102
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **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

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL   | 2026-06-18      | NA       | 0.0000% | $19111500.00       | $18800538.64       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-04-14      | NA       | 0.0000% | $89405700.00       | $88511493.99       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 3.3750%  | 0.0000% | $250000000.00      | $249558334.77      | U.S. Treasuries (including strips) |

### Security 228: Fixed Income Clearing Corp. Tri Party Repo - Northern Trust

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Northern Trust 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 954ZEB000, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 954ZEB000_3.82_0102
- **C.18 - Value (incl. sponsor support):** $730000000.00
- **C.18.a - Value (excl. sponsor support):** $730000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2031-02-28      | 4.2500%  | 0.0000% | $293433600.00      | $304491061.59      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-15      | 4.2500%  | 0.0000% | $119130300.00      | $121655314.22      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 3.8750%  | 0.0000% | $150000000.00      | $153573199.73      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 3.8750%  | 0.0000% | $161142200.00      | $163447136.64      | U.S. Treasuries (including strips) |

### Security 229: Fixed Income Clearing Corp. Tri Party Repo - CITI

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - CITI 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 956ZCJ003, C.3 - LEI: N/A, C.5 - Other ID: 956ZCJ003_3.82_0102
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2032-11-30      | 3.7500%  | 0.0000% | $1600.00           | $1590.95           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 1.1250%  | 0.0000% | $2709200.00        | $2646859.78        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-04-28      | NA       | 0.0000% | $1000.00           | $988.63            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-05-15      | 2.3750%  | 0.0000% | $1000.00           | $637.52            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-08-15      | 3.0000%  | 0.0000% | $1000.00           | $732.08            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 3.5000%  | 0.0000% | $93243200.00       | $94120539.61       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 1.5000%  | 0.0000% | $1700.00           | $1607.75           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-05-15      | 2.8750%  | 0.0000% | $200.00            | $189.72            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 3.2500%  | 0.0000% | $5240500.00        | $5223389.77        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-08-15      | 4.2500%  | 0.0000% | $3200.00           | $3284.62           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-15      | 1.5000%  | 0.0000% | $200.00            | $198.58            | U.S. Treasuries (including strips) |

### Security 230: TD Securities USA LLC Tri Party Repo

- **C.1 - Title:** TD Securities USA LLC Tri Party Repo 3.830000%
- **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: N/A, C.5 - Other ID: 976GZG002_3.83_0102
- **C.18 - Value (incl. sponsor support):** $70000000.00
- **C.18.a - Value (excl. sponsor support):** $70000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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

**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                     | 2055-06-20      | 2.0324%  | 0.0000% | $50000000.00       | $4290809.70        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-12-20      | 1.5258%  | 0.0000% | $57841227.00       | $3931134.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-09-20      | 1.2824%  | 0.0000% | $132565800.00      | $4439358.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 1.8824%  | 0.0000% | $111714649.00      | $4286452.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-10-20      | 2.1516%  | 0.0000% | $37611589.00       | $4392938.21        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-12-20      | 1.4500%  | 0.0000% | $53222171.00       | $3176195.68        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-09-20      | 1.9824%  | 0.0000% | $43246524.00       | $3555632.35        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-09-20      | 0.7824%  | 0.0000% | $100000000.00      | $4092766.47        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-10-20      | 2.6824%  | 0.0000% | $35377136.00       | $3413139.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-01-20      | 2.3324%  | 0.0000% | $35038115.00       | $2160029.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 1.6324%  | 0.0000% | $110913710.00      | $3648255.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 1.4824%  | 0.0000% | $200000000.00      | $3602793.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-05-20      | 1.3324%  | 0.0000% | $100000000.00      | $4032333.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-06-20      | 3.3324%  | 0.0000% | $42708333.00       | $3358254.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-08-20      | 2.7324%  | 0.0000% | $30000000.00       | $3386798.49        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-10-20      | 1.5324%  | 0.0000% | $81863342.00       | $3985082.22        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-10-20      | 2.6824%  | 0.0000% | $50000000.00       | $4289288.94        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-11-20      | 1.5624%  | 0.0000% | $67342036.00       | $3459519.42        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-11-20      | 3.2824%  | 0.0000% | $30000000.00       | $3616432.99        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-11-20      | 1.5824%  | 0.0000% | $68439500.00       | $4482783.49        | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 985SRR000, C.3 - LEI: N/A, C.5 - Other ID: 985SRR000_4.00_0109
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **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? 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 | 2029-04-30      | 2.8750%  | 0.0000% | $254136600.00      | $249985180.35      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-31      | 1.3750%  | 0.0000% | $146239100.00      | $138207062.06      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-15      | 3.5000%  | 0.0000% | $19666800.00       | $19807807.93       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 3.800000%
- **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_3.80_0415
- **C.18 - Value (incl. sponsor support):** $950000000.00
- **C.18.a - Value (excl. sponsor support):** $950000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **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? 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 | 2055-04-20      | 1.2324%  | 0.0000% | $300000000.00      | $6637359.02        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2047-11-20      | 2.3516%  | 0.0000% | $50763141.00       | $5721244.89        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-10-20      | 3.5000%  | 0.0000% | $58573914.00       | $9319182.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-11-20      | 3.2824%  | 0.0000% | $50000000.00       | $5695347.57        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-11-20      | 3.2824%  | 0.0000% | $65259571.00       | $7062561.26        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-12-20      | 0.4091%  | 0.0000% | $300000000.00      | $5826904.50        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-11-20      | 1.5459%  | 0.0000% | $92304726.00       | $5348572.11        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-11-20      | 1.5824%  | 0.0000% | $75000000.00       | $5100319.35        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-12-20      | NA       | 0.0000% | $700000000.00      | $10502800.00       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-12-20      | 2.1066%  | 0.0000% | $93164714.00       | $7513798.42        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-12-20      | 6.0000%  | 0.0000% | $22261815.00       | $5454255.98        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-12-20      | NA       | 0.0000% | $560000000.00      | $8405600.00        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2045-09-20      | 1.0224%  | 0.0000% | $162953049.00      | $7664396.90        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-03-20      | 1.7564%  | 0.0000% | $119892148.00      | $8226502.86        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-04-20      | 0.3649%  | 0.0000% | $102090493.00      | $4647976.93        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-06-20      | 0.3620%  | 0.0000% | $126607596.00      | $7277486.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2075-06-20      | 0.7385%  | 0.0000% | $137773463.00      | $9692668.08        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-10-20      | 0.6576%  | 0.0000% | $57061414.00       | $4446237.92        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-02-20      | 4.0000%  | 0.0000% | $41856841.00       | $7789347.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 6.0000%  | 0.0000% | $69705690.00       | $6624712.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 1.4290%  | 0.0000% | $150000000.00      | $4682231.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-01-20      | 3.0000%  | 0.0000% | $53252809.00       | $7003639.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 1.4324%  | 0.0000% | $179000000.00      | $4643569.09        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-06-20      | 3.3824%  | 0.0000% | $50000000.00       | $4383214.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-09-16      | 0.9519%  | 0.0000% | $70144550.00       | $5747664.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-06-20      | 1.5824%  | 0.0000% | $126473828.00      | $5064110.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-07-20      | 2.0824%  | 0.0000% | $137833334.00      | $5896234.88        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-07-20      | 2.0624%  | 0.0000% | $100000000.00      | $5666154.92        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-08-20      | 2.7224%  | 0.0000% | $100000000.00      | $5190566.77        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-02-20      | 2.5000%  | 0.0000% | $40225643.00       | $5145185.72        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-10-20      | 1.5824%  | 0.0000% | $100000000.00      | $4365285.09        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-09-20      | 1.9324%  | 0.0000% | $100000000.00      | $4405570.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-10-20      | 1.4924%  | 0.0000% | $125000000.00      | $5253110.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-10-20      | 1.5024%  | 0.0000% | $150000000.00      | $5873425.64        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-12-20      | 2.1324%  | 0.0000% | $76514873.00       | $5157791.37        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-12-20      | 2.1324%  | 0.0000% | $100000000.00      | $4451465.25        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-12-20      | 2.1524%  | 0.0000% | $92307528.00       | $5724701.37        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-02-20      | 1.9724%  | 0.0000% | $100000000.00      | $6275234.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 2.7324%  | 0.0000% | $132528715.00      | $9835211.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 1.4324%  | 0.0000% | $301072000.00      | $7114629.57        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-03-20      | 1.3824%  | 0.0000% | $150000000.00      | $6766751.23        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2050-04-20      | 4.0000%  | 0.0000% | $24131714.00       | $4667531.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-03-20      | 0.7324%  | 0.0000% | $448333333.00      | $6669443.16        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-10-20      | 0.8324%  | 0.0000% | $173533715.00      | $6802255.86        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | 3.5000%  | 0.0000% | $58609000.00       | $4522623.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-12-20      | 0.5490%  | 0.0000% | $100000000.00      | $7872152.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-02-20      | 1.1418%  | 0.0000% | $107475411.00      | $4990210.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-06-20      | 0.2660%  | 0.0000% | $101269253.00      | $4689591.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-08-20      | 0.6192%  | 0.0000% | $112355085.00      | $8993475.57        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-09-20      | 0.5208%  | 0.0000% | $119230504.00      | $8521945.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-10-20      | 0.4975%  | 0.0000% | $150034242.00      | $9858975.84        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2074-09-20      | 0.5782%  | 0.0000% | $153245629.00      | $9311549.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-09-20      | 0.5247%  | 0.0000% | $87945705.00       | $6668351.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-12-20      | 0.5489%  | 0.0000% | $105282741.00      | $7454035.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-02-20      | 0.4499%  | 0.0000% | $90434149.00       | $6236827.96        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-03-20      | 0.4424%  | 0.0000% | $136122124.00      | $7274330.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-05-20      | 0.6077%  | 0.0000% | $62700513.00       | $4672077.93        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-07-20      | 0.5454%  | 0.0000% | $77419028.00       | $5670842.32        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-08-20      | 2.1324%  | 0.0000% | $73993516.00       | $5526175.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-07-20      | 3.0000%  | 0.0000% | $49310034.00       | $5682674.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | 3.0000%  | 0.0000% | $51887506.00       | $4391883.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-05-20      | NA       | 0.0000% | $18287585.00       | $10512435.01       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | NA       | 0.0000% | $11538462.00       | $6720970.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-06-20      | NA       | 0.0000% | $11111111.00       | $6684855.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | 2.1324%  | 0.0000% | $70000000.00       | $5163632.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 1.8824%  | 0.0000% | $110000000.00      | $4608421.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 1.7824%  | 0.0000% | $150000000.00      | $5306157.27        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-03-20      | 1.7324%  | 0.0000% | $150000000.00      | $4892468.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 1.7824%  | 0.0000% | $100000000.00      | $5418062.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 1.6824%  | 0.0000% | $200000000.00      | $5501033.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-09-20      | 0.6324%  | 0.0000% | $150000000.00      | $4420052.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-09-20      | 0.6324%  | 0.0000% | $130000000.00      | $4449112.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-10-20      | NA       | 0.0000% | $9090910.00        | $5189340.94        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-09-20      | 2.0524%  | 0.0000% | $100000000.00      | $4611219.01        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-20      | 2.1824%  | 0.0000% | $200000000.00      | $4530201.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 2.0324%  | 0.0000% | $150000000.00      | $4568487.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 1.7824%  | 0.0000% | $237020992.00      | $4899172.33        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 2.4324%  | 0.0000% | $161538459.00      | $7511668.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 1.8624%  | 0.0000% | $187840029.00      | $7242923.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 1.8324%  | 0.0000% | $84660210.00       | $4960133.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-07-20      | 4.0000%  | 0.0000% | $36677515.00       | $5903371.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 1.4324%  | 0.0000% | $300000000.00      | $4768155.57        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 2.4324%  | 0.0000% | $185000000.00      | $6432851.79        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-02-20      | 1.2324%  | 0.0000% | $150000000.00      | $5579070.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-03-20      | 1.4324%  | 0.0000% | $110000000.00      | $5745259.10        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-10-20      | 0.2959%  | 0.0000% | $77333510.00       | $5195078.98        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-02-20      | 0.6733%  | 0.0000% | $93616540.00       | $6959199.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2075-03-20      | 0.5957%  | 0.0000% | $100000000.00      | $7087734.78        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-02-20      | 0.4425%  | 0.0000% | $126771974.00      | $6437897.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-12-20      | 2.3032%  | 0.0000% | $28490000.00       | $7883978.93        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-05-16      | 2.0318%  | 0.0000% | $44454909.00       | $5887332.51        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2058-06-16      | 0.8819%  | 0.0000% | $369381445.00      | $4831689.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-02-16      | 1.0265%  | 0.0000% | $230155995.00      | $8405336.55        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2070-08-20      | 1.3391%  | 0.0000% | $201959816.00      | $6799950.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-08-16      | 0.8262%  | 0.0000% | $123770784.00      | $4538500.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-06-16      | 0.6996%  | 0.0000% | $100000000.00      | $4928403.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2059-08-16      | 0.6796%  | 0.0000% | $300000000.00      | $9208588.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-06-16      | 0.8289%  | 0.0000% | $75411759.00       | $4727977.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-11-16      | 0.8440%  | 0.0000% | $98564000.00       | $5977512.44        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-01-16      | 0.7483%  | 0.0000% | $107001558.00      | $7224507.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-04-16      | 0.9507%  | 0.0000% | $100000000.00      | $6818882.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-09-16      | 0.9212%  | 0.0000% | $122318296.00      | $8618509.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-08-16      | 0.6346%  | 0.0000% | $130000000.00      | $7462921.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-01-16      | 0.6525%  | 0.0000% | $100375221.00      | $6401190.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-12-16      | 0.7949%  | 0.0000% | $75000000.00       | $5452942.60        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-05-16      | 0.8419%  | 0.0000% | $82470287.00       | $6075768.10        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2065-05-16      | 0.7585%  | 0.0000% | $100000000.00      | $7199724.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-09-16      | 0.6800%  | 0.0000% | $128321316.00      | $8313114.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-11-16      | 0.9985%  | 0.0000% | $125000000.00      | $9051695.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-05-16      | 0.6041%  | 0.0000% | $128523997.00      | $7529949.95        | Agency Mortgage-Backed Securities |
| GINNIE MAE 2025-106            | 2067-07-16      | 0.7358%  | 0.0000% | $125089269.00      | $8700226.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-03-20      | 1.3824%  | 0.0000% | $260399885.00      | $9806284.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-06-20      | 0.3324%  | 0.0000% | $450000000.00      | $6198190.13        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-06-20      | 1.9024%  | 0.0000% | $122670979.00      | $10035194.22       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 1.9824%  | 0.0000% | $105000000.00      | $6259877.49        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 1.9824%  | 0.0000% | $150000000.00      | $9124276.79        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-08-20      | 1.2974%  | 0.0000% | $200000000.00      | $7900403.95        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-07-20      | 1.4324%  | 0.0000% | $92951981.00       | $5768202.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 0.5824%  | 0.0000% | $500000000.00      | $7083123.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-08-20      | 0.4824%  | 0.0000% | $350000000.00      | $5595438.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 1.2324%  | 0.0000% | $134452243.00      | $6250000.07        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-05-16      | 0.7685%  | 0.0000% | $150000000.00      | $10556344.50       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-08-20      | 2.6074%  | 0.0000% | $66666666.00       | $4650243.41        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-08-20      | 1.4824%  | 0.0000% | $100000000.00      | $5261023.57        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-04-20      | 5.0000%  | 0.0000% | $94674297.00       | $5691539.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-01-20      | 2.5000%  | 0.0000% | $92839031.00       | $9363414.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-01-20      | 2.0000%  | 0.0000% | $75000000.00       | $5517107.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 3.5000%  | 0.0000% | $72836094.00       | $8291809.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 2.5000%  | 0.0000% | $65380000.00       | $5820677.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 2.5000%  | 0.0000% | $71092492.00       | $6962598.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 2.5000%  | 0.0000% | $45988001.00       | $5024863.14        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 2.5000%  | 0.0000% | $91634590.00       | $8876284.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 2.0324%  | 0.0000% | $100000000.00      | $5414362.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-03-20      | 2.0824%  | 0.0000% | $264367053.00      | $8532732.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-03-20      | 0.6446%  | 0.0000% | $129750000.00      | $9068553.23        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-11-20      | 0.3128%  | 0.0000% | $123688428.00      | $6763882.49        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-12-20      | 0.1693%  | 0.0000% | $168075681.00      | $6306501.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-02-20      | 1.2356%  | 0.0000% | $868689.00         | $69047.86          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-02-20      | 1.0674%  | 0.0000% | $66923387.00       | $5087692.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-01-20      | 0.4615%  | 0.0000% | $161049657.00      | $5925714.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-01-20      | 0.5332%  | 0.0000% | $117265333.00      | $6623464.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-08-20      | 0.4229%  | 0.0000% | $280738893.00      | $7403751.96        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-05-20      | 0.3091%  | 0.0000% | $149244039.00      | $7303817.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-02-20      | 0.4350%  | 0.0000% | $131872148.00      | $6480055.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-07-20      | 0.3619%  | 0.0000% | $98628823.00       | $5751864.96        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-09-20      | 0.4788%  | 0.0000% | $145915621.00      | $9110392.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-08-20      | 0.3392%  | 0.0000% | $125941392.00      | $6789838.34        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-09-20      | 0.6490%  | 0.0000% | $82279844.00       | $6171224.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-10-20      | 0.3869%  | 0.0000% | $114570222.00      | $6875434.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-10-20      | 0.4240%  | 0.0000% | $132611160.00      | $7597250.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | 3.0000%  | 0.0000% | $38359264.00       | $4509643.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | 4.0000%  | 0.0000% | $42188500.00       | $5260224.49        | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 3.830000%
- **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_3.83_0102
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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

**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        | 2041-08-15      | 2.4017%  | 0.0000% | $86538461.00       | $465193.25         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2041-10-15      | 2.5017%  | 0.0000% | $68027539.00       | $156137.38         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2042-01-15      | NA       | 0.0000% | $4584529.00        | $0.28              | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2042-08-15      | 0.2062%  | 0.0000% | $324467.00         | $126882.98         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2042-10-15      | 4.0000%  | 0.0000% | $26669758.00       | $565371.70         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2032-10-15      | NA       | 0.0000% | $3354985.00        | $251790.15         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2036-12-15      | 0.7900%  | 0.0000% | $8485519.00        | $6272.96           | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2036-08-15      | NA       | 0.0000% | $46808000.00       | $2.35              | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2035-12-15      | NA       | 0.0000% | $20993268.00       | $11.91             | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2041-05-15      | NA       | 0.0000% | $1152000.00        | $157440.44         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2041-05-15      | 0.3548%  | 0.0000% | $6723521.00        | $1085240.65        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2041-01-15      | NA       | 0.0000% | $1400000.00        | $453498.67         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2039-07-15      | 0.4033%  | 0.0000% | $922000.00         | $168557.66         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2037-06-15      | 0.4033%  | 0.0000% | $14006544.00       | $988415.39         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2039-07-15      | 0.4033%  | 0.0000% | $21949299.00       | $1561216.61        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2044-06-15      | 0.4033%  | 0.0000% | $4599909.00        | $400647.36         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2044-12-15      | 2.0017%  | 0.0000% | $19371287.00       | $278730.56         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2040-06-15      | 1.8230%  | 0.0000% | $1199277.00        | $3776.63           | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2043-12-15      | 0.9623%  | 0.0000% | $8462701.00        | $208888.96         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2045-04-15      | 4.0000%  | 0.0000% | $29115218.00       | $537627.43         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2036-05-15      | NA       | 0.0000% | $194045.00         | $2.32              | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2040-02-15      | NA       | 0.0000% | $803998.00         | $23.08             | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2042-04-15      | 5.5000%  | 0.0000% | $1893463.00        | $33637.98          | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2046-06-15      | 2.0017%  | 0.0000% | $84758758.00       | $887659.90         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2043-01-15      | 0.9623%  | 0.0000% | $2541949.00        | $1196086.79        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2046-08-15      | 2.0017%  | 0.0000% | $56050000.00       | $967310.29         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2037-11-15      | 6.0000%  | 0.0000% | $829429.00         | $21018.13          | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2036-11-15      | NA       | 0.0000% | $8049430.00        | $56.21             | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2036-12-15      | NA       | 0.0000% | $78920.00          | $9.65              | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2047-07-15      | 2.1017%  | 0.0000% | $18085000.00       | $378771.33         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2043-04-15      | 1.9693%  | 0.0000% | $56325200.00       | $732880.28         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2050-11-25      | 3.5000%  | 0.0000% | $800000.00         | $77463.41          | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2050-11-25      | 3.5000%  | 0.0000% | $1080000.00        | $137709.31         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2050-12-25      | NA       | 0.0000% | $30232137.00       | $569764.17         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2050-12-25      | 2.5000%  | 0.0000% | $47662900.00       | $3878994.56        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2051-01-25      | 2.4258%  | 0.0000% | $5495615.00        | $429091.37         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2048-06-15      | 2.1517%  | 0.0000% | $35046467.00       | $1117417.24        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2047-08-15      | 4.5000%  | 0.0000% | $4969307.00        | $239695.23         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2049-11-25      | 2.0613%  | 0.0000% | $8000000.00        | $328889.19         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2042-06-15      | 1.9017%  | 0.0000% | $19596184.00       | $499335.26         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2046-12-15      | 1.6902%  | 0.0000% | $33790353.00       | $462171.60         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2039-06-15      | 5.5001%  | 0.0000% | $678121.00         | $26514.40          | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2050-02-25      | 4.5000%  | 0.0000% | $18042267.00       | $977398.82         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2048-12-25      | 2.1113%  | 0.0000% | $38225576.00       | $948001.02         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2050-05-25      | 4.5000%  | 0.0000% | $60000000.00       | $3772861.95        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2046-06-25      | 2.5000%  | 0.0000% | $75454016.00       | $3863474.16        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2048-10-15      | 1.9517%  | 0.0000% | $14317301.00       | $646781.92         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2049-12-25      | 2.0613%  | 0.0000% | $27000000.00       | $1046947.65        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2050-09-25      | 3.5000%  | 0.0000% | $707479.00         | $55357.17          | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2050-09-25      | 3.0000%  | 0.0000% | $1079309.00        | $94462.83          | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2038-06-15      | 2.0286%  | 0.0000% | $56649678.00       | $1277972.54        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2050-10-25      | 2.0000%  | 0.0000% | $9375000.00        | $728089.82         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2050-11-25      | 0.2258%  | 0.0000% | $12500000.00       | $382339.51         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2050-04-25      | 3.5000%  | 0.0000% | $7254713.00        | $816665.39         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2032-03-15      | NA       | 0.0000% | $290666667.00      | $0.19              | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2031-05-15      | 10.3523% | 0.0000% | $5615000.00        | $32984.90          | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2043-06-25      | 0.0170%  | 0.0000% | $37385888.00       | $2091087.00        | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2049-07-25      | 2.0613%  | 0.0000% | $61099150.00       | $1793175.08        | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2049-09-25      | 2.0613%  | 0.0000% | $66660157.00       | $3073472.37        | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2060-10-25      | 2.2113%  | 0.0000% | $24212379.00       | $1603255.13        | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2052-07-25      | 2.1258%  | 0.0000% | $102069815.00      | $5820090.32        | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2053-06-25      | 1.5458%  | 0.0000% | $105253578.00      | $3476040.58        | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2047-08-25      | 0.9258%  | 0.0000% | $79281000.00       | $1371353.52        | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2052-10-25      | 1.3258%  | 0.0000% | $50000000.00       | $1956869.91        | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2053-04-25      | 2.0000%  | 0.0000% | $50000000.00       | $2518193.59        | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2053-04-25      | 1.9258%  | 0.0000% | $50000000.00       | $2472563.94        | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2053-03-25      | 2.4758%  | 0.0000% | $67728750.00       | $2946886.89        | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2054-03-25      | 1.9258%  | 0.0000% | $78000000.00       | $2436270.26        | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2054-03-25      | 2.0258%  | 0.0000% | $56495885.00       | $2578770.21        | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2048-01-25      | 2.1613%  | 0.0000% | $29260657.00       | $2586294.46        | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2053-11-25      | 9.1032%  | 0.0000% | $6390000.00        | $3677347.37        | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2054-02-25      | 2.7258%  | 0.0000% | $58919417.00       | $3033958.24        | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2053-11-25      | 1.1599%  | 0.0000% | $105500000.00      | $1875522.66        | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2053-11-25      | 2.1258%  | 0.0000% | $77150725.00       | $2089691.30        | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2054-06-25      | 3.1758%  | 0.0000% | $55273530.00       | $3190836.69        | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2054-03-25      | 3.1258%  | 0.0000% | $36000000.00       | $1753957.35        | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2054-03-25      | 2.4758%  | 0.0000% | $40000000.00       | $1591229.99        | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2054-04-25      | 2.6758%  | 0.0000% | $50000000.00       | $1913644.59        | Agency Mortgage-Backed Securities |
| FREDDIE MAC STRIPS | 2053-10-25      | 1.1258%  | 0.0000% | $25000000.00       | $504375.16         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP   | 2052-04-25      | 2.0000%  | 0.0000% | $1388303.00        | $120706.55         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2037-10-15      | 2.3017%  | 0.0000% | $95938000.00       | $417579.66         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2035-01-15      | 3.1517%  | 0.0000% | $1240419.00        | $1917.53           | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2036-05-15      | 12.4467% | 0.0000% | $7692308.00        | $81000.34          | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2036-06-15      | 14.7100% | 0.0000% | $2433000.00        | $128716.54         | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS  | 2055-02-25      | 0.2258%  | 0.0000% | $250000000.00      | $2970695.99        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2052-01-25      | 6.0000%  | 0.0000% | $9714500.00        | $675819.54         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS | 2055-05-25      | 1.0862%  | 0.0000% | $8169536.00        | $230364.47         | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2054-05-25      | 3.2258%  | 0.0000% | $50000000.00       | $2675042.05        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS  | 2054-10-25      | 1.3758%  | 0.0000% | $189471440.00      | $6176654.41        | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2053-12-25      | 3.2258%  | 0.0000% | $150000000.00      | $6197780.92        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS  | 2054-09-25      | 1.3158%  | 0.0000% | $122000000.00      | $4205536.85        | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2054-09-25      | 1.3258%  | 0.0000% | $124249327.00      | $2566558.28        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS  | 2054-07-25      | 3.2258%  | 0.0000% | $88367871.00       | $3791280.69        | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2054-09-25      | 2.0258%  | 0.0000% | $108000000.00      | $4115581.37        | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2054-08-25      | 1.2758%  | 0.0000% | $106712043.00      | $3267295.22        | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2054-08-25      | 1.3258%  | 0.0000% | $190887053.00      | $6038917.39        | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2054-12-25      | 1.2483%  | 0.0000% | $74000000.00       | $1946494.87        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS  | 2054-10-25      | 1.3758%  | 0.0000% | $100000000.00      | $2908389.40        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS  | 2054-12-25      | 2.0758%  | 0.0000% | $100000000.00      | $3447502.69        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS  | 2054-12-25      | 1.2258%  | 0.0000% | $100000000.00      | $2391512.63        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS  | 2054-11-25      | 1.5258%  | 0.0000% | $100586844.00      | $3681317.11        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS  | 2054-12-25      | 1.1758%  | 0.0000% | $106617472.00      | $2557002.09        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS  | 2053-09-25      | 3.3258%  | 0.0000% | $57059863.00       | $4569217.12        | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2054-11-25      | 0.6258%  | 0.0000% | $226602094.00      | $3843174.12        | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2053-10-25      | 6.6000%  | 0.0000% | $3169000.00        | $2065168.77        | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2054-12-25      | 2.0258%  | 0.0000% | $69000000.00       | $2857052.95        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS  | 2055-03-25      | 3.2258%  | 0.0000% | $42187540.00       | $2790962.56        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS  | 2055-01-25      | 1.4258%  | 0.0000% | $50000000.00       | $1698830.60        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS  | 2055-01-25      | 3.2258%  | 0.0000% | $56375000.00       | $3839605.38        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS  | 2055-01-25      | 1.1758%  | 0.0000% | $142001999.00      | $2997619.69        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS  | 2055-01-25      | 1.9758%  | 0.0000% | $70000000.00       | $2611903.03        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS  | 2055-02-25      | 1.2758%  | 0.0000% | $80991317.00       | $2314978.84        | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2055-06-25      | 1.1258%  | 0.0000% | $100000000.00      | $2728553.87        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS  | 2055-03-25      | 3.1758%  | 0.0000% | $93625698.00       | $6439355.43        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS  | 2055-04-25      | 1.4258%  | 0.0000% | $50000000.00       | $1676192.96        | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2055-04-25      | 2.1758%  | 0.0000% | $100000000.00      | $4565602.81        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS  | 2055-04-25      | 2.0258%  | 0.0000% | $50000000.00       | $2996990.71        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS | 2055-05-25      | 1.0758%  | 0.0000% | $4203570.00        | $116952.17         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2053-03-25      | 6.0000%  | 0.0000% | $187500.00         | $17760.11          | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2052-08-25      | 6.0000%  | 0.0000% | $1041667.00        | $88663.16          | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS | 2055-05-25      | 1.8758%  | 0.0000% | $12760000.00       | $646425.93         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS | 2055-06-25      | 3.1258%  | 0.0000% | $28500000.00       | $1783200.63        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2055-07-25      | 0.2500%  | 0.0000% | $100000000.00      | $757012.69         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2055-12-25      | 5.5000%  | 0.0000% | $10459090.00       | $2244335.94        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2032-05-15      | NA       | 0.0000% | $250000000.00      | $0.21              | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2032-03-15      | NA       | 0.0000% | $104000000.00      | $0.07              | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2033-07-15      | 5.0900%  | 0.0000% | $6500000.00        | $146017.93         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2034-05-15      | 2.4017%  | 0.0000% | $276838.00         | $428.56            | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2036-01-15      | 7.0000%  | 0.0000% | $11428572.00       | $330623.90         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2035-11-15      | 7.0000%  | 0.0000% | $8411028.00        | $86825.40          | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2051-04-25      | NA       | 0.0000% | $100997031.00      | $5624.70           | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2047-02-25      | 4.0000%  | 0.0000% | $33607151.00       | $2677353.58        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2051-05-25      | NA       | 0.0000% | $83936714.00       | $355416.45         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2035-08-25      | 2.5000%  | 0.0000% | $10000000.00       | $288453.84         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2051-02-25      | 2.0000%  | 0.0000% | $23667726.00       | $2333375.78        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2051-07-25      | 2.5000%  | 0.0000% | $4989853.00        | $398384.92         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2047-11-25      | 4.5000%  | 0.0000% | $16197361.00       | $1448338.35        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2050-04-25      | 3.0000%  | 0.0000% | $20592013.00       | $2750144.45        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2051-03-25      | 2.0000%  | 0.0000% | $900000.00         | $100980.48         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2045-10-25      | NA       | 0.0000% | $4344464.00        | $2540363.37        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2051-03-25      | 2.5000%  | 0.0000% | $6437414.00        | $617996.99         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2052-02-25      | 3.5000%  | 0.0000% | $23202878.00       | $3690454.65        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2047-01-25      | 3.0000%  | 0.0000% | $900000.00         | $78067.44          | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2049-09-25      | 4.0000%  | 0.0000% | $13050750.00       | $945292.68         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2049-09-25      | 4.5000%  | 0.0000% | $12000000.00       | $1329785.46        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2051-03-25      | 2.0000%  | 0.0000% | $3850000.00        | $401863.34         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2051-02-25      | 2.0000%  | 0.0000% | $7523616.00        | $849043.21         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2053-06-25      | 1.5258%  | 0.0000% | $100000000.00      | $3426086.81        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2052-06-25      | 1.5758%  | 0.0000% | $8997496.00        | $627201.60         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2053-10-25      | NA       | 0.0000% | $2350610.00        | $1317284.29        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2053-11-25      | 1.1258%  | 0.0000% | $75000000.00       | $1245027.71        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2053-11-25      | 2.1258%  | 0.0000% | $50000000.00       | $1391202.43        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2053-11-25      | 2.0958%  | 0.0000% | $50000000.00       | $1596705.67        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2054-01-25      | 1.8758%  | 0.0000% | $20500000.00       | $619255.64         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2048-05-15      | 1.9017%  | 0.0000% | $56662100.00       | $5069230.32        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2054-01-25      | 2.7258%  | 0.0000% | $50000000.00       | $1760291.19        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2054-01-25      | NA       | 0.0000% | $740652.00         | $318310.07         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2054-03-25      | 2.5258%  | 0.0000% | $14000000.00       | $628797.21         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2054-03-25      | 3.1258%  | 0.0000% | $14000000.00       | $749361.95         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2054-03-25      | 1.9758%  | 0.0000% | $35000000.00       | $1125041.87        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2054-03-25      | 1.8758%  | 0.0000% | $39000000.00       | $1202382.70        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2054-03-25      | 3.1258%  | 0.0000% | $32405932.00       | $1734555.18        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2045-01-25      | 6.0000%  | 0.0000% | $9719801.00        | $588380.26         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2054-05-25      | 2.5458%  | 0.0000% | $35000000.00       | $1500466.97        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2044-01-25      | 6.0000%  | 0.0000% | $5246197.00        | $215315.99         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2054-07-25      | 3.2258%  | 0.0000% | $35116361.00       | $1325037.74        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS | 2054-08-25      | 1.2558%  | 0.0000% | $21570033.00       | $726517.73         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS | 2054-08-25      | 1.1758%  | 0.0000% | $100000000.00      | $1710431.54        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS | 2054-08-25      | 1.8758%  | 0.0000% | $50000000.00       | $1372588.32        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS | 2054-08-25      | 1.2758%  | 0.0000% | $85089367.00       | $1536430.77        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2054-09-25      | 1.3758%  | 0.0000% | $67000000.00       | $1403302.09        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2054-09-25      | 1.2758%  | 0.0000% | $64000000.00       | $1055339.45        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS | 2054-08-25      | 1.3758%  | 0.0000% | $13538634.00       | $860192.68         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2054-09-25      | 2.0258%  | 0.0000% | $16000000.00       | $791077.19         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2054-09-25      | 1.2758%  | 0.0000% | $84500000.00       | $1479559.83        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2054-11-25      | 0.8258%  | 0.0000% | $81000000.00       | $1802766.50        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2054-12-25      | 1.9758%  | 0.0000% | $24000000.00       | $1016372.88        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2054-12-25      | 1.1258%  | 0.0000% | $15000000.00       | $289940.65         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2054-02-25      | 1.2758%  | 0.0000% | $20000000.00       | $432705.57         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2054-02-25      | 1.2258%  | 0.0000% | $30000000.00       | $631935.70         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS | 2044-05-25      | 5.5000%  | 0.0000% | $16492411.00       | $2521301.46        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS | 2054-11-25      | 7.1742%  | 0.0000% | $1049893.00        | $117554.28         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS | 2055-02-25      | 8.5242%  | 0.0000% | $9213824.00        | $1361884.91        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS | 2055-02-25      | 9.2242%  | 0.0000% | $7592300.00        | $1191836.51        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS | 2055-02-25      | 9.1742%  | 0.0000% | $7142857.00        | $1115844.66        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2055-02-25      | 3.2258%  | 0.0000% | $14450000.00       | $978617.14         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS | 2055-02-25      | 0.2258%  | 0.0000% | $100000000.00      | $1225857.83        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS | 2055-02-25      | 0.1258%  | 0.0000% | $99757200.00       | $1035664.17        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2055-02-25      | 1.0009%  | 0.0000% | $59750000.00       | $1648287.61        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2050-02-25      | 6.0000%  | 0.0000% | $5610083.00        | $240214.72         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2038-06-25      | 6.0000%  | 0.0000% | $10623920.00       | $262557.20         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2049-09-25      | 6.0000%  | 0.0000% | $4692010.00        | $154812.68         | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2050-02-25      | 6.0000%  | 0.0000% | $5402375.00        | $191956.83         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS | 2051-06-25      | 6.0000%  | 0.0000% | $5029671.00        | $250392.89         | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS  | 2055-05-25      | 0.3758%  | 0.0000% | $125500000.00      | $1756949.70        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS  | 2055-05-25      | 0.2008%  | 0.0000% | $200000000.00      | $2519711.64        | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2054-06-25      | 1.3258%  | 0.0000% | $176260657.00      | $4775057.55        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS  | 2055-08-25      | 3.2258%  | 0.0000% | $49161846.00       | $4009400.89        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS  | 2055-11-25      | 1.5258%  | 0.0000% | $75000000.00       | $3999610.74        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2040-08-15      | 4.3044%  | 0.0000% | $2000000.00        | $86477.26          | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2033-06-15      | 5.0000%  | 0.0000% | $10427542.00       | $23054.52          | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2041-01-15      | 1.7033%  | 0.0000% | $52010970.00       | $6168516.18        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2041-02-15      | 0.9217%  | 0.0000% | $12132667.00       | $4950429.13        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2041-03-15      | 0.8217%  | 0.0000% | $14000000.00       | $848421.73         | Agency Mortgage-Backed Securities |

### Security 234: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 4.040000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 985TJG001, C.3 - LEI: N/A, C.5 - Other ID: 985TJG001_4.04_0107
- **C.18 - Value (incl. sponsor support):** $385000000.00
- **C.18.a - Value (excl. sponsor support):** $385000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE A | 2073-03-20      | 0.1777%  | 0.0000% | $343149989.00      | $13048301.32       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-05-20      | 0.3640%  | 0.0000% | $299874188.00      | $17841786.05       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-06-20      | 0.4175%  | 0.0000% | $262029452.00      | $16679003.72       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-01-20      | 0.2586%  | 0.0000% | $269339702.00      | $11303981.38       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-02-20      | 0.6941%  | 0.0000% | $144543252.00      | $10893274.53       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-04-20      | 0.4657%  | 0.0000% | $254875473.00      | $13915486.53       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-04-16      | 0.8038%  | 0.0000% | $200000000.00      | $10716759.67       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2075-01-20      | 0.5845%  | 0.0000% | $190031326.00      | $12859032.60       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-08-20      | 0.6092%  | 0.0000% | $153062227.00      | $11419357.19       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-11-20      | 0.3820%  | 0.0000% | $258663185.00      | $16604657.55       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-09-20      | 0.5501%  | 0.0000% | $150943962.00      | $11803463.39       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-01-20      | 0.5822%  | 0.0000% | $173057386.00      | $12842750.56       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-10-20      | 0.4790%  | 0.0000% | $163517817.00      | $12198587.64       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-07-20      | 0.5570%  | 0.0000% | $145141290.00      | $11102716.94       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-07-20      | 0.5048%  | 0.0000% | $245000000.00      | $16010904.98       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | 7.1078%  | 0.0000% | $15972658.00       | $12863903.03       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | NA       | 0.0000% | $31768000.00       | $12984789.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 21.5765% | 0.0000% | $9653237.00        | $11334881.83       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 3.0000%  | 0.0000% | $111719330.00      | $15411310.73       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2075-04-20      | 0.5491%  | 0.0000% | $140241879.00      | $10741933.76       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-04-20      | 0.3002%  | 0.0000% | $234828282.00      | $15738936.88       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-05-20      | 0.4494%  | 0.0000% | $161775940.00      | $12183585.96       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-08-20      | 0.3908%  | 0.0000% | $171672724.00      | $12586121.38       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-08-20      | 7.0000%  | 0.0000% | $58229187.00       | $13358875.29       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-03-20      | 2.0824%  | 0.0000% | $64382947.00       | $2078029.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-10-20      | 4.9177%  | 0.0000% | $7146.00           | $7157.25           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-06-20      | 2.2016%  | 0.0000% | $128484230.00      | $14755689.41       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 0.5824%  | 0.0000% | $830000000.00      | $11964390.67       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 2.9324%  | 0.0000% | $173368195.00      | $11538283.92       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2067-04-16      | 0.8123%  | 0.0000% | $171736842.00      | $11920294.35       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-09-16      | 0.8592%  | 0.0000% | $171000000.00      | $13128792.07       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-02-16      | 0.8327%  | 0.0000% | $200000000.00      | $14712961.17       | Agency Mortgage-Backed Securities |

### Security 235: Fixed Income Clearing Corp. Tri Party Repo - ING

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - ING 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 990ABKBQ5, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 990ABKBQ5_3.82_0102
- **C.18 - Value (incl. sponsor support):** $2650000000.00
- **C.18.a - Value (excl. sponsor support):** $2650000000.00
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-05-31      | 0.5000%  | 0.0000% | $250000000.00      | $239919956.04      | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-05-14      | NA       | 0.0000% | $25000000.00       | $24679625.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-02-15      | 3.0000%  | 0.0000% | $28200000.00       | $21214690.80       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 3.0000%  | 0.0000% | $54000000.00       | $42199604.35       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-02-15      | 3.1250%  | 0.0000% | $29100000.00       | $24000654.23       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-11-15      | 3.1250%  | 0.0000% | $28000000.00       | $23373083.85       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-03-05      | NA       | 0.0000% | $500.00            | $496.96            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-31      | 1.2500%  | 0.0000% | $144235000.00      | $136972271.64      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-06-30      | 0.8750%  | 0.0000% | $100.00            | $98.68             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-11-15      | 4.1250%  | 0.0000% | $38999900.00       | $39746112.88       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-03-31      | 3.6250%  | 0.0000% | $100.00            | $100.88            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-02-28      | 4.2500%  | 0.0000% | $68587000.00       | $71271852.14       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 4.2500%  | 0.0000% | $293880000.00      | $304317502.15      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 4.1250%  | 0.0000% | $95000000.00       | $97644593.30       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-15      | 4.6250%  | 0.0000% | $250000000.00      | $254531741.76      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-08-31      | 3.7500%  | 0.0000% | $43000000.00       | $43491022.23       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-10-31      | 4.1250%  | 0.0000% | $125000000.00      | $128059495.86      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 4.1250%  | 0.0000% | $154600000.00      | $158009556.05      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-31      | 4.1250%  | 0.0000% | $51144000.00       | $52343487.18       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 3.7500%  | 0.0000% | $152190000.00      | $153659099.32      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-04-30      | 4.0000%  | 0.0000% | $50000000.00       | $50781216.57       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-05-15      | 4.2500%  | 0.0000% | $209999000.00      | $213573509.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 3.6250%  | 0.0000% | $77300000.00       | $78094864.37       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-30      | 3.5000%  | 0.0000% | $107847000.00      | $107280023.43      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-12-31      | 3.6250%  | 0.0000% | $217478000.00      | $216816431.92      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-05-15      | 3.2500%  | 0.0000% | $100.00            | $84.24             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-11-15      | 4.0000%  | 0.0000% | $8000000.00        | $7024366.98        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-08-15      | 4.1250%  | 0.0000% | $6800000.00        | $6161675.50        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-02-15      | 1.8750%  | 0.0000% | $64400000.00       | $45665090.10       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-02-15      | 4.6250%  | 0.0000% | $20285000.00       | $20015670.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-08-15      | 4.2500%  | 0.0000% | $137534000.00      | $127311441.62      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-02-15      | 4.5000%  | 0.0000% | $15000000.00       | $14840580.00       | U.S. Treasuries (including strips) |

### Security 236: Credit Agricole Corporate and Investment Bank Tri Party Repo

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank Tri Party Repo 3.740000%
- **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: 996JWK006, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: 996JWK006_3.74_0102
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2028-10-01      | 4.7200%  | 0.0000% | $523385.00         | $537261.68         | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2051-03-01      | 2.0000%  | 0.0000% | $43740486.00       | $24613190.59       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2030-07-01      | 4.3850%  | 0.0000% | $344198.00         | $349548.07         | Agency Mortgage-Backed Securities |

### Security 237: Credit Agricole Corporate and Investment Bank Tri Party Repo

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank Tri Party Repo 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 996JWN000, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: 996JWN000_3.83_0102
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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

**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   | 2050-07-01      | 2.5000%  | 0.0000% | $114115811.00      | $42404781.92       | Agency Mortgage-Backed Securities |
| Freddie Mac   | 2054-01-01      | 4.5000%  | 0.0000% | $60564142.00       | $54978836.22       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-08-01      | 6.0000%  | 0.0000% | $4470118.00        | $4616382.22        | Agency Mortgage-Backed Securities |

### Security 238: Deutsche Bank Securities Inc. Tri Party Repo

- **C.1 - Title:** Deutsche Bank Securities Inc. Tri Party Repo 3.820000%
- **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_3.82_0102
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2028-10-15      | 3.5000%  | 0.0000% | $32724000.00       | $32958626.05       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-12-31      | 3.7500%  | 0.0000% | $207581100.00      | $208062688.15      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-06-30      | 0.8750%  | 0.0000% | $210000000.00      | $207237870.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-31      | 0.7500%  | 0.0000% | $65068100.00       | $61740856.14       | U.S. Treasuries (including strips) |

### Security 239: Goldman Sachs & Co. LLC Tri Party Repo

- **C.1 - Title:** Goldman Sachs & Co. LLC Tri Party Repo 3.519900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDJN000, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 99VDJN000_3.52_0102
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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

**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        | 2038-02-15      | NA       | 0.0000% | $26489607.60       | $15300000.01       | U.S. Treasuries (including strips) |

### Security 240: Goldman Sachs & Co. LLC Tri Party Repo

- **C.1 - Title:** Goldman Sachs & Co. LLC Tri Party Repo 3.830000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDJN000, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 99VDJN000_3.83_0102
- **C.18 - Value (incl. sponsor support):** $585000000.00
- **C.18.a - Value (excl. sponsor support):** $585000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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

**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                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2035-07-15      | 1.8750%  | 0.0000% | $299198700.00      | $306000075.18      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 3.3750%  | 0.0000% | $1600.00           | $1597.44           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-11-15      | 4.3750%  | 0.0000% | $291980700.00      | $290698435.30      | U.S. Treasuries (including strips) |

### Security 241: Goldman Sachs & Co. LLC Tri Party Repo

- **C.1 - Title:** Goldman Sachs & Co. LLC Tri Party Repo 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99VDKE008, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 99VDKE008_3.84_0102
- **C.18 - Value (incl. sponsor support):** $1740000000.00
- **C.18.a - Value (excl. sponsor support):** $1740000000.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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

**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             | 2055-02-20      | 6.5000%  | 0.0000% | $2408260.00        | $2296366.21        | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL              | 2060-06-15      | 4.7400%  | 0.0000% | $9659792.00        | $9499306.49        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-10-20      | 5.5000%  | 0.0000% | $12118900.00       | $12434090.99       | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL              | 2060-09-15      | 5.5700%  | 0.0000% | $4929984.00        | $5038571.10        | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL              | 2060-09-15      | 5.5700%  | 0.0000% | $4929984.00        | $5038571.10        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-08-20      | 2.0000%  | 0.0000% | $246976.00         | $193138.34         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-11-20      | 5.5000%  | 0.0000% | $12615664.00       | $12972263.45       | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-12-20      | 6.0000%  | 0.0000% | $1321352.00        | $1352257.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-01-20      | 6.0000%  | 0.0000% | $23424280.00       | $23742535.09       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-04-20      | 6.0000%  | 0.0000% | $699998.00         | $8782.55           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2037-12-20      | 6.0000%  | 0.0000% | $690965.00         | $7270.13           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-11-20      | 6.0000%  | 0.0000% | $3999994.00        | $5696.26           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-01-20      | 3.5000%  | 0.0000% | $246781440.00      | $110330149.09      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-12-15      | 5.5000%  | 0.0000% | $981401.00         | $13113.76          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-04-15      | 5.0000%  | 0.0000% | $1643650.00        | $130824.89         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-06-20      | 4.0000%  | 0.0000% | $6000000.00        | $121584.57         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-08-20      | 4.0000%  | 0.0000% | $5000000.00        | $50476.30          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-07-20      | 6.4991%  | 0.0000% | $13406832.00       | $1058767.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-10-20      | 4.2872%  | 0.0000% | $20000000.00       | $1436830.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-07-20      | 2.5000%  | 0.0000% | $100000.00         | $5877.41           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2058-09-16      | 2.5000%  | 0.0000% | $44196352.00       | $41848987.13       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-01-16      | 1.2500%  | 0.0000% | $17000000.00       | $6958826.61        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-09-16      | 2.0000%  | 0.0000% | $71812480.00       | $58059791.64       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-09-16      | 3.2500%  | 0.0000% | $7077328.00        | $5170216.94        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2044-08-01      | 4.0000%  | 0.0000% | $2260000.00        | $285463.87         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2045-01-01      | 4.0000%  | 0.0000% | $1865376.00        | $781230.70         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-11-01      | 2.5000%  | 0.0000% | $702000.00         | $441726.09         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-08-01      | 4.5000%  | 0.0000% | $5178470.00        | $3172662.59        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-04-01      | 4.0000%  | 0.0000% | $9528592.00        | $6332867.95        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-06-01      | 3.0000%  | 0.0000% | $4198000.00        | $3026181.38        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-02-01      | 2.5000%  | 0.0000% | $73880.00          | $46861.73          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-07-01      | 4.0000%  | 0.0000% | $1003000.00        | $246107.83         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2039-12-01      | 4.5000%  | 0.0000% | $708875.00         | $676409.42         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-11-01      | 3.5000%  | 0.0000% | $2233672.00        | $1107833.04        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-11-01      | 2.0000%  | 0.0000% | $13093776.00       | $8380789.82        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-04-01      | 3.0000%  | 0.0000% | $40198.00          | $26239.79          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-02-01      | 3.0000%  | 0.0000% | $15010352.00       | $10181050.64       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-01-01      | 6.0000%  | 0.0000% | $4152016.00        | $2793194.74        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-12-01      | 4.5000%  | 0.0000% | $1129500.00        | $1135575.58        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-05-01      | 6.0000%  | 0.0000% | $11990.00          | $12308.31          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 5.5000%  | 0.0000% | $199144192.00      | $135813714.21      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 4.5000%  | 0.0000% | $709233664.00      | $600192135.55      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2057-07-15      | 4.0000%  | 0.0000% | $2129940.00        | $1971236.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2057-08-15      | 4.0000%  | 0.0000% | $10105632.00       | $9355991.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2057-10-15      | 3.8500%  | 0.0000% | $13117232.00       | $11535020.32       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2057-10-15      | 3.6400%  | 0.0000% | $3106256.00        | $2805843.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-02-20      | 3.0000%  | 0.0000% | $1872000.00        | $1113700.01        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-07-20      | 4.9677%  | 0.0000% | $101610880.00      | $58559729.23       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2034-10-20      | 5.0000%  | 0.0000% | $3000000.00        | $2074193.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-07-20      | 5.2177%  | 0.0000% | $71201536.00       | $58520845.77       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | 5.0000%  | 0.0000% | $1000000.00        | $432749.45         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 5.1177%  | 0.0000% | $100000000.00      | $33315764.69       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2050-02-20      | 3.5000%  | 0.0000% | $64430000.00       | $49520455.01       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-09-20      | 5.0677%  | 0.0000% | $100000000.00      | $76363134.04       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-11-20      | 5.5677%  | 0.0000% | $30000000.00       | $21686218.94       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-12-20      | 5.3477%  | 0.0000% | $100000000.00      | $72380029.27       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 5.3677%  | 0.0000% | $10000000.00       | $9748996.71        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-06-20      | 4.7500%  | 0.0000% | $20000000.00       | $19891306.66       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2036-11-20      | 5.0000%  | 0.0000% | $30759552.00       | $31202988.60       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2052-05-20      | 5.0000%  | 0.0000% | $15818320.00       | $15902025.27       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-11-20      | 4.9177%  | 0.0000% | $53000000.00       | $53075933.97       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-11-20      | 5.0000%  | 0.0000% | $21428544.00       | $21086430.14       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-11-20      | 5.0000%  | 0.0000% | $22609500.00       | $22362076.71       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-03-20      | 5.0000%  | 0.0000% | $25625000.00       | $25851490.83       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2057-10-15      | 3.8000%  | 0.0000% | $3665392.00        | $3347134.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2057-07-15      | 3.7100%  | 0.0000% | $12602191.00       | $11418683.84       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2057-11-15      | 4.0800%  | 0.0000% | $9667536.00        | $8981894.72        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2064-04-20      | 3.5000%  | 0.0000% | $473697.00         | $344774.55         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-04-15      | 5.5200%  | 0.0000% | $9950750.00        | $10269970.56       | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL              | 2064-12-15      | 6.0000%  | 0.0000% | $1050000.00        | $1095425.10        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-11-20      | 6.0000%  | 0.0000% | $1850220.00        | $1921289.47        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-06-01      | 5.0000%  | 0.0000% | $1037822.00        | $103656.30         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2045-07-01      | 3.5000%  | 0.0000% | $812000.00         | $134521.82         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2031-04-01      | 5.0000%  | 0.0000% | $5092410.00        | $96545.57          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2057-08-15      | 3.3100%  | 0.0000% | $9115952.00        | $8049758.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2057-09-15      | 3.9800%  | 0.0000% | $6875040.00        | $6363725.35        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-11-15      | 3.3000%  | 0.0000% | $26641088.00       | $23642381.43       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2057-09-15      | 4.0000%  | 0.0000% | $14582832.00       | $13478871.47       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2057-07-15      | 2.6900%  | 0.0000% | $9983408.00        | $8446220.48        | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL              | 2064-09-15      | 3.7400%  | 0.0000% | $13744720.00       | $12600002.11       | Agency Mortgage-Backed Securities |

### Security 242: HSBC Securities USA Inc. Tri Party Repo

- **C.1 - Title:** HSBC Securities USA Inc. Tri Party Repo 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99VDKY004, C.3 - LEI: 549300LBOHZ4QSIWU288, C.5 - Other ID: 99VDKY004_3.84_0102
- **C.18 - Value (incl. sponsor support):** $430000000.00
- **C.18.a - Value (excl. sponsor support):** $430000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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

**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 NON GOLD POOL | 2053-04-01      | 3.8030%  | 0.0000% | $43467264.00       | $38139083.59       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2053-02-01      | 4.5000%  | 0.0000% | $700000.00         | $545076.94         | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2052-02-01      | 3.5000%  | 0.0000% | $1999252.00        | $1255021.80        | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2052-06-01      | 4.0000%  | 0.0000% | $1891074.00        | $1427561.51        | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2052-09-01      | 4.0000%  | 0.0000% | $1776000.00        | $1290894.61        | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2053-01-01      | 5.5000%  | 0.0000% | $200000.00         | $160399.89         | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2053-03-01      | 5.5000%  | 0.0000% | $222000.00         | $196620.76         | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2054-03-01      | 5.0000%  | 0.0000% | $100000.00         | $84434.46          | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2049-06-01      | 3.5000%  | 0.0000% | $3980000.00        | $3167695.84        | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2049-07-01      | 3.5000%  | 0.0000% | $12300000.00       | $2427766.57        | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2051-02-01      | 2.5000%  | 0.0000% | $179000.00         | $84118.47          | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2050-02-01      | 3.0000%  | 0.0000% | $4801160.00        | $2031566.52        | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2050-12-01      | 2.0000%  | 0.0000% | $714000.00         | $396230.01         | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2052-03-01      | 3.0000%  | 0.0000% | $1783554.00        | $1164308.73        | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2052-05-01      | 3.5000%  | 0.0000% | $2710000.00        | $1826628.60        | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2052-08-01      | 5.0000%  | 0.0000% | $2969876.00        | $2592238.61        | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2052-08-01      | 5.0000%  | 0.0000% | $7488000.00        | $4981723.46        | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2052-09-01      | 5.0000%  | 0.0000% | $20767968.00       | $14794279.86       | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2052-10-01      | 5.0000%  | 0.0000% | $6392224.00        | $4908595.67        | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2053-05-01      | 5.0000%  | 0.0000% | $2201828.00        | $1691470.48        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL          | 2053-08-01      | 6.5000%  | 0.0000% | $1492134.00        | $1177551.08        | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2053-10-01      | 6.5000%  | 0.0000% | $3233572.00        | $2472345.88        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-09-01      | 6.5000%  | 0.0000% | $249188.00         | $265488.27         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2053-04-01      | 5.5000%  | 0.0000% | $3427732.00        | $3017541.19        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2053-04-01      | 6.0000%  | 0.0000% | $1308282.00        | $1331734.72        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2053-05-01      | 6.0000%  | 0.0000% | $1196080.00        | $969272.73         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2053-08-01      | 6.0000%  | 0.0000% | $1773290.00        | $1734628.04        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2053-09-01      | 5.5000%  | 0.0000% | $2003676.00        | $1929135.13        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2048-07-01      | 4.0000%  | 0.0000% | $587613.00         | $153544.51         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2049-06-01      | 3.5000%  | 0.0000% | $26000000.00       | $5916502.52        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2050-08-01      | 4.5000%  | 0.0000% | $4791752.00        | $1213455.38        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2050-08-01      | 3.5000%  | 0.0000% | $2050000.00        | $1025095.08        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2050-11-01      | 3.0000%  | 0.0000% | $1644864.00        | $921216.57         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2051-01-01      | 2.5000%  | 0.0000% | $5500000.00        | $3062634.74        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2046-06-01      | 2.0000%  | 0.0000% | $2000000.00        | $1209460.08        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2051-08-01      | 2.5000%  | 0.0000% | $511965.00         | $308471.80         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-03-01      | 3.0000%  | 0.0000% | $120000.00         | $84683.74          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-07-01      | 4.5000%  | 0.0000% | $201100.00         | $157918.29         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2038-01-01      | 5.5000%  | 0.0000% | $2087570.00        | $1330332.13        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2038-01-01      | 5.5000%  | 0.0000% | $1990736.00        | $1189254.88        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2037-09-01      | 5.0000%  | 0.0000% | $1354000.00        | $666237.11         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2037-09-01      | 5.0000%  | 0.0000% | $3155000.00        | $1859032.31        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-11-01      | 5.5000%  | 0.0000% | $2002104.00        | $1590806.78        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2053-06-01      | 5.5000%  | 0.0000% | $100000000.00      | $80806696.20       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2053-07-01      | 5.5000%  | 0.0000% | $3067776.00        | $2297044.79        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2054-01-01      | 6.5000%  | 0.0000% | $166754.00         | $129859.70         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2054-09-01      | 4.5000%  | 0.0000% | $14433536.00       | $13552083.99       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2055-02-01      | 5.5000%  | 0.0000% | $1105098.00        | $1067870.48        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2051-05-01      | 3.0000%  | 0.0000% | $1664054.00        | $1069365.12        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2051-07-01      | 3.0000%  | 0.0000% | $665000.00         | $365430.64         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2051-12-01      | 3.0000%  | 0.0000% | $3986776.00        | $2672403.46        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-03-01      | 6.5000%  | 0.0000% | $6601248.00        | $6925789.35        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2055-07-01      | 5.5000%  | 0.0000% | $2345244.00        | $2380921.67        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-08-01      | 6.5000%  | 0.0000% | $538259.00         | $567206.01         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2052-05-01      | 3.5000%  | 0.0000% | $1200000.00        | $769188.04         | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2041-09-01      | 2.0000%  | 0.0000% | $1000000.00        | $613281.97         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2029-11-01      | 3.5000%  | 0.0000% | $3519000.00        | $271042.75         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2053-08-01      | 7.0000%  | 0.0000% | $583482.00         | $604646.12         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2053-12-01      | 6.5000%  | 0.0000% | $5343032.00        | $4966991.19        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2053-12-01      | 7.0000%  | 0.0000% | $3694304.00        | $2324316.46        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2045-01-01      | 3.5000%  | 0.0000% | $14150672.00       | $702053.44         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2053-07-01      | 6.0000%  | 0.0000% | $165000.00         | $73877.15          | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2055-02-01      | 6.5000%  | 0.0000% | $1423636.00        | $1495725.40        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2054-06-01      | 6.0000%  | 0.0000% | $1978470.00        | $1693700.25        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2054-06-01      | 7.0000%  | 0.0000% | $1185388.00        | $892422.72         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2054-06-01      | 5.5000%  | 0.0000% | $296677.00         | $287613.44         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2054-06-01      | 7.0000%  | 0.0000% | $1042648.00        | $853898.80         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2054-07-01      | 7.0000%  | 0.0000% | $1751120.00        | $1442894.97        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2054-07-01      | 5.0000%  | 0.0000% | $1788956.00        | $1782538.73        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2054-08-01      | 6.0000%  | 0.0000% | $1458700.00        | $1324132.92        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2054-09-01      | 6.0000%  | 0.0000% | $5145808.00        | $4776003.71        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-05-01      | 6.0000%  | 0.0000% | $1269324.00        | $1314846.75        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-06-01      | 6.0000%  | 0.0000% | $9614384.00        | $10105522.80       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-06-01      | 5.5000%  | 0.0000% | $1884566.00        | $1922074.30        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-06-01      | 5.5000%  | 0.0000% | $2292228.00        | $2336000.22        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-11-01      | 6.5000%  | 0.0000% | $201152.00         | $212135.37         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-08-01      | 6.5000%  | 0.0000% | $2157740.00        | $2059279.06        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2055-07-01      | 5.5000%  | 0.0000% | $1167500.00        | $1186775.46        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2055-09-01      | 7.0000%  | 0.0000% | $1468000.00        | $1559809.99        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-09-01      | 6.5000%  | 0.0000% | $1006536.00        | $1069557.18        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-09-01      | 6.5000%  | 0.0000% | $1162756.00        | $1222831.23        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-10-01      | 6.5000%  | 0.0000% | $460800.00         | $484768.17         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-11-01      | 6.5000%  | 0.0000% | $669783.00         | $704204.77         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-11-01      | 6.5000%  | 0.0000% | $488395.00         | $514852.74         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-11-01      | 6.5000%  | 0.0000% | $1959902.00        | $2056248.29        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-11-01      | 6.0000%  | 0.0000% | $1295586.00        | $1338373.61        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-11-01      | 6.5000%  | 0.0000% | $807181.00         | $841041.31         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2048-04-01      | 4.0000%  | 0.0000% | $12742960.00       | $2982599.90        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2048-01-01      | 3.5000%  | 0.0000% | $39179456.00       | $6741229.77        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2044-07-01      | 4.0000%  | 0.0000% | $1730000.00        | $508404.45         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2049-11-01      | 2.5000%  | 0.0000% | $2825000.00        | $758095.16         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2050-10-01      | 3.0000%  | 0.0000% | $381000.00         | $116441.69         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2051-02-01      | 2.0000%  | 0.0000% | $1747000.00        | $888499.93         | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2054-01-01      | 6.0000%  | 0.0000% | $10992512.00       | $9795252.23        | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2054-02-01      | 6.0000%  | 0.0000% | $4734720.00        | $3948340.01        | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2054-01-01      | 7.5000%  | 0.0000% | $2324884.00        | $1570107.81        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL          | 2054-07-01      | 7.0000%  | 0.0000% | $4049980.00        | $3133998.48        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL          | 2054-09-01      | 6.0000%  | 0.0000% | $5206816.00        | $3663441.93        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL          | 2054-10-01      | 6.5000%  | 0.0000% | $3064110.00        | $3202973.01        | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2054-10-01      | 5.5000%  | 0.0000% | $6107192.00        | $6172184.34        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL          | 2054-10-01      | 6.0000%  | 0.0000% | $2319436.00        | $2384086.37        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL          | 2054-10-01      | 7.0000%  | 0.0000% | $2670815.00        | $2860341.89        | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2053-10-01      | 6.0000%  | 0.0000% | $50000000.00       | $41089383.98       | Agency Mortgage-Backed Securities |
| Freddie Mac               | 2054-05-01      | 7.0000%  | 0.0000% | $2976900.00        | $3140493.71        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL          | 2054-06-01      | 6.5000%  | 0.0000% | $3122232.00        | $2476736.51        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2043-07-01      | 3.5000%  | 0.0000% | $16916200.00       | $2783411.15        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2037-11-01      | 3.5100%  | 0.0000% | $2639628.00        | $2262712.94        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2048-02-01      | 3.5000%  | 0.0000% | $5000000.00        | $3766031.09        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2033-05-01      | 3.5100%  | 0.0000% | $6582000.00        | $6281169.69        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2033-06-01      | 3.6700%  | 0.0000% | $13457000.00       | $11125984.24       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2033-07-01      | 3.7500%  | 0.0000% | $8202272.00        | $6034498.60        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2043-06-01      | 3.5000%  | 0.0000% | $58046656.00       | $11894121.46       | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2043-08-01      | 3.0000%  | 0.0000% | $1660000.00        | $310248.35         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2047-03-01      | 3.5000%  | 0.0000% | $1858000.00        | $375820.40         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2041-11-01      | 3.0000%  | 0.0000% | $10000000.00       | $1515082.48        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2043-04-01      | 3.5000%  | 0.0000% | $53755000.00       | $8250648.04        | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2033-06-01      | 3.5000%  | 0.0000% | $1500000.00        | $132716.27         | Agency Mortgage-Backed Securities |
| Fannie Mae                | 2044-09-01      | 4.0000%  | 0.0000% | $59491200.00       | $6045565.19        | Agency Mortgage-Backed Securities |

### Security 243: Bank of America Tri Party Repo

- **C.1 - Title:** Bank of America Tri Party Repo 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99VDNE005, C.3 - LEI: N/A, C.5 - Other ID: 99VDNE005_3.85_0102
- **C.18 - Value (incl. sponsor support):** $65000000.00
- **C.18.a - Value (excl. sponsor support):** $65000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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

**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        | 2037-06-01      | 5.5000%  | 0.0000% | $53579.00          | $1704.40           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2055-09-20      | 6.5000%  | 0.0000% | $1103926.00        | $1158553.11        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2034-03-01      | 3.5000%  | 0.0000% | $3000.00           | $269.43            | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2045-12-01      | 4.5000%  | 0.0000% | $4999.00           | $736.15            | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2038-09-01      | 6.0000%  | 0.0000% | $10713616.00       | $5833231.63        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2036-05-01      | 2.0000%  | 0.0000% | $3625000.00        | $1953565.71        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2036-09-01      | 2.5000%  | 0.0000% | $5925472.00        | $2883939.79        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL    | 2055-08-01      | 6.0000%  | 0.0000% | $4323409.00        | $4258529.28        | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2052-04-01      | 3.0000%  | 0.0000% | $68195000.00       | $44818365.59       | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2052-07-01      | 5.0000%  | 0.0000% | $22640.00          | $16070.08          | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2052-06-01      | 2.5000%  | 0.0000% | $2611564.00        | $1958623.23        | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2054-02-01      | 4.5000%  | 0.0000% | $698535.00         | $628366.98         | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2038-08-01      | 5.5000%  | 0.0000% | $8840.00           | $310.53            | Agency Mortgage-Backed Securities |
| Fannie Mae         | 2050-06-01      | 3.0000%  | 0.0000% | $174938.00         | $46104.75          | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2055-04-01      | 4.5000%  | 0.0000% | $13179.00          | $12836.06          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL   | 2055-10-01      | 6.5000%  | 0.0000% | $2558112.00        | $2715486.52        | Agency Mortgage-Backed Securities |
| Freddie Mac        | 2043-04-01      | 3.5000%  | 0.0000% | $100000.00         | $13306.80          | Agency Mortgage-Backed Securities |

### Security 244: UBS Securities LLC Tri Party Repo

- **C.1 - Title:** UBS Securities LLC Tri Party Repo 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99VDQX000, C.3 - LEI: N/A, C.5 - Other ID: 99VDQX000_3.85_0102
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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

**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 Bank | 2027-10-20      | 1.3000%  | 0.0000% | $5000.00           | $4820.83           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2031-01-13      | 2.1000%  | 0.0000% | $5000.00           | $4654.40           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2035-02-23      | 3.2500%  | 0.0000% | $1000.00           | $925.90            | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2037-06-08      | 4.9900%  | 0.0000% | $5000.00           | $4940.13           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2029-05-03      | 3.8750%  | 0.0000% | $4000.00           | $4058.60           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2029-04-09      | 5.0000%  | 0.0000% | $3000.00           | $3041.39           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2027-05-06      | 4.7500%  | 0.0000% | $40000.00          | $40937.68          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2027-03-04      | 3.5000%  | 0.0000% | $11985000.00       | $12014866.62       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2026-12-22      | 3.5000%  | 0.0000% | $22700000.00       | $22692282.00       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2032-07-15      | 5.1100%  | 0.0000% | $130000.00         | $133634.77         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2026-11-19      | 3.6250%  | 0.0000% | $2341000.00        | $2351738.56        | Agency Mortgage-Backed Securities  |
| US TREASURY N/B          | 2042-08-15      | 2.7500%  | 0.0000% | $300.00            | $235.79            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2043-08-15      | 3.6250%  | 0.0000% | $100.00            | $88.10             | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2043-11-15      | 3.7500%  | 0.0000% | $5000.00           | $4427.73           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2044-02-15      | 3.6250%  | 0.0000% | $1700.00           | $1490.13           | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-03-31      | NA       | 0.0000% | $1000.00           | $991.41            | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-04-28      | NA       | 0.0000% | $1583000.00        | $1565007.62        | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2026-02-15      | NA       | 0.0000% | $668500.00         | $665779.20         | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2026-08-15      | NA       | 0.0000% | $120000.00         | $117410.52         | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2026-11-15      | NA       | 0.0000% | $78100.00          | $75878.84          | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2027-02-15      | NA       | 0.0000% | $500000.00         | $481884.50         | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2027-08-15      | NA       | 0.0000% | $13000.00          | $12295.09          | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2028-11-15      | NA       | 0.0000% | $15000.00          | $13565.48          | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2031-02-15      | NA       | 0.0000% | $40000.00          | $33083.64          | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2046-11-15      | NA       | 0.0000% | $2000.00           | $715.72            | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2053-11-15      | NA       | 0.0000% | $5000.00           | $1276.93           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-11-15      | 6.5000%  | 0.0000% | $300.00            | $310.47            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-11-15      | 5.2500%  | 0.0000% | $300.00            | $315.99            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-02-15      | 5.2500%  | 0.0000% | $4200.00           | $4501.28           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-08-15      | 6.1250%  | 0.0000% | $1000.00           | $1108.26           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2030-05-15      | 6.2500%  | 0.0000% | $20000.00          | $22230.48          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2031-02-15      | 5.3750%  | 0.0000% | $1000.00           | $1096.46           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2032-04-15      | 3.3750%  | 0.0000% | $187200.00         | $382133.59         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2037-02-15      | 4.7500%  | 0.0000% | $12900.00          | $13782.86          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2038-02-15      | 4.3750%  | 0.0000% | $100.00            | $102.83            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2039-02-15      | 3.5000%  | 0.0000% | $15300.00          | $14189.65          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2039-05-15      | 4.2500%  | 0.0000% | $197200.00         | $194887.54         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2040-02-15      | 2.1250%  | 0.0000% | $45000.00          | $67794.21          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2040-05-15      | 4.3750%  | 0.0000% | $600.00            | $595.65            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2040-08-15      | 3.8750%  | 0.0000% | $1000.00           | $944.47            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2040-11-15      | 4.2500%  | 0.0000% | $900.00            | $876.66            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2041-08-15      | 3.7500%  | 0.0000% | $400.00            | $367.78            | U.S. Treasuries (including strips) |
| Federal Farm Credit Bank | 2027-03-16      | 3.6250%  | 0.0000% | $300000.00         | $303469.18         | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2028-11-15      | NA       | 0.0000% | $5000.00           | $4507.50           | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2027-08-15      | NA       | 0.0000% | $3000.00           | $2833.73           | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2029-09-15      | 6.7500%  | 0.0000% | $3000.00           | $3386.55           | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2028-07-15      | NA       | 0.0000% | $4000.00           | $3644.48           | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2027-12-30      | 1.1100%  | 0.0000% | $4000.00           | $3816.88           | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2029-05-15      | 6.2500%  | 0.0000% | $1000.00           | $1093.14           | Agency Mortgage-Backed Securities  |
| FANNIEMAE STRIPS         | 2026-05-15      | NA       | 0.0000% | $3000.00           | $2957.33           | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2030-08-05      | 0.8750%  | 0.0000% | $466000.00         | $412544.49         | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2027-10-08      | 0.7500%  | 0.0000% | $3000.00           | $2866.07           | Agency Mortgage-Backed Securities  |
| FANNIEMAE                | 2027-03-23      | NA       | 0.0000% | $3000.00           | $2870.10           | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2028-09-01      | 6.0800%  | 0.0000% | $3000.00           | $3248.03           | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2027-08-27      | 0.7000%  | 0.0000% | $1000.00           | $957.83            | Agency Mortgage-Backed Securities  |
| RESOLUTION FUNDING STRIP | 2026-07-15      | NA       | 0.0000% | $1000.00           | $979.61            | Agency Mortgage-Backed Securities  |
| TENN VALLEY AUTHORITY    | 2039-09-15      | 5.2500%  | 0.0000% | $2000.00           | $2158.81           | Agency Mortgage-Backed Securities  |
| TENN VALLEY AUTHORITY    | 2042-12-15      | 3.5000%  | 0.0000% | $5000.00           | $4195.40           | Agency Mortgage-Backed Securities  |
| TENN VALLEY AUTHORITY    | 2027-02-01      | 2.8750%  | 0.0000% | $2000.00           | $2010.25           | Agency Mortgage-Backed Securities  |
| TENN VAL AUTH CPN STRIP  | 2026-11-01      | NA       | 0.0000% | $1000.00           | $969.58            | Agency Mortgage-Backed Securities  |
| TENN VAL AUTH CPN STRIP  | 2028-12-15      | NA       | 0.0000% | $5000.00           | $4476.14           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN BANK   | 2040-06-29      | 2.0700%  | 0.0000% | $400000.00         | $283690.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN BANK   | 2032-12-10      | 4.7500%  | 0.0000% | $200000.00         | $210142.97         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN BANK   | 2029-03-09      | 4.5000%  | 0.0000% | $100000.00         | $104205.40         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN BANK   | 2031-09-23      | 4.0000%  | 0.0000% | $115000.00         | $115569.47         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2030-01-18      | 3.5000%  | 0.0000% | $3000.00           | $3019.56           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2026-08-03      | 2.6300%  | 0.0000% | $4000.00           | $4019.88           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2026-04-23      | 2.8400%  | 0.0000% | $2000.00           | $2005.50           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2027-03-22      | 2.5400%  | 0.0000% | $2000.00           | $1990.11           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2026-10-13      | 2.5500%  | 0.0000% | $5000.00           | $4986.80           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2027-08-19      | 0.9000%  | 0.0000% | $3000.00           | $2883.57           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2030-09-09      | 1.3200%  | 0.0000% | $5000.00           | $4504.91           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2040-06-18      | 2.0900%  | 0.0000% | $90000.00          | $63834.45          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2035-06-22      | 1.7900%  | 0.0000% | $5000.00           | $3992.12           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2030-07-08      | 1.0400%  | 0.0000% | $2000.00           | $1790.20           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2040-05-21      | 2.1250%  | 0.0000% | $2000.00           | $1434.10           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2030-10-15      | 1.2600%  | 0.0000% | $5000.00           | $4474.00           | Agency Mortgage-Backed Securities  |
| US TREASURY N/B          | 2028-11-30      | 4.3750%  | 0.0000% | $1300.00           | $1335.27           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-01-31      | 4.0000%  | 0.0000% | $700.00            | $721.12            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2031-01-31      | 4.0000%  | 0.0000% | $100.00            | $103.00            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2034-02-15      | 4.0000%  | 0.0000% | $22200.00          | $22529.34          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-02-28      | 4.6250%  | 0.0000% | $1000.00           | $1016.85           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-04-15      | 4.5000%  | 0.0000% | $9800.00           | $10015.02          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-04-30      | 4.8750%  | 0.0000% | $300.00            | $303.69            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-05-15      | 4.5000%  | 0.0000% | $474200.00         | $483241.68         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-05-31      | 4.8750%  | 0.0000% | $59000.00          | $59545.86          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-06-15      | 4.6250%  | 0.0000% | $500.00            | $509.06            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2031-06-30      | 4.2500%  | 0.0000% | $200.00            | $204.95            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-06-30      | 4.2500%  | 0.0000% | $202600.00         | $207118.99         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-07-15      | 4.3750%  | 0.0000% | $400.00            | $413.43            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2034-07-15      | 1.8750%  | 0.0000% | $100.00            | $105.35            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-08-15      | 3.7500%  | 0.0000% | $200.00            | $203.69            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-08-31      | 3.7500%  | 0.0000% | $7100.00           | $7198.08           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-09-30      | 3.5000%  | 0.0000% | $11800.00          | $11897.49          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2045-02-15      | 0.7500%  | 0.0000% | $581200.00         | $589953.58         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2045-08-15      | 2.8750%  | 0.0000% | $500.00            | $382.45            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2045-11-15      | 3.0000%  | 0.0000% | $15100.00          | $11656.34          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2046-05-15      | 2.5000%  | 0.0000% | $4600.00           | $3223.50           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2046-08-15      | 2.2500%  | 0.0000% | $1700.00           | $1139.56           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2047-05-15      | 3.0000%  | 0.0000% | $100.00            | $75.88             | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2047-08-15      | 2.7500%  | 0.0000% | $500.00            | $364.31            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2048-02-15      | 1.0000%  | 0.0000% | $250400.00         | $243590.04         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2048-05-15      | 3.1250%  | 0.0000% | $7600.00           | $5835.71           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2048-08-15      | 3.0000%  | 0.0000% | $1000.00           | $756.14            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2048-11-15      | 3.3750%  | 0.0000% | $800.00            | $639.97            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2049-02-15      | 1.0000%  | 0.0000% | $20800.00          | $19534.65          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2050-02-15      | 0.2500%  | 0.0000% | $200.00            | $146.64            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2041-05-15      | 2.2500%  | 0.0000% | $16300.00          | $12097.13          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2051-08-15      | 2.0000%  | 0.0000% | $200.00            | $116.87            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2051-11-15      | 1.8750%  | 0.0000% | $600.00            | $335.54            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2052-08-15      | 3.0000%  | 0.0000% | $400.00            | $292.83            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2042-08-15      | 3.3750%  | 0.0000% | $400.00            | $344.75            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2053-02-15      | 3.6250%  | 0.0000% | $10000.00          | $8282.60           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2053-02-15      | 1.5000%  | 0.0000% | $3349300.00        | $2893120.24        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2043-02-15      | 3.8750%  | 0.0000% | $100.00            | $91.87             | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2053-05-15      | 3.6250%  | 0.0000% | $100.00            | $81.87             | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $90.66             | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2054-02-15      | 4.2500%  | 0.0000% | $93000.00          | $86096.28          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2054-02-15      | 2.1250%  | 0.0000% | $247800.00         | $239426.83         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2044-11-15      | 4.6250%  | 0.0000% | $500.00            | $495.43            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2045-11-15      | 4.6250%  | 0.0000% | $102000.00         | $100781.01         | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2026-02-15      | NA       | 0.0000% | $65000.00          | $64712.64          | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2026-05-15      | NA       | 0.0000% | $130000.00         | $128328.72         | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2027-05-15      | NA       | 0.0000% | $125000.00         | $119181.75         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-11-15      | 2.2500%  | 0.0000% | $48700.00          | $47768.72          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2028-01-15      | 0.5000%  | 0.0000% | $81000.00          | $105311.11         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-02-15      | 2.7500%  | 0.0000% | $100.00            | $99.55             | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-05-15      | 2.8750%  | 0.0000% | $400.00            | $395.96            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-08-15      | 2.8750%  | 0.0000% | $6900.00           | $6866.90           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2029-01-15      | 0.8750%  | 0.0000% | $400000.00         | $510302.54         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2044-02-15      | 1.3750%  | 0.0000% | $4000.00           | $4722.35           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2044-08-15      | 3.1250%  | 0.0000% | $6000.00           | $4844.63           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2045-02-15      | 2.5000%  | 0.0000% | $200.00            | $144.28            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-10-15      | 3.8750%  | 0.0000% | $149900.00         | $152184.94         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-10-31      | 4.1250%  | 0.0000% | $15500.00          | $15893.17          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-12-31      | 4.3750%  | 0.0000% | $100.00            | $102.81            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-12-31      | 4.2500%  | 0.0000% | $2300.00           | $2315.98           | U.S. Treasuries (including strips) |
| US TREASURY FRN          | 2027-01-31      | 3.7001%  | 0.0000% | $500.00            | $503.10            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2035-01-15      | 2.1250%  | 0.0000% | $2665500.00        | $2832905.98        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-02-28      | 4.1250%  | 0.0000% | $1900.00           | $1939.57           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-03-15      | 3.8750%  | 0.0000% | $5400.00           | $5507.90           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2032-03-31      | 4.1250%  | 0.0000% | $3000.00           | $3079.36           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2030-03-31      | 4.0000%  | 0.0000% | $100300.00         | $102745.70         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2032-04-30      | 4.0000%  | 0.0000% | $500.00            | $507.81            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2035-05-15      | 4.2500%  | 0.0000% | $16162200.00       | $16437305.74       | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-06-15      | 3.8750%  | 0.0000% | $499600.00         | $505058.78         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2030-06-30      | 3.8750%  | 0.0000% | $3000.00           | $3027.31           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-06-30      | 3.7500%  | 0.0000% | $5700.00           | $5722.90           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2030-07-31      | 3.8750%  | 0.0000% | $977900.00         | $1002463.61        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-07-31      | 3.8750%  | 0.0000% | $2600.00           | $2657.71           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-01-31      | 2.6250%  | 0.0000% | $2000.00           | $2019.72           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-02-28      | 2.5000%  | 0.0000% | $999500.00         | $1006009.16        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-06-30      | 1.8750%  | 0.0000% | $100000.00         | $99181.70          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-05-15      | 2.3750%  | 0.0000% | $51300.00          | $50690.81          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-08-15      | 1.6250%  | 0.0000% | $10000.00          | $9406.33           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-10-31      | 1.6250%  | 0.0000% | $400.00            | $394.73            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-11-30      | 1.6250%  | 0.0000% | $200.00            | $196.84            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2030-02-15      | 1.5000%  | 0.0000% | $1000.00           | $925.34            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-02-28      | 1.1250%  | 0.0000% | $338300.00         | $330515.53         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $96.26             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2030-07-15      | 0.1250%  | 0.0000% | $520700.00         | $625400.74         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-07-31      | 0.3750%  | 0.0000% | $210000.00         | $200418.98         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-11-30      | 0.6250%  | 0.0000% | $1000.00           | $948.41            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2031-02-15      | 1.1250%  | 0.0000% | $4700.00           | $4164.97           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-02-29      | 1.1250%  | 0.0000% | $5000.00           | $4775.90           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-02-28      | 0.5000%  | 0.0000% | $192200.00         | $191533.08         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-03-31      | 0.7500%  | 0.0000% | $673500.00         | $670182.07         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-05-31      | 1.2500%  | 0.0000% | $494100.00         | $469220.37         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-06-30      | 0.8750%  | 0.0000% | $100.00            | $98.68             | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-07-31      | 1.0000%  | 0.0000% | $300.00            | $282.90            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-09-30      | 1.2500%  | 0.0000% | $500.00            | $472.20            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2032-01-15      | 0.1250%  | 0.0000% | $100.00            | $107.57            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-02-28      | 1.8750%  | 0.0000% | $300.00            | $287.08            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-02-28      | 1.8750%  | 0.0000% | $499600.00         | $493561.86         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-04-30      | 2.8750%  | 0.0000% | $13600.00          | $13377.84          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-05-31      | 2.7500%  | 0.0000% | $200.00            | $195.28            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-06-30      | 3.2500%  | 0.0000% | $300.00            | $299.02            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-07-31      | 2.6250%  | 0.0000% | $400.00            | $391.66            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-09-30      | 4.1250%  | 0.0000% | $600.00            | $612.84            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-10-31      | 4.0000%  | 0.0000% | $3000.00           | $3063.36           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-11-30      | 3.8750%  | 0.0000% | $166900.00         | $169053.37         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-11-30      | 3.8750%  | 0.0000% | $60900.00          | $61548.65          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2030-01-31      | 3.5000%  | 0.0000% | $300.00            | $303.03            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2033-01-15      | 1.1250%  | 0.0000% | $10000.00          | $10566.71          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-04-15      | 3.7500%  | 0.0000% | $7400.00           | $7461.77           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2028-04-15      | 1.2500%  | 0.0000% | $7105700.00        | $7704917.70        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-04-30      | 3.5000%  | 0.0000% | $9800.00           | $9860.89           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-05-31      | 3.6250%  | 0.0000% | $13000.00          | $13079.91          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2030-05-31      | 3.7500%  | 0.0000% | $500.00            | $503.57            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2030-07-31      | 4.0000%  | 0.0000% | $700.00            | $721.59            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2033-08-15      | 3.8750%  | 0.0000% | $300.00            | $302.70            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-08-15      | 4.3750%  | 0.0000% | $1836200.00        | $1874953.46        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-08-31      | 4.3750%  | 0.0000% | $82000.00          | $84995.83          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-09-15      | 4.6250%  | 0.0000% | $7700.00           | $7861.29           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-10-31      | 4.8750%  | 0.0000% | $23300.00          | $24333.33          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2033-11-15      | 4.5000%  | 0.0000% | $1000.00           | $1041.17           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-11-15      | 4.6250%  | 0.0000% | $1000.00           | $1014.80           | U.S. Treasuries (including strips) |
| STRIPS                   | 2031-05-15      | NA       | 0.0000% | $155000.00         | $126018.41         | U.S. Treasuries (including strips) |
| STRIPS                   | 2031-11-15      | NA       | 0.0000% | $15000.00          | $11920.17          | U.S. Treasuries (including strips) |
| STRIPS                   | 2032-11-15      | NA       | 0.0000% | $14000.00          | $10624.12          | U.S. Treasuries (including strips) |
| STRIPS                   | 2033-05-15      | NA       | 0.0000% | $377000.00         | $279272.18         | U.S. Treasuries (including strips) |
| STRIPS                   | 2034-05-15      | NA       | 0.0000% | $1502972.72        | $1060024.11        | U.S. Treasuries (including strips) |
| STRIPS                   | 2034-11-15      | NA       | 0.0000% | $19000.00          | $13058.04          | U.S. Treasuries (including strips) |
| STRIPS                   | 2026-02-15      | NA       | 0.0000% | $140000.00         | $139375.46         | U.S. Treasuries (including strips) |
| STRIPS                   | 2026-05-15      | NA       | 0.0000% | $63000.00          | $62176.15          | U.S. Treasuries (including strips) |
| STRIPS                   | 2026-08-15      | NA       | 0.0000% | $420041.17         | $410797.74         | U.S. Treasuries (including strips) |
| STRIPS                   | 2026-11-15      | NA       | 0.0000% | $387000.00         | $375081.95         | U.S. Treasuries (including strips) |
| STRIPS                   | 2027-02-15      | NA       | 0.0000% | $366212.07         | $352071.16         | U.S. Treasuries (including strips) |
| STRIPS                   | 2027-05-15      | NA       | 0.0000% | $206000.05         | $196322.58         | U.S. Treasuries (including strips) |
| STRIPS                   | 2027-08-15      | NA       | 0.0000% | $158000.00         | $149230.84         | U.S. Treasuries (including strips) |
| Federal Farm Credit Bank | 2032-04-05      | 3.8000%  | 0.0000% | $600000.00         | $593873.27         | Agency Mortgage-Backed Securities  |
| TSY INFL IX N/B          | 2029-01-15      | 2.5000%  | 0.0000% | $200000.00         | $316789.30         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2030-12-31      | 3.6250%  | 0.0000% | $39496500.00       | $39376351.65       | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-05-14      | NA       | 0.0000% | $49100.00          | $48470.78          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2043-11-15      | 4.7500%  | 0.0000% | $20000.00          | $20221.20          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-02-15      | 1.6250%  | 0.0000% | $309500.00         | $310581.93         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-12-31      | 1.3750%  | 0.0000% | $100.00            | $93.96             | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2032-08-15      | 2.7500%  | 0.0000% | $1986200.00        | $1876378.04        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2030-01-31      | 4.2500%  | 0.0000% | $300.00            | $312.39            | U.S. Treasuries (including strips) |
| Federal Farm Credit Bank | 2029-07-03      | 2.3700%  | 0.0000% | $50000.00          | $48577.07          | Agency Mortgage-Backed Securities  |
| STRIPS                   | 2028-11-15      | NA       | 0.0000% | $104000.10         | $93874.86          | U.S. Treasuries (including strips) |
| STRIPS                   | 2029-08-15      | NA       | 0.0000% | $119000.00         | $104198.07         | U.S. Treasuries (including strips) |
| STRIPS                   | 2029-05-15      | NA       | 0.0000% | $50000.00          | $44239.20          | U.S. Treasuries (including strips) |
| STRIPS                   | 2029-11-15      | NA       | 0.0000% | $94000.00          | $81514.36          | U.S. Treasuries (including strips) |
| STRIPS                   | 2030-02-15      | NA       | 0.0000% | $375000.00         | $321659.63         | U.S. Treasuries (including strips) |
| STRIPS                   | 2030-08-15      | NA       | 0.0000% | $160000.00         | $134343.36         | U.S. Treasuries (including strips) |
| STRIPS                   | 2039-11-15      | NA       | 0.0000% | $25000.00          | $13022.50          | U.S. Treasuries (including strips) |
| STRIPS                   | 2052-11-15      | NA       | 0.0000% | $2000.00           | $517.10            | U.S. Treasuries (including strips) |
| STRIPS                   | 2042-11-15      | NA       | 0.0000% | $450000.00         | $195995.70         | U.S. Treasuries (including strips) |
| STRIPS                   | 2043-05-15      | NA       | 0.0000% | $10000.00          | $4224.67           | U.S. Treasuries (including strips) |
| STRIPS                   | 2044-08-15      | NA       | 0.0000% | $74000.00          | $29038.78          | U.S. Treasuries (including strips) |
| STRIPS                   | 2049-02-15      | NA       | 0.0000% | $402000.00         | $125053.76         | U.S. Treasuries (including strips) |
| STRIPS                   | 2050-11-15      | NA       | 0.0000% | $4000.02           | $1136.87           | U.S. Treasuries (including strips) |
| STRIPS                   | 2027-11-15      | NA       | 0.0000% | $228930.04         | $214311.48         | U.S. Treasuries (including strips) |
| STRIPS                   | 2028-08-15      | NA       | 0.0000% | $28000.00          | $25507.58          | U.S. Treasuries (including strips) |
| STRIPS                   | 2028-05-15      | NA       | 0.0000% | $6000.00           | $5518.40           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2032-08-31      | 3.8750%  | 0.0000% | $351700.00         | $356243.75         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-09-15      | 3.3750%  | 0.0000% | $12292400.00       | $12373564.61       | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2032-09-30      | 3.8750%  | 0.0000% | $2700.00           | $2725.01           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2030-09-30      | 3.6250%  | 0.0000% | $4443100.00        | $4474144.33        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-10-31      | 3.5000%  | 0.0000% | $396400.00         | $398959.47         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2030-10-15      | 1.1250%  | 0.0000% | $418700.00         | $416735.63         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2035-11-15      | 4.0000%  | 0.0000% | $74900.00          | $74446.62          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-11-15      | 3.5000%  | 0.0000% | $300.00            | $301.23            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-11-30      | 3.3750%  | 0.0000% | $449900.00         | $450452.17         | U.S. Treasuries (including strips) |
| STRIPS                   | 2031-08-15      | NA       | 0.0000% | $76000.00          | $61075.73          | U.S. Treasuries (including strips) |
| STRIPS                   | 2032-02-15      | NA       | 0.0000% | $140000.00         | $109939.90         | U.S. Treasuries (including strips) |
| STRIPS                   | 2033-02-15      | NA       | 0.0000% | $165000.00         | $123633.84         | U.S. Treasuries (including strips) |
| STRIPS                   | 2033-08-15      | NA       | 0.0000% | $8000.00           | $5853.84           | U.S. Treasuries (including strips) |
| STRIPS                   | 2034-02-15      | NA       | 0.0000% | $110000.00         | $78539.34          | U.S. Treasuries (including strips) |
| STRIPS                   | 2034-08-15      | NA       | 0.0000% | $57.27             | $39.87             | U.S. Treasuries (including strips) |
| STRIPS                   | 2035-08-15      | NA       | 0.0000% | $97000.00          | $64191.50          | U.S. Treasuries (including strips) |
| STRIPS                   | 2037-02-15      | NA       | 0.0000% | $31000.00          | $18930.83          | U.S. Treasuries (including strips) |
| STRIPS                   | 2030-11-15      | NA       | 0.0000% | $132805.81         | $110348.35         | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-01-02      | NA       | 0.0000% | $198000.00         | $198000.00         | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-07-09      | NA       | 0.0000% | $1000.00           | $982.38            | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-08-06      | NA       | 0.0000% | $22100.00          | $21648.52          | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-09-03      | NA       | 0.0000% | $20000.00          | $19545.90          | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-03-05      | NA       | 0.0000% | $100.00            | $99.39             | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-03-12      | NA       | 0.0000% | $80000.00          | $79457.36          | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-04-02      | NA       | 0.0000% | $50000.00          | $49555.95          | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-01-13      | NA       | 0.0000% | $86300.00          | $86207.75          | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-02-03      | NA       | 0.0000% | $1100.00           | $1096.57           | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-04-23      | NA       | 0.0000% | $1011000.00        | $1000050.87        | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-04-30      | NA       | 0.0000% | $747000.00         | $738399.79         | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-02-10      | NA       | 0.0000% | $509000.00         | $507051.04         | U.S. Treasuries (including strips) |
| Federal Farm Credit Bank | 2035-10-26      | 1.7300%  | 0.0000% | $3000.00           | $2382.13           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2029-06-14      | 1.5900%  | 0.0000% | $4000.00           | $3735.89           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2041-06-21      | 2.7000%  | 0.0000% | $325000.00         | $245736.40         | Agency Mortgage-Backed Securities  |

## N-MFP: Signatures

**Registrant:** STATE STREET MASTER FUNDS

**Date:** 2026-01-08

**By:** /s/ Chad Hallett

**Name of Signing Officer:** Chad Hallett

**Title of Signing Officer:** Deputy Treasurer